Search results for " numerical analysis."
showing 10 items of 103 documents
A generalized Newton iteration for computing the solution of the inverse Henderson problem
2020
We develop a generalized Newton scheme IHNC for the construction of effective pair potentials for systems of interacting point-like particles.The construction is made in such a way that the distribution of the particles matches a given radial distribution function. The IHNC iteration uses the hypernetted-chain integral equation for an approximate evaluation of the inverse of the Jacobian of the forward operator. In contrast to the full Newton method realized in the Inverse Monte Carlo (IMC) scheme, the IHNC algorithm requires only a single molecular dynamics computation of the radial distribution function per iteration step, and no further expensive cross-correlations. Numerical experiments…
Fractional Laplacians in bounded domains: Killed, reflected, censored, and taboo Lévy flights.
2018
The fractional Laplacian $(- \Delta)^{\alpha /2}$, $\alpha \in (0,2)$ has many equivalent (albeit formally different) realizations as a nonlocal generator of a family of $\alpha $-stable stochastic processes in $R^n$. On the other hand, if the process is to be restricted to a bounded domain, there are many inequivalent proposals for what a boundary-data respecting fractional Laplacian should actually be. This ambiguity holds true not only for each specific choice of the process behavior at the boundary (like e.g. absorbtion, reflection, conditioning or boundary taboos), but extends as well to its particular technical implementation (Dirchlet, Neumann, etc. problems). The inferred jump-type …
ADI schemes for valuing European options under the Bates model
2018
Abstract This paper is concerned with the adaptation of alternating direction implicit (ADI) time discretization schemes for the numerical solution of partial integro-differential equations (PIDEs) with application to the Bates model in finance. Three different adaptations are formulated and their (von Neumann) stability is analyzed. Ample numerical experiments are provided for the Bates PIDE, illustrating the actual stability and convergence behaviour of the three adaptations.
NUMERICAL ALGORITHMS
2013
For many systems of differential equations modeling problems in science and engineering, there are natural splittings of the right hand side into two parts, one non-stiff or mildly stiff, and the other one stiff. For such systems implicit-explicit (IMEX) integration combines an explicit scheme for the non-stiff part with an implicit scheme for the stiff part. In a recent series of papers two of the authors (Sandu and Zhang) have developed IMEX GLMs, a family of implicit-explicit schemes based on general linear methods. It has been shown that, due to their high stage order, IMEX GLMs require no additional coupling order conditions, and are not marred by order reduction. This work develops a …
Stochastic Galerkin method for cloud simulation
2018
AbstractWe develop a stochastic Galerkin method for a coupled Navier-Stokes-cloud system that models dynamics of warm clouds. Our goal is to explicitly describe the evolution of uncertainties that arise due to unknown input data, such as model parameters and initial or boundary conditions. The developed stochastic Galerkin method combines the space-time approximation obtained by a suitable finite volume method with a spectral-type approximation based on the generalized polynomial chaos expansion in the stochastic space. The resulting numerical scheme yields a second-order accurate approximation in both space and time and exponential convergence in the stochastic space. Our numerical results…
Functional A Posteriori Error Estimates for Time-Periodic Parabolic Optimal Control Problems
2015
This article is devoted to the a posteriori error analysis of multiharmonic finite element approximations to distributed optimal control problems with time-periodic state equations of parabolic type. We derive a posteriori estimates of the functional type, which are easily computable and provide guaranteed upper bounds for the state and co-state errors as well as for the cost functional. These theoretical results are confirmed by several numerical tests that show high efficiency of the a posteriori error bounds. peerReviewed
Bòvedas tabicadas: experimental and numerical analysis
2008
A class of thin vaults, the so-called “bovedas tabicadas”, which represent one of the most common Spanish traditional building techniques at the end of XIX century are studied here, treating the relevant analysis problem through a numerical, as well as an experimental, approach. At first the problem is studied by searching for the behaviour of the material effecting suitable experiments. Once the constitutive behaviour of the materials and the structural elements are experimentally characterized, a semi inverse method for the identification of the optimum mechanical parameters to assign to an equivalent homogeneous ideal material through analysis reproducing the executed experimental tests …
Perfectly matched layers for the stationary Schrodinger equation in a periodic structure
2008
We construct a perfectly matched absorbing layer for stationary Schrodinger equation with analytic slowly decaying potential in a periodic structure. We prove the unique solvability of the problem with perfectly matched layer of finite length and show that solution to this problem approximates a solution to the original problem with an error that exponentially tends to zero as the length of perfectly matched layer tends to infinity.
Polynomial mapped bases: theory and applications
2022
Abstract In this paper, we collect the basic theory and the most important applications of a novel technique that has shown to be suitable for scattered data interpolation, quadrature, bio-imaging reconstruction. The method relies on polynomial mapped bases allowing, for instance, to incorporate data or function discontinuities in a suitable mapping function. The new technique substantially mitigates the Runge’s and Gibbs effects.
On the a posteriori error analysis for linear Fokker-Planck models in convection-dominated diffusion problems
2018
This work is aimed at the derivation of reliable and efficient a posteriori error estimates for convection-dominated diffusion problems motivated by a linear Fokker-Planck problem appearing in computational neuroscience. We obtain computable error bounds of the functional type for the static and time-dependent case and for different boundary conditions (mixed and pure Neumann boundary conditions). Finally, we present a set of various numerical examples including discussions on mesh adaptivity and space-time discretisation. The numerical results confirm the reliability and efficiency of the error estimates derived.