Search results for " numerical analysis"
showing 10 items of 106 documents
Analytic and directional wavelet packets in the space of periodic signals
2019
The paper presents a versatile library of analytic and quasi-analytic complex-valued wavelet packets (WPs) which originate from discrete splines of arbitrary orders. The real parts of the quasi-analytic WPs are the regular spline-based orthonormal WPs designed in [2]. The imaginary parts are the so-called complementary orthonormal WPs, which, unlike the symmetric regular WPs, they are antisymmetric. Tensor products of 1D quasi-analytic WPs provide a diversity of 2D WPs oriented in multiple directions. For example, a set of the fourth-level WPs comprises 62 different directions. The designed computational scheme in the paper enables us to get fast and easy implementation of the WP transforms…
Beyond the mesh handling Maxwell's curl equations with an unconditionally leapfrog stable scheme
2013
Numerical solution of equations governing time domain simulations in computational electromagnetics, is usually based on grid methods in space and on explicit schemes for the time evolution. A predefined grid in the problem domain and a stability step size restriction must be accepted. Evidence is given that efforts need for overcoming these heavy constraints. Recently, the authors developed a meshless method to avoid the connective laws among the points scattered in the problem domain. Despite the good spatial properties, the numerical explicit integration used in the original formulation of the method provides,also in a meshless context, spatial and time discretization strictly interleave…
Functional A Posteriori Error Equalities for Conforming Mixed Approximations of Elliptic Problems
2014
In this paper we show how to find the exact error (not just an estimate of the error) of a conforming mixed approximation by using the functional type a posteriori error estimates in the spirit of Repin. The error is measured in a mixed norm which takes into account both the primal and dual variables. We derive this result for elliptic partial differential equations of a certain class. We first derive a special version of our main result by using a simplified reaction-diffusion problem to demonstrate the strong connection to the classical functional a posteriori error estimates of Repin. After this we derive the main result in an abstract setting. Our main result states that in order to obt…
Worst case approach in convex minimization problems with uncertain data
2015
This paper concerns quantitative analysis of errors generated by incompletely known data in convex minimization problems. The problems are discussed in the mixed setting and the duality gap is used as the fundamental error measure. The influence of the indeterminate data is measured using the worst case scenario approach. The worst case error is decomposed into two computable quantities, which allows the quantitative comparison between errors resulting from the inaccuracy of the approximation and the data uncertainty. The proposed approach is demonstrated on a paradigm of a nonlinear reaction-diffusion problem together with numerical examples.
An adaptive rectangular mesh administration and refinement technique with application in cancer invasion models
2022
We present an administration technique for the bookkeeping of adaptive mesh refinement on (hyper-)rectangular meshes. Our technique is a unified approach for h-refinement on 1-, 2- and 3D domains, which is easy to use and avoids traversing the connectivity graph of the ancestry of mesh cells. Due to the employed rectangular mesh structure, the identification of the siblings and the neighbouring cells is greatly simplified. The administration technique is particularly designed for smooth meshes, where the smoothness is dynamically used in the matrix operations. It has a small memory footprint that makes it affordable for a wide range of mesh resolutions over a large class of problems. We pre…
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 …
Exact simulation of first exit times for one-dimensional diffusion processes
2019
International audience; The simulation of exit times for diffusion processes is a challenging task since it concerns many applications in different fields like mathematical finance, neuroscience, reliability horizontal ellipsis The usual procedure is to use discretization schemes which unfortunately introduce some error in the target distribution. Our aim is to present a new algorithm which simulates exactly the exit time for one-dimensional diffusions. This acceptance-rejection algorithm requires to simulate exactly the exit time of the Brownian motion on one side and the Brownian position at a given time, constrained not to have exit before, on the other side. Crucial tools in this study …
A spectral approach to a constrained optimization problem for the Helmholtz equation in unbounded domains
2014
We study some convergence issues for a recent approach to the problem of transparent boundary conditions for the Helmholtz equation in unbounded domains (Ciraolo et al. in J Comput Phys 246:78–95, 2013) where the index of refraction is not required to be constant at infinity. The approach is based on the minimization of an integral functional, which arises from an integral formulation of the radiation condition at infinity. In this paper, we implement a Fourier–Chebyshev collocation method to study some convergence properties of the numerical algorithm; in particular, we give numerical evidence of some convergence estimates available in the literature (Ciraolo in Helmholtz equation in unbou…
Speeding up a few orders of magnitude the Jacobi method: high order Chebyshev-Jacobi over GPUs
2017
In this technical note we show how to reach a remarkable speed up when solving elliptic partial differential equations with finite differences thanks to the joint use of the Chebyshev-Jacobi method with high order discretizations and its parallel implementation over GPUs.