Search results for "Discretization"
showing 10 items of 237 documents
Fast MATLAB assembly of FEM matrices in 2D and 3D: Edge elements
2014
We propose an effective and flexible way to assemble finite element stiffness and mass matrices in MATLAB. We apply this for problems discretized by edge finite elements. Typical edge finite elements are Raviart-Thomas elements used in discretizations of H(div) spaces and Nedelec elements in discretizations of H(curl) spaces. We explain vectorization ideas and comment on a freely available MATLAB code which is fast and scalable with respect to time.
Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions
2021
We develop a Bayesian inference method for diffusions observed discretely and with noise, which is free of discretisation bias. Unlike existing unbiased inference methods, our method does not rely on exact simulation techniques. Instead, our method uses standard time-discretised approximations of diffusions, such as the Euler--Maruyama scheme. Our approach is based on particle marginal Metropolis--Hastings, a particle filter, randomised multilevel Monte Carlo, and importance sampling type correction of approximate Markov chain Monte Carlo. The resulting estimator leads to inference without a bias from the time-discretisation as the number of Markov chain iterations increases. We give conver…
Dynamic Finite Element analysis of fractionally damped structural systems in the time domain
2015
Visco-elastic material models with fractional characteristics have been used for several decades. This paper provides a simple methodology for Finite-Element-based dynamic analysis of structural systems with viscosity characterized by fractional derivatives of the strains. In particular, a re-formulation of the well-known Newmark method taking into account fractional derivatives discretized via the Grunwald–Letnikov summation allows the analysis of structural systems using standard Finite Element technology.
PANORMUS-SPH. A new Smoothed Particle Hydrodynamics solver for incompressible flows
2015
Abstract A new Smoothed Particle Hydrodynamics (SPH) solver is presented, fully integrated within the PANORMUS package [7] , originally developed as a Finite Volume Method (FVM) solver. The proposed model employs the fully Incompressible SPH approach, where a Fractional Step Method is used to make the numerical solution march in time. The main novelty of the proposed model is the use of a general and highly flexible procedure to account for different boundary conditions, based on the discretization of the boundary surfaces with a set of triangles and the introduction of mirror particles with suitable hydrodynamic properties. Both laminar and turbulent flows can be solved (the latter using t…
Hard-wall interactions in soft matter systems: Exact numerical treatment
2011
An algorithm for handling hard-wall interactions in simulations of driven diffusive particle motion is proposed. It exploits an exact expression for the one-dimensional transition probability in the presence of a hard (reflecting) wall and therefore is numerically exact in the sense that it does not introduce any additional approximation beyond the usual discretization procedures. Studying two standard situations from soft matter systems, its performance is compared to the heuristic approaches used in the literature.
FOUNDATIONS OF FRACTIONAL DYNAMICS
1995
Time flow in dynamical systems is reconsidered in the ultralong time limit. The ultralong time limit is a limit in which a discretized time flow is iterated infinitely often and the discretization time step is infinite. The new limit is used to study induced flows in ergodic theory, in particular for subsets of measure zero. Induced flows on subsets of measure zero require an infinite renormalization of time in the ultralong time limit. It is found that induced flows are given generically by stable convolution semigroups and not by the conventional translation groups. This could give new insight into the origin of macroscopic irreversibility. Moreover, the induced semigroups are generated …
Higher-Fidelity Frugal and Accurate Quantile Estimation Using a Novel Incremental <italic>Discretized</italic> Paradigm
2018
Traditional pattern classification works with the moments of the distributions of the features and involves the estimation of the means and variances. As opposed to this, more recently, research has indicated the power of using the quantiles of the distributions because they are more robust and applicable for non-parametric methods. The estimation of the quantiles is even more pertinent when one is mining data streams. However, the complexity of quantile estimation is much higher than the corresponding estimation of the mean and variance, and this increased complexity is more relevant as the size of the data increases. Clearly, in the context of infinite data streams, a computational and sp…
Implicit-explicit and explicit projection schemes for the unsteady incompressible Navier–Stokes equations using a high-order dG method
2017
Abstract A modified version of the projection scheme [19] is proposed, which does not show a lower limit for the time step in contrast to the limits of stability observed numerically for some projection type schemes. An advantage of the proposed scheme is that the right-hand side of the Poisson equation for the pressure is independent of the time step. An explicit version of the current scheme is also provided besides the implicit-explicit one. For the implicit-explicit version, we retain divergence of the viscous terms on the right-hand side of the Poisson equation in order to achieve a higher accuracy for low Reynolds number flows. In this way, we also ensure that the Poisson equation wit…
Discrete Structure Shakedown Design Ices ’95, Hawai, July 30 – August 3, 1995
1995
The minimum volume shakedown design problem was already approached by several authors with studies devoted to discrete structures (see e.g. [1]–[5]) and to continuous structures (see e.g. [6]). Except some very simple structural typologies, also the optimal shakedown design problem formulations for continuous structures need to be discretized in the application stage. In any case, the relevant optimal shakedown design problem for discrete (or discretized) structures is formulated in terms of design variables as well as behavioural variables, and consists in the search for the/a minimum volume design among all feasible designs (i.e. able to shakedown). Due to its strong non-linearity, the la…
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 …