Search results for "Numerical Analysis"

showing 10 items of 883 documents

A New Look at the Stochastic Linearization Technique for Hyperbolic Tangent Oscillator

1998

Abstract Stochastic linearization technique is reconsidered for oscillator with restoring force in form of hyperbolic tangent. We show that a subtle error was made in the previously known procedure for derivation of the linearized system parameters. Two new error-free procedures, namely, those based on minimization of mean square difference between (a) restoring force or (b) potential energy of the original non-linear system and their linear counterparts, are suggested. The results of numerical analysis are shown.

General MathematicsApplied MathematicsNumerical analysisMathematical analysisHyperbolic functionGeneral Physics and AstronomyStatistical and Nonlinear PhysicsMean square differencePotential energyLinearizationSystem parametersRestoring forceMinificationMathematicsChaos, Solitons & Fractals
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Some Improvements on Relativistic Positioning Systems

2018

[EN] We make some considerations about Relativistic Positioning Systems (RPS). Four satellites are needed to position a user. First of all we define the main concepts. Errors should be taken into account. Errors depend on the Jacobian transformation matrix. Its Jacobian is proportional to the tetrahedron volume whose vertexes are the four tips of the receiver-satellite unit vectors. If the four satellites are seen by the user on a circumference in the sky, then, the Jacobian and the tetrahedron volume vanish. The users we consider are spacecraft. Spacecraft to be positioned cannot be close to a null Jacobian satellites-user configuration. These regions have to be avoided choosing an appropr…

General RelativityGeneral Computer ScienceTopology01 natural sciencessymbols.namesakeTransformation matrixUnit vectorPosition (vector)Numerical Methods35Q850103 physical sciences010303 astronomy & astrophysicsEngineering (miscellaneous)Mathematical Physics83C05Spacecraft010308 nuclear & particles physicsbusiness.industryApplied MathematicsNumerical analysisAstronomy and AstrophysicsRelativistic Positioning SystemsModeling and SimulationJacobian matrix and determinantPhysics::Space PhysicsTetrahedronsymbols37M99SatellitebusinessMATEMATICA APLICADA
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Typhetum laxmannii (Ubrizsy 1961) Nedelcu 1968 - The new plant association in Poland

2011

<em>Typhetum laxmannii</em> (Ubrizsy 1961) Nedelcu 1968 is a plant association new to Poland, built by an expansive kenophyte - <em>Typha laxmannii</em> Lepech. This paper presents the general distribution of both, the species and the association, paying particular attention to the area of Europe and Poland where, in recent years, many new locations as well as an increasing participation in vegetation cover have been observed. The habitat preferences of <em>Typhetum laxmannii</em>, the floristic composition of the association and its geographical differentiation within the occupied area are described. The current distribution of the association in Poland …

General distributionbiologynumerical analysisbusiness.industryEcologyAssociation (object-oriented programming)anthropogenic habitatsDistribution (economics)Plant communityPlant Sciencebiology.organism_classificationCartogramTypha laxmanniiFloristicslcsh:QK1-989GeographyHabitatrush communitieslcsh:BotanykenophytesdistributionTyphetum laxmanniiPolandbusiness
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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 …

General linear methodsMathematical optimizationIMEX methods; general linear methods; error analysis; order conditions; stability analysisIMEX methodsDifferential equationSCHEMESorder conditionsMathematics AppliedExtrapolationStability (learning theory)QUADRATIC STABILITYstability analysisPARABOLIC EQUATIONSSYSTEMSNORDSIECK METHODSFOS: MathematicsApplied mathematicsMathematics - Numerical AnalysisRUNGE-KUTTA METHODSMULTISTEP METHODSerror analysisMathematicsCONSTRUCTIONSeries (mathematics)Applied MathematicsNumerical analysisComputer Science - Numerical AnalysisStability analysisORDEROrder conditionsNumerical Analysis (math.NA)Computer Science::Numerical AnalysisRunge–Kutta methodsGeneral linear methodsError analysisORDINARY DIFFERENTIAL-EQUATIONSOrdinary differential equationgeneral linear methodsMathematics
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Explicit closed form solutions of boundary value problems for systems of difference equations

1990

In this paper boundary value problems for systems of difference equations of the type , where A j ∈ C p×p and bn y j+n ∈ C p , for 0≤j≤k − 1, are studied from an algebraic point of view. Existence conditions and closed form solutions are given in terms of co-solutions of the algebraic matrix equation .

Generalized inverseComputational Theory and MathematicsDifferential equationApplied MathematicsNumerical analysisMathematical analysisPoint (geometry)Boundary value problemAlgebraic numberType (model theory)Closed-form expressionComputer Science ApplicationsMathematicsInternational Journal of Computer Mathematics
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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 …

Girsanov theoremand phrases: Exit timeDiscretizationsecondary: 65N75Exit time Brownian motion diffusion processes Girsanov’s transformation rejection sampling exact simulation randomized algorithm conditioned Brownian motion.MSC 65C05 65N75 60G40Exit time01 natural sciencesGirsanov’s transformationrandomized algorithm010104 statistics & probabilityrejection samplingGirsanov's transformationexact simulationFOS: MathematicsApplied mathematicsMathematics - Numerical Analysis0101 mathematicsConvergent seriesBrownian motion60G40MathematicsNumerical AnalysisApplied MathematicsMathematical financeRejection samplingProbability (math.PR)diffusion processesNumerical Analysis (math.NA)conditioned Brownian motionRandomized algorithm010101 applied mathematics[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]Computational MathematicsModeling and Simulationconditioned Brownian motion 2010 AMS subject classifications: primary 65C05Brownian motionRandom variableMathematics - ProbabilityAnalysis[MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA]
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Mapping nonlinear gravity into General Relativity with nonlinear electrodynamics

2018

We show that families of nonlinear gravity theories formulated in a metric-affine approach and coupled to a nonlinear theory of electrodynamics can be mapped into General Relativity (GR) coupled to another nonlinear theory of electrodynamics. This allows to generate solutions of the former from those of the latter using purely algebraic transformations. This correspondence is explicitly illustrated with the Eddington-inspired Born-Infeld theory of gravity, for which we consider a family of nonlinear electrodynamics and show that, under the map, preserve their algebraic structure. For the particular case of Maxwell electrodynamics coupled to Born-Infeld gravity we find, via this corresponden…

Gravity (chemistry)Physics and Astronomy (miscellaneous)Algebraic structureGeneral relativityFOS: Physical scienceslcsh:AstrophysicsGeneral Relativity and Quantum Cosmology (gr-qc)01 natural sciencesGeneral Relativity and Quantum CosmologyGravitationlcsh:QB460-4660103 physical scienceslcsh:Nuclear and particle physics. Atomic energy. Radioactivity010306 general physicsEngineering (miscellaneous)Metric-affine approachPhysics010308 nuclear & particles physicsNumerical analysisNonlinear theoryPower (physics)Nonlinear gravity theoriesNonlinear systemQuantum electrodynamicslcsh:QC770-798Regular Article - Theoretical Physics
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Periodic Discrete Splines

2014

Periodic discrete splines with different periods and spans were introduced in Sect. 3.4. In this chapter, we discuss families of periodic discrete splines, whose periods and spans are powers of 2. As in the polynomial splines case, the Zak transform is extensively employed. It results in the Discrete Spline Harmonic Analysis (DSHA). Utilization of the Fast Fourier transform (FFT) enables us to implement all the computations in a fast explicit way.

Harmonic analysisSmoothing splineSpline (mathematics)Computer Science::GraphicsPolynomial splinesComputationZak transformFast Fourier transformApplied mathematicsExponential splineMathematics::Numerical AnalysisMathematics
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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…

Helmholtz equationApplied MathematicsMathematical analysisTransparent boundary conditionComputational mathematicsFOS: Physical sciencesNumerical Analysis (math.NA)Mathematical Physics (math-ph)Electric-field integral equationComputational MathematicsCollocation methodConvergence (routing)Computational MathematicFOS: MathematicsMathematics - Numerical AnalysisBoundary value problemHelmholtz equationMinimization of integral functionalSpectral methodSpectral methodConstant (mathematics)Mathematical PhysicsMathematics
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Monotonicity and local uniqueness for the Helmholtz equation

2017

This work extends monotonicity-based methods in inverse problems to the case of the Helmholtz (or stationary Schr\"odinger) equation $(\Delta + k^2 q) u = 0$ in a bounded domain for fixed non-resonance frequency $k>0$ and real-valued scattering coefficient function $q$. We show a monotonicity relation between the scattering coefficient $q$ and the local Neumann-Dirichlet operator that holds up to finitely many eigenvalues. Combining this with the method of localized potentials, or Runge approximation, adapted to the case where finitely many constraints are present, we derive a constructive monotonicity-based characterization of scatterers from partial boundary data. We also obtain the local…

Helmholtz equationMathematics::Number Theorylocalized potentialsBoundary (topology)Monotonic function01 natural sciencesDomain (mathematical analysis)inversio-ongelmat35R30 35J05symbols.namesakeMathematics - Analysis of PDEs35J050103 physical sciencesFOS: MathematicsUniquenessHelmholtz equation0101 mathematicsinverse coefficient problemsEigenvalues and eigenvectorsMathematicsNumerical AnalysisApplied Mathematics010102 general mathematicsMathematical analysisMathematics::Spectral Theorymonotonicitystationary Schrödinger equation35R30Helmholtz free energyBounded functionsymbols010307 mathematical physicsmonotonicity localized potentialsAnalysisAnalysis of PDEs (math.AP)
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