Search results for "Numerical"
showing 10 items of 2002 documents
Stochastic analysis of dynamical systems with delayed control forces
2006
Abstract Reduction of structural vibration in actively controlled dynamical system is usually performed by means of convenient control forces dependent of the dynamic response. In this paper the existent studies will be extended to dynamical systems subjected to non-normal delta-correlated random process with delayed control forces. Taylor series expansion of the control forces has been introduced and the statistics of the dynamical response have been obtained by means of the extended Ito differential rule. Numerical application provided shows the capabilities of the proposed method to analyze stochastic dynamic systems with delayed actions under delta-correlated process contrasting statist…
Efficient parallel computations of flows of arbitrary fluids for all regimes of Reynolds, Mach and Grashof numbers
2002
This paper presents a unified numerical method able to address a wide class of fluid flow problems of engineering interest. Arbitrary fluids are treated specifying totally arbitrary equations of state, either in analytical form or through look‐up tables. The most general system of the unsteady Navier–Stokes equations is integrated with a coupled implicit preconditioned method. The method can stand infinite CFL number and shows the efficiency of a quasi‐Newton method independent of the multi‐block partitioning on parallel machines. Computed test cases ranging from inviscid hydrodynamics, to natural convection loops of liquid metals, and to supersonic gasdynamics, show a solution efficiency i…
An Scalable matrix computing unit architecture for FPGA and SCUMO user design interface
2019
High dimensional matrix algebra is essential in numerous signal processing and machine learning algorithms. This work describes a scalable square matrix-computing unit designed on the basis of circulant matrices. It optimizes data flow for the computation of any sequence of matrix operations removing the need for data movement for intermediate results, together with the individual matrix operations’ performance in direct or transposed form (the transpose matrix operation only requires a data addressing modification). The allowed matrix operations are: matrix-by-matrix addition, subtraction, dot product and multiplication, matrix-by-vector multiplication, and matrix by scalar multiplication.…
A-stable spline-collocation methods of multivalue type
1989
In this paper the general classV of spline-collocation methods presented by Multhei is investigated. The methods ofV approximate solutions of first order initial value problems. ClassV contains as subclass the methods of so-called multivalue type, and in particular contains the generalized singly-implicit methods treated by Butcher.
A mixed finite element method for the heat flow problem
1981
A semidiscrete finite element scheme for the approximation of the spatial temperature change field is presented. The method yields a better order of convergence than the conventional use of linear elements.
Assessment of the Current for a Non-Linear Power Inductor Including Temperature in DC-DC Converters
2023
A method for estimating the current flowing through a non-linear power inductor operating in a DC/DC converter is proposed. The knowledge of such current, that cannot be calculated in closed form as for the linear inductor, is crucial for the design of the converter. The proposed method is based on a third-order polynomial model of the inductor, already developed by the authors; it is exploited to solve the differential equation of the inductor and to implement a flux model in a circuit simulator. The method allows the estimation of the current up to saturation, intended as the point at which the differential inductance is reduced to half of its maximum value. The current profile depends al…
Explicit solutions of Riccati equations appearing in differential games
1990
Abstract In this paper an explicit closed form solution of Riccati differential matrix equations appearing in games theory is given.
TUG-OF-WAR, MARKET MANIPULATION, AND OPTION PRICING
2014
We develop an option pricing model based on a tug-of-war game involving the the issuer and holder of the option. This two-player zero-sum stochastic differential game is formulated in a multi-dimensional financial market and the agents try, respectively, to manipulate/control the drift and the volatility of the asset processes in order to minimize and maximize the expected discounted pay-off defined at the terminal date $T$. We prove that the game has a value and that the value function is the unique viscosity solution to a terminal value problem for a partial differential equation involving the non-linear and completely degenerate parabolic infinity Laplace operator.
Population Games with Vector Payoff and Approachability
2016
This paper studies population games with vector payoffs. It provides a new perspective on approachability based on mean-field game theory. The model involves a Hamilton-Jacobi-Bellman equation which describes the best-response of every player given the population distribution and an advection equation, capturing the macroscopic evolution of average payoffs if every player plays its best response.
Spline histogram method for reconstruction of probability density function of clusters of galaxies
2003
We describe the spline histogram algorithm which is useful for visualization of the probability density function setting up a statistical hypothesis for a test. The spline histogram is constructed from discrete data measurements using tensioned cubic spline interpolation of the cumulative distribution function which is then differentiated and smoothed using the Savitzky-Golay filter. The optimal width of the filter is determined by minimization of the Integrated Square Error function. The current distribution of the TCSplin algorithm written in f77 with IDL and Gnuplot visualization scripts is available from http://www.virac.lv/en/soft.html