Search results for "numeerinen analyysi"

Coupled conditional backward sampling particle filter

2020

The conditional particle filter (CPF) is a promising algorithm for general hidden Markov model smoothing. Empirical evidence suggests that the variant of CPF with backward sampling (CBPF) performs well even with long time series. Previous theoretical results have not been able to demonstrate the improvement brought by backward sampling, whereas we provide rates showing that CBPF can remain effective with a fixed number of particles independent of the time horizon. Our result is based on analysis of a new coupling of two CBPFs, the coupled conditional backward sampling particle filter (CCBPF). We show that CCBPF has good stability properties in the sense that with fixed number of particles, …

Fully reliable a posteriori error control for evolutionary problems

2015

Approximating hidden chaotic attractors via parameter switching.

2018

In this paper, the problem of approximating hidden chaotic attractors of a general class of nonlinear systems is investigated. The parameter switching (PS) algorithm is utilized, which switches the control parameter within a given set of values with the initial value problem numerically solved. The PS-generated attractor approximates the attractor obtained by averaging the control parameter with the switched values, which represents the hidden chaotic attractor. The hidden chaotic attractors of a generalized Lorenz system and the Rabinovich-Fabrikant system are simulated for illustration. In Refs. 1–3, it is proved that the attractors of a chaotic system, considered as the unique numerical …

Approximation of functions over manifolds : A Moving Least-Squares approach

2021

We present an algorithm for approximating a function defined over a $d$-dimensional manifold utilizing only noisy function values at locations sampled from the manifold with noise. To produce the approximation we do not require any knowledge regarding the manifold other than its dimension $d$. We use the Manifold Moving Least-Squares approach of (Sober and Levin 2016) to reconstruct the atlas of charts and the approximation is built on-top of those charts. The resulting approximant is shown to be a function defined over a neighborhood of a manifold, approximating the originally sampled manifold. In other words, given a new point, located near the manifold, the approximation can be evaluated…

Hidden attractors on one path : Glukhovsky-Dolzhansky, Lorenz, and Rabinovich systems

2017

In this report, by the numerical continuation method we visualize and connect hidden chaotic sets in the Glukhovsky-Dolzhansky, Lorenz and Rabinovich systems using a certain path in the parameter space of a Lorenz-like system.

Guaranteed and computable error bounds for approximations constructed by an iterative decoupling of the Biot problem

2021

The paper is concerned with guaranteed a posteriori error estimates for a class of evolutionary problems related to poroelastic media governed by the quasi-static linear Biot equations. The system is decoupled by employing the fixed-stress split scheme, which leads to an iteratively solved semi-discrete system. The error bounds are derived by combining a posteriori estimates for contractive mappings with functional type error control for elliptic partial differential equations. The estimates are applicable to any approximation in the admissible functional space and are independent of the discretization method. They are fully computable, do not contain mesh-dependent constants, and provide r…

On resampling schemes for particle filters with weakly informative observations

2022

We consider particle filters with weakly informative observations (or `potentials') relative to the latent state dynamics. The particular focus of this work is on particle filters to approximate time-discretisations of continuous-time Feynman--Kac path integral models -- a scenario that naturally arises when addressing filtering and smoothing problems in continuous time -- but our findings are indicative about weakly informative settings beyond this context too. We study the performance of different resampling schemes, such as systematic resampling, SSP (Srinivasan sampling process) and stratified resampling, as the time-discretisation becomes finer and also identify their continuous-time l…

Parameter identification for heterogeneous materials by optimal control approach with flux cost functionals

2021

The paper deals with the identification of material parameters characterizing components in heterogeneous geocomposites provided that the interfaces separating different materials are known. We use the optimal control approach with flux type cost functionals. Since solutions to the respective state problems are not regular, in general, the original cost functionals are expressed in terms of integrals over the computational domain using the Green formula. We prove the existence of solutions to the optimal control problem and establish convergence results for appropriately defined discretizations. The rest of the paper is devoted to computational aspects, in particular how to handle high sens…

Numerical analysis of dynamical systems : unstable periodic orbits, hidden transient chaotic sets, hidden attractors, and finite-time Lyapunov dimens…

2019

In this article, on the example of the known low-order dynamical models, namely Lorenz, Rössler and Vallis systems, the difficulties of reliable numerical analysis of chaotic dynamical systems are discussed. For the Lorenz system, the problems of existence of hidden chaotic attractors and hidden transient chaotic sets and their numerical investigation are considered. The problems of the numerical characterization of a chaotic attractor by calculating finite-time time Lyapunov exponents and finite-time Lyapunov dimension along one trajectory are demonstrated using the example of computing unstable periodic orbits in the Rössler system. Using the example of the Vallis system describing the El…

Solution of universal nonrelativistic nuclear DFT equations in the Cartesian deformed harmonic-oscillator basis. (IX) HFODD (v3.06h) : a new version …

2021

We describe the new version (v3.06h) of the code HFODD that solves the universal nonrelativistic nuclear DFT Hartree-Fock or Hartree-Fock-Bogolyubov problem by using the Cartesian deformed harmonic-oscillator basis. In the new version, we implemented the following new features: (i) zero-range three- and four-body central terms, (ii) zero-range three-body gradient terms, (iii) zero-range tensor terms, (iv) zero-range isospin-breaking terms, (v) finite-range higher-order regularized terms, (vi) finite-range separable terms, (vii) zero-range two-body pairing terms, (viii) multi-quasiparticle blocking, (ix) Pfaffian overlaps, (x) particle-number and parity symmetry restoration, (xi) axializatio…