Search results for "numeeriset menetelmät"
showing 10 items of 51 documents
Fully reliable a posteriori error control for evolutionary problems
2015
Systematisation of Systems Solving Physics Boundary Value Problems
2020
A general conservation law that defines a class of physical field theories is constructed. First, the notion of a general field is introduced as a formal sum of differential forms on a Minkowski manifold. By the action principle the conservation law is defined for such a general field. By construction, particular field notions of physics, e.g., magnetic flux, electric field strength, stress, strain etc. become instances of the general field. Hence, the differential equations that constitute physical field theories become also instances of the general conservation law. The general field and the general conservation law together correspond to a large class of relativistic hyperbolic physical …
Proton Direct Ionization in Sub-Micron Technologies: Numerical Method for RPP Parameter Extraction
2022
This work introduces a numerical method to iteratively extract parameters of a rectangular parallelepiped (RPP) sensitive volume (SV) from experimental proton direct ionization SEU data. The method combines two separate numerical models. The first model estimates the average LET values for energetic ions, including protons and also heavy ions, in elemental solid targets. The second model describes the statistical variance in the energy deposition events of projectile-induced primary ionization within a RPP shaped target volume. To benchmark the method, simulated cross-section values based on RPP parameters derived with this method are compared with literature data from four SRAM devices. Th…
Numerical simulation of Kerr nonlinear systems : analyzing non-classical dynamics
2019
Abstract We simulate coherent driven free dissipative Kerr nonlinear system numerically using Euler’s method by solving Heisenberg equation of motion and time evolving block decimation (TEBD) algorithm, and demonstrate how the numerical results are analogous to classical bistability. The comparison with analytics show that the TEBD numerics follow the quantum mechanical exact solution obtained by mapping the equation of motion of the density matrix of the system to a Fokker-Plank equation . Comparing between two different numerical techniques, we see that the semi-classical Euler’s method gives the dynamics of the system field of one among two coherent branches, whereas TEBD numerics genera…
Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance
2017
We establish an ordering criterion for the asymptotic variances of two consistent Markov chain Monte Carlo (MCMC) estimators: an importance sampling (IS) estimator, based on an approximate reversible chain and subsequent IS weighting, and a standard MCMC estimator, based on an exact reversible chain. Essentially, we relax the criterion of the Peskun type covariance ordering by considering two different invariant probabilities, and obtain, in place of a strict ordering of asymptotic variances, a bound of the asymptotic variance of IS by that of the direct MCMC. Simple examples show that IS can have arbitrarily better or worse asymptotic variance than Metropolis-Hastings and delayed-acceptanc…
Random walk approximation of BSDEs with H{\"o}lder continuous terminal condition
2018
In this paper, we consider the random walk approximation of the solution of a Markovian BSDE whose terminal condition is a locally Hölder continuous function of the Brownian motion. We state the rate of the L2-convergence of the approximated solution to the true one. The proof relies in part on growth and smoothness properties of the solution u of the associated PDE. Here we improve existing results by showing some properties of the second derivative of u in space. peerReviewed
On GPU-accelerated fast direct solvers and their applications in image denoising
2015
Attractor as a convex combination of a set of attractors
2021
This paper presents an effective approach to constructing numerical attractors of a general class of continuous homogenous dynamical systems: decomposing an attractor as a convex combination of a set of other existing attractors. For this purpose, the convergent Parameter Switching (PS) numerical method is used to integrate the underlying dynamical system. The method is built on a convergent fixed step-size numerical method for ODEs. The paper shows that the PS algorithm, incorporating two binary operations, can be used to approximate any numerical attractor via a convex combination of some existing attractors. Several examples are presented to show the effectiveness of the proposed method.…
Discrete exterior calculus for photonic crystal waveguides
2022
The discrete exterior calculus (DEC) is very promising, though not yet widely used, discretization method for photonic crystal (PC) waveguides. It can be seen as a generalization of the finite difference time domain (FDTD) method. The DEC enables efficient time evolution by construction and fits well for nonhomogeneous computational domains and obstacles of curved surfaces. These properties are typically present in applications of PC waveguides that are constructed as periodic structures of inhomogeneities in a computational domain. We present a two-dimensional DEC discretization for PC waveguides and demonstrate it with a selection of numerical experiments typical in the application area. …