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Register a new userA Functional Package for Automatic Solution of Ordinary Differential Equations with Spectral Methods
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Added by
Shaohui Liu
Publication date
2016
fields
Informatics Engineering
and research's language is
English
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We present a Python module named PyCheb, to solve the ordinary differential equations by using spectral collocation method. PyCheb incorporates discretization using Chebyshev points, barycentric interpolation and iterate methods. With this Python module, users can initialize the ODEsolver class by passing attributes, including the both sides of a given differential equation, boundary conditions, and the number of Chebyshev points, which can also be generated automatically by the ideal precision, to the constructor of ODEsolver class. Then, the instance of the ODEsolver class can be used to automatically determine the resolution of the differential equation as well as generate the graph of the high-precision approximate solution. (If you have any questions, please send me an email and I will reply ASAP. e-mail:[email protected]/[email protected])
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We present a convergence proof of the projective integration method for a class of deterministic multi-dimensional multi-scale systems which are amenable to centre manifold theory. The error is shown to contain contributions associated with the numerical accuracy of the microsolver, the numerical accuracy of the macrosolver and the distance from the centre manifold caused by the combined effect of micro- and macrosolvers, respectively. We corroborate our results by numerical simulations.
In this paper, we develop fast procedures for solving linear systems arising from discretization of ordinary and partial differential equations with Caputo fractional derivative w.r.t time variable. First, we consider a finite difference scheme to solve a two-sided fractional ordinary equation. Furthermore, we present a fast solution technique to accelerate Toeplitz matrix-vector multiplications arising from finite difference discretization. This fast solution technique is based on a fast Fourier transform and depends on the special structure of coefficient matrices, and it helps to reduce the computational work from $O(N^{3})$ required by traditional methods to $O(Nlog^{2}N)$ and the memory requirement from $O(N^{2})$ to $O(N)$ without using any lossy compression, where $N$ is the number of unknowns. Two finite difference schemes to solve time fractional hyperbolic equations with different fractional order $gamma$ are considered. We present a fast solution technique depending on the special structure of coefficient matrices by rearranging the order of unknowns. It helps to reduce the computational work from $O(N^2M)$ required by traditional methods to $O(N$log$^{2}N)$ and the memory requirement from $O(NM)$ to $O(N)$ without using any lossy compression, where $N=tau^{-1}$ and $tau$ is the size of time step, $M=h^{-1}$ and $h$ is the size of space step. Importantly, a fast method is employed to solve the classical time fractional diffusion equation with a lower coast at $O(MN$log$^2N)$, where the direct method requires an overall computational complexity of $O(N^2M)$. Moreover, the applicability and accuracy of the scheme are demonstrated by numerical experiments to support our theoretical analysis.
We introduce a new family of deep neural network models. Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network. The output of the network is computed using a black-box differential equation solver. These continuous-depth models have constant memory cost, adapt their evaluation strategy to each input, and can explicitly trade numerical precision for speed. We demonstrate these properties in continuous-depth residual networks and continuous-time latent variable models. We also construct continuous normalizing flows, a generative model that can train by maximum likelihood, without partitioning or ordering the data dimensions. For training, we show how to scalably backpropagate through any ODE solver, without access to its internal operations. This allows end-to-end training of ODEs within larger models.
We give a definition of the spectral flow for continuous paths in the space of bounded and essentially hyperbolic operators. We provide a homotopical characterization of the spectral flow in terms of a group homomorphism of the fundamental group of the projectors of the Calkin algebra with the infinite cyclic group Z. This characterization helps us to exhibit examples of infinite-dimensional Banach spaces where the spectral flow is not injective nor surjective. We prove that a path with spectral flow equal to an integer m exists if and only if there exists a projector P connected by an arc to a projector Q such that Range(Q) has co-dimension m in Range(P). We prove that if A is an asymptotically hyperbolic and essentially splitting path the differential operator F(u) = du/dt - Au is Fredholm. Moreover if A is also essentially hyperbolic the Fredholm index coincides with minus the spectral flow of A.
We consider the application of implicit and linearly implicit (Rosenbrock-type) peer methods to matrix-valued ordinary differential equations. In particular the differential Riccati equation (DRE) is investigated. For the Rosenbrock-type schemes, a reformulation capable of avoiding a number of Jacobian applications is developed that, in the autonomous case, reduces the computational complexity of the algorithms. Dealing with large-scale problems, an efficient implementation based on low-rank symmetric indefinite factorizations is presented. The performance of both peer approaches up to order 4 is compared to existing implicit time integration schemes for matrix-valued differential equations.
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