اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدOn convergence of the projective integration method for stiff ordinary differential equations
287
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
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.
قيم البحث
اقرأ أيضاً
We present a convergence proof for higher order implementations of the projective integration method (PI) for a class of deterministic multi-scale systems in which fast variables quickly settle on a slow manifold. The error is shown to contain contri
butions associated with the length of the microsolver, the numerical accuracy of the macrosolver and the distance from the slow manifold caused by the combined effect of micro- and macrosolvers, respectively. We also provide stability conditions for the PI methods under which the fast variables will not diverge from the slow manifold. We corroborate our results by numerical simulations.
Neural Ordinary Differential Equations (ODE) are a promising approach to learn dynamic models from time-series data in science and engineering applications. This work aims at learning Neural ODE for stiff systems, which are usually raised from chemic
al kinetic modeling in chemical and biological systems. We first show the challenges of learning neural ODE in the classical stiff ODE systems of Robertsons problem and propose techniques to mitigate the challenges associated with scale separations in stiff systems. We then present successful demonstrations in stiff systems of Robertsons problem and an air pollution problem. The demonstrations show that the usage of deep networks with rectified activations, proper scaling of the network outputs as well as loss functions, and stabilized gradient calculations are the key techniques enabling the learning of stiff neural ODE. The success of learning stiff neural ODE opens up possibilities of using neural ODEs in applications with widely varying time-scales, like chemical dynamics in energy conversion, environmental engineering, and the life sciences.
In contrast to existing works on stochastic averaging on finite intervals, we establish an averaging principle on the whole real axis, i.e. the so-called second Bogolyubov theorem, for semilinear stochastic ordinary differential equations in Hilbert
space with Poisson stable (in particular, periodic, quasi-periodic, almost periodic, almost automorphic etc) coefficients. Under some appropriate conditions we prove that there exists a unique recurrent solution to the original equation, which possesses the same recurrence property as the coefficients, in a small neighborhood of the stationary solution to the averaged equation, and this recurrent solution converges to the stationary solution of averaged equation uniformly on the whole real axis when the time scale approaches zero.
In order to analyze structure of tangent spaces of a transient orbit, we propose a new algorithm which pulls back vectors in tangent spaces along the orbit by using a calculation method of covariant Lyapunov vectors. As an example, the calculation al
gorithm has been applied to a transient orbit converging to an equilibrium in a three-dimensional ordinary differential equations. We obtain vectors in tangent spaces that converge to eigenvectors of the linearized system at the equilibrium. Further, we demonstrate that an appropriate perturbation calculated by the vectors can lead an orbit going in the direction of an eigenvector of the linearized system at the equilibrium.
An exact discretization method is being developed for solving linear systems of ordinary fractional-derivative differential equations with constant matrix coefficients (LSOFDDECMC). It is shown that the obtained linear discrete system in this case do
es not have constant matrix coefficients. Further, this method is compared with the known approximate method. The above scheme is developed for arbitrary linear systems with piecewise constant perturbations. The results are applied to the discretization of linear controlled systems and are illustrated with numerical examples.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
