اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدHigh Order Numerical Homogenization for Dissipative Ordinary Differential Equations
105
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
We propose a high order numerical homogenization method for dissipative ordinary differential equations (ODEs) containing two time scales. Essentially, only first order homogenized model globally in time can be derived. To achieve a high order method, we have to adopt a numerical approach in the framework of the heterogeneous multiscale method (HMM). By a successively refined microscopic solver, the accuracy improvement up to arbitrary order is attained providing input data smooth enough. Based on the formulation of the high order microscopic solver we derived, an iterative formula to calculate the microscopic solver is then proposed. Using the iterative formula, we develop an implementation to the method in an efficient way for practical applications. Several numerical examples are presented to validate the new models and numerical methods.
قيم البحث
اقرأ أيضاً
We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on each subin
terval. The method is shown to be unconditionally stable, and for general nonlinear equations, the uniform sharp numerical order $3- u$ can be rigorously proven for sufficiently smooth solutions at all time steps. The proof provides a general guide for proving the sharp order for higher-order schemes in the nonlinear case. Some numerical examples are given to validate our theoretical results.
This article is an account of the NABUCO project achieved during the summer camp CEMRACS 2019 devoted to geophysical fluids and gravity flows. The goal is to construct finite difference approximations of the transport equation with nonzero incoming b
oundary data that achieve the best possible convergence rate in the maximum norm. We construct, implement and analyze the so-called inverse Lax-Wendroff procedure at the incoming boundary. Optimal convergence rates are obtained by combining sharp stability estimates for extrapolation boundary conditions with numerical boundary layer expansions. We illustrate the results with the Lax-Wendroff and O3 schemes.
Nonlinear multi-scale problems are ubiquitous in materials science and biology. Complicated interactions between nonlinearities and (nonseparable) multiple scales pose a major challenge for analysis and simulation. In this paper, we study the numeric
al homogenization for multi-scale elliptic PDEs with monotone nonlinearity, in particular the Leray-Lions problem (a prototypical example is the p-Laplacian equation), where the nonlinearity cannot be parameterized with low dimensional parameters, and the linearization error is non-negligible. We develop the iterated numerical homogenization scheme by combining numerical homogenization methods for linear equations, and the so-called quasi-norm based iterative approach for monotone nonlinear equation. We propose a residual regularized nonlinear iterative method, and in addition, develop the sparse updating method for the efficient update of coarse spaces. A number of numerical results are presented to complement the analysis and valid the numerical method.
In this paper, we propose third-order semi-discretized schemes in space based on the tempered weighted and shifted Grunwald difference (tempered-WSGD) operators for the tempered fractional diffusion equation. We also show stability and convergence an
alysis for the fully discrete scheme based a Crank--Nicolson scheme in time. A third-order scheme for the tempered Black--Scholes equation is also proposed and tested numerically. Some numerical experiments are carried out to confirm accuracy and effectiveness of these proposed methods.
The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an inferential
perspective, most notably the absence of explicit conditioning formula. This paper extends earlier work on linear PDEs to a general class of initial value problems specified by nonlinear PDEs, motivated by problems for which evaluations of the right-hand-side, initial conditions, or boundary conditions of the PDE have a high computational cost. The proposed method can be viewed as exact Bayesian inference under an approximate likelihood, which is based on discretisation of the nonlinear differential operator. Proof-of-concept experimental results demonstrate that meaningful probabilistic uncertainty quantification for the unknown solution of the PDE can be performed, while controlling the number of times the right-hand-side, initial and boundary conditions are evaluated. A suitable prior model for the solution of the PDE is identified using novel theoretical analysis of the sample path properties of Mat{e}rn processes, which may be of independent interest.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
