3 resultados para numerical analysis

em Duke University


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Numerical approximation of the long time behavior of a stochastic di.erential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical method converges to that of the SDE. The error analysis is based on using an associated Poisson equation for the underlying SDE. The main advantages of this approach are its simplicity and universality. It works equally well for a range of explicit and implicit schemes, including those with simple simulation of random variables, and for hypoelliptic SDEs. To simplify the exposition, we consider only the case where the state space of the SDE is a torus, and we study only smooth test functions. However, we anticipate that the approach can be applied more widely. An analogy between our approach and Stein's method is indicated. Some practical implications of the results are discussed. Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.

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We present a mathematical analysis of the asymptotic preserving scheme proposed in [M. Lemou and L. Mieussens, SIAM J. Sci. Comput., 31 (2008), pp. 334-368] for linear transport equations in kinetic and diffusive regimes. We prove that the scheme is uniformly stable and accurate with respect to the mean free path of the particles. This property is satisfied under an explicitly given CFL condition. This condition tends to a parabolic CFL condition for small mean free paths and is close to a convection CFL condition for large mean free paths. Our analysis is based on very simple energy estimates. © 2010 Society for Industrial and Applied Mathematics.

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We apply wide-field interferometric microscopy techniques to acquire quantitative phase profiles of ventricular cardiomyocytes in vitro during their rapid contraction with high temporal and spatial resolution. The whole-cell phase profiles are analyzed to yield valuable quantitative parameters characterizing the cell dynamics, without the need to decouple thickness from refractive index differences. Our experimental results verify that these new parameters can be used with wide field interferometric microscopy to discriminate the modulation of cardiomyocyte contraction dynamics due to temperature variation. To demonstrate the necessity of the proposed numerical analysis for cardiomyocytes, we present confocal dual-fluorescence-channel microscopy results which show that the rapid motion of the cell organelles during contraction preclude assuming a homogenous refractive index over the entire cell contents, or using multiple-exposure or scanning microscopy.