955 resultados para Institute for Numerical Analysis (U.S.)
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Mode of access: Internet.
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This paper discusses efficient simulation methods for stochastic chemical kinetics. Based on the tau-leap and midpoint tau-leap methods of Gillespie [D. T. Gillespie, J. Chem. Phys. 115, 1716 (2001)], binomial random variables are used in these leap methods rather than Poisson random variables. The motivation for this approach is to improve the efficiency of the Poisson leap methods by using larger stepsizes. Unlike Poisson random variables whose range of sample values is from zero to infinity, binomial random variables have a finite range of sample values. This probabilistic property has been used to restrict possible reaction numbers and to avoid negative molecular numbers in stochastic simulations when larger stepsize is used. In this approach a binomial random variable is defined for a single reaction channel in order to keep the reaction number of this channel below the numbers of molecules that undergo this reaction channel. A sampling technique is also designed for the total reaction number of a reactant species that undergoes two or more reaction channels. Samples for the total reaction number are not greater than the molecular number of this species. In addition, probability properties of the binomial random variables provide stepsize conditions for restricting reaction numbers in a chosen time interval. These stepsize conditions are important properties of robust leap control strategies. Numerical results indicate that the proposed binomial leap methods can be applied to a wide range of chemical reaction systems with very good accuracy and significant improvement on efficiency over existing approaches. (C) 2004 American Institute of Physics.
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In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler-Taylor expansion and stochastic Runge-Kutta type. (C) 2003 IMACS. Published by Elsevier B.V. All rights reserved.
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This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.
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Using generalized collocation techniques based on fitting functions that are trigonometric (rather than algebraic as in classical integrators), we develop a new class of multistage, one-step, variable stepsize, and variable coefficients implicit Runge-Kutta methods to solve oscillatory ODE problems. The coefficients of the methods are functions of the frequency and the stepsize. We refer to this class as trigonometric implicit Runge-Kutta (TIRK) methods. They integrate an equation exactly if its solution is a trigonometric polynomial with a known frequency. We characterize the order and A-stability of the methods and establish results similar to that of classical algebraic collocation RK methods. (c) 2006 Elsevier B.V. All rights reserved.
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Este artículo presenta una investigación en la que se analizan las dificultades del profesorado para planificar, coordinar y evaluar competencias claves en una muestra de 23 centros educativos. El tema tiene hondas repercusiones ya que una mala praxis educativa de las competencias claves puede conculcar uno de los derechos fundamentales del alumnado a ser evaluado de forma objetiva (LODE: Art.6b y RD 732/1995: Art. 13.1) y poder superar las pruebas de evaluación consideradas necesarias para la obtención del título académico mínimo que otorga el estado español. La investigación se ha desarrollado desde una doble perspectiva metodológica; en primer lugar, es una investigación descriptiva en la que presentamos las características fundamentales de las competencias claves y la normativa básica para su desarrollo y evaluación. En segundo lugar, aplicamos un procedimiento de análisis con una doble vertiente cualitativa mediante el empleo del programa Atlas-Ti y del enfoque reticular-categorial del análisis de redes sociales con la aplicación de UCINET y el visor yED Graph Editor para abordar el análisis de las principales dificultades y obstáculos detectados. Los resultados muestran que existen serias dificultades en las tres dimensiones analizadas: "planificación", "coordinación" y "evaluación" de competencias clave; especialmente en la necesidad de formación del profesorado, en la evaluación de las competencias, en la metodología para su desarrollo y en los procesos de coordinación interna para su consecución en los centros educativos.
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Several problems arise when measuring the mode II interlaminar fracture toughness using a Transverse Crack Tension specimen; in particular, the fracture toughness depends on the geometry of the specimen and cannot be considered a material parameter. A preliminary experimental campaign was conducted on TCTs of different sizes but no fracture toughness was measured because the TCTs failed in an unacceptable way, invalidating the tests. A comprehensive numerical and experimental investigation is conducted to identify the main causes of this behaviour and a modification of the geometry of the specimen is proposed. It is believed that the obtained results represent a significant contribution in the understanding of the TCT test as a mode II characterization procedure and, at the same time, provide new guidelines to characterize the mode II crack propagation under tensile loads.
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The ultrasonic non-destructive testing of components may encounter considerable difficulties to interpret some inspections results mainly in anisotropic crystalline structures. A numerical method for the simulation of elastic wave propagation in homogeneous elastically anisotropic media, based on the general finite element approach, is used to help this interpretation. The successful modeling of elastic field associated with NDE is based on the generation of a realistic pulsed ultrasonic wave, which is launched from a piezoelectric transducer into the material under inspection. The values of elastic constants are great interest information that provide the application of equations analytical models, until small and medium complexity problems through programs of numerical analysis as finite elements and/or boundary elements. The aim of this work is the comparison between the results of numerical solution of an ultrasonic wave, which is obtained from transient excitation pulse that can be specified by either force or displacement variation across the aperture of the transducer, and the results obtained from a experiment that was realized in an aluminum block in the IEN Ultrasonic Laboratory. The wave propagation can be simulated using all the characteristics of the material used in the experiment evaluation associated to boundary conditions and from these results, the comparison can be made.
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This paper deals with the development and the analysis of asymptotically stable and consistent schemes in the joint quasi-neutral and fluid limits for the collisional Vlasov-Poisson system. In these limits, the classical explicit schemes suffer from time step restrictions due to the small plasma period and Knudsen number. To solve this problem, we propose a new scheme stable for choices of time steps independent from the small scales dynamics and with comparable computational cost with respect to standard explicit schemes. In addition, this scheme reduces automatically to consistent discretizations of the underlying asymptotic systems. In this first work on this subject, we propose a first order in time scheme and we perform a relative linear stability analysis to deal with such problems. The framework we propose permits to extend this approach to high order schemes in the next future. We finally show the capability of the method in dealing with small scales through numerical experiments.