A bound on the maximum strong order of stochastic Runge-Kutta methods for stochastic ordinary differential equations

In Burrage and Burrage [1] it was shown that by introducing a very general formulation for stochastic Runge-Kutta methods, the previous strong order barrier of order one could be broken without having to use higher derivative terms. In particular, methods of strong order 1.5 were developed in which a Stratonovich integral of order one and one of order two were present in the formulation. In this present paper, general order results are proven about the maximum attainable strong order of these stochastic Runge-Kutta methods (SRKs) in terms of the order of the Stratonovich integrals appearing in the Runge-Kutta formulation. In particular, it will be shown that if an s-stage SRK contains Stratonovich integrals up to order p then the strong order of the SRK cannot exceed min{(p + 1)/2, (s - 1)/2), p greater than or equal to 2, s greater than or equal to 3 or 1 if p = 1.

Boundary value problems for third-order nonlinear ordinary differential equations

In this paper, we describe how to analyze boundary value problems for third-order nonlinear ordinary differential equations over an infinite interval. Several physical problems of interest are governed by such systems. The seminumerical schemes described here offer some advantages over solutions obtained by using traditional methods such as finite differences, shooting method, etc. These techniques also reveal the analytic structure of the solution function. For illustrative purposes, several physical problems, mainly drawn from fluid mechanics, are considered; they clearly demonstrate the efficiency of the techniques presented here.

Boundary value problems for third-order nonlinear ordinary differential equations

In this paper, we describe how to analyze boundary value problems for third-order nonlinear ordinary differential equations over an infinite interval. Several physical problems of interest are governed by such systems. The seminumerical schemes described here offer some advantages over solutions obtained by using traditional methods such as finite differences, shooting method, etc. These techniques also reveal the analytic structure of the solution function. For illustrative purposes, several physical problems, mainly drawn from fluid mechanics, are considered; they clearly demonstrate the efficiency of the techniques presented here.

Numerical procedure for second order non-linear ordinary differential equations and application to heat transfer problem

In this paper, we have first given a numerical procedure for the solution of second order non-linear ordinary differential equations of the type y″ = f (x;y, y′) with given initial conditions. The method is based on geometrical interpretation of the equation, which suggests a simple geometrical construction of the integral curve. We then translate this geometrical method to the numerical procedure adaptable to desk calculators and digital computers. We have studied the efficacy of this method with the help of an illustrative example with known exact solution. We have also compared it with Runge-Kutta method. We have then applied this method to a physical problem, namely, the study of the temperature distribution in a semi-infinite solid homogeneous medium for temperature-dependent conductivity coefficient.

A parallel multistep predictor-corrector algorithm for solving ordinary differential equations

In this paper we give a generalized predictor-corrector algorithm for solving ordinary differential equations with specified initial values. The method uses multiple correction steps which can be carried out in parallel with a prediction step. The proposed method gives a larger stability interval compared to the existing parallel predictor-corrector methods. A method has been suggested to implement the algorithm in multiple processor systems with efficient utilization of all the processors.

A comparative study of ordinary kriging and support vector machine models for the spatial variability of rock depth in Bangalore

In this paper, reduced level of rock at Bangalore, India is arrived from the 652 boreholes data in the area covering 220 sq.km. In the context of prediction of reduced level of rock in the subsurface of Bangalore and to study the spatial variability of the rock depth, ordinary kriging and Support Vector Machine (SVM) models have been developed. In ordinary kriging, the knowledge of the semivariogram of the reduced level of rock from 652 points in Bangalore is used to predict the reduced level of rock at any point in the subsurface of Bangalore, where field measurements are not available. A cross validation (Q1 and Q2) analysis is also done for the developed ordinary kriging model. The SVM is a novel type of learning machine based on statistical learning theory, uses regression technique by introducing e-insensitive loss function has been used to predict the reduced level of rock from a large set of data. A comparison between ordinary kriging and SVM model demonstrates that the SVM is superior to ordinary kriging in predicting rock depth.

Adaptive mesh generation for singularly perturbed fourth-order ordinary differential equations

In this paper, we consider a singularly perturbed boundary-value problem for fourth-order ordinary differential equation (ODE) whose highest-order derivative is multiplied by a small perturbation parameter. To solve this ODE, we transform the differential equation into a coupled system of two singularly perturbed ODEs. The classical central difference scheme is used to discretize the system of ODEs on a nonuniform mesh which is generated by equidistribution of a positive monitor function. We have shown that the proposed technique provides first-order accuracy independent of the perturbation parameter. Numerical experiments are provided to validate the theoretical results.

Ordinary mod p representations of the metaplectic cover of p-adic SL_2

We classify the genuine ordinary mod p representations of the metaplectic group SL(2,F)-tilde, where F is a p-adic field, and compute its genuine mod p spherical and Iwahori Hecke algebras. The motivation is an interest in a possible correspondence between genuine mod p representations of SL(2,F)-tilde and mod p representations of the dual group PGL(2,F), so we also compare the two Hecke algebras to the mod p spherical and Iwahori Hecke algebras of PGL(2,F). We show that the genuine mod p spherical Hecke algebra of SL(2,F)-tilde is isomorphic to the mod p spherical Hecke algebra of PGL(2,F), and that one can choose an isomorphism which is compatible with a natural, though partial, correspondence of unramified ordinary representations via the Hecke action on their spherical vectors. We then show that the genuine mod p Iwahori Hecke algebra of SL(2,F)-tilde is a subquotient of the mod p Iwahori Hecke algebra of PGL(2,F), but that the two algebras are not isomorphic. This is in contrast to the situation in characteristic 0, where by work of Savin one can recover the local Shimura correspondence for representations generated by their Iwahori fixed vectors from an isomorphism of Iwahori Hecke algebras.

A high-speed image sensing technique with adjustable frame rate based on an ordinary CCD

In the sinusoidal phase modulating interferometer technique, the high-speed CCD is necessary to detect the interference signals. The reason of ordinary CCD's low frame rate was analyzed, and a novel high-speed image sensing technique with adjustable frame rate based on ail ordinary CCD was proposed. And the principle of the image sensor was analyzed. When the maximum frequency and channel bandwidth were constant, a custom high-speed sensor was designed by using the ordinary CCD under the control of the special driving circuit. The frame rate of the ordinary CCD has been enhanced by controlling the number of pixels of every frame; therefore, the ordinary of CCD can be used as the high frame rate image sensor with small amount of pixels. The multi-output high-speed image sensor has the deficiencies of low accuracy, and high cost, while the high-speed image senor with small number of pixels by using this technique can overcome theses faults. The light intensity varying with time was measured by using the image sensor. The frame rate was LIP to 1600 frame per second (f/s), and the size of every frame and the frame rate were adjustable. The correlation coefficient between the measurement result and the standard values were higher than 0.98026, and the relative error was lower than 0.53%. The experimental results show that this sensor is fit to the measurements of sinusoidal phase modulating interferometer technique. (c) 2007 Elsevier GmbH. All rights reserved.

Opengazer: open-source gaze tracker for ordinary webcams

Opengazer is an open source application that uses an ordinary webcam to estimate head pose, facial gestures, or the direction of your gaze. This information can then be passed to other applications. For example, used in conjunction with Dasher, opengazer allows you to write with your eyes. Opengazer aims to be a low-cost software alternative to commercial hardware-based eye trackers. The first version of Opengazer was developed by Piotr Zieliński, supported by Samsung and the Gatsby Charitable Foundation. Research and development for Opengazer has been continued by Emli-Mari Nel, and was supported until 2012 by the European Commission in the context of the AEGIS project, and also by the Gatsby Charitable Foundation.