Supplement : Efficient weak second-order stochastic Runge-Kutta methods for non-commutative Stratonvich stochastic differential equations

This paper gives a modification of a class of stochastic Runge–Kutta methods proposed in a paper by Komori (2007). The slight modification can reduce the computational costs of the methods significantly.

A second-order accurate numerical approximation for the Riesz space fractional advection-dispersion equation

In this paper, we consider a space Riesz fractional advection-dispersion equation. The equation is obtained from the standard advection-diffusion equation by replacing the ¯rst-order and second-order space derivatives by the Riesz fractional derivatives of order β 1 Є (0; 1) and β2 Є(1; 2], respectively. Riesz fractional advection and dispersion terms are approximated by using two fractional centered difference schemes, respectively. A new weighted Riesz fractional ¯nite difference approximation scheme is proposed. When the weighting factor Ѳ = 1/2, a second- order accurate numerical approximation scheme for the Riesz fractional advection-dispersion equation is obtained. Stability, consistency and convergence of the numerical approximation scheme are discussed. A numerical example is given to show that the numerical results are in good agreement with our theoretical analysis.

Second-order inelastic analysis of composite framed structures based on the refined plastic hinge method

Composite steel-concrete structures experience non-linear effects which arise from both instability-related geometric non-linearity and from material non-linearity in all of their component members. Because of this, conventional design procedures cannot capture the true behaviour of a composite frame throughout its full loading range, and so a procedure to account for those non-linearities is much needed. This paper therefore presents a numerical procedure capable of addressing geometric and material non-linearities at the strength limit state based on the refined plastic hinge method. Different material non-linearity for different composite structural components such as T-beams, concrete-filled tubular (CFT) and steel-encased reinforced concrete (SRC) sections can be treated using a routine numerical procedure for their section properties in this plastic hinge approach. Simple and conservative initial and full yield surfaces for general composite sections are proposed in this paper. The refined plastic hinge approach models springs at the ends of the element which are activated when the surface defining the interaction of bending and axial force at first yield is reached; a transition from the first yield interaction surface to the fully plastic interaction surface is postulated based on a proposed refined spring stiffness, which formulates the load-displacement relation for material non-linearity under the interaction of bending and axial actions. This produces a benign method for a beam-column composite element under general loading cases. Another main feature of this paper is that, for members containing a point of contraflexure, its location is determined with a simple application of the method herein and a node is then located at this position to reproduce the real flexural behaviour and associated material non-linearity of the member. Recourse is made to an updated Lagrangian formulation to consider geometric non-linear behaviour and to develop a non-linear solution strategy. The formulation with the refined plastic hinge approach is efficacious and robust, and so a full frame analysis incorporating geometric and material non-linearity is tractable. By way of contrast, the plastic zone approach possesses the drawback of strain-based procedures which rely on determining plastic zones within a cross-section and which require lengthwise integration. Following development of the theory, its application is illustrated with a number of varied examples.

Higher-order non-linear analysis of steel structures. Part I : elastic second-order formulation

This paper presents a higher-order beam-column formulation that can capture the geometrically non-linear behaviour of steel framed structures which contain a multiplicity of slender members. Despite advances in computational frame software, analyses of large frames can still be problematic from a numerical standpoint and so the intent of the paper is to fulfil a need for versatile, reliable and efficient non-linear analysis of general steel framed structures with very many members. Following a comprehensive review of numerical frame analysis techniques, a fourth-order element is derived and implemented in an updated Lagrangian formulation, and it is able to predict flexural buckling, snap-through buckling and large displacement post-buckling behaviour of typical structures whose responses have been reported by independent researchers. The solutions are shown to be efficacious in terms of a balance of accuracy and computational expediency. The higher-order element forms a basis for augmenting the geometrically non-linear approach with material non-linearity through the refined plastic hinge methodology described in the companion paper.

Second-order elastic finite element analysis of steel structures using a single element per member

Finite element frame analysis programs targeted for design office application necessitate algorithms which can deliver reliable numerical convergence in a practical timeframe with comparable degrees of accuracy, and a highly desirable attribute is the use of a single element per member to reduce computational storage, as well as data preparation and the interpretation of the results. To this end, a higher-order finite element method including geometric non-linearity is addressed in the paper for the analysis of elastic frames for which a single element is used to model each member. The geometric non-linearity in the structure is handled using an updated Lagrangian formulation, which takes the effects of the large translations and rotations that occur at the joints into consideration by accumulating their nodal coordinates. Rigid body movements are eliminated from the local member load-displacement relationship for which the total secant stiffness is formulated for evaluating the large member deformations of an element. The influences of the axial force on the member stiffness and the changes in the member chord length are taken into account using a modified bowing function which is formulated in the total secant stiffness relationship, for which the coupling of the axial strain and flexural bowing is included. The accuracy and efficiency of the technique is verified by comparisons with a number of plane and spatial structures, whose structural response has been reported in independent studies.

Direct second-order elastic analysis for steel frame design

The traditional structural design procedure, especially for the large-scale and complex structures, is time consuming and inefficient. This is due primarily to the fact that the traditional design takes the second-order effects indirectly by virtue of design specifications for every member instead of system analysis for a whole structure. Consequently, the complicated and tedious design procedures are inevitably necessary to consider the second-order effects for the member level in design specification. They are twofold in general: 1) Flexural buckling due to P-d effect, i.e. effective length. 2) Sway effect due to P-D effect, i.e. magnification factor. In this study, a new system design concept based on the second-order elastic analysis is presented, in which the second-order effects are taken into account directly in the system analysis, and also to avoid the tedious member-by-member stability check. The plastic design on the basis of this integrated method of direct approach is ignored in this paper for simplicity and clarity, as the only emphasis is placed on the difference between the second-order elastic limit-state design and present system design approach. A practical design example, a 57m-span dome steel skylight structure, is used to demonstrate the efficiency and effectiveness of the proposed approach. This skylight structure is also designed by the traditional design approach BS5950-2000 for comparison on which the emphasis of aforementioned P-d and P-D effects is placed.

Analysis of steel structures for first- and second-order element (displacement and force) solutions

Finite element method (FEM) relies on an approximate function to fit into a governing equation and minimizes the residual error in the integral sense in order to generate solutions for the boundary value problems (nodal solutions). Because of this FEM does not show simultaneous capacities for accurate displacement and force solutions at node and along an element, especially when under the element loads, which is of much ubiquity. If the displacement and force solutions are strictly confined to an element’s or member’s ends (nodal response), the structural safety along an element (member) is inevitably ignored, which can definitely hinder the design of a structure for both serviceability and ultimate limit states. Although the continuous element deflection and force solutions can be transformed into the discrete nodal solutions by mesh refinement of an element (member), this setback can also hinder the effective and efficient structural assessment as well as the whole-domain accuracy for structural safety of a structure. To this end, this paper presents an effective, robust, applicable and innovative approach to generate accurate nodal and element solutions in both fields of displacement and force, in which the salient and unique features embodies its versatility in applications for the structures to account for the accurate linear and second-order elastic displacement and force solutions along an element continuously as well as at its nodes. The significance of this paper is on shifting the nodal responses (robust global system analysis) into both nodal and element responses (sophisticated element formulation).

Second-order elastic finite element analysis of structures using a single element per member

Finite element frame analysis programs targeted for design office application necessitate algorithms which can deliver reliable numerical convergence in a practical timeframe with comparable degrees of accuracy, and a highly desirable attribute is the use of a single element per member to reduce computational storage, as well as data preparation and the interpretation of the results. To this end, a higher-order finite element method including geometric non-linearity is addressed in the paper for the analysis of elastic frames for which a single element is used to model each member. The geometric non-linearity in the structure is handled using an updated Lagrangian formulation, which takes the effects of the large translations and rotations that occur at the joints into consideration by accumulating their nodal coordinates. Rigid body movements are eliminated from the local member load-displacement relationship for which the total secant stiffness is formulated for evaluating the large member deformations of an element. The influences of the axial force on the member stiffness and the changes in the member chord length are taken into account using a modified bowing function which is formulated in the total secant stiffness relationship, for which the coupling of the axial strain and flexural bowing is included.

Second-order quantile methods for experts and combinatorial games

We aim to design strategies for sequential decision making that adjust to the difficulty of the learning problem. We study this question both in the setting of prediction with expert advice, and for more general combinatorial decision tasks. We are not satisfied with just guaranteeing minimax regret rates, but we want our algorithms to perform significantly better on easy data. Two popular ways to formalize such adaptivity are second-order regret bounds and quantile bounds. The underlying notions of 'easy data', which may be paraphrased as "the learning problem has small variance" and "multiple decisions are useful", are synergetic. But even though there are sophisticated algorithms that exploit one of the two, no existing algorithm is able to adapt to both. In this paper we outline a new method for obtaining such adaptive algorithms, based on a potential function that aggregates a range of learning rates (which are essential tuning parameters). By choosing the right prior we construct efficient algorithms and show that they reap both benefits by proving the first bounds that are both second-order and incorporate quantiles.

Numerical algorithms for time-fractional subdiffusion equation with second-order accuracy

This article aims to fill in the gap of the second-order accurate schemes for the time-fractional subdiffusion equation with unconditional stability. Two fully discrete schemes are first proposed for the time-fractional subdiffusion equation with space discretized by finite element and time discretized by the fractional linear multistep methods. These two methods are unconditionally stable with maximum global convergence order of $O(\tau+h^{r+1})$ in the $L^2$ norm, where $\tau$ and $h$ are the step sizes in time and space, respectively, and $r$ is the degree of the piecewise polynomial space. The average convergence rates for the two methods in time are also investigated, which shows that the average convergence rates of the two methods are $O(\tau^{1.5}+h^{r+1})$. Furthermore, two improved algorithms are constrcted, they are also unconditionally stable and convergent of order $O(\tau^2+h^{r+1})$. Numerical examples are provided to verify the theoretical analysis. The comparisons between the present algorithms and the existing ones are included, which show that our numerical algorithms exhibit better performances than the known ones.