896 resultados para parabolic-elliptic equation, inverse problems, factorization method
Resumo:
Condensation technique of degree of freedom is first proposed to improve the computational efficiency of meshfree method with Galerkin weak form for elastic dynamic analysis. In the present method, scattered nodes without connectivity are divided into several subsets by cells with arbitrary shape. Local discrete equation is established over each cell by using moving Kriging interpolation, in which the nodes that located in the cell are used for approximation. Then local discrete equations can be simplified by condensation of degree of freedom, which transfers equations of inner nodes to equations of boundary nodes based on cells. The global dynamic system equations are obtained by assembling all local discrete equations and are solved by using the standard implicit Newmark’s time integration scheme. In the scheme of present method, the calculation of each cell is carried out by meshfree method, and local search is implemented in interpolation. Numerical examples show that the present method has high computational efficiency and good accuracy in solving elastic dynamic problems.
Resumo:
Fractional differential equations have been increasingly used as a powerful tool to model the non-locality and spatial heterogeneity inherent in many real-world problems. However, a constant challenge faced by researchers in this area is the high computational expense of obtaining numerical solutions of these fractional models, owing to the non-local nature of fractional derivatives. In this paper, we introduce a finite volume scheme with preconditioned Lanczos method as an attractive and high-efficiency approach for solving two-dimensional space-fractional reaction–diffusion equations. The computational heart of this approach is the efficient computation of a matrix-function-vector product f(A)bf(A)b, where A A is the matrix representation of the Laplacian obtained from the finite volume method and is non-symmetric. A key aspect of our proposed approach is that the popular Lanczos method for symmetric matrices is applied to this non-symmetric problem, after a suitable transformation. Furthermore, the convergence of the Lanczos method is greatly improved by incorporating a preconditioner. Our approach is show-cased by solving the fractional Fisher equation including a validation of the solution and an analysis of the behaviour of the model.
Resumo:
This paper considers two problems that frequently arise in dynamic discrete choice problems but have not received much attention with regard to simulation methods. The first problem is how to simulate unbiased simulators of probabilities conditional on past history. The second is simulating a discrete transition probability model when the underlying dependent variable is really continuous. Both methods work well relative to reasonable alternatives in the application discussed. However, in both cases, for this application, simpler methods also provide reasonably good results.
Resumo:
Following the derivation of amplitude equations through a new two-time-scale method [O'Malley, R. E., Jr. & Kirkinis, E (2010) A combined renormalization group-multiple scale method for singularly perturbed problems. Stud. Appl. Math. 124, 383-410], we show that a multi-scale method may often be preferable for solving singularly perturbed problems than the method of matched asymptotic expansions. We illustrate this approach with 10 singularly perturbed ordinary and partial differential equations. © 2011 Cambridge University Press.
Resumo:
This paper introduces a straightforward method to asymptotically solve a variety of initial and boundary value problems for singularly perturbed ordinary differential equations whose solution structure can be anticipated. The approach is simpler than conventional methods, including those based on asymptotic matching or on eliminating secular terms. © 2010 by the Massachusetts Institute of Technology.
Resumo:
In this paper we introduce a new technique to obtain the slow-motion dynamics in nonequilibrium and singularly perturbed problems characterized by multiple scales. Our method is based on a straightforward asymptotic reduction of the order of the governing differential equation and leads to amplitude equations that describe the slowly-varying envelope variation of a uniformly valid asymptotic expansion. This may constitute a simpler and in certain cases a more general approach toward the derivation of asymptotic expansions, compared to other mainstream methods such as the method of Multiple Scales or Matched Asymptotic expansions because of its relation with the Renormalization Group. We illustrate our method with a number of singularly perturbed problems for ordinary and partial differential equations and recover certain results from the literature as special cases. © 2010 - IOS Press and the authors. All rights reserved.
Resumo:
This paper aims to develop a meshless approach based on the Point Interpolation Method (PIM) for numerical simulation of a space fractional diffusion equation. Two fully-discrete schemes for the one-dimensional space fractional diffusion equation are obtained by using the PIM and the strong-forms of the space diffusion equation. Numerical examples with different nodal distributions are studied to validate and investigate the accuracy and efficiency of the newly developed meshless approach.