964 resultados para Wiener-Hopf equations.
Resumo:
Many operational weather forecasting centres use semi-implicit time-stepping schemes because of their good efficiency. However, as computers become ever more parallel, horizontally explicit solutions of the equations of atmospheric motion might become an attractive alternative due to the additional inter-processor communication of implicit methods. Implicit and explicit (IMEX) time-stepping schemes have long been combined in models of the atmosphere using semi-implicit, split-explicit or HEVI splitting. However, most studies of the accuracy and stability of IMEX schemes have been limited to the parabolic case of advection–diffusion equations. We demonstrate how a number of Runge–Kutta IMEX schemes can be used to solve hyperbolic wave equations either semi-implicitly or HEVI. A new form of HEVI splitting is proposed, UfPreb, which dramatically improves accuracy and stability of simulations of gravity waves in stratified flow. As a consequence it is found that there are HEVI schemes that do not lose accuracy in comparison to semi-implicit ones. The stability limits of a number of variations of trapezoidal implicit and some Runge–Kutta IMEX schemes are found and the schemes are tested on two vertical slice cases using the compressible Boussinesq equations split into various combinations of implicit and explicit terms. Some of the Runge–Kutta schemes are found to be beneficial over trapezoidal, especially since they damp high frequencies without dropping to first-order accuracy. We test schemes that are not formally accurate for stiff systems but in stiff limits (nearly incompressible) and find that they can perform well. The scheme ARK2(2,3,2) performs the best in the tests.
First order k-th moment finite element analysis of nonlinear operator equations with stochastic data
Resumo:
We develop and analyze a class of efficient Galerkin approximation methods for uncertainty quantification of nonlinear operator equations. The algorithms are based on sparse Galerkin discretizations of tensorized linearizations at nominal parameters. Specifically, we consider abstract, nonlinear, parametric operator equations J(\alpha ,u)=0 for random input \alpha (\omega ) with almost sure realizations in a neighborhood of a nominal input parameter \alpha _0. Under some structural assumptions on the parameter dependence, we prove existence and uniqueness of a random solution, u(\omega ) = S(\alpha (\omega )). We derive a multilinear, tensorized operator equation for the deterministic computation of k-th order statistical moments of the random solution's fluctuations u(\omega ) - S(\alpha _0). We introduce and analyse sparse tensor Galerkin discretization schemes for the efficient, deterministic computation of the k-th statistical moment equation. We prove a shift theorem for the k-point correlation equation in anisotropic smoothness scales and deduce that sparse tensor Galerkin discretizations of this equation converge in accuracy vs. complexity which equals, up to logarithmic terms, that of the Galerkin discretization of a single instance of the mean field problem. We illustrate the abstract theory for nonstationary diffusion problems in random domains.
Resumo:
Communication signal processing applications often involve complex-valued (CV) functional representations for signals and systems. CV artificial neural networks have been studied theoretically and applied widely in nonlinear signal and data processing [1–11]. Note that most artificial neural networks cannot be automatically extended from the real-valued (RV) domain to the CV domain because the resulting model would in general violate Cauchy-Riemann conditions, and this means that the training algorithms become unusable. A number of analytic functions were introduced for the fully CV multilayer perceptrons (MLP) [4]. A fully CV radial basis function (RBF) nework was introduced in [8] for regression and classification applications. Alternatively, the problem can be avoided by using two RV artificial neural networks, one processing the real part and the other processing the imaginary part of the CV signal/system. A even more challenging problem is the inverse of a CV
Resumo:
A new model has been developed for assessing multiple sources of nitrogen in catchments. The model (INCA) is process based and uses reaction kinetic equations to simulate the principal mechanisms operating. The model allows for plant uptake, surface and sub-surface pathways and can simulate up to six land uses simultaneously. The model can be applied to catchment as a semi-distributed simulation and has an inbuilt multi-reach structure for river systems. Sources of nitrogen can be from atmospheric deposition, from the terrestrial environment (e.g. agriculture, leakage from forest systems etc.), from urban areas or from direct discharges via sewage or intensive farm units. The model is a daily simulation model and can provide information in the form of time series at key sites, or as profiles down river systems or as statistical distributions. The process model is described and in a companion paper the model is applied to the River Tywi catchment in South Wales and the Great Ouse in Bedfordshire.
Resumo:
Steep orography can cause noisy solutions and instability in models of the atmosphere. A new technique for modelling flow over orography is introduced which guarantees curl free gradients on arbitrary grids, implying that the pressure gradient term is not a spurious source of vorticity. This mimetic property leads to better hydrostatic balance and better energy conservation on test cases using terrain following grids. Curl-free gradients are achieved by using the co-variant components of velocity over orography rather than the usual horizontal and vertical components. In addition, gravity and acoustic waves are treated implicitly without the need for mean and perturbation variables or a hydrostatic reference profile. This enables a straightforward description of the implicit treatment of gravity waves. Results are presented of a resting atmosphere over orography and the curl-free pressure gradient formulation is advantageous. Results of gravity waves over orography are insensitive to the placement of terrain-following layers. The model with implicit gravity waves is stable in strongly stratified conditions, with N∆t up to at least 10 (where N is the Brunt-V ̈ais ̈al ̈a frequency). A warm bubble rising over orography is simulated and the curl free pressure gradient formulation gives much more accurate results for this test case than a model without this mimetic property.
Resumo:
We construct a quasi-sure version (in the sense of Malliavin) of geometric rough paths associated with a Gaussian process with long-time memory. As an application we establish a large deviation principle (LDP) for capacities for such Gaussian rough paths. Together with Lyons' universal limit theorem, our results yield immediately the corresponding results for pathwise solutions to stochastic differential equations driven by such Gaussian process in the sense of rough paths. Moreover, our LDP result implies the result of Yoshida on the LDP for capacities over the abstract Wiener space associated with such Gaussian process.
Resumo:
Ruminant production is a vital part of food industry but it raises environmental concerns, partly due to the associated methane outputs. Efficient methane mitigation and estimation of emissions from ruminants requires accurate prediction tools. Equations recommended by international organizations or scientific studies have been developed with animals fed conserved forages and concentrates and may be used with caution for grazing cattle. The aim of the current study was to develop prediction equations with animals fed fresh grass in order to be more suitable to pasture-based systems and for animals at lower feeding levels. A study with 25 nonpregnant nonlactating cows fed solely fresh-cut grass at maintenance energy level was performed over two consecutive grazing seasons. Grass of broad feeding quality, due to contrasting harvest dates, maturity, fertilisation and grass varieties, from eight swards was offered. Cows were offered the experimental diets for at least 2 weeks before housed in calorimetric chambers over 3 consecutive days with feed intake measurements and total urine and faeces collections performed daily. Methane emissions were measured over the last 2 days. Prediction models were developed from 100 3-day averaged records. Internal validation of these equations, and those recommended in literature, was performed. The existing in greenhouse gas inventories models under-estimated methane emissions from animals fed fresh-cut grass at maintenance while the new models, using the same predictors, improved prediction accuracy. Error in methane outputs prediction was decreased when grass nutrient, metabolisable energy and digestible organic matter concentrations were added as predictors to equations already containing dry matter or energy intakes, possibly because they explain feed digestibility and the type of energy-supplying nutrients more efficiently. Predictions based on readily available farm-level data, such as liveweight and grass nutrient concentrations were also generated and performed satisfactorily. New models may be recommended for predictions of methane emissions from grazing cattle at maintenance or low feeding levels.
Resumo:
A particle filter method is presented for the discrete-time filtering problem with nonlinear ItA ` stochastic ordinary differential equations (SODE) with additive noise supposed to be analytically integrable as a function of the underlying vector-Wiener process and time. The Diffusion Kernel Filter is arrived at by a parametrization of small noise-driven state fluctuations within branches of prediction and a local use of this parametrization in the Bootstrap Filter. The method applies for small noise and short prediction steps. With explicit numerical integrators, the operations count in the Diffusion Kernel Filter is shown to be smaller than in the Bootstrap Filter whenever the initial state for the prediction step has sufficiently few moments. The established parametrization is a dual-formula for the analysis of sensitivity to gaussian-initial perturbations and the analysis of sensitivity to noise-perturbations, in deterministic models, showing in particular how the stability of a deterministic dynamics is modeled by noise on short times and how the diffusion matrix of an SODE should be modeled (i.e. defined) for a gaussian-initial deterministic problem to be cast into an SODE problem. From it, a novel definition of prediction may be proposed that coincides with the deterministic path within the branch of prediction whose information entropy at the end of the prediction step is closest to the average information entropy over all branches. Tests are made with the Lorenz-63 equations, showing good results both for the filter and the definition of prediction.
Resumo:
This paper is concerned with the existence of solutions for the quasilinear problem {-div(vertical bar del u vertical bar(N-2) del u) + vertical bar u vertical bar(N-2) u = a(x)g(u) in Omega u = 0 on partial derivative Omega, where Omega subset of R(N) (N >= 2) is an exterior domain; that is, Omega = R(N)\omega, where omega subset of R(N) is a bounded domain, the nonlinearity g(u) has an exponential critical growth at infinity and a(x) is a continuous function and changes sign in Omega. A variational method is applied to establish the existence of a nontrivial solution for the above problem.
Resumo:
This paper proves the multiplicity of positive solutions for the following class of quasilinear problems: {-epsilon(p)Delta(p)u+(lambda A(x) + 1)vertical bar u vertical bar(p-2)u = f(u), R(N) u(x)>0 in R(N), where Delta(p) is the p-Laplacian operator, N > p >= 2, lambda and epsilon are positive parameters, A is a nonnegative continuous function and f is a continuous function with subcritical growth. Here, we use variational methods to get multiplicity of positive solutions involving the Lusternick-Schnirelman category of intA(-1)(0) for all sufficiently large lambda and small epsilon.