High order numerical integrators for differential equations using composition and processing of low order methods

2001 ◽  
Vol 37 (3) ◽  
pp. 289-306 ◽  
Author(s):  
Sergio Blanes
Author(s):  
Adrien Laurent ◽  
Gilles Vilmart

AbstractWe derive a new methodology for the construction of high-order integrators for sampling the invariant measure of ergodic stochastic differential equations with dynamics constrained on a manifold. We obtain the order conditions for sampling the invariant measure for a class of Runge–Kutta methods applied to the constrained overdamped Langevin equation. The analysis is valid for arbitrarily high order and relies on an extension of the exotic aromatic Butcher-series formalism. To illustrate the methodology, a method of order two is introduced, and numerical experiments on the sphere, the torus and the special linear group confirm the theoretical findings.


2011 ◽  
Vol 308-310 ◽  
pp. 2560-2564 ◽  
Author(s):  
Xiang Rong Yuan

A moving fitting method for edge detection is proposed in this work. Polynomial function is used for the curve fitting of the column of pixels near the edge. Proposed method is compared with polynomial fitting method without sub-segment. The comparison shows that even with low order polynomial, the effects of moving fitting are significantly better than that with high order polynomial fitting without sub-segment.


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