scholarly journals Numerical discretization of stochastic oscillators with generalized numerical integrators

2021 ◽  
Vol 25 (Spec. issue 1) ◽  
pp. 65-75
Author(s):  
Ali Sirma ◽  
Resat Kosker ◽  
Muzaffer Akat
Keyword(s):  
Numerical Experiments ◽  
Numerical Scheme ◽  
Additive Noise ◽  
First Order ◽  
Variation Of Constants Formula ◽  
Variation Of Constants ◽  
Numerical Integrators ◽  
One Step ◽  
Numerical Discretization ◽  
Stochastic Oscillators

In this study, we propose a numerical scheme for stochastic oscillators with additive noise obtained by the method of variation of constants formula using generalized numerical integrators. For both of the displacement and the velocity components, we show that the scheme has an order of 3/2 in one step convergence and a first order in overall convergence. Theoretical statements are supported by numerical experiments.

scholarly journals On the numerical schemes for Langevin-type equations

2020 ◽  
Vol 99 (3) ◽  
pp. 62-74
Author(s):  
M. Akat ◽  
◽  
R. Kosker ◽  
A. Sirma ◽  
◽  
...  
Keyword(s):  
Numerical Scheme ◽  
Numerical Approach ◽  
Linear Case ◽  
Numerical Implementation ◽  
Numerical Schemes ◽  
Variation Of Constants Formula ◽  
Variation Of Constants ◽  
Non Linear ◽  
Numerical Discretization ◽  
The Stability

In this paper, a numerical approach is proposed based on the variation-of-constants formula for the numerical discretization Langevin-type equations. Linear and non-linear cases are treated separately. The proofs of convergence have been provided for the linear case, and the numerical implementation has been executed for the non-linear case. The order one convergence for the numerical scheme has been shown both theoretically and numerically. The stability of the numerical scheme has been shown numerically and depicted graphically.

scholarly journals An efficient algorithm for estimating the parameters of superimposed exponential signals in multiplicative and additive noise

2013 ◽  
Vol 23 (1) ◽  
pp. 117-129 ◽  
Author(s):  
Jiawen Bian ◽  
Huiming Peng ◽  
Jing Xing ◽  
Zhihui Liu ◽  
Hongwei Li
Keyword(s):  
Parameter Estimation ◽  
Convergence Rate ◽  
Efficient Algorithm ◽  
Numerical Experiments ◽  
Additive Noise ◽  
Mean Squared Errors ◽  
Least Squares Estimators ◽  
The Mean ◽  
Newton Raphson ◽  
Raphson Algorithm

This paper considers parameter estimation of superimposed exponential signals in multiplicative and additive noise which are all independent and identically distributed. A modified Newton-Raphson algorithm is used to estimate the frequencies of the considered model, which is further used to estimate other linear parameters. It is proved that the modified Newton- Raphson algorithm is robust and the corresponding estimators of frequencies attain the same convergence rate with Least Squares Estimators (LSEs) under the same noise conditions, but it outperforms LSEs in terms of the mean squared errors. Finally, the effectiveness of the algorithm is verified by some numerical experiments.

Note on Interference Effects in Two-Step Reaction Processes

1975 ◽  
Vol 53 (23) ◽  
pp. 2590-2592
Author(s):  
J. Cejpek ◽  
J. Dobeš
Keyword(s):  
Perturbation Theory ◽  
Point Of View ◽  
Order Perturbation ◽  
Interference Effects ◽  
Qualitative Explanation ◽  
First Order ◽  
One Step ◽  
Step Transition ◽  
Reaction Processes ◽  
First Order Perturbation

The reaction processes in which a one-step transition is forbidden are analyzed from the point of view of the first order perturbation theory. The interference between two competing two-step reaction paths is found to be always constructive. A qualitative explanation of the experimentally observed reaction intensities is presented.

scholarly journals Virtual Element Method for the Laplace-Beltrami equation on surfaces

2018 ◽  
Vol 52 (3) ◽  
pp. 965-993 ◽  
Author(s):  
Massimo Frittelli ◽  
Ivonne Sgura
Keyword(s):  
Numerical Experiments ◽  
Beltrami Equation ◽  
Convergence Result ◽  
Point Of View ◽  
Polygonal Approximation ◽  
Virtual Element Method ◽  
Element Space ◽  
First Order ◽  
Virtual Element ◽  
Element Method

We present and analyze a Virtual Element Method (VEM) for the Laplace-Beltrami equation on a surface in ℝ3, that we call Surface Virtual Element Method (SVEM). The method combines the Surface Finite Element Method (SFEM) (Dziuk, Eliott, G. Dziuk and C.M. Elliott., Acta Numer. 22 (2013) 289–396.) and the recent VEM (Beirão da Veiga et al., Math. Mod. Methods Appl. Sci. 23 (2013) 199–214.) in order to allow for a general polygonal approximation of the surface. We account for the error arising from the geometry approximation and in the case of polynomial order k = 1 we extend to surfaces the error estimates for the interpolation in the virtual element space. We prove existence, uniqueness and first order H1 convergence of the numerical solution.We highlight the differences between SVEM and VEM from the implementation point of view. Moreover, we show that the capability of SVEM of handling nonconforming and discontinuous meshes can be exploited in the case of surface pasting. We provide some numerical experiments to confirm the convergence result and to show an application of mesh pasting.

scholarly journals Stabilised explicit Adams-type methods

2021 ◽  
pp. 82-98
Author(s):  
Vasily I. Repnikov ◽  
Boris V. Faleichik ◽  
Andrew V. Moisa
Keyword(s):  
Numerical Experiments ◽  
Step Method ◽  
Type Method ◽  
Constrained Optimisation ◽  
First Order ◽  
Error Constant ◽  
Stability Intervals ◽  
Multi Step Methods ◽  
First Order Methods ◽  
Accuracy And Stability

In this work we present explicit Adams-type multi-step methods with extended stability intervals, which are analogous to the stabilised Chebyshev Runge – Kutta methods. It is proved that for any k ≥ 1 there exists an explicit k-step Adams-type method of order one with stability interval of length 2k. The first order methods have remarkably simple expressions for their coefficients and error constant. A damped modification of these methods is derived. In the general case, to construct a k-step method of order p it is necessary to solve a constrained optimisation problem in which the objective function and p constraints are second degree polynomials in k variables. We calculate higher-order methods up to order six numerically and perform some numerical experiments to confirm the accuracy and stability of the methods.

scholarly journals Numerical Study on Phase-Fitted and Amplification-Fitted Diagonally Implicit Two Derivative Runge-Kutta Method for Periodic IVPS

2021 ◽  
Vol 50 (6) ◽  
pp. 1799-1814
Author(s):  
Norazak Senu ◽  
Nur Amirah Ahmad ◽  
Zarina Bibi Ibrahim ◽  
Mohamed Othman
Keyword(s):  
Fourth Order ◽  
Initial Value Problems ◽  
Numerical Experiments ◽  
Numerical Study ◽  
Kutta Method ◽  
Initial Value ◽  
First Order ◽  
Runge Kutta Method ◽  
Runge Kutta ◽  
The Stability

A fourth-order two stage Phase-fitted and Amplification-fitted Diagonally Implicit Two Derivative Runge-Kutta method (PFAFDITDRK) for the numerical integration of first-order Initial Value Problems (IVPs) which exhibits periodic solutions are constructed. The Phase-Fitted and Amplification-Fitted property are discussed thoroughly in this paper. The stability of the method proposed are also given herewith. Runge-Kutta (RK) methods of the similar property are chosen in the literature for the purpose of comparison by carrying out numerical experiments to justify the accuracy and the effectiveness of the derived method.

scholarly journals Higher-order accurate compact difference solutions for vibration problems of one dimensional continuous systems

2011 ◽  
pp. 771-794
Author(s):  
Mondher Yahiaoui
Keyword(s):  
Natural Frequencies ◽  
Continuous Systems ◽  
One Dimensional ◽  
First Order ◽  
Compact Difference ◽  
Transverse Vibrations ◽  
Seventh Order ◽  
One Step ◽  
Vibration Problems ◽  
Difference Methods

In this paper, we present a fourth-order accurate and a seventh-order accurate, one-step compact difference methods. These methods can be used to solve initial or boundaryvalue problems which can be modeled by a first-order linear system of differential equations. It is then shown in detail how these methods can be used to solve vibration problems of onedimensional continuous systems. Natural frequencies of a cantilever beam in transverse vibrations are computed and the results are compared to analytical ones to prove the high accuracy and efficiency of both methods. A comparison was also made to a finite element solution and the results have shown that both compact-difference methods yield more accurate values even with a reduced number of intervals.

scholarly journals Weak solvability of the unconditionally stable difference scheme for the coupled sine-Gordon system

2020 ◽  
Vol 25 (6) ◽  
pp. 997-1014
Author(s):  
Ozgur Yildirim ◽  
Meltem Uzun
Keyword(s):  
Difference Scheme ◽  
Numerical Method ◽  
Existence And Uniqueness ◽  
Numerical Experiments ◽  
Finite Difference Schemes ◽  
Order Of Accuracy ◽  
Unconditionally Stable ◽  
First Order ◽  
The Difference ◽  
Weak Solvability

In this paper, we study the existence and uniqueness of weak solution for the system of finite difference schemes for coupled sine-Gordon equations. A novel first order of accuracy unconditionally stable difference scheme is considered. The variational method also known as the energy method is applied to prove unique weak solvability.We also present a new unified numerical method for the approximate solution of this problem by combining the difference scheme and the fixed point iteration. A test problem is considered, and results of numerical experiments are presented with error analysis to verify the accuracy of the proposed numerical method.

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