scholarly journals A NEW AND EFFICIENT SIMPSON’S 1/3-TYPE QUADRATURE RULE FOR RIEMANN-STIELTJES INTEGRAL

2020 ◽  
Vol 15 (11) ◽  
Author(s):  
Kashif Memon
Keyword(s):  
Computational Cost ◽  
Quadrature Rule ◽  
Test Problems ◽  
Stieltjes Integral ◽  
Rapid Convergence ◽  
Order Of Accuracy ◽  
Quadrature Scheme ◽  
Derivative Free ◽  
Composite Form ◽  
Successful Reduction

In this research paper, a new derivative-free Simpson 1/3-type quadrature scheme has been proposed for the approximation of the Riemann-Stieltjes integral (RSI). The composite form of the proposed scheme on the RSI has been derived using the concept of precision. The theorems concerning basic form, composite form, local and global errors of the new scheme have been proved theoretically. For the trivial case of the integrator in the proposed RS scheme, successful reduction to the corresponding Riemann scheme is proved. The performance of the proposed scheme has been tested by numerical experiments using MATLAB on some test problems of RS integrals from literature against some existing schemes. The computational cost, the order of accuracy and average CPU times (in seconds) of the discussed rules have been computed to demonstrate cost-effectiveness, time-efficiency and rapid convergence of the proposed scheme under similar conditions.

scholarly journals HERONIAN MEAN DERIVATIVE-BASED SIMPSON’S-TYPE SCHEME FOR RIEMANN-STIELTJES INTEGRAL

2021 ◽  
Vol 16 (3) ◽  
Author(s):  
Kashif Memon
Keyword(s):  
Computational Cost ◽  
Stieltjes Integral ◽  
Basic Form ◽  
Order Of Accuracy ◽  
Riemann Integral ◽  
Cpu Time ◽  
Quadrature Scheme ◽  
Composite Form ◽  
Theoretical Results ◽  
Heronian Mean

In this paper, a new heronian mean derivative-based quadrature scheme of Simpson’s 1/3-type is proposed for the approximation of the Riemann-Stieltjes integral (RS-integral). Theorems are proved related to the basic form, composite form, local and global errors of the new scheme for the RS-integral. The reduction of the new proposed scheme is verified using g(t) = t for Riemann integral. The theoretical results of the new proposed scheme have been proved by experimental work using programming in MATLAB against existing schemes. The order of accuracy, computational cost and average CPU time (in seconds) of the new proposed scheme are determined. The results obtained show the effectiveness of the proposed scheme compared to the existing schemes.

scholarly journals EFFICIENT DERIVATIVE-BASED SIMPSON’S 1/3-TYPE SCHEME USING CENTROIDAL MEAN FOR RIEMANN-STIELTJES INTEGRAL

2021 ◽  
Vol 16 (3) ◽  
Author(s):  
Kashif Memon
Keyword(s):  
Experimental Work ◽  
Computational Cost ◽  
Stieltjes Integral ◽  
Basic Form ◽  
Order Of Accuracy ◽  
Riemann Integral ◽  
Cpu Time ◽  
Quadrature Scheme ◽  
Composite Form ◽  
Theoretical Results

In this paper, a new efficient derivative-based quadrature scheme of Simpson’s 1/3-type is proposed using the centroidal mean for the approximation of Riemann-Stieltjes integral (RS-integral). Theorems are proved related to the basic form, composite form, local and global errors of the new scheme for the RS-integral. The reduction of the new proposed scheme is verified using g(t) = t for Riemann integral. The theoretical results of new proposed scheme have been proved by experimental work using programming in MATLAB against existing schemes. The order of accuracy, computational cost and average CPU time (in seconds) of the new proposed scheme are determined. The results obtained show the effectiveness of the proposed scheme compared to the existing schemes.

A Comparative Study of Uncertainty Propagation Methods for Black-Box Type Functions

2007 ◽  
Author(s):  
Sang Hoon Lee ◽  
Wei Chen
Keyword(s):  
Comparative Study ◽  
Uncertainty Propagation ◽  
Computational Cost ◽  
Random Variables ◽  
Quadrature Rule ◽  
Tail Probability ◽  
Black Box ◽  
Test Problems ◽  
Significant Interaction Effect ◽  
Propagation Methods

It is an important step in deign under uncertainty to select an appropriate uncertainty propagation (UP) method considering the characteristics of the engineering systems at hand, the required level of UP associated with the probabilistic design scenario, and the required accuracy and efficiency levels. Many uncertainty propagation methods have been developed in various fields, however, there is a lack of good understanding of their relative merits. In this paper, a comparative study on the performances of several UP methods, including a few recent methods that have received growing attention, is performed. The full factorial numerical integration (FFNI), the univariate dimension reduction method (UDR), and the polynomial chaos expansion (PCE) are implemented and applied to several test problems with different settings of the performance nonlinearity, distribution types of input random variables, and the magnitude of input uncertainty. The performances of those methods are compared in moment estimation, tail probability calculation, and the probability density function (PDF) construction. It is found that the FFNI with the moment matching quadrature rule shows good accuracy but the computational cost becomes prohibitive as the number of input random variables increases. The accuracy and efficiency of the UDR method for moment estimations appear to be superior when there is no significant interaction effect in the performance function. Both FFNI and UDR are very robust against the non-normality of input variables. The PCE is implemented in combination with FFNI for coefficients estimation. The PCE method is shown to be a useful approach when a complete PDF description is desired. Inverse Rosenblatt transformation is used to treat non-normal inputs of PCE, however, it is shown that the transformation may result in the degradation of accuracy of PCE. It is also shown that in black-box type of system the performance and convergence of PCE highly depend on the method adopted to estimate its coefficients.

scholarly journals A NEW HARMONIC MEAN DERIVATIVE-BASED SIMPSON’S 1/3-TYPE SCHEME FOR RIEMANN- STIELTJES INTEGRAL

2021 ◽  
Vol 16 (4) ◽  
Author(s):  
Kashif Memon
Keyword(s):  
Computational Cost ◽  
Harmonic Mean ◽  
Stieltjes Integral ◽  
Computational Results ◽  
Order Of Accuracy ◽  
Riemann Integral ◽  
Cpu Time ◽  
Error Terms ◽  
Theoretical Results ◽  
Better Than

In this research paper, a new harmonic mean derivative-based Simpson’s 1/3 scheme has been presented for the Riemann-Stieltjes integral (RS-integral). The basic and composite forms of the proposed scheme with local and global error terms have been derived for the RS-integral. The proposed scheme has been reduced using g(t) = t for Riemann integral. Experimental work has been discussed to verify the theoretical results of the new proposed scheme against existing schemes using MATLAB. The order of accuracy, computational cost and average CPU time (in seconds) of the new proposed scheme have been computed. Finally, it is observed from computational results that the proposed scheme is better than existing schemes

scholarly journals Approximate Solutions of Time Fractional Diffusion Wave Models

Mathematics ◽  
2019 ◽  
Vol 7 (10) ◽  
pp. 923 ◽  
Author(s):  
Abdul Ghafoor ◽  
Sirajul Haq ◽  
Manzoor Hussain ◽  
Poom Kumam ◽  
Muhammad Asif Jan
Keyword(s):  
Finite Difference ◽  
Wave Equations ◽  
Quadrature Rule ◽  
Approximate Solutions ◽  
Fractional Diffusion ◽  
Haar Wavelets ◽  
Test Problems ◽  
Algebraic Equations ◽  
Diffusion Wave ◽  
Wave Models

In this paper, a wavelet based collocation method is formulated for an approximate solution of (1 + 1)- and (1 + 2)-dimensional time fractional diffusion wave equations. The main objective of this study is to combine the finite difference method with Haar wavelets. One and two dimensional Haar wavelets are used for the discretization of a spatial operator while time fractional derivative is approximated using second order finite difference and quadrature rule. The scheme has an excellent feature that converts a time fractional partial differential equation to a system of algebraic equations which can be solved easily. The suggested technique is applied to solve some test problems. The obtained results have been compared with existing results in the literature. Also, the accuracy of the scheme has been checked by computing L 2 and L ∞ error norms. Computations validate that the proposed method produces good results, which are comparable with exact solutions and those presented before.

scholarly journals Explicit Dynamic Finite Element Method for Failure with Smooth Fracture Energy Dissipations

2013 ◽  
Vol 2013 ◽  
pp. 1-12 ◽  
Author(s):  
Jeong-Hoon Song ◽  
Thomas Menouillard ◽  
Alireza Tabarraei
Keyword(s):  
Finite Element ◽  
Fracture Energy ◽  
Computational Cost ◽  
Quadrature Rule ◽  
Dynamic Failure ◽  
Structural Dynamic ◽  
Integration Schemes ◽  
Hourglass Control ◽  
Quadrilateral Finite Element ◽  
Explicit Dynamic

A numerical method for dynamic failure analysis through the phantom node method is further developed. A distinct feature of this method is the use of the phantom nodes with a newly developed correction force scheme. Through this improved approach, fracture energy can be smoothly dissipated during dynamic failure processes without emanating noisy artifact stress waves. This method is implemented to the standard 4-node quadrilateral finite element; a single quadrature rule is employed with an hourglass control scheme in order to decrease computational cost and circumvent difficulties associated with the subdomain integration schemes for cracked elements. The effectiveness and robustness of this method are demonstrated with several numerical examples. In these examples, we showed the effectiveness of the described correction force scheme along with the applicability of this method to an interesting class of structural dynamic failure problems.

Generalized Field-Development Optimization With Derivative-Free Procedures

SPE Journal ◽  
2014 ◽  
Vol 19 (05) ◽  
pp. 891-908 ◽  
Author(s):  
Obiajulu J. Isebor ◽  
David Echeverría Ciaurri ◽  
Louis J. Durlofsky
Keyword(s):  
Computational Cost ◽  
Optimization Method ◽  
Optimal Number ◽  
Global Search ◽  
Search Method ◽  
Pattern Search ◽  
Mixed Integer ◽  
Categorical Variables ◽  
Field Development ◽  
Derivative Free

Summary The optimization of general oilfield development problems is considered. Techniques are presented to simultaneously determine the optimal number and type of new wells, the sequence in which they should be drilled, and their corresponding locations and (time-varying) controls. The optimization is posed as a mixed-integer nonlinear programming (MINLP) problem and involves categorical, integer-valued, and real-valued variables. The formulation handles bound, linear, and nonlinear constraints, with the latter treated with filter-based techniques. Noninvasive derivative-free approaches are applied for the optimizations. Methods considered include branch and bound (B&B), a rigorous global-search procedure that requires the relaxation of the categorical variables; mesh adaptive direct search (MADS), a local pattern-search method; particle swarm optimization (PSO), a heuristic global-search method; and a PSO-MADS hybrid. Four example cases involving channelized-reservoir models are presented. The recently developed PSO-MADS hybrid is shown to consistently outperform the standalone MADS and PSO procedures. In the two cases in which B&B is applied, the heuristic PSO-MADS approach is shown to give comparable solutions but at a much lower computational cost. This is significant because B&B provides a systematic search in the categorical variables. We conclude that, although it is demanding in terms of computation, the methodology presented here, with PSO-MADS as the core optimization method, appears to be applicable for realistic reservoir development and management.

scholarly journals High-Order Hybrid WCNS-CPR Scheme for Shock Capturing of Conservation Laws

2020 ◽  
Vol 2020 ◽  
pp. 1-13
Author(s):  
Jia Guo ◽  
Huajun Zhu ◽  
Zhen-Guo Yan ◽  
Lingyan Tang ◽  
Songhe Song
Keyword(s):  
Computational Cost ◽  
High Order ◽  
Shock Capturing ◽  
High Order Accuracy ◽  
Hybrid Technique ◽  
Hybrid Scheme ◽  
Order Accuracy ◽  
Order Of Accuracy ◽  
Reconstruction Scheme ◽  
High Gradients

By introducing hybrid technique into high-order CPR (correction procedure via reconstruction) scheme, a novel hybrid WCNS-CPR scheme is developed for efficient supersonic simulations. Firstly, a shock detector based on nonlinear weights is used to identify grid cells with high gradients or discontinuities throughout the whole flow field. Then, WCNS (weighted compact nonlinear scheme) is adopted to capture shocks in these areas, while the smooth area is calculated by CPR. A strategy to treat the interfaces of the two schemes is developed, which maintains high-order accuracy. Convergent order of accuracy and shock-capturing ability are tested in several numerical experiments; the results of which show that this hybrid scheme achieves expected high-order accuracy and high resolution, is robust in shock capturing, and has less computational cost compared to the WCNS.

scholarly journals Distributed hybrid consensus–based square-root cubature quadrature information filter and its application to maneuvering target tracking

2019 ◽  
Vol 15 (12) ◽  
pp. 155014771989595
Author(s):  
Jun Liu ◽  
Yu Liu ◽  
Kai Dong ◽  
Ziran Ding ◽  
You He ◽  
...  
Keyword(s):  
Target Tracking ◽  
Nonlinear Filtering ◽  
Computational Cost ◽  
Quadrature Rule ◽  
Square Root ◽  
Maneuvering Target Tracking ◽  
Maneuvering Target ◽  
Matrix Operations ◽  
Information Filter ◽  
Update Strategy

To handle nonlinear filtering problems with networked sensors in a distributed manner, a novel distributed hybrid consensus–based square-root cubature quadrature information filter is proposed. The proposed hybrid consensus–based square-root cubature quadrature information filter exploits fifth-order spherical simplex-radial quadrature rule to tackle system nonlinearities and incorporates a novel measurement update strategy into the hybrid consensus filtering framework, which takes the predicted measurement error into account and hence produces more accurate estimates. In addition, the proposed hybrid consensus–based square-root cubature quadrature information filter inherits the complementary positive features of both consensus on information and consensus on measurements methods and avoids sensitive matrix operations such as square-root decompositions and inversion of covariances, which is beneficial for numerical stability. Stability analysis with respect to consensus, convergence, and consistency for the proposed hybrid consensus–based square-root cubature quadrature information filter is also developed. The effectiveness of the proposed hybrid consensus–based square-root cubature quadrature information filter is validated through a maneuvering target tracking scenario. The simulation results show that the proposed hybrid consensus–based square-root cubature quadrature information filter outperforms the existing algorithms at the expense of a slight increase in computational cost.

Rapidly convergent Steffensen-based methods for unconstrained optimization

2019 ◽  
Vol 53 (2) ◽  
pp. 657-666
Author(s):  
Mohammad Afzalinejad
Keyword(s):  
Unconstrained Optimization ◽  
Newton's Method ◽  
Optimization Problems ◽  
Quadratic Model ◽  
Second Derivative ◽  
Rapid Convergence ◽  
First Derivative ◽  
Unconstrained Optimization Problems ◽  
Derivative Free ◽  
Steffensen Method

A problem with rapidly convergent methods for unconstrained optimization like the Newton’s method is the computational difficulties arising specially from the second derivative. In this paper, a class of methods for solving unconstrained optimization problems is proposed which implicitly applies approximations to derivatives. This class of methods is based on a modified Steffensen method for finding roots of a function and attempts to make a quadratic model for the function without using the second derivative. Two methods of this kind with non-expensive computations are proposed which just use first derivative of the function. Derivative-free versions of these methods are also suggested for the cases where the gradient formulas are not available or difficult to evaluate. The theory as well as numerical examinations confirm the rapid convergence of this class of methods.

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