首页 > 最新文献

Numerical Algorithms最新文献

英文 中文
Three families of $$C^1$$ - $$P_{2m+1}$$ Bell finite elements on triangular meshes 三角形网格上的三个 $$C^1$$ - $$P_{2m+1}$ Bell 有限元族
IF 2.1 3区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-24 DOI: 10.1007/s11075-024-01894-w
Xuejun Xu, Shangyou Zhang

The (C^1)-(P_5) Bell finite element removes the three degrees of freedom of the edge normal derivatives of the (C^1)-(P_5) Argyris finite element. We call a (C^1)-(P_k) finite element a Bell finite element if it has no edge-degree of freedom and it contains the (P_{k-1}) space locally. We construct three families of odd-degree (C^1)-(P_{2m+1}) Bell finite elements on triangular meshes. Comparing to the (C^1)-(P_{2m}) Argyris finite element, the (C^1)-(P_{2m+1}) Bell finite elements produce same-order solutions with much less unknowns. For example, the second (C^1)-(P_7) Bell element (from the second family) and the (C^1)-(P_6) Argyris element have numbers of local degrees of freedom of 31 and 28 respectively, but oppositely their numbers of global degrees of freedom are 12V and 19V asymptotically, respectively, where V is the number of vertices in a triangular mesh. A numerical example says the new element has about 3/4 number of unknowns, but is about 5 times more accurate. Numerical computations with all three families of elements are performed.

Bell 有限元去除了 Argyris 有限元边缘法导数的三个自由度。如果一个(C^1)-(P_k)有限元没有边缘自由度,并且它局部包含(P_{k-1})空间,那么我们称它为(C^1)-(P_k)有限元。我们在三角形网格上构造了三个奇数度的(C^1)-(P_{2m+1}) Bell 有限元族。与 (C^1)-(P_{2m}) Argyris 有限元相比,(C^1)-(P_{2m+1}) Bell 有限元产生的同阶解的未知数要少得多。例如,第二种贝尔有限元(来自第二族)和阿吉里斯有限元的局部自由度数分别为 31 和 28,但相反,它们的全局自由度数渐近地分别为 12V 和 19V,其中 V 是三角形网格中的顶点数。一个数值示例表明,新元素的未知数数量约为原来的 3/4,但精度却提高了约 5 倍。对所有三个元素系列都进行了数值计算。
{"title":"Three families of $$C^1$$ - $$P_{2m+1}$$ Bell finite elements on triangular meshes","authors":"Xuejun Xu, Shangyou Zhang","doi":"10.1007/s11075-024-01894-w","DOIUrl":"https://doi.org/10.1007/s11075-024-01894-w","url":null,"abstract":"<p>The <span>(C^1)</span>-<span>(P_5)</span> Bell finite element removes the three degrees of freedom of the edge normal derivatives of the <span>(C^1)</span>-<span>(P_5)</span> Argyris finite element. We call a <span>(C^1)</span>-<span>(P_k)</span> finite element a Bell finite element if it has no edge-degree of freedom and it contains the <span>(P_{k-1})</span> space locally. We construct three families of odd-degree <span>(C^1)</span>-<span>(P_{2m+1})</span> Bell finite elements on triangular meshes. Comparing to the <span>(C^1)</span>-<span>(P_{2m})</span> Argyris finite element, the <span>(C^1)</span>-<span>(P_{2m+1})</span> Bell finite elements produce same-order solutions with much less unknowns. For example, the second <span>(C^1)</span>-<span>(P_7)</span> Bell element (from the second family) and the <span>(C^1)</span>-<span>(P_6)</span> Argyris element have numbers of local degrees of freedom of 31 and 28 respectively, but oppositely their numbers of global degrees of freedom are 12<i>V</i> and 19<i>V</i> asymptotically, respectively, where <i>V</i> is the number of vertices in a triangular mesh. A numerical example says the new element has about 3/4 number of unknowns, but is about 5 times more accurate. Numerical computations with all three families of elements are performed.</p>","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":"18 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141775193","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Noise propagation in linear stationary iterations 线性静态迭代中的噪声传播
IF 2.1 3区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-23 DOI: 10.1007/s11075-024-01890-0
Tommy Elfving

We consider a stationary iteration for solving a linear system of arbitrary order. The method includes, e.g. Kaczmarz iteration, the Landweber iteration and the SOR (Gauss-Seidel) iteration. A study of the behavior of the iterates, both theoretically and experimentally, is performed. In particular we compare the behavior with and without noise in the data. The results give insight into the interplay between noise free and noisy iterates. For comparision we also included a Krylov type method CGLS in the experiments. As expected CGLS works well for noise free data but also tends to amplify the noise faster than the other methods, thus making it more critical when to stop the iterations.

我们考虑的是求解任意阶线性系统的静态迭代法。该方法包括 Kaczmarz 迭代、Landweber 迭代和 SOR(高斯-赛德尔)迭代等。我们从理论和实验两方面对迭代的行为进行了研究。特别是,我们比较了数据中有噪声和无噪声时的行为。结果让我们深入了解了无噪声迭代和有噪声迭代之间的相互作用。为了进行比较,我们还在实验中加入了克雷洛夫类型方法 CGLS。不出所料,CGLS 在无噪声数据中运行良好,但也比其他方法更快地放大噪声,因此何时停止迭代变得更为重要。
{"title":"Noise propagation in linear stationary iterations","authors":"Tommy Elfving","doi":"10.1007/s11075-024-01890-0","DOIUrl":"https://doi.org/10.1007/s11075-024-01890-0","url":null,"abstract":"<p>We consider a stationary iteration for solving a linear system of arbitrary order. The method includes, e.g. Kaczmarz iteration, the Landweber iteration and the SOR (Gauss-Seidel) iteration. A study of the behavior of the iterates, both theoretically and experimentally, is performed. In particular we compare the behavior with and without noise in the data. The results give insight into the interplay between noise free and noisy iterates. For comparision we also included a Krylov type method CGLS in the experiments. As expected CGLS works well for noise free data but also tends to amplify the noise faster than the other methods, thus making it more critical when to stop the iterations.</p>","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":"51 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141775197","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
TRIPs-Py: Techniques for regularization of inverse problems in python TRIPs-Py:Python 中的逆问题正则化技术
IF 2.1 3区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-22 DOI: 10.1007/s11075-024-01878-w
Mirjeta Pasha, Silvia Gazzola, Connor Sanderford, Ugochukwu O. Ugwu

In this paper we describe TRIPs-Py, a new Python package of linear discrete inverse problems solvers and test problems. The goal of the package is two-fold: 1) to provide tools for solving small and large-scale inverse problems, and 2) to introduce test problems arising from a wide range of applications. The solvers available in TRIPs-Py include direct regularization methods (such as truncated singular value decomposition and Tikhonov) and iterative regularization techniques (such as Krylov subspace methods and recent solvers for (ell _p)-(ell _q) formulations, which enforce sparse or edge-preserving solutions and handle different noise types). All our solvers have built-in strategies to define the regularization parameter(s). Some of the test problems in TRIPs-Py arise from simulated image deblurring and computerized tomography, while other test problems model real problems in dynamic computerized tomography. Numerical examples are included to illustrate the usage as well as the performance of the described methods on the provided test problems. To the best of our knowledge, TRIPs-Py is the first Python software package of this kind, which may serve both research and didactical purposes.

本文介绍了 TRIPs-Py,这是一个包含线性离散逆问题求解器和测试问题的全新 Python 软件包。该软件包有两个目标:1)提供解决小型和大型逆问题的工具;2)引入广泛应用中出现的测试问题。TRIPs-Py 中提供的求解器包括直接正则化方法(如截断奇异值分解和 Tikhonov)和迭代正则化技术(如 Krylov 子空间方法和最近的 (ell _p)-(ell _q) 公式求解器,它们强制执行稀疏或保边求解并处理不同类型的噪声)。我们所有的求解器都有定义正则化参数的内置策略。TRIPs-Py 中的一些测试问题来自模拟图像去模糊和计算机断层扫描,而其他测试问题则是模拟动态计算机断层扫描中的实际问题。其中还包括一些数值示例,以说明所述方法在所提供的测试问题上的用法和性能。据我们所知,TRIPs-Py 是第一个此类 Python 软件包,可用于研究和教学目的。
{"title":"TRIPs-Py: Techniques for regularization of inverse problems in python","authors":"Mirjeta Pasha, Silvia Gazzola, Connor Sanderford, Ugochukwu O. Ugwu","doi":"10.1007/s11075-024-01878-w","DOIUrl":"https://doi.org/10.1007/s11075-024-01878-w","url":null,"abstract":"<p>In this paper we describe TRIPs-Py, a new Python package of linear discrete inverse problems solvers and test problems. The goal of the package is two-fold: 1) to provide tools for solving small and large-scale inverse problems, and 2) to introduce test problems arising from a wide range of applications. The solvers available in TRIPs-Py include direct regularization methods (such as truncated singular value decomposition and Tikhonov) and iterative regularization techniques (such as Krylov subspace methods and recent solvers for <span>(ell _p)</span>-<span>(ell _q)</span> formulations, which enforce sparse or edge-preserving solutions and handle different noise types). All our solvers have built-in strategies to define the regularization parameter(s). Some of the test problems in TRIPs-Py arise from simulated image deblurring and computerized tomography, while other test problems model real problems in dynamic computerized tomography. Numerical examples are included to illustrate the usage as well as the performance of the described methods on the provided test problems. To the best of our knowledge, TRIPs-Py is the first Python software package of this kind, which may serve both research and didactical purposes.</p>","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":"40 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141737291","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Generalized analysis of methods for solving systems of nonlinear equations with point and interval coefficients 点系数和区间系数非线性方程组求解方法的广义分析
IF 2.1 3区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-20 DOI: 10.1007/s11075-024-01891-z
Alimzhan Ibragimov

In this article we consider problems of interval estimation of a set of solutions to point and interval (partially interval) systems of nonlinear equations. Most developed interval methods are intended only for estimating solutions of point nonlinear systems in some given interval box. And methods for estimating solution sets of nonlinear interval systems are not yet very developed, since the solution sets of such systems geometrically represent a rather complex structure. Here we conducted a general analysis on existing classical interval methods to test their applicability for interval systems. In this case, we chose the methods of Newton and Krawczyk. The results of the analysis show that these and similar other iterative methods are generally not applicable for interval systems due to the limited admissible area. Based on the results of the analysis, a new combined vertex method for outer estimation of solution sets of interval nonlinear systems is proposed, which includes these classical interval methods. Numerical experiments have shown that the proposed method is more efficient and gives more accurate estimates in feasible regions than the direct application of Newton, Krawczyk or Hansen-Sengupta interval methods for interval systems.

在本文中,我们考虑的是点非线性方程组和区间(部分区间)非线性方程组解集的区间估计问题。大多数已开发的区间方法仅用于估计给定区间内的点非线性系统解。而用于估计非线性区间系统解集的方法还不是很成熟,因为这类系统的解集在几何上表现出相当复杂的结构。在此,我们对现有的经典区间方法进行了总体分析,以检验它们对区间系统的适用性。在这种情况下,我们选择了牛顿和 Krawczyk 的方法。分析结果表明,由于可容许区域有限,这些方法和其他类似的迭代方法一般不适用于区间系统。根据分析结果,我们提出了一种新的用于区间非线性系统解集外估计的组合顶点方法,其中包括这些经典的区间方法。数值实验表明,与直接将牛顿、Krawczyk 或 Hansen-Sengupta 区间法用于区间系统相比,所提出的方法更有效,在可行区域内给出的估计值也更精确。
{"title":"Generalized analysis of methods for solving systems of nonlinear equations with point and interval coefficients","authors":"Alimzhan Ibragimov","doi":"10.1007/s11075-024-01891-z","DOIUrl":"https://doi.org/10.1007/s11075-024-01891-z","url":null,"abstract":"<p>In this article we consider problems of interval estimation of a set of solutions to point and interval (partially interval) systems of nonlinear equations. Most developed interval methods are intended only for estimating solutions of point nonlinear systems in some given interval box. And methods for estimating solution sets of nonlinear interval systems are not yet very developed, since the solution sets of such systems geometrically represent a rather complex structure. Here we conducted a general analysis on existing classical interval methods to test their applicability for interval systems. In this case, we chose the methods of Newton and Krawczyk. The results of the analysis show that these and similar other iterative methods are generally not applicable for interval systems due to the limited admissible area. Based on the results of the analysis, a new combined vertex method for outer estimation of solution sets of interval nonlinear systems is proposed, which includes these classical interval methods. Numerical experiments have shown that the proposed method is more efficient and gives more accurate estimates in feasible regions than the direct application of Newton, Krawczyk or Hansen-Sengupta interval methods for interval systems.</p>","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":"20 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141737292","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Logarithmic norm minimization of quaternion matrix decomposition for color image sparse representation 用于彩色图像稀疏表示的四元数矩阵分解的对数规范最小化
IF 2.1 3区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-19 DOI: 10.1007/s11075-024-01887-9
Xiao-Min Cai, Yi-Fen Ke, Chang-Feng Ma, Ya-Jun Xie, Ri-Wei Liao

In this paper, incorporating the quaternion matrix framework, the logarithmic norm of quaternion matrices is employed to approximate rank. Unlike conventional sparse representation techniques for matrices, which treat RGB channels separately, quaternion-based methods maintain image structure by representing color images within a pure quaternion matrix. Leveraging the logarithmic norm, factorization and truncation techniques can be applied for proficient image recovery. Optimization of these approaches is facilitated through an alternate minimization framework, supplemented by meticulous mathematical scrutiny ensuring convergence. Finally, some numerical examples are used to demonstrate the effectiveness of the proposed algorithms.

本文结合四元数矩阵框架,利用四元数矩阵的对数规范来近似秩。与分别处理 RGB 通道的传统矩阵稀疏表示技术不同,基于四元数的方法通过在纯四元数矩阵中表示彩色图像来保持图像结构。利用对数规范,因式分解和截断技术可用于熟练的图像复原。通过另一种最小化框架,并辅以确保收敛性的细致数学审查,这些方法得以优化。最后,通过一些数值示例来证明所提算法的有效性。
{"title":"Logarithmic norm minimization of quaternion matrix decomposition for color image sparse representation","authors":"Xiao-Min Cai, Yi-Fen Ke, Chang-Feng Ma, Ya-Jun Xie, Ri-Wei Liao","doi":"10.1007/s11075-024-01887-9","DOIUrl":"https://doi.org/10.1007/s11075-024-01887-9","url":null,"abstract":"<p>In this paper, incorporating the quaternion matrix framework, the logarithmic norm of quaternion matrices is employed to approximate rank. Unlike conventional sparse representation techniques for matrices, which treat RGB channels separately, quaternion-based methods maintain image structure by representing color images within a pure quaternion matrix. Leveraging the logarithmic norm, factorization and truncation techniques can be applied for proficient image recovery. Optimization of these approaches is facilitated through an alternate minimization framework, supplemented by meticulous mathematical scrutiny ensuring convergence. Finally, some numerical examples are used to demonstrate the effectiveness of the proposed algorithms.</p>","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":"1 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141745670","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A treecode algorithm for the Poisson equation in a general domain with unstructured grids 非结构网格一般域中泊松方程的树形编码算法
IF 2.1 3区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-18 DOI: 10.1007/s11075-024-01888-8
Zixuan Cui, Lei Yang, Jing Wu, Guanghui Hu

Since the seminal work in 1986, the treecode algorithm has been widely used in a variety of science and engineering problems, such as the electrostatic and magnetostatic fields calculations. With the continuous advancements of science exploration and engineering applications, efficient numerical simulations for problems defined on complex domains have become increasingly necessary. In this paper, based on a hierarchy geometry tree, an efficient implementation of the treecode algorithm is described in detail for the numerical solution of a Poisson equation defined on a general domain. The features of our algorithm include: i) with the hierarchy geometry tree, the neighbor and non-neighbor patches for a given element can be generated efficiently, ii) no restriction on the geometry of the domain, which means that our algorithm can be applied for general problem, iii) the desired computational complexity ({varvec{mathcal {O}}}(varvec{N},varvec{log },{varvec{N}})) can be observed well, where (varvec{N}) denotes the number of degrees of freedom in the domain, and iv) very friendly to the parallel computing, i.e., an ideal speedup can be observed successfully from numerical results with OpenMP technique. It is believed that our solution potentially is a quality candidate for implementing the treecode algorithm for problems defined on general domains with unstructured grids.

自 1986 年的开创性工作以来,树码算法已广泛应用于各种科学和工程问题,如静电场和磁场计算。随着科学探索和工程应用的不断进步,对复杂领域问题进行高效数值模拟变得越来越有必要。本文以层次几何树为基础,详细描述了树代码算法的高效实现,用于数值求解定义在一般域上的泊松方程。我们算法的特点包括i) 利用层次几何树,可以高效生成给定元素的邻域和非邻域补丁;ii) 对域的几何形状没有限制,这意味着我们的算法可以应用于一般问题、(varvec{N},varvec{log},{varvec{N}}))可以很好地观察到,其中(varvec{N})表示域中的自由度数,并且 iv) 对并行计算非常友好,即.e.,iv) 对并行计算非常友好,即使用 OpenMP 技术可以成功地从数值结果中观察到理想的加速。我们相信,我们的解决方案有可能成为在具有非结构网格的一般域上实现树代码算法的优质候选方案。
{"title":"A treecode algorithm for the Poisson equation in a general domain with unstructured grids","authors":"Zixuan Cui, Lei Yang, Jing Wu, Guanghui Hu","doi":"10.1007/s11075-024-01888-8","DOIUrl":"https://doi.org/10.1007/s11075-024-01888-8","url":null,"abstract":"<p>Since the seminal work in 1986, the treecode algorithm has been widely used in a variety of science and engineering problems, such as the electrostatic and magnetostatic fields calculations. With the continuous advancements of science exploration and engineering applications, efficient numerical simulations for problems defined on complex domains have become increasingly necessary. In this paper, based on a hierarchy geometry tree, an efficient implementation of the treecode algorithm is described in detail for the numerical solution of a Poisson equation defined on a general domain. The features of our algorithm include: i) with the hierarchy geometry tree, the neighbor and non-neighbor patches for a given element can be generated efficiently, ii) no restriction on the geometry of the domain, which means that our algorithm can be applied for general problem, iii) the desired computational complexity <span>({varvec{mathcal {O}}}(varvec{N},varvec{log },{varvec{N}}))</span> can be observed well, where <span>(varvec{N})</span> denotes the number of degrees of freedom in the domain, and iv) very friendly to the parallel computing, i.e., an ideal speedup can be observed successfully from numerical results with OpenMP technique. It is believed that our solution potentially is a quality candidate for implementing the treecode algorithm for problems defined on general domains with unstructured grids.</p>","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":"68 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141737179","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An Euler–Maruyama method for Caputo–Hadamard fractional stochastic differential equations on exponential meshes and its fast approximation 指数网格上的卡普托-哈达玛德分数随机微分方程的欧拉-丸山方法及其快速近似值
IF 2.1 3区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-18 DOI: 10.1007/s11075-024-01889-7
Min Li, Shangjiang Guo, Peng Hu, Haiyan Song

This paper studies the numerical solutions of Caputo–Hadamard fractional stochastic differential equations. Firstly, we construct an Euler–Maruyama (EM) scheme for the equations, and the corresponding convergence rate is investigated. Secondly, we propose a fast EM scheme based on the sum-of-exponentials approximation to decrease the computational cost of the EM scheme. More concretely, the fast EM scheme reduces the computational cost from (O(N^2)) to (O(Nlog ^2 N)) and the storage from O(N) to (O(log ^2 N)) when the final time (Tapprox e), where N is the total number of time steps. Moreover, considering the statistical errors from Monte Carlo path approximations, multilevel Monte Carlo (MLMC) techniques are utilized to reduce computational complexity. In particular, for a prescribed accuracy (varepsilon >0), the EM scheme and the fast EM scheme, integrated with the MLMC technique, respectively reduce the standard EM scheme’s computational complexity from (O(varepsilon ^{-2-frac{2}{widetilde{alpha }}})) to (O(varepsilon ^{-frac{2}{widetilde{alpha }}})) and the fast EM scheme’s complexity to (O(varepsilon ^{-frac{1}{widetilde{alpha }}}left|log varepsilon right|^3)), where (0<widetilde{alpha }=alpha -frac{1}{2}<frac{1}{2}). Finally, numerical examples are included to verify the theoretical results and demonstrate the performance of our methods.

本文研究 Caputo-Hadamard 分数随机微分方程的数值解法。首先,我们构建了方程的 Euler-Maruyama (EM) 方案,并研究了相应的收敛速率。其次,我们提出了一种基于指数和近似的快速 EM 方案,以降低 EM 方案的计算成本。更具体地说,当最终时间为(T/approx e/),其中N为总时间步数时,快速EM方案将计算成本从(O(N^2))降低到(O(N/log ^2 N)),存储成本从(O(N))降低到(O(log ^2 N))。此外,考虑到蒙特卡罗路径近似的统计误差,多级蒙特卡罗(MLMC)技术被用来降低计算复杂度。特别是,对于规定精度 (varepsilon >;0),EM方案和快速EM方案与MLMC技术相结合、分别将标准EM方案的计算复杂度从(O(varepsilon ^{-2-frac{2}{widetilde{alpha }})降低到(O(varepsilon ^{-frac{2}{widetilde{alpha }})。而快速 EM 方案的复杂度为 O(^{-frac{1}{widetildealpha }}left|log varepsilon right|^3))、其中 (0<;widetilde{alpha }=alpha -frac{1}{2}<frac{1}{2}).最后,我们还列举了一些数值示例来验证理论结果,并展示我们的方法的性能。
{"title":"An Euler–Maruyama method for Caputo–Hadamard fractional stochastic differential equations on exponential meshes and its fast approximation","authors":"Min Li, Shangjiang Guo, Peng Hu, Haiyan Song","doi":"10.1007/s11075-024-01889-7","DOIUrl":"https://doi.org/10.1007/s11075-024-01889-7","url":null,"abstract":"<p>This paper studies the numerical solutions of Caputo–Hadamard fractional stochastic differential equations. Firstly, we construct an Euler–Maruyama (EM) scheme for the equations, and the corresponding convergence rate is investigated. Secondly, we propose a fast EM scheme based on the sum-of-exponentials approximation to decrease the computational cost of the EM scheme. More concretely, the fast EM scheme reduces the computational cost from <span>(O(N^2))</span> to <span>(O(Nlog ^2 N))</span> and the storage from <i>O</i>(<i>N</i>) to <span>(O(log ^2 N))</span> when the final time <span>(Tapprox e)</span>, where <i>N</i> is the total number of time steps. Moreover, considering the statistical errors from Monte Carlo path approximations, multilevel Monte Carlo (MLMC) techniques are utilized to reduce computational complexity. In particular, for a prescribed accuracy <span>(varepsilon &gt;0)</span>, the EM scheme and the fast EM scheme, integrated with the MLMC technique, respectively reduce the standard EM scheme’s computational complexity from <span>(O(varepsilon ^{-2-frac{2}{widetilde{alpha }}}))</span> to <span>(O(varepsilon ^{-frac{2}{widetilde{alpha }}}))</span> and the fast EM scheme’s complexity to <span>(O(varepsilon ^{-frac{1}{widetilde{alpha }}}left|log varepsilon right|^3))</span>, where <span>(0&lt;widetilde{alpha }=alpha -frac{1}{2}&lt;frac{1}{2})</span>. Finally, numerical examples are included to verify the theoretical results and demonstrate the performance of our methods.</p>","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":"3 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141737293","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Integral representations of Eta functions and fractional calculus 埃塔函数的积分表示法和分数微积分
IF 2.1 3区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-18 DOI: 10.1007/s11075-024-01885-x
Salameh Sedaghat, Francisco Marcellán

In this contribution we deal with Eta functions and their representations as fractional derivatives and fractional integrals. A class of fractional Sturm-Liouville eigenvalue problems is studied. The analytic representation of their eigensolutions is pointed out as well as the orthogonality of the corresponding eigenfunctions.

在这篇论文中,我们讨论了 Eta 函数及其作为分数导数和分数积分的表示形式。我们研究了一类分数 Sturm-Liouville 特征值问题。指出了其特征解的解析表示以及相应特征函数的正交性。
{"title":"Integral representations of Eta functions and fractional calculus","authors":"Salameh Sedaghat, Francisco Marcellán","doi":"10.1007/s11075-024-01885-x","DOIUrl":"https://doi.org/10.1007/s11075-024-01885-x","url":null,"abstract":"<p>In this contribution we deal with Eta functions and their representations as fractional derivatives and fractional integrals. A class of fractional Sturm-Liouville eigenvalue problems is studied. The analytic representation of their eigensolutions is pointed out as well as the orthogonality of the corresponding eigenfunctions.</p>","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":"40 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141737295","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Numerical solution of FDE-IVPs by using fractional HBVMs: the fhbvm code 使用分数 HBVM 对 FDE-IVPs 进行数值求解:fhbvm 代码
IF 2.1 3区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-16 DOI: 10.1007/s11075-024-01884-y
Luigi Brugnano, Gianmarco Gurioli, Felice Iavernaro

In this paper we describe the efficient numerical implementation of Fractional HBVMs, a class of methods recently introduced for solving systems of fractional differential equations. The reported arguments are implemented in the Matlab(^{copyright } ) code fhbvm, which is made available on the web. An extensive experimentation of the code is reported, to give evidence of its effectiveness.

本文描述了分数 HBVMs 的高效数值实现,这是最近引入的一类用于求解分数微分方程系统的方法。所报告的参数在 Matlab(^{/copyright } )代码 fhbvm 中实现,该代码可在网上获取。报告对代码进行了广泛的实验,以证明其有效性。
{"title":"Numerical solution of FDE-IVPs by using fractional HBVMs: the fhbvm code","authors":"Luigi Brugnano, Gianmarco Gurioli, Felice Iavernaro","doi":"10.1007/s11075-024-01884-y","DOIUrl":"https://doi.org/10.1007/s11075-024-01884-y","url":null,"abstract":"<p>In this paper we describe the efficient numerical implementation of <i>Fractional HBVMs</i>, a class of methods recently introduced for solving systems of fractional differential equations. The reported arguments are implemented in the Matlab<span>(^{copyright } )</span> code <span>fhbvm</span>, which is made available on the web. An extensive experimentation of the code is reported, to give evidence of its effectiveness.</p>","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":"80 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141719112","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An innovative fourth-order numerical scheme with error analysis for Lane-Emden-Fowler type systems 针对 Lane-Emden-Fowler 型系统的创新四阶数值方案及误差分析
IF 2.1 3区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-13 DOI: 10.1007/s11075-024-01882-0
Nirupam Sahoo, Randhir Singh, Higinio Ramos

In this paper, we develop a novel higher-order compact finite difference scheme for solving systems of Lane-Emden-Fowler type equations. Our method can handle these problems without needing to remove or modify the singularity. To construct the method, initially, we create a uniform mesh within the solution domain and develop a new efficient compact difference scheme. The presented method approximates the derivatives at the boundary nodal points to effectively handle the singularity. Using a matrix analysis approach, we discuss theoretical issues such as consistency, stability, and convergence. The theoretical order of the method is consistent with the numerical convergence rates. To showcase the method’s effectiveness, we apply it to solve various real-life problems from the literature and compare its performance with existing methods. The proposed method provides better numerical approximations than existing methods and offers high-order accuracy using fewer grid points.

在本文中,我们开发了一种新颖的高阶紧凑有限差分方案,用于求解 Lane-Emden-Fowler 型方程系统。我们的方法无需去除或修改奇点即可处理这些问题。为了构建该方法,我们首先在求解域内创建了一个均匀网格,并开发了一种新的高效紧凑差分方案。所提出的方法对边界结点处的导数进行了近似处理,从而有效地处理了奇异性。利用矩阵分析方法,我们讨论了一致性、稳定性和收敛性等理论问题。该方法的理论阶数与数值收敛率是一致的。为了展示该方法的有效性,我们应用该方法解决了文献中的各种实际问题,并将其性能与现有方法进行了比较。与现有方法相比,所提出的方法提供了更好的数值逼近,并使用更少的网格点提供了高阶精度。
{"title":"An innovative fourth-order numerical scheme with error analysis for Lane-Emden-Fowler type systems","authors":"Nirupam Sahoo, Randhir Singh, Higinio Ramos","doi":"10.1007/s11075-024-01882-0","DOIUrl":"https://doi.org/10.1007/s11075-024-01882-0","url":null,"abstract":"<p>In this paper, we develop a novel higher-order compact finite difference scheme for solving systems of Lane-Emden-Fowler type equations. Our method can handle these problems without needing to remove or modify the singularity. To construct the method, initially, we create a uniform mesh within the solution domain and develop a new efficient compact difference scheme. The presented method approximates the derivatives at the boundary nodal points to effectively handle the singularity. Using a matrix analysis approach, we discuss theoretical issues such as consistency, stability, and convergence. The theoretical order of the method is consistent with the numerical convergence rates. To showcase the method’s effectiveness, we apply it to solve various real-life problems from the literature and compare its performance with existing methods. The proposed method provides better numerical approximations than existing methods and offers high-order accuracy using fewer grid points.</p>","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":"56 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141611393","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
期刊
Numerical Algorithms
全部 Acc. Chem. Res. ACS Applied Bio Materials ACS Appl. Electron. Mater. ACS Appl. Energy Mater. ACS Appl. Mater. Interfaces ACS Appl. Nano Mater. ACS Appl. Polym. Mater. ACS BIOMATER-SCI ENG ACS Catal. ACS Cent. Sci. ACS Chem. Biol. ACS Chemical Health & Safety ACS Chem. Neurosci. ACS Comb. Sci. ACS Earth Space Chem. ACS Energy Lett. ACS Infect. Dis. ACS Macro Lett. ACS Mater. Lett. ACS Med. Chem. Lett. ACS Nano ACS Omega ACS Photonics ACS Sens. ACS Sustainable Chem. Eng. ACS Synth. Biol. Anal. Chem. BIOCHEMISTRY-US Bioconjugate Chem. BIOMACROMOLECULES Chem. Res. Toxicol. Chem. Rev. Chem. Mater. CRYST GROWTH DES ENERG FUEL Environ. Sci. Technol. Environ. Sci. Technol. Lett. Eur. J. Inorg. Chem. IND ENG CHEM RES Inorg. Chem. J. Agric. Food. Chem. J. Chem. Eng. Data J. Chem. Educ. J. Chem. Inf. Model. J. Chem. Theory Comput. J. Med. Chem. J. Nat. Prod. J PROTEOME RES J. Am. Chem. Soc. LANGMUIR MACROMOLECULES Mol. Pharmaceutics Nano Lett. Org. Lett. ORG PROCESS RES DEV ORGANOMETALLICS J. Org. Chem. J. Phys. Chem. J. Phys. Chem. A J. Phys. Chem. B J. Phys. Chem. C J. Phys. Chem. Lett. Analyst Anal. Methods Biomater. Sci. Catal. Sci. Technol. Chem. Commun. Chem. Soc. Rev. CHEM EDUC RES PRACT CRYSTENGCOMM Dalton Trans. Energy Environ. Sci. ENVIRON SCI-NANO ENVIRON SCI-PROC IMP ENVIRON SCI-WAT RES Faraday Discuss. Food Funct. Green Chem. Inorg. Chem. Front. Integr. Biol. J. Anal. At. Spectrom. J. Mater. Chem. A J. Mater. Chem. B J. Mater. Chem. C Lab Chip Mater. Chem. Front. Mater. Horiz. MEDCHEMCOMM Metallomics Mol. Biosyst. Mol. Syst. Des. Eng. Nanoscale Nanoscale Horiz. Nat. Prod. Rep. New J. Chem. Org. Biomol. Chem. Org. Chem. Front. PHOTOCH PHOTOBIO SCI PCCP Polym. Chem.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1