Nullstelleneinschließung mit dem Newton-Verfahren ohne Invertierung von Intervallmatrizen.
Number of hidden states and memory: a joint order estimation problem for Markov chains with Markov regime
This paper deals with order identification for Markov chains with Markov regime (MCMR) in the context of finite alphabets. We define the joint order of a MCMR process in terms of the number k of states of the hidden Markov chain and the memory m of the conditional Markov chain. We study the properties of penalized maximum likelihood estimators for the unknown order (k, m) of an observed MCMR process, relying on information theoretic arguments. The novelty of our work relies in the joint...
Numerical algorithms for backward stochastic differential equations with 1-d brownian motion: Convergence and simulations***
In this paper we study different algorithms for backward stochastic differential equations (BSDE in short) basing on random walk framework for 1-dimensional Brownian motion. Implicit and explicit schemes for both BSDE and reflected BSDE are introduced. Then we prove the convergence of different algorithms and present simulation results for different types of BSDEs.
Numerical algorithms for backward stochastic differential equations with 1-d brownian motion: Convergence and simulations***
In this paper we study different algorithms for backward stochastic differential equations (BSDE in short) basing on random walk framework for 1-dimensional Brownian motion. Implicit and explicit schemes for both BSDE and reflected BSDE are introduced. Then we prove the convergence of different algorithms and present simulation results for different types of BSDEs.
Numerical algorithms for perspective shape from shading
The Shape-From-Shading (SFS) problem is a fundamental and classic problem in computer vision. It amounts to compute the 3-D depth of objects in a single given 2-D image. This is done by exploiting information about the illumination and the image brightness. We deal with a recent model for Perspective SFS (PSFS) for Lambertian surfaces. It is defined by a Hamilton–Jacobi equation and complemented by state constraints boundary conditions. In this paper we investigate and compare three state-of-the-art...
Numerical Algorithms for the Nevanlinna-Pick Problem.
Numerical analysis and systems theory
The area of numerical analysis interacts with the area of control and systems theory in a number of ways, some of which are widely recognized and some of which are not fully appreciated or understood. This paper will briefly discuss some of these areas of interaction and place the papers in this volume in context.
Numerical analysis for optimal shape design in elliptic boundary value problems
Shape optimization problems are optimal design problems in which the shape of the boundary plays the role of a design, i.e. the unknown part of the problem. Such problems arise in structural mechanics, acoustics, electrostatics, fluid flow and other areas of engineering and applied science. The mathematical theory of such kind of problems has been developed during the last twelve years. Recently the theory has been extended to cover also situations in which the behaviour of the system is governed...
Numerical analysis of a frictionless viscoelastic piezoelectric contact problem
In this work, we consider the quasistatic frictionless contact problem between a viscoelastic piezoelectric body and a deformable obstacle. The linear electro-viscoelastic constitutive law is employed to model the piezoelectric material and the normal compliance condition is used to model the contact. The variational formulation is derived in a form of a coupled system for the displacement and electric potential fields. An existence and uniqueness result is recalled. Then, a fully discrete scheme...
Numerical analysis of a relaxed variational model of hysteresis in two-phase solids
This paper presents the numerical analysis for a variational formulation of rate-independent phase transformations in elastic solids due to Mielke et al. The new model itself suggests an implicit time-discretization which is combined with the finite element method in space. A priori error estimates are established for the quasioptimal spatial approximation of the stress field within one time-step. A posteriori error estimates motivate an adaptive mesh-refining algorithm for efficient discretization....
Numerical Analysis of a Relaxed Variational Model of Hysteresis in Two-Phase Solids
This paper presents the numerical analysis for a variational formulation of rate-independent phase transformations in elastic solids due to Mielke et al. The new model itself suggests an implicit time-discretization which is combined with the finite element method in space. A priori error estimates are established for the quasioptimal spatial approximation of the stress field within one time-step. A posteriori error estimates motivate an adaptive mesh-refining algorithm for efficient...
Numerical analysis of a semi-implicit DDFV scheme for the regularized curvature driven level set equation in 2D
Stability and convergence of the linear semi-implicit discrete duality finite volume (DDFV) numerical scheme in 2D for the solution of the regularized curvature driven level set equation is proved. Numerical experiments concerning comparison with exact solution and image filtering problem using proposed scheme are included.
Numerical analysis of a Stokes interface problem based on formulation using the characteristic function
Numerical analysis of a model Stokes interface problem with the homogeneous Dirichlet boundary condition is considered. The interface condition is interpreted as an additional singular force field to the Stokes equations using the characteristic function. The finite element method is applied after introducing a regularization of the singular source term. Consequently, the error is divided into the regularization and discretization parts which are studied separately. As a result, error estimates...
Numerical analysis of a transmission problem with Signorini contact using mixed-FEM and BEM
This paper is concerned with the dual formulation of the interface problem consisting of a linear partial differential equation with variable coefficients in some bounded Lipschitz domain Ω in (n ≥ 2) and the Laplace equation with some radiation condition in the unbounded exterior domain Ωc:= . The two problems are coupled by transmission and Signorini contact conditions on the interface Γ = ∂Ω. The exterior part of the interface problem is rewritten using a Neumann to Dirichlet mapping (NtD)...
Numerical analysis of a transmission problem with Signorini contact using mixed-FEM and BEM*
This paper is concerned with the dual formulation of the interface problem consisting of a linear partial differential equation with variable coefficients in some bounded Lipschitz domain Ω in (n ≥ 2) and the Laplace equation with some radiation condition in the unbounded exterior domain Ωc := . The two problems are coupled by transmission and Signorini contact conditions on the interface Γ = ∂Ω. The exterior part of the interface problem is rewritten using a Neumann to Dirichlet mapping...
Numerical analysis of coupling for a kinetic equation
In this paper we introduce a coupled systems of kinetic equations for the linearized Carleman model. We then study the existence theory and the asymptotic behaviour of the resulting coupled problem. In order to solve the coupled problem we propose to use the time marching algorithm. We then develop a convergence theory for the resulting algorithm. Numerical results confirming the theory are then presented.
Numerical analysis of Eulerian multi-fluid models in the context of kinetic formulations for dilute evaporating sprays
The purpose of this article is the analysis and the development of Eulerian multi-fluid models to describe the evolution of the mass density of evaporating liquid sprays. First, the classical multi-fluid model developed in [Laurent and Massot, Combust. Theor. Model.5 (2001) 537–572] is analyzed in the framework of an unsteady configuration without dynamical nor heating effects, where the evaporation process is isolated, since it is a key issue. The classical multi-fluid method consists then in...
Numerical analysis of Euler-SUPG modified method for transient viscoelastic flow.
Numerical Analysis of Evolution Problems in Nonlinear Small Strains Elastoviscoplasticity.
Numerical analysis of history-dependent quasivariational inequalities with applications in contact mechanics
A new class of history-dependent quasivariational inequalities was recently studied in [M. Sofonea and A. Matei, History-dependent quasivariational inequalities arising in contact mechanics. Eur. J. Appl. Math. 22 (2011) 471–491]. Existence, uniqueness and regularity results were proved and used in the study of several mathematical models which describe the contact between a deformable body and an obstacle. The aim of this paper is to provide numerical analysis of the quasivariational inequalities...