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A method to rigorously enclose eigenpairs of complex interval matrices

Castelli, Roberto, Lessard, Jean-Philippe (2013)

Applications of Mathematics 2013

In this paper, a rigorous computational method to enclose eigenpairs of complex interval matrices is proposed. Each eigenpair x = ( λ , ) is found by solving a nonlinear equation of the form f ( x ) = 0 via a contraction argument. The set-up of the method relies on the notion of r a d i i p o l y n o m i a l s , which provide an efficient mean of determining a domain on which the contraction mapping theorem is applicable.

A Metropolis adjusted Nosé-Hoover thermostat

Benedict Leimkuhler, Sebastian Reich (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

We present a Monte Carlo technique for sampling from the canonical distribution in molecular dynamics. The method is built upon the Nosé-Hoover constant temperature formulation and the generalized hybrid Monte Carlo method. In contrast to standard hybrid Monte Carlo methods only the thermostat degree of freedom is stochastically resampled during a Monte Carlo step.

A microbiology application of the skew-Laplace distribution.

Olga Julià, Josep Vives-Rego (2008)

SORT

Flow cytometry scatter are ofen used in microbiology, and their measures are related to bacteria size and granularity. We present an application of the skew-Laplace distribution to flow cytometry data. The goodness of fit is evaluated both graphically and numerically. We also study skewness and kurtosis values to assess usefulness of the skew-Laplace distribution.

A Milstein-type scheme without Lévy area terms for SDEs driven by fractional brownian motion

A. Deya, A. Neuenkirch, S. Tindel (2012)

Annales de l'I.H.P. Probabilités et statistiques

In this article, we study the numerical approximation of stochastic differential equations driven by a multidimensional fractional Brownian motion (fBm) with Hurst parameter greater than 1/3. We introduce an implementable scheme for these equations, which is based on a second-order Taylor expansion, where the usual Lévy area terms are replaced by products of increments of the driving fBm. The convergence of our scheme is shown by means of a combination of rough paths techniques and error bounds...

A mimetic discretization method for linear elasticity

Lourenco Beirão Da Veiga (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

A Mimetic Discretization method for the linear elasticity problem in mixed weakly symmetric form is developed. The scheme is shown to converge linearly in the mesh size, independently of the incompressibility parameter λ, provided the discrete scalar product satisfies two given conditions. Finally, a family of algebraic scalar products which respect the above conditions is detailed.

A minimum effort optimal control problem for elliptic PDEs

Christian Clason, Kazufumi Ito, Karl Kunisch (2012)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

This work is concerned with a class of minimum effort problems for partial differential equations, where the control cost is of L∞-type. Since this problem is non-differentiable, a regularized functional is introduced that can be minimized by a superlinearly convergent semi-smooth Newton method. Uniqueness and convergence for the solutions to the regularized problem are addressed, and a continuation strategy based on a model function is proposed. Numerical examples for a convection-diffusion equation...

A minimum effort optimal control problem for elliptic PDEs

Christian Clason, Kazufumi Ito, Karl Kunisch (2012)

ESAIM: Mathematical Modelling and Numerical Analysis

This work is concerned with a class of minimum effort problems for partial differential equations, where the control cost is of L∞-type. Since this problem is non-differentiable, a regularized functional is introduced that can be minimized by a superlinearly convergent semi-smooth Newton method. Uniqueness and convergence for the solutions to the regularized problem are addressed, and a continuation strategy based on a model function is proposed. Numerical examples for a convection-diffusion equation...

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