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Efficient numerical algorithms for balanced stochastic truncation

Peter Benner, Enrique Quintana-Ortí, Gregorio Quintana-Ortí (2001)

International Journal of Applied Mathematics and Computer Science

We propose an efficient numerical algorithm for relative error model reduction based on balanced stochastic truncation. The method uses full-rank factors of the Gramians to be balanced versus each other and exploits the fact that for large-scale systems these Gramians are often of low numerical rank. We use the easy-to-parallelize sign function method as the major computational tool in determining these full-rank factors and demonstrate the numerical performance of the suggested implementation of...

Efficient numerical solution of mixed finite element discretizations by adaptive multilevel methods

Ronald H.W. Hoppe, Barbara Wohlmuth (1995)

Applications of Mathematics

We consider mixed finite element discretizations of second order elliptic boundary value problems. Emphasis is on the efficient iterative solution by multilevel techniques with respect to an adaptively generated hierarchy of nonuniform triangulations. In particular, we present two multilevel solvers, the first one relying on ideas from domain decomposition and the second one resulting from mixed hybridization. Local refinement of the underlying triangulations is done by efficient and reliable a...

Efficient reduced-basis treatment of nonaffine and nonlinear partial differential equations

Martin A. Grepl, Yvon Maday, Ngoc C. Nguyen, Anthony T. Patera (2007)

ESAIM: Mathematical Modelling and Numerical Analysis

In this paper, we extend the reduced-basis approximations developed earlier for linear elliptic and parabolic partial differential equations with affine parameter dependence to problems involving (a) nonaffine dependence on the parameter, and (b) nonlinear dependence on the field variable. The method replaces the nonaffine and nonlinear terms with a coefficient function approximation which then permits an efficient offline-online computational decomposition. We first review the coefficient function...

Efficient representations of Green’s functions for some elliptic equations with piecewise-constant coefficients

Yuri Melnikov (2010)

Open Mathematics

Convenient for immediate computer implementation equivalents of Green’s functions are obtained for boundary-contact value problems posed for two-dimensional Laplace and Klein-Gordon equations on some regions filled in with piecewise homogeneous isotropic conductive materials. Dirichlet, Neumann and Robin conditions are allowed on the outer boundary of a simply-connected region, while conditions of ideal contact are assumed on interface lines. The objective in this study is to widen the range of...

Efficient robust estimation of time-series regression models

Pavel Čížek (2008)

Applications of Mathematics

The paper studies a new class of robust regression estimators based on the two-step least weighted squares (2S-LWS) estimator which employs data-adaptive weights determined from the empirical distribution or quantile functions of regression residuals obtained from an initial robust fit. Just like many existing two-step robust methods, the proposed 2S-LWS estimator preserves robust properties of the initial robust estimate. However, contrary to the existing methods, the first-order asymptotic behavior...

Eigenvalues and eigenfunctions of the Laplace operator on an equilateral triangle

Milan Práger (1998)

Applications of Mathematics

A boundary value problem for the Laplace equation with Dirichlet and Neumann boundary conditions on an equilateral triangle is transformed to a problem of the same type on a rectangle. This enables us to use, e.g., the cyclic reduction method for computing the numerical solution of the problem. By the same transformation, explicit formulae for all eigenvalues and all eigenfunctions of the corresponding operator are obtained.

Currently displaying 41 – 60 of 495