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Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups

Pierre Del Moral, L. Miclo (2003)

ESAIM: Probability and Statistics

We present an interacting particle system methodology for the numerical solving of the Lyapunov exponent of Feynman–Kac semigroups and for estimating the principal eigenvalue of Schrödinger generators. The continuous or discrete time models studied in this work consists of N interacting particles evolving in an environment with soft obstacles related to a potential function V . These models are related to genetic algorithms and Moran type particle schemes. Their choice is not unique. We will examine...

Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups

Pierre Del Moral, L. Miclo (2010)

ESAIM: Probability and Statistics

We present an interacting particle system methodology for the numerical solving of the Lyapunov exponent of Feynman–Kac semigroups and for estimating the principal eigenvalue of Schrödinger generators. The continuous or discrete time models studied in this work consists of N interacting particles evolving in an environment with soft obstacles related to a potential function V. These models are related to genetic algorithms and Moran type particle schemes. Their choice is not unique. We...

Particle-in-wavelets scheme for the 1D Vlasov-Poisson equations ⋆⋆⋆

Romain Nguyen van yen, Éric Sonnendrücker, Kai Schneider, Marie Farge (2011)

ESAIM: Proceedings

A new numerical scheme called particle-in-wavelets is proposed for the Vlasov-Poisson equations, and tested in the simplest case of one spatial dimension. The plasma distribution function is discretized using tracer particles, and the charge distribution is reconstructed using wavelet-based density estimation. The latter consists in projecting the Delta distributions corresponding to the particles onto a finite dimensional linear space spanned by...

Partition of unity method for Helmholtz equation: q -convergence for plane-wave and wave-band local bases

Theofanis Strouboulis, Realino Hidajat (2006)

Applications of Mathematics

In this paper we study the q -version of the Partition of Unity Method for the Helmholtz equation. The method is obtained by employing the standard bilinear finite element basis on a mesh of quadrilaterals discretizing the domain as the Partition of Unity used to paste together local bases of special wave-functions employed at the mesh vertices. The main topic of the paper is the comparison of the performance of the method for two choices of local basis functions, namely a) plane-waves, and b) wave-bands....

Path following methods for steady laminar Bingham flow in cylindrical pipes

Juan Carlos De Los Reyes, Sergio González (2009)

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

This paper is devoted to the numerical solution of stationary laminar Bingham fluids by path-following methods. By using duality theory, a system that characterizes the solution of the original problem is derived. Since this system is ill-posed, a family of regularized problems is obtained and the convergence of the regularized solutions to the original one is proved. For the update of the regularization parameter, a path-following method is investigated. Based on the differentiability properties...

Path following methods for steady laminar Bingham flow in cylindrical pipes

Juan Carlos De Los Reyes, Sergio González (2008)

ESAIM: Mathematical Modelling and Numerical Analysis

This paper is devoted to the numerical solution of stationary laminar Bingham fluids by path-following methods. By using duality theory, a system that characterizes the solution of the original problem is derived. Since this system is ill-posed, a family of regularized problems is obtained and the convergence of the regularized solutions to the original one is proved. For the update of the regularization parameter, a path-following method is investigated. Based on the differentiability properties...

Path-following the static contact problem with Coulomb friction

Haslinger, Jaroslav, Janovský, Vladimír, Kučera, Radek (2013)

Applications of Mathematics 2013

Consider contact problem with Coulomb friction on two planar domains. In order to find non-unique solutions we propose a new path following algorithm: Given a linear loading path we approximate the corresponding solution path. It consists of oriented piecewise linear branches connected by transition points. We developed a) predictor-corrector algorithm to follow oriented linear branches, b) branching and orientation indicators to detect transition points. The techniques incorporate semi-smooth Newton...

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