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Coarse-graining schemes and a posteriori error estimates for stochastic lattice systems

Markos A. Katsoulakis, Petr Plecháč, Luc Rey-Bellet, Dimitrios K. Tsagkarogiannis (2007)

ESAIM: Mathematical Modelling and Numerical Analysis

The primary objective of this work is to develop coarse-graining schemes for stochastic many-body microscopic models and quantify their effectiveness in terms of a priori and a posteriori error analysis. In this paper we focus on stochastic lattice systems of interacting particles at equilibrium. The proposed algorithms are derived from an initial coarse-grained approximation that is directly computable by Monte Carlo simulations, and the corresponding numerical error is calculated using the...

Compartmental Models of Migratory Dynamics

J. Knisley, T. Schmickl, I. Karsai (2011)

Mathematical Modelling of Natural Phenomena

Compartmentalization is a general principle in biological systems which is observable on all size scales, ranging from organelles inside of cells, cells in histology, and up to the level of groups, herds, swarms, meta-populations, and populations. Compartmental models are often used to model such phenomena, but such models can be both highly nonlinear and difficult to work with.Fortunately, there are many significant biological systems that are amenable to linear compartmental models which are often...

Computational approaches to the design of low-energy buildings

Jarošová, Petra (2015)

Programs and Algorithms of Numerical Mathematics

European and Czech directives and technical standards, approved in several last years, force substantial changes in thermal behaviour of all buildings, including new and reconstructed one- or more-family houses, block of fl ats, etc., especially radical decrease of their energy requirements. This stimulates the development of advanced materials, structures and technologies. Since no reliable experience with their design is available, robust and non-expensive computational simulation approaches,...

Computer simulation of a nonlinear model for electrical circuits with α-stable noise

Aleksander Janicki (1995)

Applicationes Mathematicae

The aim of this paper is to apply the appropriate numerical, statistical and computer techniques to the construction of approximate solutions to nonlinear 2nd order stochastic differential equations modeling some engineering systems subject to large random external disturbances. This provides us with quantitative results on their asymptotic behavior.

Computer-aided modeling and simulation of electrical circuits with α-stable noise

Aleksander Weron (1995)

Applicationes Mathematicae

The aim of this paper is to demonstrate how the appropriate numerical, statistical and computer techniques can be successfully applied to the construction of approximate solutions of stochastic differential equations modeling some engineering systems subject to large disturbances. In particular, the evolution in time of densities of stochastic processes solving such problems is discussed.

Convergence rate of a finite volume scheme for a two dimensional convection-diffusion problem

Yves Coudière, Jean-Paul Vila, Philippe Villedieu (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

In this paper, a class of cell centered finite volume schemes, on general unstructured meshes, for a linear convection-diffusion problem, is studied. The convection and the diffusion are respectively approximated by means of an upwind scheme and the so called diamond cell method [4]. Our main result is an error estimate of order h, assuming only the W2,p (for p>2) regularity of the continuous solution, on a mesh of quadrangles. The proof is based on an extension of the ideas developed in...

Convergence rate of a finite volume scheme for the linear convection-diffusion equation on locally refined meshes

Yves Coudière, Philippe Villedieu (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We study a finite volume method, used to approximate the solution of the linear two dimensional convection diffusion equation, with mixed Dirichlet and Neumann boundary conditions, on Cartesian meshes refined by an automatic technique (which leads to meshes with hanging nodes). We propose an analysis through a discrete variational approach, in a discrete H1 finite volume space. We actually prove the convergence of the scheme in a discrete H1 norm, with an error estimate of order O(h) (on meshes...

Convergence results of the fictitious domain method for a mixed formulation of the wave equation with a Neumann boundary condition

Eliane Bécache, Jeronimo Rodríguez, Chrysoula Tsogka (2009)

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

The problem of modeling acoustic waves scattered by an object with Neumann boundary condition is considered. The boundary condition is taken into account by means of the fictitious domain method, yielding a first order in time mixed variational formulation for the problem. The resulting system is discretized with two families of mixed finite elements that are compatible with mass lumping. We present numerical results illustrating that the Neumann boundary condition on the object is not always correctly...

Convergence results of the fictitious domain method for a mixed formulation of the wave equation with a Neumann boundary condition

Eliane Bécache, Jeronimo Rodríguez, Chrysoula Tsogka (2008)

ESAIM: Mathematical Modelling and Numerical Analysis

The problem of modeling acoustic waves scattered by an object with Neumann boundary condition is considered. The boundary condition is taken into account by means of the fictitious domain method, yielding a first order in time mixed variational formulation for the problem. The resulting system is discretized with two families of mixed finite elements that are compatible with mass lumping. We present numerical results illustrating that the Neumann boundary condition on the object is not always...

Copula-based grouped risk aggregation under mixed operation

Quan Zhou, Zhenlong Chen, Ruixing Ming (2016)

Applications of Mathematics

This paper deals with the problem of risk measurement under mixed operation. For this purpose, we divide the basic risks into several groups based on the actual situation. First, we calculate the bounds for the subsum of every group of basic risks, then we obtain the bounds for the total sum of all the basic risks. For the dependency relationships between the basic risks in every group and all of the subsums, we give different copulas to describe them. The bounds for the aggregated risk under mixed...

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