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Numerical modelling of semi-coercive beam problem with unilateral elastic subsoil of Winkler's type

Stanislav Sysala (2010)

Applications of Mathematics

A non-linear semi-coercive beam problem is solved in this article. Suitable numerical methods are presented and their uniform convergence properties with respect to the finite element discretization parameter are proved here. The methods are based on the minimization of the total energy functional, where the descent directions of the functional are searched by solving the linear problems with a beam on bilateral elastic ``springs''. The influence of external loads on the convergence properties is...

Numerical study of discretizations of multistage stochastic programs

Petri Hilli, Teemu Pennanen (2008)

Kybernetika

This paper presents a numerical study of a deterministic discretization procedure for multistage stochastic programs where the underlying stochastic process has a continuous probability distribution. The discretization procedure is based on quasi-Monte Carlo techniques originally developed for numerical multivariate integration. The solutions of the discretized problems are evaluated by statistical bounds obtained from random sample average approximations and out-of-sample simulations. In the numerical...

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