Preconditioning of Markov Chain Monte Carlo Simulations Using

... paper. We would like to note that two-stage MCMC algorithms have been used previously (e.g., [2, 16, 22, 10]) in different situations. In this paper, we use a coarse-scale model based on multiscale finite volume methods. Note that it is essential that these coarse-scale models are inexpensive, but n ...

... paper. We would like to note that two-stage MCMC algorithms have been used previously (e.g., [2, 16, 22, 10]) in different situations. In this paper, we use a coarse-scale model based on multiscale finite volume methods. Note that it is essential that these coarse-scale models are inexpensive, but n ...

I l@ve RuBoard

... always concern myself with seeing if I could have an object use another object without knowing the used object's type. I noticed that beginners to object-oriented design—those who would normally be deemed as learning design patterns too early—were benefiting as much from the study group as the exper ...

... always concern myself with seeing if I could have an object use another object without knowing the used object's type. I noticed that beginners to object-oriented design—those who would normally be deemed as learning design patterns too early—were benefiting as much from the study group as the exper ...

Exact Solution of Time History Response for Dynamic

... In this work, the interpolatory quadrature rules are to be derived using highorder (linear and quadratic) interpolation of the discrete forcing data followed by closed-form expressions for the weighting parameters in the quadrature formulas in terms of time-step size and complex eigenvalues by assum ...

... In this work, the interpolatory quadrature rules are to be derived using highorder (linear and quadratic) interpolation of the discrete forcing data followed by closed-form expressions for the weighting parameters in the quadrature formulas in terms of time-step size and complex eigenvalues by assum ...

CR Yang, NTNU MT

... The response of a system subjected to any type of nonperiodic force is commonly found using the following methods: (1) Convolution integral; (2) Laplace transform; (3) Numerical methods ...

... The response of a system subjected to any type of nonperiodic force is commonly found using the following methods: (1) Convolution integral; (2) Laplace transform; (3) Numerical methods ...

Numerical analysis meets number theory

... In this article we explore a very interesting application of tools from numerical analysis to number theory. As the title suggests, we will see how one can use classical rootfinding methods, such as Newton’s method, to calculate the reciprocal of an integer modulo pn , where p is a prime number. We ...

... In this article we explore a very interesting application of tools from numerical analysis to number theory. As the title suggests, we will see how one can use classical rootfinding methods, such as Newton’s method, to calculate the reciprocal of an integer modulo pn , where p is a prime number. We ...

A KRYLOV METHOD FOR THE DELAY EIGENVALUE PROBLEM 1

... choice for the discretization used in DDE-BIFTOOL. There is also a software package called TRACE-DDE [BMV09b], which is an implementation of the discretization approach in [BMV05] and related works. Note that both software packages TRACEDDE and DDE-BIFTOOL are based on computing the eigenvalues of a ...

... choice for the discretization used in DDE-BIFTOOL. There is also a software package called TRACE-DDE [BMV09b], which is an implementation of the discretization approach in [BMV05] and related works. Note that both software packages TRACEDDE and DDE-BIFTOOL are based on computing the eigenvalues of a ...

B.Tech Course Syllabus

... COURSE ASSESSMENT METHODS: Two sessional exams and one end-semester exam, along with assignments, presentations and class tests which may be conducted by the course coordinator in lieu of internal assessment. COURSE OUTCOMES: This course covers the fundamental concepts of information theory and erro ...

... COURSE ASSESSMENT METHODS: Two sessional exams and one end-semester exam, along with assignments, presentations and class tests which may be conducted by the course coordinator in lieu of internal assessment. COURSE OUTCOMES: This course covers the fundamental concepts of information theory and erro ...

A Review of Recent Developments in Solving ODES

... Now assume that some eigenvalues Xi are negative and quite large in magnitude in comparison with the others. This implies that some components of the solution will decay very quickly and, for all practical purposes, may become zero. For components that are insignificant, we are usually interested on ...

... Now assume that some eigenvalues Xi are negative and quite large in magnitude in comparison with the others. This implies that some components of the solution will decay very quickly and, for all practical purposes, may become zero. For components that are insignificant, we are usually interested on ...

OPTIMAL CONVERGENCE OF THE ORIGINAL DG METHOD ON

... n(x) is the outward unit normal at the point x ∈ ∂Ω. The functions f and g are smooth, c is a bounded function and, more important, β is a smooth, divergence-free function. Let us describe our result. It is well known that, for constant transport velocities β, the DG method for the above problem pro ...

... n(x) is the outward unit normal at the point x ∈ ∂Ω. The functions f and g are smooth, c is a bounded function and, more important, β is a smooth, divergence-free function. Let us describe our result. It is well known that, for constant transport velocities β, the DG method for the above problem pro ...

R-97_ChenHB.pdf

... FEMs are not applicable, residue-based and recovery-based error estimation technology in FEM should be applied to meshless method selectively while characters of meshless methods should also be considered. (1) For the EFGM, investigations on error estimations are furnished more than other meshless ...

... FEMs are not applicable, residue-based and recovery-based error estimation technology in FEM should be applied to meshless method selectively while characters of meshless methods should also be considered. (1) For the EFGM, investigations on error estimations are furnished more than other meshless ...

Introduction to Initial Value Problems

... at more and more points (which much be chosen in a uniform manner) then its solution will approach the exact solution to the IVP. The simplest methods for approximating the solution to our prototype IVP are the forward and backward Euler methods which we derive by approximating the derivative in the ...

... at more and more points (which much be chosen in a uniform manner) then its solution will approach the exact solution to the IVP. The simplest methods for approximating the solution to our prototype IVP are the forward and backward Euler methods which we derive by approximating the derivative in the ...

A GENERAL THEOREM ON ERROR ESTIMATES WITH

... theory of error analysis for smooth nonlinear programming problems in Banach spaces, which is applicable in particular to optimal control problems. Second, as main application, we prove new error estimates for optimal control problems governed by a class of quasilinear elliptic equations. Roughly sp ...

... theory of error analysis for smooth nonlinear programming problems in Banach spaces, which is applicable in particular to optimal control problems. Second, as main application, we prove new error estimates for optimal control problems governed by a class of quasilinear elliptic equations. Roughly sp ...

Correction to Born approximation

... full from factor appears to be very useful to obtain analytical approximation of angular distribution due to multiple Coulomb scattering. In calculation of radiation damage we do not radically simplify procedure by using Moliere’s approximation, but can loose precision. Let’s compare NIEL and dpa ob ...

... full from factor appears to be very useful to obtain analytical approximation of angular distribution due to multiple Coulomb scattering. In calculation of radiation damage we do not radically simplify procedure by using Moliere’s approximation, but can loose precision. Let’s compare NIEL and dpa ob ...

A virtual element method with arbitrary regularity

... where the discrete velocity is the curl of a C 1 scalar field. We can also devise a VEM for better eigenvalue approximation, as studies in isogeometric analysis have shown that highly regular discrete spaces may give a better approximation of the high end of the spectrum. Finally, the present constr ...

... where the discrete velocity is the curl of a C 1 scalar field. We can also devise a VEM for better eigenvalue approximation, as studies in isogeometric analysis have shown that highly regular discrete spaces may give a better approximation of the high end of the spectrum. Finally, the present constr ...

Stochastic Analog Circuit Behavior Modeling by Point Estimation

... most difficult one to be calculated, which is also called mismatch for the behavior modeling of analog circuits. In the past decade, many stochastic techniques had been proposed, such as Monte Carlo simulation, linear regression [1], stochastic orthogonal polynomials (SoPs) expansion [5, 3], respons ...

... most difficult one to be calculated, which is also called mismatch for the behavior modeling of analog circuits. In the past decade, many stochastic techniques had been proposed, such as Monte Carlo simulation, linear regression [1], stochastic orthogonal polynomials (SoPs) expansion [5, 3], respons ...

The XStar N-body Solver Theory of Operation By Wayne Schlitt

... can be obtained by using the referenced material. A background in integral and differential calculus and a college level physics course will be assumed, although someone without that background may well be able to follow most of the discussion. Knowledge of differential equations and basic numerical ...

... can be obtained by using the referenced material. A background in integral and differential calculus and a college level physics course will be assumed, although someone without that background may well be able to follow most of the discussion. Knowledge of differential equations and basic numerical ...

Adaptive stochastic-deterministic chemical kinetic simulations

... Numerically, we can use the same propensity term for P both for the stochastic and the deterministic computation. The naïve approach is to compute P for each reaction transition for each timestep. If P is small we can use the stochastic calculation from Equation (11) to decide if a molecule changes ...

... Numerically, we can use the same propensity term for P both for the stochastic and the deterministic computation. The naïve approach is to compute P for each reaction transition for each timestep. If P is small we can use the stochastic calculation from Equation (11) to decide if a molecule changes ...

An aggregator point of view on NL-Means

... with the prior law π. The aggregation point of view shows that this patch based procedure is close to a search for an optimal local kernel, which is one of the intuition behind the NL-Means construction. We have obtained this result so far in three cases: when patches are computed on an other noisy ...

... with the prior law π. The aggregation point of view shows that this patch based procedure is close to a search for an optimal local kernel, which is one of the intuition behind the NL-Means construction. We have obtained this result so far in three cases: when patches are computed on an other noisy ...

Monte Carlo Method www.AssignmentPoint.com Monte Carlo

... In other important problems we are interested in generating draws from a sequence of probability distributions satisfying a nonlinear evolution equation. These flows of probability distributions can always be interpreted as the distributions of the random states of a Markov process whose transition ...

... In other important problems we are interested in generating draws from a sequence of probability distributions satisfying a nonlinear evolution equation. These flows of probability distributions can always be interpreted as the distributions of the random states of a Markov process whose transition ...

Parallel Processing, Part 1

... When it is impossible or difficult to decompose a large problem into sub problems with equal solution times, one might use random decisions that lead to good results with very high probability. Example: sorting with random sampling Approximation Iterative numerical methods may use approximation to ...

... When it is impossible or difficult to decompose a large problem into sub problems with equal solution times, one might use random decisions that lead to good results with very high probability. Example: sorting with random sampling Approximation Iterative numerical methods may use approximation to ...

Numerical Methods for the solution of Hyperbolic

... where u(x, t) is a conserved quantity, or state variable, while f (u) is called flux function. An important class of methods for solving hyperbolic conservation laws are the Godunovtype methods, that use, in some way, an exact or approximate solution of the Riemann problem and do not produce oscilla ...

... where u(x, t) is a conserved quantity, or state variable, while f (u) is called flux function. An important class of methods for solving hyperbolic conservation laws are the Godunovtype methods, that use, in some way, an exact or approximate solution of the Riemann problem and do not produce oscilla ...

ENGR-25_Lec-21_Linear_Equations-2

... – When MATLAB gives an answer to an overdetermined set, it does NOT tell us whether the answer is Exact or Least-Squares in Nature We need to check the ranks of A and [Ab] to know whether the answer is the exact solution. Engineering/Math/Physics 25: Computational Methods ...

... – When MATLAB gives an answer to an overdetermined set, it does NOT tell us whether the answer is Exact or Least-Squares in Nature We need to check the ranks of A and [Ab] to know whether the answer is the exact solution. Engineering/Math/Physics 25: Computational Methods ...

ON APPROXIMATION OF FUNCTIONS BY EXPONENTIAL SUMS 1

... terms is M = O(log δ). Theoretically the existence of such approximations follows from [18, 19, 20, 21]. This particular example has been examined in [25] with the goal of using (1.2) for constructing fast algorithms. Specific exponents and weights are provided there for several intervals and values ...

... terms is M = O(log δ). Theoretically the existence of such approximations follows from [18, 19, 20, 21]. This particular example has been examined in [25] with the goal of using (1.2) for constructing fast algorithms. Specific exponents and weights are provided there for several intervals and values ...

Finding Multiple Roots of Nonlinear Algebraic Equations Using S

... nonlinear algebraic equations, solution of steady-states for dynamic systems, solution of optimization problems, solution of chemical equilibrium equations (multinomial systems), solution of generalized mass-action equations. There are several well-known approaches to this problem; bisection, Newton ...

... nonlinear algebraic equations, solution of steady-states for dynamic systems, solution of optimization problems, solution of chemical equilibrium equations (multinomial systems), solution of generalized mass-action equations. There are several well-known approaches to this problem; bisection, Newton ...

Iterative Methods for Systems of Equations

... One means of detecting trains is the ‘track circuit’ which uses current fed along the rails to detect the presence of a train. A voltage is applied to the rails at one end of a section of track and a relay is attached across the other end, so that the relay is energised if no train is present, where ...

... One means of detecting trains is the ‘track circuit’ which uses current fed along the rails to detect the presence of a train. A voltage is applied to the rails at one end of a section of track and a relay is attached across the other end, so that the relay is energised if no train is present, where ...