254 research outputs found
Enabling High-Dimensional Hierarchical Uncertainty Quantification by ANOVA and Tensor-Train Decomposition
Hierarchical uncertainty quantification can reduce the computational cost of
stochastic circuit simulation by employing spectral methods at different
levels. This paper presents an efficient framework to simulate hierarchically
some challenging stochastic circuits/systems that include high-dimensional
subsystems. Due to the high parameter dimensionality, it is challenging to both
extract surrogate models at the low level of the design hierarchy and to handle
them in the high-level simulation. In this paper, we develop an efficient
ANOVA-based stochastic circuit/MEMS simulator to extract efficiently the
surrogate models at the low level. In order to avoid the curse of
dimensionality, we employ tensor-train decomposition at the high level to
construct the basis functions and Gauss quadrature points. As a demonstration,
we verify our algorithm on a stochastic oscillator with four MEMS capacitors
and 184 random parameters. This challenging example is simulated efficiently by
our simulator at the cost of only 10 minutes in MATLAB on a regular personal
computer.Comment: 14 pages (IEEE double column), 11 figure, accepted by IEEE Trans CAD
of Integrated Circuits and System
An approach to construct higher order time discretisation schemes for time fractional partial differential equations with nonsmooth data
Invited review article for Anniversary Edition of Journal.In this paper, we shall review an approach by which we can seek higher order time discretisation schemes for solving time fractional partial differential equations with nonsmooth data. The low regularity of the solutions of time fractional partial differential equations implies standard time discretisation schemes only yield first order accuracy. To obtain higher order time discretisation schemes when the solutions of time fractional partial differential equations have low regularities, one may correct the starting steps of the standard time discretisation schemes to capture the singularities of the solutions. We will consider these corrections of some higher order time discretisation schemes obtained by using Lubich's fractional multistep methods, L1 scheme and its modification, discontinuous Galerkin methods, etc. Numerical examples are given to show that the theoretical results are consistent with the numerical results
Numerical approximations of fractional differential equations: a Chebyshev pseudo-spectral approach.
Doctoral Degree. University of KwaZulu-Natal, Pietermaritzburg.This study lies at the interface of fractional calculus and numerical methods. Recent
studies suggest that fractional differential and integral operators are well suited to model
physical phenomena with intrinsic memory retention and anomalous behaviour. The global
property of fractional operators presents difficulties in fnding either closed-form solutions
or accurate numerical solutions to fractional differential equations. In rare cases, when
analytical solutions are available, they often exist only in terms of complex integrals and
special functions, or as infinite series. Similarly, obtaining an accurate numerical solution
to arbitrary order differential equation is often computationally demanding. Fractional
operators are non-local, and so it is practicable that when approximating fractional
operators, non-local methods should be preferred. One such non-local method is the
spectral method. In this thesis, we solve problems that arise in the
ow of non-Newtonian
fluids modelled with fractional differential operators. The recurrent theme in this thesis
is the development, testing and presentation of tractable, accurate and computationally
efficient numerical schemes for various classes of fractional differential equations. The
numerical schemes are built around the pseudo{spectral collocation method and shifted
Chebyshev polynomials of the first kind. The literature shows that pseudo-spectral
methods converge geometrically, are accurate and computationally efficient. The objective
of this thesis is to show, among other results, that these features are true when the method
is applied to a variety of fractional differential equations. A survey of the literature
shows that many studies in which pseudo-spectral methods are used to numerically
approximate the solutions of fractional differential equations often to do this by expanding
the solution in terms of certain orthogonal polynomials and then simultaneously solving
for the coefficients of expansion. In this study, however, the orthogonality condition of
the Chebyshev polynomials of the first kind and the Chebyshev-Gauss-Lobatto quadrature
are used to numerically find the coefficients of the series expansions. This approach is
then applied to solve various fractional differential equations, which include, but are not
limited to time{space fractional differential equations, two{sided fractional differential
equations and distributed order differential equations. A theoretical framework is provided
for the convergence of the numerical schemes of each of the aforementioned classes of
fractional differential equations. The overall results, which include theoretical analysis
and numerical simulations, demonstrate that the numerical method performs well in
comparison to existing studies and is appropriate for any class of arbitrary order differential
equations. The schemes are easy to implement and computationally efficient
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