5,844 research outputs found
Sensitivity Analysis in Economic Simulations: A Systematic Approach
Sensitivity analysis studies how the variation in the numerical output of a model can be quantitatively apportioned to different sources of variation in basic input parameters. Thus, it serves to examine the robustness of numerical results with respect to input parameters, which is a prerequisite for deriving economic conclusions from them. In practice, modellers apply different methods, often chosen ad hoc, to do sensitivity analysis. This paper pursues a systematic approach. It formalizes deterministic and stochastic methods used for sensitivity analysis. Moreover, it presents the numerical algorithms to apply the methods, in particular, an improved version of a Gauss-Quadrature algorithm, applicable to one as well as multidimensional sensitivity analysis. The advantages and disadvantages of different methods and algorithms are discussed as well as their applicability. --Sensitivity Analysis,Computational Methods
High-Order, Stable, And Efficient Pseudospectral Method Using Barycentric Gegenbauer Quadratures
The work reported in this article presents a high-order, stable, and
efficient Gegenbauer pseudospectral method to solve numerically a wide variety
of mathematical models. The proposed numerical scheme exploits the stability
and the well-conditioning of the numerical integration operators to produce
well-conditioned systems of algebraic equations, which can be solved easily
using standard algebraic system solvers. The core of the work lies in the
derivation of novel and stable Gegenbauer quadratures based on the stable
barycentric representation of Lagrange interpolating polynomials and the
explicit barycentric weights for the Gegenbauer-Gauss (GG) points. A rigorous
error and convergence analysis of the proposed quadratures is presented along
with a detailed set of pseudocodes for the established computational
algorithms. The proposed numerical scheme leads to a reduction in the
computational cost and time complexity required for computing the numerical
quadrature while sharing the same exponential order of accuracy achieved by
Elgindy and Smith-Miles (2013). The bulk of the work includes three numerical
test examples to assess the efficiency and accuracy of the numerical scheme.
The present method provides a strong addition to the arsenal of numerical
pseudospectral methods, and can be extended to solve a wide range of problems
arising in numerous applications.Comment: 30 pages, 10 figures, 1 tabl
Convergence and round-off errors in a two-dimensional eigenvalue problem using spectral methods and Arnoldi-Chebyshev algorithm
An efficient way of solving 2D stability problems in fluid mechanics is to
use, after discretization of the equations that cast the problem in the form of
a generalized eigenvalue problem, the incomplete Arnoldi-Chebyshev method. This
method preserves the banded structure sparsity of matrices of the algebraic
eigenvalue problem and thus decreases memory use and CPU-time consumption.
The errors that affect computed eigenvalues and eigenvectors are due to the
truncation in the discretization and to finite precision in the computation of
the discretized problem. In this paper we analyze those two errors and the
interplay between them. We use as a test case the two-dimensional eigenvalue
problem yielded by the computation of inertial modes in a spherical shell. This
problem contains many difficulties that make it a very good test case. It turns
out that that single modes (especially most-damped modes i.e. with high spatial
frequency) can be very sensitive to round-off errors, even when apparently good
spectral convergence is achieved. The influence of round-off errors is analyzed
using the spectral portrait technique and by comparison of double precision and
extended precision computations. Through the analysis we give practical recipes
to control the truncation and round-off errors on eigenvalues and eigenvectors.Comment: 15 pages, 9 figure
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