17,660 research outputs found
A discontinuous Galerkin method for the Vlasov-Poisson system
A discontinuous Galerkin method for approximating the Vlasov-Poisson system
of equations describing the time evolution of a collisionless plasma is
proposed. The method is mass conservative and, in the case that piecewise
constant functions are used as a basis, the method preserves the positivity of
the electron distribution function and weakly enforces continuity of the
electric field through mesh interfaces and boundary conditions. The performance
of the method is investigated by computing several examples and error estimates
associated system's approximation are stated. In particular, computed results
are benchmarked against established theoretical results for linear advection
and the phenomenon of linear Landau damping for both the Maxwell and Lorentz
distributions. Moreover, two nonlinear problems are considered: nonlinear
Landau damping and a version of the two-stream instability are computed. For
the latter, fine scale details of the resulting long-time BGK-like state are
presented. Conservation laws are examined and various comparisons to theory are
made. The results obtained demonstrate that the discontinuous Galerkin method
is a viable option for integrating the Vlasov-Poisson system.Comment: To appear in Journal for Computational Physics, 2011. 63 pages, 86
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On the accuracy of phase-type approximations of heavy-tailed risk models
Numerical evaluation of ruin probabilities in the classical risk model is an
important problem. If claim sizes are heavy-tailed, then such evaluations are
challenging. To overcome this, an attractive way is to approximate the claim
sizes with a phase-type distribution. What is not clear though is how many
phases are enough in order to achieve a specific accuracy in the approximation
of the ruin probability. The goals of this paper are to investigate the number
of phases required so that we can achieve a pre-specified accuracy for the ruin
probability and to provide error bounds. Also, in the special case of a
completely monotone claim size distribution we develop an algorithm to estimate
the ruin probability by approximating the excess claim size distribution with a
hyperexponential one. Finally, we compare our approximation with the heavy
traffic and heavy tail approximations.Comment: 24 pages, 13 figures, 8 tables, 38 reference
Quantum algorithm and circuit design solving the Poisson equation
The Poisson equation occurs in many areas of science and engineering. Here we
focus on its numerical solution for an equation in d dimensions. In particular
we present a quantum algorithm and a scalable quantum circuit design which
approximates the solution of the Poisson equation on a grid with error
\varepsilon. We assume we are given a supersposition of function evaluations of
the right hand side of the Poisson equation. The algorithm produces a quantum
state encoding the solution. The number of quantum operations and the number of
qubits used by the circuit is almost linear in d and polylog in
\varepsilon^{-1}. We present quantum circuit modules together with performance
guarantees which can be also used for other problems.Comment: 30 pages, 9 figures. This is the revised version for publication in
New Journal of Physic
On the fractional Poisson process and the discretized stable subordinator
The fractional Poisson process and the Wright process (as discretization of
the stable subordinator) along with their diffusion limits play eminent roles
in theory and simulation of fractional diffusion processes. Here we have
analyzed these two processes, concretely the corresponding counting number and
Erlang processes, the latter being the processes inverse to the former.
Furthermore we have obtained the diffusion limits of all these processes by
well-scaled refinement of waiting times and jumpsComment: 30 pages, 4 figures. A preliminary version of this paper was an
invited talk given by R. Gorenflo at the Conference ICMS2011, held at the
International Centre of Mathematical Sciences, Pala-Kerala (India) 3-5
January 2011, devoted to Prof Mathai on the occasion of his 75 birthda
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