48,686 research outputs found
A unified approach for the solution of the Fokker-Planck equation
This paper explores the use of a discrete singular convolution algorithm as a
unified approach for numerical integration of the Fokker-Planck equation. The
unified features of the discrete singular convolution algorithm are discussed.
It is demonstrated that different implementations of the present algorithm,
such as global, local, Galerkin, collocation, and finite difference, can be
deduced from a single starting point. Three benchmark stochastic systems, the
repulsive Wong process, the Black-Scholes equation and a genuine nonlinear
model, are employed to illustrate the robustness and to test accuracy of the
present approach for the solution of the Fokker-Planck equation via a
time-dependent method. An additional example, the incompressible Euler
equation, is used to further validate the present approach for more difficult
problems. Numerical results indicate that the present unified approach is
robust and accurate for solving the Fokker-Planck equation.Comment: 19 page
Review of Metaheuristics and Generalized Evolutionary Walk Algorithm
Metaheuristic algorithms are often nature-inspired, and they are becoming
very powerful in solving global optimization problems. More than a dozen of
major metaheuristic algorithms have been developed over the last three decades,
and there exist even more variants and hybrid of metaheuristics. This paper
intends to provide an overview of nature-inspired metaheuristic algorithms,
from a brief history to their applications. We try to analyze the main
components of these algorithms and how and why they works. Then, we intend to
provide a unified view of metaheuristics by proposing a generalized
evolutionary walk algorithm (GEWA). Finally, we discuss some of the important
open questions.Comment: 14 page
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