44,798 research outputs found
Differential-Algebraic Equations and Beyond: From Smooth to Nonsmooth Constrained Dynamical Systems
The present article presents a summarizing view at differential-algebraic
equations (DAEs) and analyzes how new application fields and corresponding
mathematical models lead to innovations both in theory and in numerical
analysis for this problem class. Recent numerical methods for nonsmooth
dynamical systems subject to unilateral contact and friction illustrate the
topicality of this development.Comment: Preprint of Book Chapte
Stability of stochastic impulsive differential equations: integrating the cyber and the physical of stochastic systems
According to Newton's second law of motion, we humans describe a dynamical
system with a differential equation, which is naturally discretized into a
difference equation whenever a computer is used. The differential equation is
the physical model in human brains and the difference equation the cyber model
in computers for the dynamical system. The physical model refers to the
dynamical system itself (particularly, a human-designed system) in the physical
world and the cyber model symbolises it in the cyber counterpart. This paper
formulates a hybrid model with impulsive differential equations for the
dynamical system, which integrates its physical model in real world/human
brains and its cyber counterpart in computers. The presented results establish
a theoretic foundation for the scientific study of control and communication in
the animal/human and the machine (Norbert Wiener) in the era of rise of the
machines as well as a systems science for cyber-physical systems (CPS)
Multigrid methods for two-player zero-sum stochastic games
We present a fast numerical algorithm for large scale zero-sum stochastic
games with perfect information, which combines policy iteration and algebraic
multigrid methods. This algorithm can be applied either to a true finite state
space zero-sum two player game or to the discretization of an Isaacs equation.
We present numerical tests on discretizations of Isaacs equations or
variational inequalities. We also present a full multi-level policy iteration,
similar to FMG, which allows to improve substantially the computation time for
solving some variational inequalities.Comment: 31 page
Preconditioning for Allen-Cahn variational inequalities with non-local constraints
The solution of Allen-Cahn variational inequalities with mass constraints is of interest in many applications. This problem can be solved both in its scalar and vector-valued form as a PDE-constrained optimization problem by means of a primal-dual active set method. At the heart of this method lies the solution of linear systems in saddle point form. In this paper we propose the use of Krylov-subspace solvers and suitable preconditioners for the saddle point systems. Numerical results illustrate the competitiveness of this approach
Graph theory, irreducibility, and structural analysis of differential-algebraic equation systems
The -method for structural analysis of a differential-algebraic
equation (DAE) system produces offset vectors from which the sparsity pattern
of a system Jacobian is derived. This pattern implies a block-triangular form
(BTF) of the DAE that can be exploited to speed up numerical solution.
The paper compares this fine BTF with the usually coarser BTF derived from
the sparsity pattern of the \sigmx. It defines a Fine-Block Graph with weighted
edges, which gives insight into the relation between coarse and fine blocks,
and the permitted ordering of blocks to achieve BTF. It also illuminates the
structure of the set of normalised offset vectors of the DAE, e.g.\ this set is
finite if and only if there is just one coarse block
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