22,288 research outputs found

    Numerically optimized Markovian coupling and mixing in one-dimensional maps

    Get PDF
    Algorithms are introduced that produce optimal Markovian couplings for large finite-state-space discrete-time Markov chains with sparse transition matrices; these algorithms are applied to some toy models motivated by fluid-dynamical mixing problems at high Peclét number. An alternative definition of the time-scale of a mixing process is suggested. Finally, these algorithms are applied to the problem of coupling diffusion processes in an acute-angled triangle, and some of the simplifications that occur in continuum coupling problems are discussed

    Optimal stability polynomials for numerical integration of initial value problems

    Full text link
    We consider the problem of finding optimally stable polynomial approximations to the exponential for application to one-step integration of initial value ordinary and partial differential equations. The objective is to find the largest stable step size and corresponding method for a given problem when the spectrum of the initial value problem is known. The problem is expressed in terms of a general least deviation feasibility problem. Its solution is obtained by a new fast, accurate, and robust algorithm based on convex optimization techniques. Global convergence of the algorithm is proven in the case that the order of approximation is one and in the case that the spectrum encloses a starlike region. Examples demonstrate the effectiveness of the proposed algorithm even when these conditions are not satisfied

    Solving Large-Scale Optimization Problems Related to Bell's Theorem

    Get PDF
    Impossibility of finding local realistic models for quantum correlations due to entanglement is an important fact in foundations of quantum physics, gaining now new applications in quantum information theory. We present an in-depth description of a method of testing the existence of such models, which involves two levels of optimization: a higher-level non-linear task and a lower-level linear programming (LP) task. The article compares the performances of the existing implementation of the method, where the LPs are solved with the simplex method, and our new implementation, where the LPs are solved with a matrix-free interior point method. We describe in detail how the latter can be applied to our problem, discuss the basic scenario and possible improvements and how they impact on overall performance. Significant performance advantage of the matrix-free interior point method over the simplex method is confirmed by extensive computational results. The new method is able to solve problems which are orders of magnitude larger. Consequently, the noise resistance of the non-classicality of correlations of several types of quantum states, which has never been computed before, can now be efficiently determined. An extensive set of data in the form of tables and graphics is presented and discussed. The article is intended for all audiences, no quantum-mechanical background is necessary.Comment: 19 pages, 7 tables, 1 figur

    Introducing the sequential linear programming level-set method for topology optimization

    Get PDF
    The authors would like to thank Numerical Analysis Group at the Rutherford Appleton Laboratory for their FORTRAN HSL packages (HSL, a collection of Fortran codes for large-scale scientific computation. See http://www.hsl.rl.ac.uk/). Dr H Alicia Kim acknowledges the support from Engineering and Physical Sciences Research Council, grant number EP/M002322/1Peer reviewedPublisher PD
    corecore