1,559 research outputs found
Fast spatial inference in the homogeneous Ising model
The Ising model is important in statistical modeling and inference in many
applications, however its normalizing constant, mean number of active vertices
and mean spin interaction are intractable. We provide accurate approximations
that make it possible to calculate these quantities numerically. Simulation
studies indicate good performance when compared to Markov Chain Monte Carlo
methods and at a tiny fraction of the time. The methodology is also used to
perform Bayesian inference in a functional Magnetic Resonance Imaging
activation detection experiment.Comment: 18 pages, 1 figure, 3 table
Efficient implementation of symplectic implicit Runge-Kutta schemes with simplified Newton iterations
We are concerned with the efficient implementation of symplectic implicit
Runge-Kutta (IRK) methods applied to systems of (non-necessarily Hamiltonian)
ordinary differential equations by means of Newton-like iterations. We pay
particular attention to symmetric symplectic IRK schemes (such as collocation
methods with Gaussian nodes). For a -stage IRK scheme used to integrate a
-dimensional system of ordinary differential equations, the application of
simplified versions of Newton iterations requires solving at each step several
linear systems (one per iteration) with the same real
coefficient matrix. We propose rewriting such -dimensional linear systems
as an equivalent -dimensional systems that can be solved by performing
the LU decompositions of real matrices of size . We
present a C implementation (based on Newton-like iterations) of Runge-Kutta
collocation methods with Gaussian nodes that make use of such a rewriting of
the linear system and that takes special care in reducing the effect of
round-off errors. We report some numerical experiments that demonstrate the
reduced round-off error propagation of our implementation
Formal series and numerical integrators: some history and some new techniques
This paper provides a brief history of B-series and the associated Butcher
group and presents the new theory of word series and extended word series.
B-series (Hairer and Wanner 1976) are formal series of functions parameterized
by rooted trees. They greatly simplify the study of Runge-Kutta schemes and
other numerical integrators. We examine the problems that led to the
introduction of B-series and survey a number of more recent developments,
including applications outside numerical mathematics. Word series (series of
functions parameterized by words from an alphabet) provide in some cases a very
convenient alternative to B-series. Associated with word series is a group G of
coefficients with a composition rule simpler than the corresponding rule in the
Butcher group. From a more mathematical point of view, integrators, like
Runge-Kutta schemes, that are affine equivariant are represented by elements of
the Butcher group, integrators that are equivariant with respect to arbitrary
changes of variables are represented by elements of the word group G.Comment: arXiv admin note: text overlap with arXiv:1502.0552
Limit-cycle oscillations in unsteady flows dominated by intermittent leading-edge vortex shedding
High-frequency limit-cycle oscillations of an airfoil at low Reynolds number are studied numerically. This regime is characterized by large apparent-mass effects and intermittent shedding of leading-edge vortices. Under these conditions, leading-edge vortex shedding has been shown to result in favourable consequences such as high lift and efficiencies in propulsion/power extraction, thus motivating this study. The aerodynamic model used in the aeroelastic framework is a potential-flow-based discrete-vortex method, augmented with intermittent leading-edge vortex shedding based on a leading-edge suction parameter reaching a critical value. This model has been validated extensively in the regime under consideration and is computationally cheap in comparison with Navier-Stokes solvers. The structural model used has degrees of freedom in pitch and plunge, and allows for large amplitudes and cubic stiffening. The aeroelastic framework developed in this paper is employed to undertake parametric studies which evaluate the impact of different types of nonlinearity. Structural configurations with pitch-to-plunge frequency ratios close to unity are considered, where the flutter speeds are lowest (ideal for power generation) and reduced frequencies are highest. The range of reduced frequencies studied is two to three times higher than most airfoil studies, a virtually unexplored regime. Aerodynamic nonlinearity resulting from intermittent leading-edge vortex shedding always causes a supercritical Hopf bifurcation, where limit-cycle oscillations occur at freestream velocities greater than the linear flutter speed. The variations in amplitude and frequency of limit-cycle oscillations as functions of aerodynamic and structural parameters are presented through the parametric studies. The excellent accuracy/cost balance offered by the methodology presented in this paper suggests that it could be successfully employed to investigate optimum setups for power harvesting in the low-Reynolds-number regime
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