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卷 56, 编号 4 (2016)

Article

Computationally efficient algorithm for Gaussian Process regression in case of structured samples

Belyaev M., Burnaev E., Kapushev Y.

摘要

Surrogate modeling is widely used in many engineering problems. Data sets often have Cartesian product structure (for instance factorial design of experiments with missing points). In such case the size of the data set can be very large. Therefore, one of the most popular algorithms for approximation–Gaussian Process regression–can be hardly applied due to its computational complexity. In this paper a computationally efficient approach for constructing Gaussian Process regression in case of data sets with Cartesian product structure is presented. Efficiency is achieved by using a special structure of the data set and operations with tensors. Proposed algorithm has low computational as well as memory complexity compared to existing algorithms. In this work we also introduce a regularization procedure allowing to take into account anisotropy of the data set and avoid degeneracy of regression model.

Computational Mathematics and Mathematical Physics. 2016;56(4):499-513
pages 499-513 views

Efficient numerical methods for entropy-linear programming problems

Gasnikov A., Gasnikova E., Nesterov Y., Chernov A.

摘要

Entropy-linear programming (ELP) problems arise in various applications. They are usually written as the maximization of entropy (minimization of minus entropy) under affine constraints. In this work, new numerical methods for solving ELP problems are proposed. Sharp estimates for the convergence rates of the proposed methods are established. The approach described applies to a broader class of minimization problems for strongly convex functionals with affine constraints.

Computational Mathematics and Mathematical Physics. 2016;56(4):514-524
pages 514-524 views

Stability of best approximation of a convex body by a ball of fixed radius

Dudov S., Osiptsev M.

摘要

The finite-dimensional problem of the best approximation (in the Hausdorff metric) of a convex body by a ball of arbitrary norm with a fixed radius is considered. The stability and sensitivity of the solution to errors in specifying the convex body to be approximated and the unit ball of the used norm are analyzed. It is shown that the solution of the problem is stable with respect to the functional and, if the solution is unique, the center of the best approximation ball is stable as well. The sensitivity of the solution to the error with respect to the functional is estimated (regardless of the radius of the ball). A sensitivity estimate for the center of the best approximation ball is obtained under the additional assumption that the estimated body and the ball of the used norm are strongly convex. This estimate is related to the range of radii of the approximating ball.

Computational Mathematics and Mathematical Physics. 2016;56(4):525-540
pages 525-540 views

Classification of explicit three-stage symplectic difference schemes for the numerical solution of natural Hamiltonian systems: A comparative study of the accuracy of high-order schemes on molecular dynamics problems

Sofronov V., Shemarulin V.

摘要

The natural Hamiltonian systems (systems with separable Hamiltonians) are considered. The variety of explicit three-stage symplectic schemes is described. A classification of the third-order accurate schemes is given. All fourth-order schemes are found (there are seven of them). It is proved that there are no fifth-order schemes. The schemes with improved properties, such as invertibility and optimality with respect to the phase error, are listed. Numerical results that demonstrate the properties of these schemes are presented, and their comparative analysis with respect to the accuracy–efficiency criterion is given. The disbalance of total energy is used as the accuracy criterion.

Computational Mathematics and Mathematical Physics. 2016;56(4):541-560
pages 541-560 views

Stability and convergence of difference schemes for boundary value problems for the fractional-order diffusion equation

Alikhanov A.

摘要

A family of difference schemes for the fractional-order diffusion equation with variable coefficients is considered. By the method of energetic inequalities, a priori estimates are obtained for solutions of finite-difference problems, which imply the stability and convergence of the difference schemes considered. The validity of the results is confirmed by numerical calculations for test examples.

Computational Mathematics and Mathematical Physics. 2016;56(4):561-575
pages 561-575 views

Alternating triangular schemes for convection–diffusion problems

Vabishchevich P., Zakharov P.

摘要

Explicit–implicit approximations are used to approximate nonstationary convection–diffusion equations in time. In unconditionally stable two-level schemes, diffusion is taken from the upper time level, while convection, from the lower layer. In the case of three time levels, the resulting explicit–implicit schemes are second-order accurate in time. Explicit alternating triangular (asymmetric) schemes are used for parabolic problems with a self-adjoint elliptic operator. These schemes are unconditionally stable, but conditionally convergent. Three-level modifications of alternating triangular schemes with better approximating properties were proposed earlier. In this work, two- and three-level alternating triangular schemes for solving boundary value problems for nonstationary convection–diffusion equations are constructed. Numerical results are presented for a two-dimensional test problem on triangular meshes, such as Delaunay triangulations and Voronoi diagrams.

Computational Mathematics and Mathematical Physics. 2016;56(4):576-592
pages 576-592 views

Asymptotics of the solution to an initial boundary value problem for a singularly perturbed parabolic equation in the case of a triple root of the degenerate equation

Butuzov V., Bychkov A.

摘要

For a singularly perturbed parabolic equation, asymptotics of the solution to an initial boundary value problem in the case of a triple root of the degenerate equation is constructed and justified. Essential distinctions from the case of a simple root are the scale of the boundary layer variables and the three-zone structure of the boundary layer.

Computational Mathematics and Mathematical Physics. 2016;56(4):593-611
pages 593-611 views

Mosaic-skeleton method as applied to the numerical solution of three-dimensional Dirichlet problems for the Helmholtz equation in integral form

Kashirin A., Smagin S., Taltykina M.

摘要

Interior and exterior three-dimensional Dirichlet problems for the Helmholtz equation are solved numerically. They are formulated as equivalent boundary Fredholm integral equations of the first kind and are approximated by systems of linear algebraic equations, which are then solved numerically by applying an iteration method. The mosaic-skeleton method is used to speed up the solution procedure.

Computational Mathematics and Mathematical Physics. 2016;56(4):612-625
pages 612-625 views

On the structure of solutions of a class of hyperbolic systems with several spatial variables in the far field

Nesterov A.

摘要

An asymptotic expansion of the solution to the Cauchy problem for a class of hyperbolic weakly nonlinear systems with many spatial variables is constructed. A parabolic quasilinear equation describing the behavior of the solution at asymptotically large values of the independent variables is obtained. The pseudo-diffusion processes that depend on the relationship between the number of equations and the number of spatial variables are analyzed. The structure of the subspace in which there are pseudo-diffusion evolution processes of the solution in the far field is described.

Computational Mathematics and Mathematical Physics. 2016;56(4):626-636
pages 626-636 views

Study of discontinuities in solutions of the Prandtl–Reuss elastoplasticity equations

Kulikovskii A., Chugainova A.

摘要

Relations across shock waves propagating through Prandtl–Reuss elastoplastic materials with hardening are investigated in detail. It is assumed that the normal and tangent velocities to the front change across shock waves. In addition to conservation laws, shock waves must satisfy additional relations implied by their structure. The structure of shock waves is studied assuming that the principal dissipative mechanism is determined by stress relaxation, whose rate is bounded. The relations across shock waves are subject to a qualitative analysis, which is illustrated by numerical results obtained for quantities across shocks.

Computational Mathematics and Mathematical Physics. 2016;56(4):637-649
pages 637-649 views

Symbolic computation of conservation laws and exact solutions of a coupled variable-coefficient modified Korteweg–de Vries system

Adem A., Khalique C.

摘要

In this paper we study a generalized coupled variable-coefficient modified Korteweg–de Vries (CVCmKdV) system that models a two-layer fluid, which is applied to investigate the atmospheric and oceanic phenomena such as the atmospheric blockings, interactions between the atmosphere and ocean, oceanic circulations and hurricanes. The conservation laws of the CVCmKdV system are derived using the multiplier approach and a new conservation theorem. In addition to this, a similarity reduction and exact solutions with the aid of symbolic computation are computed.

Computational Mathematics and Mathematical Physics. 2016;56(4):650-660
pages 650-660 views

Regularized shallow water equations for numerical simulation of flows with a moving shoreline

Bulatov O., Elizarova T.

摘要

A numerical algorithm for simulating free-surface flows based on regularized shallow water equations is adapted to flows involving moving dry-bed areas. Well-balanced versions of the algorithm are constructed. Test computations of flows with dry-bed areas in the cases of water runup onto a plane beach and a constant-slope beach are presented. An example of tsunami simulation is given.

Computational Mathematics and Mathematical Physics. 2016;56(4):661-679
pages 661-679 views

Nonlinear waves described by a fifth-order equation derived from the Fermi–Pasta–Ulam system

Volkov A., Kudryashov N.

摘要

Nonlinear wave processes described by a fifth-order generalized KdV equation derived from the Fermi–Pasta–Ulam (FPU) model are considered. It is shown that, in contrast to the KdV equation, which demonstrates the recurrence of initial states and explains the FPU paradox, the fifthorder equation fails to pass the Painlevé test, is not integrable, and does not exhibit the recurrence of the initial state. The results of this paper show that the FPU paradox occurs only at an initial stage of a numerical experiment, which is explained by the existence of KdV solitons only on a bounded initial time interval.

Computational Mathematics and Mathematical Physics. 2016;56(4):680-687
pages 680-687 views

Exponential examples of solving parity games

Lebedev V.

摘要

This paper is devoted to solving certain problems on the computational complexity of deciding the winner in cyclic games. The main result is the proof of the fact that the nondeterministic potential transformation algorithm designed for solving parity games is exponential in terms of computation time.

Computational Mathematics and Mathematical Physics. 2016;56(4):688-697
pages 688-697 views