Quadpack computation of Feynman loop integrals

The paper addresses a numerical computation of Feynman loop integrals, which are computed by an extrapolation to the limit as a parameter in the integrand tends to zero. An important objective is to achieve an automatic computation which is effective for a wide range of instances. Singular or near singular integrand behavior is handled via an adaptive partitioning of the domain, implemented in an iterated/repeated multivariate integration method. Integrand singularities possibly introduced via infrared (IR) divergence at the boundaries of the integration domain are addressed using a version of the Dqags algorithm from the integration package Quadpack, which uses an adaptive strategy combined with extrapolation. The latter is justified for a large class of problems by the underlying asymptotic expansions of the integration error. For IR divergent problems, an extrapolation scheme is presented based on dimensional regularization.     

Numerical integration of functions with poles near the interval of integration

An automatic quadrature scheme is presented for approximating integrals of functions that are analytic in the interval of integration but contain pole (or poles) of order 2, i.e., a double pole on the real axis or a complex conjugate pair of double poles, near the interval of integration. The present scheme is based on product integration rules of interpolatory type, using function values of the abscissae only in the interval of integration. The integral is approximated and evaluated by using recurrence relations and some extrapolation method after the smooth part of the integrand is expanded in terms of the Chebyshev polynomials. The fast Fourier transform (FFT) technique is used to generate efficiently the sequence of the finite Chebyshev series expansions until an approximation of the integral satisfying the required tolerance is obtained with an adequate estimate of the error. Numerical examples are included to illustrate the performance of the method.     

An adaptive integration scheme for heat conduction in additive manufacturing

Solidification dynamics are important for determining final microstructure in additively manufactured parts. Recently, researchers have adopted semi-analytical approaches for predicting heat conduction effects at length and time scales not accessible to complex multi-physics numerical models. The present work focuses on improving a semi-analytical heat conduction model for additive manufacturing by designing an adaptive integration technique. The proposed scheme considers material properties, process conditions, and the inherent physical behavior of the transient heat conduction around both stationary and moving heat sources. Both the adaptive integration scheme and a technique for calculating only the points within the melt pools are described in detail. The full algorithm is then implemented and compared against a simple Riemann sum integration scheme for a variety of cases that highlight process and material variations relevant to additive manufacturing. The new scheme is shown to have significant improvements in computational efficiency, solution accuracy, and usability.     

An efficient and reliable quadrature algorithm for integration with respect to binomial measures

In this work numerical methods for integration with respect to binomial measures are considered. Binomial measures are examples of fractal measures and arise when multifractal properties are investigated. Interpolatory quadrature rules are considered. An automatic integrator with local quadrature rules that generalize the five points Newton Cotes formula and error estimates based on null rules is then described. Numerical tests are performed to verify the efficiency and accuracy of the method. These tests confirm that the automatic integrator turns out to be as good as one of the best known quadrature algorithms with respect to the Lebesgue measure. AMS subject classification (2000)  28A25, 60G18, 65D30, 65D32, 68M15     

DECUHR: an algorithm for automatic integration of singular functions over a hyperrectangular region

We describe an automatic cubature algorithm for functions that have a singularity on the surface of the integration region. The algorithm combines an adaptive subdivision strategy with extrapolation. The extrapolation uses a non-uniform subdivision that can be directly incorporated into the subdivision strategy used for the adaptive algorithm. The algorithm is designed to integrate a vector function over ann-dimensional rectangular region and a FORTRAN implementation is included.Supported by the Norwegian Research Council for Science and the Humanities.     

A posteriori dual-mixed adaptive finite element error control for Lamé and Stokes equations

A unified and robust mathematical model for compressible and incompressible linear elasticity can be obtained by rephrasing the Herrmann formulation within the Hellinger-Reissner principle. This quasi-optimally converging extension of PEERS (Plane Elasticity Element with Reduced Symmetry) is called Dual-Mixed Hybrid formulation (DMH). Explicit residual-based a posteriori error estimates for DMH are introduced and are mathematically shown to be locking-free, reliable, and efficient. The estimator serves as a refinement indicator in an adaptive algorithm for effective automatic mesh generation. Numerical evidence supports that the adaptive scheme leads to optimal convergence for Lamé and Stokes benchmark problems with singularities.     

Computation of oscillating integrals

An adaptive quadrature method for the automatic computation of integrals with strongly oscillating integrand is presented. The integration method is based on a truncated Chebyshev series approximation. The algorithm uses a global subinterval division strategy. There is a protection against the influence of round-off errors. A Fortran implementation of the algorithm is given.     

Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise

Numerical Algorithms - In this paper, we present an adaptive variable step size numerical scheme for the integration of linear stochastic oscillator equations driven by additive Brownian white...     

A Doubly Adaptive Integration Algorithm Using Stratified Rules

A doubly adaptive integration algorithm chooses between a higher order rule applied on the current subinterval or the subdivision of the interval. We describe one such algorithm using a stratified sequence of integration rules. We present a criterion to select the suitable strategy, depending on the type of integrand, using available information.     

On time integration error estimation and adaptive time stepping in structural dynamics

In this paper we present two error estimators resp. indicators for the time integration in structural dynamics. Based on the equivalence between the standard Newmark scheme and a Galerkin formulation in time [1] for linear problems a global time integration error estimator based on duality [3] can also be derived for the Newmark scheme. This error estimator is compared to an error indicator based on a finite difference approach in time [2]. Finally an adaptive time stepping scheme using the global estimator and the local indicator is presented. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

An Adaptive Fast Interface Tracking Method

An adaptive numerical scheme is developed for the propagation of an interface in a velocity field based on the fast interface tracking method proposed in [2]. A multiresolution stategy to represent the interface instead of point values, allows local grid refinement while controlling the approximation error on the interface. For time integration, we use an explicit Runge-Kutta scheme of second-order with a multiscale time step, which takes longer time steps for finer spatial scales. The implementation of the algorithm uses a dynamic tree data structure to represent data in the computer memory. We briefly review first the main algorithm, describe the essential data structures, highlight the adaptive scheme, and illustrate the computational efficiency by some numerical examples.     

An extension of Clenshaw-Curtis quadrature

A nonadaptive automatic integration scheme using Clenshaw-Curtis quadrature is presented. Extensions are made to calculate Cauchy principal values and integrals having algebraic and logarithmic end point singularities.     

The discretized discrepancy principle under general source conditions

We discuss adaptive strategies for choosing regularization parameters in Tikhonov–Phillips regularization of discretized linear operator equations. Two rules turn out to be based entirely on data from the underlying regularization scheme. Among them, only the discrepancy principle allows us to search for the optimal regularization parameter from the easiest problem. This potential advantage cannot be achieved by the standard projection scheme. We present a modified scheme, in which the discretization level varies with the successive regularization parameters, which has the advantage, mentioned before.     

Conservative semi‐Lagrangian advection on adaptive unstructured meshes

A conservative semi‐Lagrangian method is designed in order to solve linear advection equations in two space variables. The advection scheme works with finite volumes on an unstructured mesh, which is given by a Voronoi diagram. Moreover, the mesh is subject to adaptive modifications during the simulation, which serves to effectively combine good approximation quality with small computational costs. The required adaption rules for the refinement and the coarsening of the mesh rely on a customized error indicator. The implementation of boundary conditions is addressed. Numerical results finally confirm the good performance of the proposed conservative and adaptive advection scheme. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 388–411, 2004     

一种显式子步应力点积分算法及其在SMA数值模拟中的应用

形状记忆合金（shape memory alloys,简称SMA）具有复杂的热力本构关系,为了模拟SMA及其组合结构复杂的受力和变形行为,在数值模拟中需要采用可靠且高效的应力点积分算法．隐式应力点回映算法已经成功应用于形状记忆合金的数值模拟,但在复杂加载条件下,荷载增量较大时有可能导致整体非线性迭代求解不收敛．推广了局部误差控制的显式子步积分算法,首次将其应用于形状记忆合金及其组合结构这类热力相变问题的应力点积分,并通过数值算例对所提算法和隐式应力点回映算法进行了比较．数值结果表明:对于大规模数值模拟和计算,整体子步步数决定着总体计算时间;所提出的修正Euler自动子步方案可以有效减少整体子步步数,在保证相同计算精度的前提下能够大幅提高有限元计算效率,因而更适合大规模形状记忆合金智能结构的数值模拟.     

Product Integration Rules at Clenshaw-Curtis and Related Points: A Robust Implementation

Product integration rules generalizing the Fej?r, Clenshaw-Curtis,and Filippi quadrature rules respectively are derived for integralswith trigonometric and hyperbolic weight factors. The Chebyshevmoments of the weight functions are found to be given by well-conditionedexpressions, in terms of hypergeometric functions ₀F₁. An a priori error estimator is discussed which is shown bothto avoid wasteful invocation of the integration rule and toincrease significantly the robustness of the automatic quadratureprocedure. Then, specializing to extended Clenshaw-Curtis (ECC) rules,three types of a posteriori error estimates are considered andthe existence of a great risk of their failure is demonstratedby large scale validation tests. An empirical error estimator,superseding them for slowly varying integrands, is found toresult in a spectacular increase in the output reliability. Finally, enhancements in the control of the interval subdivisionstrategy aiming at increasing code robustness is discussed.Comparison with the code DQAWO of QUADPACK, with about a hundredthousand solved integrals, is illustrative of the increasedrobustness and error estimate reliability of our computer codeimplementation of the ECC rules.     

Parameter estimation of delay dynamical system from a scalar time series under external noise

We introduce an adaptive learning rules for estimating all unknown parameters of delay dynamical system using a scalar time series. Sufficient condition for synchronization is derived using Krasovskii-Lyapunov theory. This scheme is highly applicable in secure communication since multiple messages can be transmitted through multiple parameter modulations. One of the advantage of this method is that parameter estimation is also possible even when only one time series of the transmitter is available. We present numerical examples for Mackey-Glass system with periodic delay time which are used to illustrate the validity of this scheme. The corresponding numerical results and the effect of external noise are also studied.     

Design of an active fault tolerant control system for a simulated industrial steam turbine

An active fault tolerant control (FTC) scheme is proposed in this paper to accommodate for an industrial steam turbine faults based on integration of a data-driven fault detection and diagnosis (FDD) module and an adaptive generalized predictive control (GPC) approach. The FDD module uses a fusion-based methodology to incorporate a multi-attribute feature via a support vector machine (SVM) and adaptive neuro-fuzzy inference system (ANFIS) classifiers. In the GPC formulation, an adaptive configuration of its internal model has been devised to capture the faulty model for the set of internal steam turbine faults. To handle the most challenging faults, however, the GPC control configuration is modified via its weighting factors to demand for satisfactory control recovery with less vigorous control actions. The proposed FTC scheme is hence able to systematically maintain early FDD with efficient fault accommodation against faults jeopardizing the steam turbine availability. Extensive simulation tests are conducted to explore the effectiveness of the proposed FTC performances in response to different categories of steam turbine fault scenarios.     

An efficient TVD‐WENO method for conservation laws

In this article, we present a high‐resolution hybrid scheme for solving hyperbolic conservation laws in one and two dimensions. In this scheme, we use a cheap fourth order total variation diminishing (TVD) scheme for smooth region and expensive seventh order weighted nonoscillatory (WENO) scheme near discontinuities. To distinguish between the smooth parts and discontinuities, we use an efficient adaptive multiresolution technique. For time integration, we use the third order TVD Runge‐Kutta scheme. The accuracy of the resulting hybrid high order scheme is comparable with these of WENO, but with significant decrease of the CPU cost. Numerical demonstrates that the proposed scheme is comparable to the high order WENO scheme and superior to the fourth order TVD scheme. Our scheme has the added advantage of simplicity and computational efficiency. Numerical tests are presented which show the robustness and effectiveness of the proposed scheme.© 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

A combined mixed finite element ADI scheme for solving Richards' equation with mixed derivatives on irregular grids

We propose and analyze an efficient numerical method for solving semilinear parabolic problems with mixed derivative terms on non-rectangular domains. The spatial semidiscretization process is based on an expanded mixed finite element scheme which, combined with suitable quadrature rules, is converted into a cell-centered finite difference scheme. This choice preserves the asymptotic accuracy and local conservation of mass of the method, while substantially reducing the computational cost of the totally discrete scheme. To obtain it, an alternating direction implicit scheme is used for the integration in time. The resulting numerical algorithm involves sets of uncoupled tridiagonal systems which can be solved in parallel. We set out some theoretical results of unconditional convergence (of second order in space and first order in time) for our method. Finally, a numerical experiment is shown in order to illustrate the theoretical results.