On the non-existence of higher order monotone approximation schemes for HJB equations

2016 ◽  
Vol 52 ◽  
pp. 53-57 ◽  
Author(s):  
Igor Kossaczký ◽  
Matthias Ehrhardt ◽  
Michael Günther
Keyword(s):  
Higher Order ◽  
Approximation Schemes ◽  
Monotone Approximation ◽  
Hjb Equations

scholarly journals Computing Exponential for Iterative Splitting Methods: Algorithms and Applications

2011 ◽  
Vol 2011 ◽  
pp. 1-27 ◽  
Author(s):  
Jürgen Geiser
Keyword(s):  
Splitting Method ◽  
Real Life ◽  
Higher Order ◽  
Splitting Methods ◽  
Matrix Exponential ◽  
Approximation Schemes ◽  
Theoretical Point ◽  
Splitting Scheme ◽  
Splitting Schemes ◽  
Practical Applications

Iterative splitting methods have a huge amount to compute matrix exponential. Here, the acceleration and recovering of higher-order schemes can be achieved. From a theoretical point of view, iterative splitting methods are at least alternating Picards fix-point iteration schemes. For practical applications, it is important to compute very fast matrix exponentials. In this paper, we concentrate on developing fast algorithms to solve the iterative splitting scheme. First, we reformulate the iterative splitting scheme into an integral notation of matrix exponential. In this notation, we consider fast approximation schemes to the integral formulations, also known as -functions. Second, the error analysis is explained and applied to the integral formulations. The novelty is to compute cheaply the decoupled exp-matrices and apply only cheap matrix-vector multiplications for the higher-order terms. In general, we discuss an elegant way of embedding recently survey on methods for computing matrix exponential with respect to iterative splitting schemes. We present numerical benchmark examples, that compared standard splitting schemes with the higher-order iterative schemes. A real-life application in contaminant transport as a two phase model is discussed and the fast computations of the operator splitting method is explained.

scholarly journals High-order filtered schemes for time-dependent second order HJB equations

2018 ◽  
Vol 52 (1) ◽  
pp. 69-97 ◽  
Author(s):  
Olivier Bokanowski ◽  
Athena Picarelli ◽  
Christoph Reisinger
Keyword(s):  
Order Approximation ◽  
Mathematical Finance ◽  
Second Order ◽  
High Order ◽  
Time Dependent ◽  
Approximation Schemes ◽  
Hjb Equations ◽  
High Order Schemes ◽  
Hamilton Jacobi Bellman ◽  
Numer Anal

In this paper, we present and analyse a class of “filtered” numerical schemes for second order Hamilton–Jacobi–Bellman (HJB) equations. Our approach follows the ideas recently introduced in B.D. Froese and A.M. Oberman, Convergent filtered schemes for the Monge-Ampère partial differential equation, SIAM J. Numer. Anal. 51 (2013) 423–444, and more recently applied by other authors to stationary or time-dependent first order Hamilton–Jacobi equations. For high order approximation schemes (where “high” stands for greater than one), the inevitable loss of monotonicity prevents the use of the classical theoretical results for convergence to viscosity solutions. The work introduces a suitable local modification of these schemes by “filtering” them with a monotone scheme, such that they can be proven convergent and still show an overall high order behaviour for smooth enough solutions. We give theoretical proofs of these claims and illustrate the behaviour with numerical tests from mathematical finance, focussing also on the use of backward differencing formulae for constructing the high order schemes.

Dual systems for all: Higher-order, role-based relational reasoning as a uniquely derived feature of human cognition

2019 ◽  
Vol 42 ◽  
Author(s):  
Daniel J. Povinelli ◽  
Gabrielle C. Glorioso ◽  
Shannon L. Kuznar ◽  
Mateja Pavlic
Keyword(s):  
Temporal Reasoning ◽  
Higher Order ◽  
Important Case ◽  
Human Cognition ◽  
Relational Reasoning ◽  
Dual Systems ◽  
First Order ◽  
Reasoning System ◽  
Role Based

Abstract Hoerl and McCormack demonstrate that although animals possess a sophisticated temporal updating system, there is no evidence that they also possess a temporal reasoning system. This important case study is directly related to the broader claim that although animals are manifestly capable of first-order (perceptually-based) relational reasoning, they lack the capacity for higher-order, role-based relational reasoning. We argue this distinction applies to all domains of cognition.

Quantitative EPMA of nitrogen : A tricky element in the electron-probe microanalyzer

1992 ◽  
Vol 50 (2) ◽  
pp. 1622-1623
Author(s):  
G.F. Bastin ◽  
H.J.M. Heijligers
Keyword(s):  
Background Subtraction ◽  
Electron Probe ◽  
Detection System ◽  
Higher Order ◽  
Light Elements ◽  
Strong Suppression ◽  
Electron Probe Microanalyzer ◽  
Quantitative Epma ◽  
Peak Count ◽  
Lead Stearate

Among the ultra-light elements B, C, N, and O nitrogen is the most difficult element to deal with in the electron probe microanalyzer. This is mainly caused by the severe absorption that N-Kα radiation suffers in carbon which is abundantly present in the detection system (lead-stearate crystal, carbonaceous counter window). As a result the peak-to-background ratios for N-Kα measured with a conventional lead-stearate crystal can attain values well below unity in many binary nitrides . An additional complication can be caused by the presence of interfering higher-order reflections from the metal partner in the nitride specimen; notorious examples are elements such as Zr and Nb. In nitrides containing these elements is is virtually impossible to carry out an accurate background subtraction which becomes increasingly important with lower and lower peak-to-background ratios. The use of a synthetic multilayer crystal such as W/Si (2d-spacing 59.8 Å) can bring significant improvements in terms of both higher peak count rates as well as a strong suppression of higher-order reflections.

Effects of Higher-Order Laue Zone reflections on structure images

1993 ◽  
Vol 51 ◽  
pp. 450-451
Author(s):  
H. S. Kim ◽  
S. S. Sheinin
Keyword(s):  
Wave Vector ◽  
Theoretical Calculations ◽  
Reciprocal Lattice ◽  
Image Plane ◽  
Bloch Wave ◽  
Dynamical Theory ◽  
Higher Order ◽  
Lattice Image ◽  
Lattice Vector ◽  
Image Position

The importance of image simulation in interpreting experimental lattice images is well established. Normally, in carrying out the required theoretical calculations, only zero order Laue zone reflections are taken into account. In this paper we assess the conditions for which this procedure is valid and indicate circumstances in which higher order Laue zone reflections may be important. Our work is based on an analysis of the requirements for obtaining structure images i.e. images directly related to the projected potential. In the considerations to follow, the Bloch wave formulation of the dynamical theory has been used.The intensity in a lattice image can be obtained from the total wave function at the image plane is given by: where ϕg(z) is the diffracted beam amplitide given by In these equations,the z direction is perpendicular to the entrance surface, g is a reciprocal lattice vector, the Cg(i) are Fourier coefficients in the expression for a Bloch wave, b(i), X(i) is the Bloch wave excitation coefficient, ϒ(i)=k(i)-K, k(i) is a Bloch wave vector, K is the electron wave vector after correction for the mean inner potential of the crystal, T(q) and D(q) are the transfer function and damping function respectively, q is a scattering vector and the summation is over i=l,N where N is the number of beams taken into account.

Challenging the Multidimensional Conception of Perceived Person-Environment Fit

2020 ◽  
pp. 1-9
Author(s):  
Julian M. Etzel ◽  
Gabriel Nagy
Keyword(s):  
Higher Education ◽  
University Students ◽  
Educational Outcomes ◽  
Factor Model ◽  
Higher Order ◽  
Substantial Proportion ◽  
Unique Variance ◽  
First Order ◽  
Person Environment Fit ◽  
Order Factor

Abstract. In the current study, we examined the viability of a multidimensional conception of perceived person-environment (P-E) fit in higher education. We introduce an optimized 12-item measure that distinguishes between four content dimensions of perceived P-E fit: interest-contents (I-C) fit, needs-supplies (N-S) fit, demands-abilities (D-A) fit, and values-culture (V-C) fit. The central aim of our study was to examine whether the relationships between different P-E fit dimensions and educational outcomes can be accounted for by a higher-order factor that captures the shared features of the four fit dimensions. Relying on a large sample of university students in Germany, we found that students distinguish between the proposed fit dimensions. The respective first-order factors shared a substantial proportion of variance and conformed to a higher-order factor model. Using a newly developed factor extension procedure, we found that the relationships between the first-order factors and most outcomes were not fully accounted for by the higher-order factor. Rather, with the exception of V-C fit, all specific P-E fit factors that represent the first-order factors’ unique variance showed reliable and theoretically plausible relationships with different outcomes. These findings support the viability of a multidimensional conceptualization of P-E fit and the validity of our adapted instrument.

Sign in / Sign up

Export Citation Format

Share Document