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Literatura académica sobre el tema "Arrondi Stochastique"

Autor: Grafiati

Publicado: 25 de mayo de 2024

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Artículos de revistas sobre el tema "Arrondi Stochastique"

Tynda, Aleksandr, Samad Noeiaghdam y Denis Sidorov. "Polynomial Spline Collocation Method for Solving Weakly Regular Volterra Integral Equations of the First Kind". Bulletin of Irkutsk State University. Series Mathematics 39 (2022): 62–79. http://dx.doi.org/10.26516/1997-7670.2022.39.62.

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The polynomial spline collocation method is proposed for solution of Volterra integral equations of the first kind with special piecewise continuous kernels. The Gausstype quadrature formula is used to approximate integrals during the discretization of the proposed projection method. The estimate of accuracy of approximate solution is obtained. Stochastic arithmetics is also used based on the Controle et Estimation Stochastique des Arrondis de Calculs (CESTAC) method and the Control of Accuracy and Debugging for Numerical Applications (CADNA) library. Applying this approach it is possible to find optimal parameters of the projective method. The numerical examples are included to illustrate the efficiency of proposed novel collocation method.

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Noeiaghdam, Samad y Sanda Micula. "A Novel Method for Solving Second Kind Volterra Integral Equations with Discontinuous Kernel". Mathematics 9, n.º 17 (5 de septiembre de 2021): 2172. http://dx.doi.org/10.3390/math9172172.

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Load leveling problems and energy storage systems can be modeled in the form of Volterra integral equations (VIE) with a discontinuous kernel. The Lagrange–collocation method is applied for solving the problem. Proving a theorem, we discuss the precision of the method. To control the accuracy, we apply the CESTAC (Controle et Estimation Stochastique des Arrondis de Calculs) method and the CADNA (Control of Accuracy and Debugging for Numerical Applications) library. For this aim, we apply discrete stochastic mathematics (DSA). Using this method, we can control the number of iterations, errors and accuracy. Additionally, some numerical instabilities can be identified. With the aid of this theorem, a novel condition is used instead of the traditional conditions.

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Noeiaghdam, Samad, Aliona Dreglea, Jihuan He, Zakieh Avazzadeh, Muhammad Suleman, Mohammad Ali Fariborzi Araghi, Denis N. Sidorov y Nikolai Sidorov. "Error Estimation of the Homotopy Perturbation Method to Solve Second Kind Volterra Integral Equations with Piecewise Smooth Kernels: Application of the CADNA Library". Symmetry 12, n.º 10 (20 de octubre de 2020): 1730. http://dx.doi.org/10.3390/sym12101730.

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This paper studies the second kind linear Volterra integral equations (IEs) with a discontinuous kernel obtained from the load leveling and energy system problems. For solving this problem, we propose the homotopy perturbation method (HPM). We then discuss the convergence theorem and the error analysis of the formulation to validate the accuracy of the obtained solutions. In this study, the Controle et Estimation Stochastique des Arrondis de Calculs method (CESTAC) and the Control of Accuracy and Debugging for Numerical Applications (CADNA) library are used to control the rounding error estimation. We also take advantage of the discrete stochastic arithmetic (DSA) to find the optimal iteration, optimal error and optimal approximation of the HPM. The comparative graphs between exact and approximate solutions show the accuracy and efficiency of the method.

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Noeiaghdam, L., S. Noeiaghdam y D. N. Sidorov. "Dynamical control on the Adomian decomposition method for solving shallow water wave equation". iPolytech Journal 25, n.º 5 (9 de noviembre de 2021): 623–32. http://dx.doi.org/10.21285/1814-3520-2021-5-623-632.

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The aim of this study is to apply a novel technique to control the accuracy and error of the Adomian decomposition method (ADM) for solving nonlinear shallow water wave equation. The ADM is among semi-analytical and powerful methods for solving many mathematical and engineering problems. We apply the Controle et Estimation Stochastique des Arrondis de Calculs (CESTAC) method which is based on stochastic arithmetic (SA). Also instead of applying mathematical packages we use the Control of Accuracy and Debugging for Numerical Applications (CADNA) library. In this library we will write all codes using C++ programming codes. Applying the method we can find the optimal numerical results, error and step of the ADM and they are the main novelties of this research. The numerical results show the accuracy and efficiency of the novel scheme.

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Noeiaghdam, Samad y Mohammad Ali Fariborzi Araghi. "A Novel Algorithm to Evaluate Definite Integrals by the Gauss-Legendre Integration Rule Based on the Stochastic Arithmetic: Application in the Model of Osmosis System". Mathematical Modelling of Engineering Problems 7, n.º 4 (18 de diciembre de 2020): 577–86. http://dx.doi.org/10.18280/mmep.070410.

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Finding the optimal iteration of Gaussian quadrature rule is one of the important problems in the computational methods. In this study, we apply the CESTAC (Controle et Estimation Stochastique des Arrondis de Calculs) method and the CADNA (Control of Accuracy and Debugging for Numerical Applications) library to find the optimal iteration and optimal approximation of the Gauss-Legendre integration rule (G-LIR). A theorem is proved to show the validation of the presented method based on the concept of the common significant digits. Applying this method, an improper integral in the solution of the model of the osmosis system is evaluated and the optimal results are obtained. Moreover, the accuracy of method is demonstrated by evaluating other definite integrals. The results of examples illustrate the importance of using the stochastic arithmetic in discrete case in comparison with the common computer arithmetic.

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Araghi, Mohammad Ali Fariborzi y Samad Noeiaghdam. "A Valid Scheme to Evaluate Fuzzy Definite Integrals by Applying the CADNA Library". International Journal of Fuzzy System Applications 6, n.º 4 (octubre de 2017): 1–20. http://dx.doi.org/10.4018/ijfsa.2017100101.

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The aim of this paper is to estimate the value of a fuzzy integral and to find the optimal step size and nodes via the stochastic arithmetic. For this purpose, the fuzzy Romberg integration rule is considered as an integration rule, then the CESTAC (Controle et Estimation Stochastique des Arrondis de Calculs) method is applied which is a method to describe the discrete stochastic arithmetic. Also, in order to implement this method, the CADNA (Control of Accuracy and Debugging for Numerical Applications) is applied which is a library to perform the CESTAC method automatically. A theorem is proved to show the accuracy of the results by means of the concept of common significant digits. Then, an algorithm is given to perform the proposed idea on sample fuzzy integrals by computing the Hausdorff distance between two fuzzy sequential results which is considered to be an informatical zero in the termination criterion. Three sample fuzzy integrals are evaluated based on the proposed algorithm to find the optimal number of points and validate the results.

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Noeiaghdam, Samad, Sanda Micula y Juan J. Nieto. "A Novel Technique to Control the Accuracy of a Nonlinear Fractional Order Model of COVID-19: Application of the CESTAC Method and the CADNA Library". Mathematics 9, n.º 12 (8 de junio de 2021): 1321. http://dx.doi.org/10.3390/math9121321.

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In this paper, a nonlinear fractional order model of COVID-19 is approximated. For this aim, at first we apply the Caputo–Fabrizio fractional derivative to model the usual form of the phenomenon. In order to show the existence of a solution, the Banach fixed point theorem and the Picard–Lindelof approach are used. Additionally, the stability analysis is discussed using the fixed point theorem. The model is approximated based on Indian data and using the homotopy analysis transform method (HATM), which is among the most famous, flexible and applicable semi-analytical methods. After that, the CESTAC (Controle et Estimation Stochastique des Arrondis de Calculs) method and the CADNA (Control of Accuracy and Debugging for Numerical Applications) library, which are based on discrete stochastic arithmetic (DSA), are applied to validate the numerical results of the HATM. Additionally, the stopping condition in the numerical algorithm is based on two successive approximations and the main theorem of the CESTAC method can aid us analytically to apply the new terminations criterion instead of the usual absolute error that we use in the floating-point arithmetic (FPA). Finding the optimal approximations and the optimal iteration of the HATM to solve the nonlinear fractional order model of COVID-19 are the main novelties of this study.

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Noeiaghdam, Samad, Denis Sidorov, Alyona Zamyshlyaeva, Aleksandr Tynda y Aliona Dreglea. "A Valid Dynamical Control on the Reverse Osmosis System Using the CESTAC Method". Mathematics 9, n.º 1 (28 de diciembre de 2020): 48. http://dx.doi.org/10.3390/math9010048.

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The aim of this study is to present a novel method to find the optimal solution of the reverse osmosis (RO) system. We apply the Sinc integration rule with single exponential (SE) and double exponential (DE) decays to find the approximate solution of the RO. Moreover, we introduce the stochastic arithmetic (SA), the CESTAC method (Controle et Estimation Stochastique des Arrondis de Calculs) and the CADNA (Control of Accuracy and Debugging for Numerical Applications) library instead of the mathematical methods based on the floating point arithmetic (FPA). Applying this technique, we would be able to find the optimal approximation, the optimal error and the optimal iteration of the method. The main theorems are proved to support the method analytically. Based on these theorems, we can apply a new stopping condition in the numerical procedure instead of the traditional absolute error. These theorems show that the number of common significant digits (NCSDs) of exact and approximate solutions are almost equal to the NCSDs of two successive approximations. The numerical results are obtained for both SE and DE Sinc integration rules based on the FPA and the SA. Moreover, the number of iterations for various ε are computed in the FPA. Clearly, the DE case is more accurate and faster than the SE for finding the optimal approximation, the optimal error and the optimal iteration of the RO system.

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Noeiaghdam, Samad, Denis Sidorov, Abdul-Majid Wazwaz, Nikolai Sidorov y Valery Sizikov. "The Numerical Validation of the Adomian Decomposition Method for Solving Volterra Integral Equation with Discontinuous Kernels Using the CESTAC Method". Mathematics 9, n.º 3 (28 de enero de 2021): 260. http://dx.doi.org/10.3390/math9030260.

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The aim of this paper is to present a new method and the tool to validate the numerical results of the Volterra integral equation with discontinuous kernels in linear and non-linear forms obtained from the Adomian decomposition method. Because of disadvantages of the traditional absolute error to show the accuracy of the mathematical methods which is based on the floating point arithmetic, we apply the stochastic arithmetic and new condition to study the efficiency of the method which is based on two successive approximations. Thus the CESTAC method (Controle et Estimation Stochastique des Arrondis de Calculs) and the CADNA (Control of Accuracy and Debugging for Numerical Applications) library are employed. Finding the optimal iteration of the method, optimal approximation and the optimal error are some of advantages of the stochastic arithmetic, the CESTAC method and the CADNA library in comparison with the floating point arithmetic and usual packages. The theorems are proved to show the convergence analysis of the Adomian decomposition method for solving the mentioned problem. Also, the main theorem of the CESTAC method is presented which shows the equality between the number of common significant digits between exact and approximate solutions and two successive approximations.This makes in possible to apply the new termination criterion instead of absolute error. Several examples in both linear and nonlinear cases are solved and the numerical results for the stochastic arithmetic and the floating-point arithmetic are compared to demonstrate the accuracy of the novel method.

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Noeiaghdam, Samad, Aliona Dreglea, Hüseyin Işık y Muhammad Suleman. "A Comparative Study between Discrete Stochastic Arithmetic and Floating-Point Arithmetic to Validate the Results of Fractional Order Model of Malaria Infection". Mathematics 9, n.º 12 (20 de junio de 2021): 1435. http://dx.doi.org/10.3390/math9121435.

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The researchers aimed to study the nonlinear fractional order model of malaria infection based on the Caputo-Fabrizio fractional derivative. The homotopy analysis transform method (HATM) is applied based on the floating-point arithmetic (FPA) and the discrete stochastic arithmetic (DSA). In the FPA, to show the accuracy of the method we use the absolute error which depends on the exact solution and a positive value ε. Because in real life problems we do not have the exact solution and the optimal value of ε, we need to introduce a new condition and arithmetic to show the efficiency of the method. Thus the CESTAC (Controle et Estimation Stochastique des Arrondis de Calculs) method and the CADNA (Control of Accuracy and Debugging for Numerical Applications) library are applied. The CESTAC method is based on the DSA. Also, a new termination criterion is used which is based on two successive approximations. Using the CESTAC method we can find the optimal approximation, the optimal error and the optimal iteration of the method. The main theorem of the CESTAC method is proved to show that the number of common significant digits (NCSDs) between two successive approximations are almost equal to the NCSDs of the exact and approximate solutions. Plotting several graphs, the regions of convergence are demonstrated for different number of iterations k = 5, 10. The numerical results based on the simulated data show the advantages of the DSA in comparison with the FPA.

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Tesis sobre el tema "Arrondi Stochastique"

El, Arar El-Mehdi. "Stochastic models for the evaluation of numerical errors". Electronic Thesis or Diss., université Paris-Saclay, 2023. http://www.theses.fr/2023UPASG104.

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L'idée de considérer les erreurs d'arrondi comme des variables aléatoires n'est pas nouvelle. Basées sur des outils tels que l'indépendance des variables aléatoires ou le théorème central limite, plusieurs propositions ont démontré des bornes d'erreur en O(√n). Cette thèse est dédiée à l'étude de l'arrondi stochastique (SR) en tant que remplaçant du mode d'arrondi déterministe par défaut. Tout d'abord, nous introduisons une nouvelle approche pour dériver une borne probabiliste de l'erreur en O(√n), basée sur le calcul de la variance et l'inégalité de Bienaymé-Chebyshev. Ensuite, nous développons un cadre général permettant l'analyse probabiliste des erreurs des algorithmes sous SR. Dans ce contexte, nous décomposons l'erreur en une martingale plus un biais. Nous montrons que le biais est nul pour les algorithmes présentant des erreurs multilinéaires, tandis que l'analyse probabiliste de la martingale conduit à des bornes probabilistes de l'erreur en O(√n). Pour le calcul de la variance, nous montrons que le biais est négligeable au premier ordre par rapport à la martingale, et nous prouvons des bornes probabilistes de l'erreur en O(√n)
The idea of assuming rounding errors as random variables is not new. Based on tools such as independent random variables or the Central Limit Theorem, various propositions have demonstrated error bounds in O(√n). This thesis is dedicated to studying stochastic rounding (SR) as a replacement for the default deterministic rounding mode. First, we introduce a new approach to derive a probabilistic error bound in O(√n) based on variance calculation and Bienaymé-Chebyshev inequality. Second, we demonstrate a general framework that allows the probabilistic error analysis of algorithms under SR. In this context, we decompose the error into a martingale plus a drift. We show that the drift is zero for algorithms with multi-linear errors, while the probabilistic analysis of the martingale term leads to probabilistic error bounds in O(√n). We show that the drift is negligible at the first order compared to the martingale term for the variance computation, and we prove probabilistic error bounds in O(√n)

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Chotin-Avot, Roselyne. "Architectures matérielles pour l'arithmétique stochastique discrète". Paris 6, 2003. http://hal.upmc.fr/tel-01267458.

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