dorsal/arxiv
View SchemaGoing forth and back in time: a fast and parsimonious algorithm for mixed initial/final-value problems
| Authors | Antonio Celani, Massimo Cencini, Alain Noullez |
|---|---|
| Categories | |
| ArXiv ID | physics/0305058 |
| URL | https://arxiv.org/abs/physics/0305058 |
| DOI | 10.1016/j.physd.2004.04.001 |
Abstract
We present an efficient and parsimonious algorithm to solve mixed initial/final-value problems. The algorithm optimally limits the memory storage and the computational time requirements: with respect to a simple forward integration, the cost factor is only logarithmic in the number of time-steps. As an example, we discuss the solution of the final-value problem for a Fokker-Planck equation whose drift velocity solves a different initial-value problem -- a relevant issue in the context of turbulent scalar transport.
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"abstract": "We present an efficient and parsimonious algorithm to solve mixed\ninitial/final-value problems. The algorithm optimally limits the memory storage\nand the computational time requirements: with respect to a simple forward\nintegration, the cost factor is only logarithmic in the number of time-steps.\nAs an example, we discuss the solution of the final-value problem for a\nFokker-Planck equation whose drift velocity solves a different initial-value\nproblem -- a relevant issue in the context of turbulent scalar transport.",
"arxiv_id": "physics/0305058",
"authors": [
"Antonio Celani",
"Massimo Cencini",
"Alain Noullez"
],
"categories": [
"physics.comp-ph",
"nlin.CD",
"physics.flu-dyn"
],
"doi": "10.1016/j.physd.2004.04.001",
"title": "Going forth and back in time: a fast and parsimonious algorithm for mixed initial/final-value problems",
"url": "https://arxiv.org/abs/physics/0305058"
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