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Mechanistic models play a crucial role in algorithms for numerical problem-solving, particularly in nonlinear mixed effects modeling (NMEM). These models aim to minimize specific objective functions by evaluating various parameter estimates, leading to the development of systematic algorithms. In some cases, linearization techniques approximate the model using linear equations.
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A POSTERIORI ERROR ANALYSIS OF TWO STAGE COMPUTATION METHODS WITH APPLICATION TO EFFICIENT DISCRETIZATION AND THE

Jehanzeb Hameed Chaudhry1, Don Estep2, Simon Tavener3

  • 1Department of Mathematics & Statistics, The University of New Mexico, Albuquerque, NM 87131.

SIAM Journal on Numerical Analysis
|October 31, 2017
PubMed
Summary

This study introduces a two-stage numerical method for solving initial value problems. The approach enhances accuracy and efficiency by combining coarse and fine discretization solutions, improving error estimation and parallel computing.

Keywords:
A posteriori error estimationParareal algorithmadjoint problemcancellation of errorefficient time step selectioninitial value problemparallel in timetwo stage computation

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Area of Science:

  • Numerical Analysis
  • Computational Mathematics
  • Scientific Computing

Background:

  • Initial value problems (IVPs) are fundamental in science and engineering.
  • Existing numerical methods face challenges in accuracy, efficiency, and error control.
  • Two-stage computational approaches offer potential for improved performance.

Purpose of the Study:

  • To develop a general framework for two-stage numerical methods for IVPs.
  • To introduce a robust a posteriori error analysis for these methods.
  • To enhance the efficiency and accuracy of solving complex computational problems.

Main Methods:

  • Formulation of a general two-stage computation strategy.
  • Development of a posteriori error analysis using computable residuals and adjoint problems.
  • Application to dual-weighted error estimation and the Parareal Algorithm.

Main Results:

  • A generalized error analysis accommodating variations in two-stage computations and adjoint problem formulations.
  • Computation of dual-weighted a posteriori error estimates.
  • Development of novel algorithms for efficient solutions considering error cancellation.

Conclusions:

  • The proposed two-stage approach provides a flexible and effective framework for numerical solutions of IVPs.
  • The a posteriori error analysis enables accurate error estimation and algorithm development.
  • The methods show promise for improving efficiency in parallel-in-time schemes and adjoint problem solutions.