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arXiv 1312.7852cs.NEcs.NAmath.NA
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数值方法的进化设计:通过微分进化生成有限差分和积分方案

Evolutionary Design of Numerical Methods: Generating Finite Difference and Integration Schemes by Differential Evolution

National Research University of Information Technologies, Mechanics and Optics(信息技术、力学和光学国立研究大学);University of Amsterdam(阿姆斯特丹大学);Deltares;Nanyang Technological University(南洋理工大学)

C. D. Erdbrink, V. V. Krzhizhanovskaya, P. M. A. Sloot

AI总结:

本文利用进化计算生成有限差分和积分方案,通过微分进化反推系数,训练Runge-Kutta方案并验证其准确性,展示了高效设计复杂数值方法的潜力。

摘要:

经典和新数值方案通过进化计算生成。微分进化用于寻找有限差分近似函数导数的系数,以及单步和多步积分方法的系数。系数基于目标函数及其导数的样本进行反推。Runge-Kutta方案通过阶条件方程训练。进化方法的亮点是模型参数较少。种群大小、终止准则和训练点数量通过敏感性分析确定。计算结果表明,进化和解析系数有良好一致。特别是计算出一个新的五阶Runge-Kutta方案,其绝对误差总和为10^-14。执行进化方案验证了预期的精度阶。本研究的成果对未来设计复杂数值方法具有价值,这些方法传统方法难以达到。

英文摘要:

Classical and new numerical schemes are generated using evolutionary computing. Differential Evolution is used to find the coefficients of finite difference approximations of function derivatives, and of single and multi-step integration methods. The coefficients are reverse engineered based on samples from a target function and its derivative used for training. The Runge-Kutta schemes are trained using the order condition equations. An appealing feature of the evolutionary method is the low number of model parameters. The population size, termination criterion and number of training points are determined in a sensitivity analysis. Computational results show good agreement between evolved and analytical coefficients. In particular, a new fifth-order Runge-Kutta scheme is computed which adheres to the order conditions with a sum of absolute errors of order 10^-14. Execution of the evolved schemes proved the intended orders of accuracy. The outcome of this study is valuable for future developments in the design of complex numerical methods that are out of reach by conventional means.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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