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1

Wappler, T., Th Vojta, and M. Schreiber. "Monte-Carlo Simulations of the Dynamical Behavior of the Coulomb Glass." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199801378.

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We study the dynamical behavior of disordered many-particle systems with long-range Coulomb interactions by means of damage-spreading simulations. In this type of Monte-Carlo simulations one investigates the time evolution of the damage, i.e. the difference of the o ccupation numbers of two systems, subjected to the same thermal noise. We analyze the dependence of the damage on temperature and disorder strength. For zero disorder the spreading transition coincides with the equilibrium phase transition, whereas for finite disorder, we find an evidence for a dynamical phase transition well below
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2

Meyer, M. "Grafik-Ausgabe vom Parallelrechner für 3D-Gebiete." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800669.

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The paper describes a method for Visualization of computational results in parallel finite element applications for 3D problems. The visualization itself is done on a workstation using a post- processing tool based on GRAPE, which interacts with the parallel program to obtain data.
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3

Apel, T., G. Haase, A. Meyer, and M. Pester. "Parallel solution of finite element equation systems: efficient inter-processor communication." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800670.

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This paper deals with the application of domain decomposition methods for the parallel solution of boundary value problems for partial differential equations over a domain $Omegabset R^d$, $d=2,3$. The attention is focused on the conception of efficient communication routines for the data exchange which is necessary for example in the preconditioned cg-algorithm for solving the resulting system of algebraic equations. The paper describes the data structure, different algorithms, and computational tests.
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4

Pester, M. "Grafik-Ausgabe vom Parallelrechner für 2D-Gebiete." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800602.

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The paper mainly describes the user interface of some graphical visualization tools for parallel finite element applications in 2D (layer problems, deformation problems, fluid dynamics). There are presented some examples of various methods to display the numerical results.
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5

Haase, G., T. Hommel, A. Meyer, and M. Pester. "Bibliotheken zur Entwicklung paralleler Algorithmen." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800486.

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The purpose of this paper is to supply a summary of library subroutines and functions for parallel MIMD computers. The subroutines have been developed at the University of Chemnitz during a period of the last five years. In detail, they are concerned with vector operations, inter-processor communication and simple graphic output to workstations. One of the most valuable features is the machine-independence of the communication subroutines proposed in this paper for a hypercube topology of the parallel processors (excepting a kernel of only two
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6

Pester, M. "On-line visualization in parallel computations." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199801143.

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The investigation of new parallel algorithms for MIMD computers requires some postprocessing facilities for quickly evaluating the behavior of those algorithms We present two kinds of visualization tool implementations for 2D and 3D finite element applications to be used on a parallel computer and a host workstation.
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7

Grabowsky, L., Th Ermer, and J. Werner. "Nutzung von MPI für parallele FEM-Systeme." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199801365.

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Der Standard des Message Passing Interfaces (MPI) stellt dem Entwickler paralleler Anwendungen ein mächtiges Werkzeug zur Verfügung, seine Softwa- re effizient und weitgehend unabhängig von Details des parallelen Systems zu entwerfen. Im Rahmen einer Projektarbeit erfolgte die Umstellung der Kommunikationsbibliothek eines bestehenden FEM-Programmes auf den MPI-Mechanismus. Die Ergebnisse werden in der hier gegebenen Beschreibung der Cubecom-Implementierung zusammengefasst. In einem zweiten Teil dieser Arbeit wird untersucht, auf welchem Wege mit der in MPI verfügbaren Funktionalität auch die K
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8

Meyer, A., and M. Pester. "Verarbeitung von Sparse-Matrizen in Kompaktspeicherform KLZ/KZU." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800520.

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The paper describes a storage scheme for sparse symmetric or nonsymmetric matrices which has been developed and used for many years at the Technical University of Chemnitz. An overview of existing library subroutines using such matrices is included.
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9

Groh, U. "Ein technologisches Konzept zur Erzeugung adaptiver hierarchischer Netze für FEM-Schemata." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800686.

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Adaptive finite element methods for the solution of partial differential equations require effective methods of mesh refinement and coarsening, fast multilevel solvers for the systems of FE equations need a hierarchical structure of the grid. In the paper a technology is presented for the application of irregular hierarchical triangular meshes arising from refinement by only dividing elements into four congruent triangles. The paper describes the necessary data structures and data structure management, the principles and algorithms of refining and coarsening the mesh, and also a specific assem
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10

Jung, M. "Parallelization of multi-grid methods based on domain decomposition ideas." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800781.

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In the paper, the parallelization of multi-grid methods for solving second-order elliptic boundary value problems in two-dimensional domains is discussed. The parallelization strategy is based on a non-overlapping domain decomposition data structure such that the algorithm is well-suited for an implementation on a parallel machine with MIMD architecture. For getting an algorithm with a good paral- lel performance it is necessary to have as few communication as possible between the processors. In our implementation, communication is only needed within the smoothing procedures and the coarse-gri
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11

Pester, M., and S. Rjasanow. "A parallel preconditioned iterative realization of the panel method in 3D." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800562.

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The parallel version of precondition iterative techniques is developed for matrices arising from the panel boundary element method for three-dimensional simple connected domains with Dirichlet boundary conditions. Results were obtained on an nCUBE-2 parallel computer showing that iterative solution methods are very well suited also in three-dimensional case for implementation on a MIMD computer and that they are much more efficient than usual direct solution techniques.
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12

Meisel, M., and A. Meyer. "Kommunikationstechnologien beim parallelen vorkonditionierten Schur-Komplement CG-Verfahren." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800734.

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Two alternative technologies of communication inside a parallelized Conjugate-Gradient algorithm are presented and compared to the well known hypercubecommunication. The amount of communication is diskussed in detail. A large range of numerical results corroborate the theoretical investigations.
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13

Meisel, Mathias, and Arnd Meyer. "Implementierung eines parallelen vorkonditionierten Schur-Komplement CG-Verfahrens in das Programmpaket FEAP." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800651.

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A parallel realisation of the Conjugate Gradient Method with Schur-Complement preconditioning, based on a domain decomposition approach, is described in detail. Special kinds of solvers for the resulting interiour and coupling systems are presented. A large range of numerical results is used to demonstrate the properties and behaviour of this solvers in practical situations.
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14

Apel, Th. "SPC-PM Po 3D --- Users Manual." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800836.

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The experimental program ¨SPC-PM Po 3D¨ is part of the ongoing research of the Chemnitz research group Scientific Parallel Computing (SPC) into finite element methods for problems over three dimensional domains. The package in its version 2.0 is documented in two manuals. The User's Manual provides an overview over the program, its capabilities, its installation, and handling. Moreover, test examples are explained. The aim of the Programmer's Manual is to provide a description of the algorithms and their realization. It is written for those who are interested in a deeper insight into the code,
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15

Heise, B., and M. Jung. "Scalability, efficiency, and robustness of parallel multilevel solvers for nonlinear equations." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199801090.

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In this paper we compare the performance, scalability, and robustness of different parallel algorithms for the numerical solution of nonlinear boundary value problems arising in the magnetic field computation and in solid mechanics. These problems are discretized by using the finite element method with triangular meshes and piecewise linear functions. The nonlinearity is handled by a nested Newton solver, and the linear systems of algebraic equations within each Newton step are solved by means of various iterative solvers, namely multigrid methods and conjugate gradient
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16

Rath, W. "Canonical forms for linear descriptor systems with variable coefficients." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800708.

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We study linear descriptor systems with rectangular variable coefficient matrices. Using local and global equivalence transformations we introduce normal and condensed forms and get sets of characteristic quantities. These quantities allow us to decide whether a linear descriptor system with variable coefficients is regularizable by derivative and/or proportional state feedback or not. Regularizable by feedback means for us that their exist a feedback which makes the closed loop system uniquely solvable for every consistent initial vector.
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17

Scherzer, M., and A. Meyer. "Zur Berechnung von Spannungs- und Deformationsfeldern an Interface-Ecken im nichtlinearen Deformationsbereich auf Parallelrechnern." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800902.

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Using material models on the basis of the flow theory of plasticity the asymptotic behaviour of solid mechanics solutions in crack tips, interface corners etc. strongly depends on the local realized load trajectory. For incrementally proportional load paths the equations determining the asymptotic fields are very simple ones. The paper considers two-dimensional statements in the neighbourhood of an interface corner consisting of two material ranges. At a distance from the corner the finite element nodes of a regular net are established in a polar co-ordinate system together with the displaceme
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18

Pester, M., and S. Rjasanow. "A parallel version of the preconditioned conjugate gradient method for boundary element equations." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800455.

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The parallel version of precondition techniques is developed for matrices arising from the Galerkin boundary element method for two-dimensional domains with Dirichlet boundary conditions. Results were obtained for implementations on a transputer network as well as on an nCUBE-2 parallel computer showing that iterative solution methods are very well suited for a MIMD computer. A comparison of numerical results for iterative and direct solution methods is presented and underlines the superiority of iterative methods for large systems.
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19

Fellenberg, Benno, Jürgen vom Scheidt, and Matthias Richter. "Simulation of Weakly Correlated Functions and its Application to Random Surfaces and Random Polynomials." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199801258.

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The paper is dedicated to the modeling and the simulation of random processes and fields. Using the concept and the theory of weakly correlated functions a consistent representation of sufficiently smooth random processes will be derived. Special applications will be given with respect to the simulation of road surfaces in vehicle dynamics and to the confirmation of theoretical results with respect to the zeros of random polynomials.
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20

Hörmann, Wolfgang, and Josef Leydold. "Monte Carlo Integration Using Importance Sampling and Gibbs Sampling." Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, 2005. http://epub.wu.ac.at/1642/1/document.pdf.

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To evaluate the expectation of a simple function with respect to a complicated multivariate density Monte Carlo integration has become the main technique. Gibbs sampling and importance sampling are the most popular methods for this task. In this contribution we propose a new simple general purpose importance sampling procedure. In a simulation study we compare the performance of this method with the performance of Gibbs sampling and of importance sampling using a vector of independent variates. It turns out that the new procedure is much better than independent importance sampling; up to dimen
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21

He, C., A. J. Laub, and V. Mehrmann. "Placing plenty of poles is pretty preposterous." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800712.

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We discuss the pole placement problem for single-input or multi-input control models of the form _x=Ax+Bu. This is the problem of determining a linear state feedback of the formu=F xsuch that in the closed-loop system _x= (A+BF)x, the matrixA+BFhas a prescribed set of eigenvalues. We analyze the conditioning of this problem and show that it is an intrinsically ill-conditioned problem, and especially so when the system dimension is large. Thus even the best numerical methods for this problem may yield very bad results. On the other hand, we also discuss the question of whether one really needs
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22

Botts, Carsten, Wolfgang Hörmann, and Josef Leydold. "Transformed Density Rejection with Inflection Points." WU Vienna University of Economics and Business, 2011. http://epub.wu.ac.at/3158/2/README.

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The acceptance-rejection algorithm is often used to sample from non-standard distributions. For this algorithm to be efficient, however, the user has to create a hat function that majorizes and closely matches the density of the distribution to be sampled from. There are many methods for automatically creating such hat functions, but these methods require that the user transforms the density so that she knows the exact location of the transformed density's inflection points. In this paper, we propose an acceptancerejection algorithm which obviates this need and can thus be used to sample from
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23

Leydold, Josef, and Wolfgang Hörmann. "Generating Generalized Inverse Gaussian Random Variates by Fast Inversion." Department of Statistics and Mathematics, WU Vienna University of Economics and Business, 2009. http://epub.wu.ac.at/1548/1/document.pdf.

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We demonstrate that for the fast numerical inversion of the (generalized) inverse Gaussian distribution two algorithms based on polynomial interpolation are well-suited. Their precision is close to machine precision and they are much faster than the bisection method recently proposed by Y. Lai.<br>Series: Research Report Series / Department of Statistics and Mathematics
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24

Groh, U. "Lokale Realisierung von Vektoroperationen auf Parallelrechnern." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800478.

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For the basic algebraic vector operations several variants of a local implementation on distributed memory parallel computers are presented and discussed systematically. In particular necessary and sufficient conditions are shown for the local realizability of the multiplication matrix by vector.
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25

Globisch, G. "On an automatically parallel generation technique for tetrahedral meshes." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800499.

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In order to prepare modern finite element analysis a program for the efficient parallel generation of tetrahedral meshes in a wide class of three dimensional domains having a generalized cylindric shape is presented. The applied mesh generation strategy is based on the decomposition of some 2D-reference domain into single con- nected subdomains by means of its triangulations the tetrahedral layers are built up in parallel. Adaptive grid controlling as well as nodal renumbering algorithms are involved. In the paper several examples are incorporated to demonstrate both program's capabi
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26

Pester, M. "Behandlung gekrümmter Oberflächen in einem 3D-FEM-Programm für Parallelrechner." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199801386.

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The paper presents a method for generating curved surfaces of 3D finite element meshes by mesh refinement starting with a very coarse grid. This is useful for parallel implementations where the finest meshes should be computed and not read from large files. The paper deals with simple geometries as sphere, cylinder, cone. But the method may be extended to more complicated geometries. (with 45 figures)
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27

Apel, Th, F. Milde, and M. Theß. "SPC-PM Po 3D --- Programmers Manual." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800848.

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The experimental program ¨SPC-PM Po 3D¨ is part of the ongoing research of the Chemnitz research group Scientific Parallel Computing (SPC) into finite element methods for problems over three dimensional domains. The package in its version 2.0 is documented in two manuals. The User's Manual provides an overview over the program, its capabilities, its installation, and handling. Moreover, test examples are explained. The aim of the Programmer's Manual is to provide a description of the algorithms and their realization. It is written for those who are interested in a deeper insight into the code,
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28

Matthes, H. "Parallel Preconditioners for Plate Problem." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800826.

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This paper concerns the solution of plate bending problems in domains composed of rectangles. Domain decomposition (DD) is the basic tool used for both the parallelization of the conjugate gradient method and the construction of efficient parallel preconditioners. A so-called Dirich- let DD preconditioner for systems of linear equations arising from the fi- nite element approximation by non-conforming Adini elements is derived. It is based on the non-overlapping DD, a multilevel preconditioner for the Schur-complement and a fast, almost direct solution method for the Dirichlet problem in recta
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29

Hörmann, Wolfgang, and Josef Leydold. "Quasi Importance Sampling." Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, 2005. http://epub.wu.ac.at/1394/1/document.pdf.

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There arise two problems when the expectation of some function with respect to a nonuniform multivariate distribution has to be computed by (quasi-) Monte Carlo integration: the integrand can have singularities when the domain of the distribution is unbounded and it can be very expensive or even impossible to sample points from a general multivariate distribution. We show that importance sampling is a simple method to overcome both problems. (author's abstract)<br>Series: Preprint Series / Department of Applied Statistics and Data Processing
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30

Leydold, Josef, and Wolfgang Hörmann. "Smoothed Transformed Density Rejection." Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, 2003. http://epub.wu.ac.at/228/1/document.pdf.

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There are situations in the framework of quasi-Monte Carlo integration where nonuniform low-discrepancy sequences are required. Using the inversion method for this task usually results in the best performance in terms of the integration errors. However, this method requires a fast algorithm for evaluating the inverse of the cumulative distribution function which is often not available. Then a smoothed version of transformed density rejection is a good alternative as it is a fast method and its speed hardly depends on the distribution. It can easily be adjusted such that it is almost as good as
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31

Hörmann, Wolfgang, and Josef Leydold. "Improved Perfect Slice Sampling." Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, 2003. http://epub.wu.ac.at/868/1/document.pdf.

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Perfect slice sampling is a method to turn Markov Chain Monte Carlo (MCMC) samplers into exact generators for independent random variates. The originally proposed method is rather slow and thus several improvements have been suggested. However, two of them are erroneous. In this article we give a short introduction to perfect slice sampling, point out incorrect methods, and give a new improved version of the original algorithm. (author's abstract)<br>Series: Preprint Series / Department of Applied Statistics and Data Processing
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32

Karawatzki, Roman, and Josef Leydold. "Automatic Markov Chain Monte Carlo Procedures for Sampling from Multivariate Distributions." Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, 2005. http://epub.wu.ac.at/294/1/document.pdf.

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Generating samples from multivariate distributions efficiently is an important task in Monte Carlo integration and many other stochastic simulation problems. Markov chain Monte Carlo has been shown to be very efficient compared to "conventional methods", especially when many dimensions are involved. In this article we propose a Hit-and-Run sampler in combination with the Ratio-of-Uniforms method. We show that it is well suited for an algorithm to generate points from quite arbitrary distributions, which include all log-concave distributions. The algorithm works automatically in the sense that
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33

Thess, M. "Parallel Multilevel Preconditioners for Problems of Thin Smooth Shells." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199801416.

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In the last years multilevel preconditioners like BPX became more and more popular for solving second-order elliptic finite element discretizations by iterative methods. P. Oswald has adapted these methods for discretizations of the fourth order biharmonic problem by rectangular conforming Bogner-Fox-Schmidt elements and nonconforming Adini elements and has derived optimal estimates for the condition numbers of the preconditioned linear systems. In this paper we generalize the results from Oswald to the construction of BPX and Multilevel Diagonal Scaling (MDS-BPX) preconditioners for the elast
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34

Benner, P., A. J. Laub, and V. Mehrmann. "A collection of benchmark examples for the numerical solution of algebraic Riccati equations I: Continuous-time case." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800758.

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A collection of benchmark examples is presented for the numerical solution of continuous-time algebraic Riccati equations. This collection may serve for testing purposes in the construction of new numerical methods, but may also be used as a reference set for the comparison of methods.
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Benner, P., A. J. Laub, and V. Mehrmann. "A collection of benchmark examples for the numerical solution of algebraic Riccati equations II: Discrete-time case." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800765.

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This is the second part of a collection of benchmark examples for the numerical solution of algebraic Riccati equations. After presenting examples for the continuous-time case in Part I, our concern in this paper is discrete-time algebraic Riccati equations. This collection may serve for testing purposes in the construction of new numerical methods, but may also be used as a reference set for the comparison of methods.
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36

Penzl, T. "Numerical solution of generalized Lyapunov equations." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800893.

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Two efficient methods for solving generalized Lyapunov equations and their implementations in FORTRAN 77 are presented. The first one is a generalization of the Bartels--Stewart method and the second is an extension of Hammarling's method to generalized Lyapunov equations. Our LAPACK based subroutines are implemented in a quite flexible way. They can handle the transposed equations and provide scaling to avoid overflow in the solution. Moreover, the Bartels--Stewart subroutine offers the optional estimation of the separation and the reciprocal condition number. A brief description of both alg
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37

Kunkel, Peter, and Volker Mehrmann. "Analysis und Numerik linearer differentiell-algebraischer Gleichungen." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800633.

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In Analysis and Numerik differential-algebraischer Gleichungen P. Kunkel and V. Mehrmann give a survey of relevant conditions for consistent systems, for existence and uniqueness of solutions, and touch numerical procedures for obtaining the solutions.
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38

He, C., and V. Mehrmann. "Stabilization of large linear systems." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800595.

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We discuss numerical methods for the stabilization of large linear multi-input control systems of the form x=Ax + Bu via a feedback of the form u=Fx. The method discussed in this paper is a stabilization algorithm that is based on subspace splitting. This splitting is done via the matrix sign-function method. Then a projection into the unstable subspace is performed followed by a stabilization technique via the solution of an appropriate algebraic Riccati equation. There are several possibilities to deal with the freedom in the choice of the feedback as well as in the cost functional used in
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39

Hörmann, Wolfgang. "A Note on the Performance of the "Ahrens Algorithm"." Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, 2001. http://epub.wu.ac.at/1698/1/document.pdf.

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This short note discusses performance bounds for "Ahrens" algorithm, that can generate random variates from continuous distributions with monotonically decreasing density. This rejection algorithms uses constant hat-functions and constant squeezes over many small intervals. The choice of these intervals is important. Ahrens has demonstrated that the equal area rule that uses strips of constant area leads to a very simple algorithm. We present bounds on the rejection constant of this algorithm depending only on the number of intervals. (author's abstract)<br>Series: Preprint Series / Department
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40

Leydold, Josef. "Automatic Sampling with the Ratio-of-uniforms Method." Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, 1999. http://epub.wu.ac.at/84/1/document.pdf.

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Applying the ratio-of-uniforms method for generating random variates results in very efficient, fast and easy to implement algorithms. However parameters for every particular type of density must be precalculated analytically. In this paper we show, that the ratio-of-uniforms method is also useful for the design of a black-box algorithm suitable for a large class of distributions, including all with log-concave densities. Using polygonal envelopes and squeezes results in an algorithm that is extremely fast. In opposition to any other ratio-of-uniforms algorithm the expected number of uniform r
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41

Hench, J. J., C. He, V. Kučera, and V. Mehrmann. "Dampening controllers via a Riccati equation approach." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800720.

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An algorithm is presented which computes a state feedback for a standard linear system which not only stabilizes, but also dampens the closed-loop system dynamics. In other words, a feedback gain vector is computed such that the eigenvalues of the closed-loop state matrix are within the region of the left half-plane where the magnitude of the real part of each eigenvalue is greater than the imaginary part. This may be accomplished by solving one periodic algebraic Riccati equation and one degenerate Riccati equation. The solution to these equations are computed using numerically robust algorit
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42

Leydold, Josef. "A Note on Transformed Density Rejection." Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, 1999. http://epub.wu.ac.at/1686/1/document.pdf.

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In this paper we describe a version of transformed density rejection that requires less uniform random numbers. Random variates below the squeeze are generated by inversion. For the expensive part between squeeze and density an algorithm that uses a coverering with triangles is introduced. (author's abstract)<br>Series: Preprint Series / Department of Applied Statistics and Data Processing
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43

Leydold, Josef. "A Simple Universal Generator for Continuous and Discrete Univariate T-concave Distributions." Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, 2000. http://epub.wu.ac.at/1756/1/document.pdf.

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We use inequalities to design short universal algorithms that can be used to generate random variates from large classes of univariate continuous or discrete distributions (including all log-concave distributions). The expected time is uniformly bounded over all these distributions. The algorithms can be implemented in a few lines of high level language code. In opposition to other black-box algorithms hardly any setup step is required and thus it is superior in the changing parameter case. (author's abstract)<br>Series: Preprint Series / Department of Applied Statistics and Data Processing
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44

Leydold, Josef. "Short Universal Generators Via Generalized Ratio-of-Uniforms Method." Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, 2000. http://epub.wu.ac.at/348/1/document.pdf.

Full text
Abstract:
We use inequalities to design short universal algorithms that can be used to generate random variates from large classes of univariate continuous or discrete distributions (including all log-concave distributions). The expected time is uniformly bounded over all these distributions for a particular generator. The algorithms can be implemented in a few lines of high level language code. (author's abstract)<br>Series: Preprint Series / Department of Applied Statistics and Data Processing
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