Going forth and back in time: a fast and parsimonious algorithm for mixed initial/final-value problems

Creators: Celani, Antonio; Cencini, Massimo; Noullez, Alain

Others:: Institut Non Linéaire de Nice Sophia-Antipolis (INLN) ; Université Nice Sophia Antipolis (1965 - 2019) (UNS) ; COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-Centre National de la Recherche Scientifique (CNRS); Laboratoire de Cosmologie, Astrophysique Stellaire & Solaire, de Planétologie et de Mécanique des Fluides (CASSIOPEE) ; Université Nice Sophia Antipolis (1965 - 2019) (UNS) ; COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-Institut national des sciences de l'Univers (INSU - CNRS)-Observatoire de la Côte d'Azur ; COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-Université Côte d'Azur (UCA)-Université Côte d'Azur (UCA)-Centre National de la Recherche Scientifique (CNRS); Dipartimento di Fisica, Center for Statistical Mechanics and Complexity ; Università degli Studi di Roma "La Sapienza" = Sapienza University [Rome] (UNIROMA)- Istituto Nazionale di Fisica Nucleare (INFN)

Description

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.

Abstract

12 pages, 4 figures

Going forth and back in time: a fast and parsimonious algorithm for mixed initial/final-value problems

Description

Abstract

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