@article{MartinVaqueroKleefeld2020, author = {Mart{\´i}n-Vaquero, J. and Kleefeld, Andreas}, title = {Solving nonlinear parabolic PDEs in several dimensions: Parallelized ESERK codes}, series = {Journal of Computational Physics}, journal = {Journal of Computational Physics}, number = {423}, publisher = {Elsevier}, address = {Amsterdam}, issn = {0021-9991}, doi = {10.1016/j.jcp.2020.109771}, year = {2020}, abstract = {There is a very large number of very important situations which can be modeled with nonlinear parabolic partial differential equations (PDEs) in several dimensions. In general, these PDEs can be solved by discretizing in the spatial variables and transforming them into huge systems of ordinary differential equations (ODEs), which are very stiff. Therefore, standard explicit methods require a large number of iterations to solve stiff problems. But implicit schemes are computationally very expensive when solving huge systems of nonlinear ODEs. Several families of Extrapolated Stabilized Explicit Runge-Kutta schemes (ESERK) with different order of accuracy (3 to 6) are derived and analyzed in this work. They are explicit methods, with stability regions extended, along the negative real semi-axis, quadratically with respect to the number of stages s, hence they can be considered to solve stiff problems much faster than traditional explicit schemes. Additionally, they allow the adaptation of the step length easily with a very small cost. Two new families of ESERK schemes (ESERK3 and ESERK6) are derived, and analyzed, in this work. Each family has more than 50 new schemes, with up to 84.000 stages in the case of ESERK6. For the first time, we also parallelized all these new variable step length and variable number of stages algorithms (ESERK3, ESERK4, ESERK5, and ESERK6). These parallelized strategies allow to decrease times significantly, as it is discussed and also shown numerically in two problems. Thus, the new codes provide very good results compared to other well-known ODE solvers. Finally, a new strategy is proposed to increase the efficiency of these schemes, and it is discussed the idea of combining ESERK families in one code, because typically, stiff problems have different zones and according to them and the requested tolerance the optimum order of convergence is different.}, language = {en} } @article{Gaigall2020, author = {Gaigall, Daniel}, title = {Rothman-Woodroofe symmetry test statistic revisited}, series = {Computational Statistics \& Data Analysis}, volume = {2020}, journal = {Computational Statistics \& Data Analysis}, number = {142}, publisher = {Elsevier}, address = {Amsterdam}, issn = {0167-9473}, doi = {10.1016/j.csda.2019.106837}, pages = {Artikel 106837}, year = {2020}, abstract = {The Rothman-Woodroofe symmetry test statistic is revisited on the basis of independent but not necessarily identically distributed random variables. The distribution-freeness if the underlying distributions are all symmetric and continuous is obtained. The results are applied for testing symmetry in a meta-analysis random effects model. The consistency of the procedure is discussed in this situation as well. A comparison with an alternative proposal from the literature is conducted via simulations. Real data are analyzed to demonstrate how the new approach works in practice.}, language = {en} } @article{Gaigall2020, author = {Gaigall, Daniel}, title = {Testing marginal homogeneity of a continuous bivariate distribution with possibly incomplete paired data}, series = {Metrika}, volume = {2020}, journal = {Metrika}, number = {83}, publisher = {Springer}, issn = {1435-926X}, doi = {10.1007/s00184-019-00742-5}, pages = {437 -- 465}, year = {2020}, abstract = {We discuss the testing problem of homogeneity of the marginal distributions of a continuous bivariate distribution based on a paired sample with possibly missing components (missing completely at random). Applying the well-known two-sample Cr{\´a}mer-von-Mises distance to the remaining data, we determine the limiting null distribution of our test statistic in this situation. It is seen that a new resampling approach is appropriate for the approximation of the unknown null distribution. We prove that the resulting test asymptotically reaches the significance level and is consistent. Properties of the test under local alternatives are pointed out as well. Simulations investigate the quality of the approximation and the power of the new approach in the finite sample case. As an illustration we apply the test to real data sets.}, language = {en} } @article{KleefeldPieronek2020, author = {Kleefeld, Andreas and Pieronek, J.}, title = {Elastic transmission eigenvalues and their computation via the method of fundamental solutions}, series = {Applicable Analysis}, volume = {100}, journal = {Applicable Analysis}, number = {16}, publisher = {Taylore \& Francis}, address = {London}, issn = {1563-504X}, doi = {10.1080/00036811.2020.1721473}, pages = {3445 -- 3462}, year = {2020}, abstract = {A stabilized version of the fundamental solution method to catch ill-conditioning effects is investigated with focus on the computation of complex-valued elastic interior transmission eigenvalues in two dimensions for homogeneous and isotropic media. Its algorithm can be implemented very shortly and adopts to many similar partial differential equation-based eigenproblems as long as the underlying fundamental solution function can be easily generated. We develop a corroborative approximation analysis which also implicates new basic results for transmission eigenfunctions and present some numerical examples which together prove successful feasibility of our eigenvalue recovery approach.}, language = {en} } @article{BreussKleefeld2020, author = {Breuß, Michael and Kleefeld, Andreas}, title = {Implicit monotone difference methods for scalar conservation laws with source terms}, series = {Acta Mathematica Vietnamica}, volume = {45}, journal = {Acta Mathematica Vietnamica}, publisher = {Springer Singapore}, address = {Singapore}, issn = {2315-4144}, doi = {10.1007/s40306-019-00354-1}, pages = {709 -- 738}, year = {2020}, abstract = {In this article, a concept of implicit methods for scalar conservation laws in one or more spatial dimensions allowing also for source terms of various types is presented. This material is a significant extension of previous work of the first author (Breuß SIAM J. Numer. Anal. 43(3), 970-986 2005). Implicit notions are developed that are centered around a monotonicity criterion. We demonstrate a connection between a numerical scheme and a discrete entropy inequality, which is based on a classical approach by Crandall and Majda. Additionally, three implicit methods are investigated using the developed notions. Next, we conduct a convergence proof which is not based on a classical compactness argument. Finally, the theoretical results are confirmed by various numerical tests.}, language = {en} } @article{Gaigall2020, author = {Gaigall, Daniel}, title = {Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data}, series = {Communications in Statistics - Theory and Methods}, volume = {51}, journal = {Communications in Statistics - Theory and Methods}, number = {12}, publisher = {Taylor \& Francis}, address = {London}, issn = {1532-415X}, doi = {10.1080/03610926.2020.1805767}, pages = {4006 -- 4028}, year = {2020}, abstract = {The established Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic is investigated for partly not identically distributed data. Surprisingly, it turns out that the statistic has the well-known distribution-free limiting null distribution of the classical criterion under standard regularity conditions. An application is testing goodness-of-fit for the regression function in a non parametric random effects meta-regression model, where the consistency is obtained as well. Simulations investigate size and power of the approach for small and moderate sample sizes. A real data example based on clinical trials illustrates how the test can be used in applications.}, language = {en} }