A periodically integrated (PI) time series process assumes that the stochastic trend can be removed using a seasonally varying differencing filter. In this paper the multi-step forecast error variances are derived for a quarterly PI time series when low-order periodic autoregressions adequately desc
Multi-time-step integration using nodal partitioning
โ Scribed by P. Smolinski; T. Belytschko; M. Neal
- Publisher
- John Wiley and Sons
- Year
- 1988
- Tongue
- English
- Weight
- 465 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0029-5981
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โฆ Synopsis
An algorithm is presented which integrates different groups of nodes of a finite element mesh with different time steps and different integrators. Since the nodal groups are updated independently no unsymmetric systems need be solved. Stability is demonstrated by showing that an energy norm of the solution decreases after every update if the time step is less than a given critical value. The element eigenvalue inequality theorem is used to give the critical time step in terms of element eigenvalues.
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