[2] Numerical Integral Method for Diffusion Modeling- A New Approach for VLSI Process Simul
算术平均牛顿法的英文

算术平均牛顿法的英文Arithmetic-Geometric Mean Newton's Method.The arithmetic-geometric mean (AGM) Newton's method is an iterative algorithm used in numerical analysis to approximate the solution of equations, particularly those involving transcendental functions. This method is avariant of the classical Newton's method, which uses the tangent line to the function at a given point to approximate the root of the function. The AGM Newton's method incorporates the arithmetic-geometric mean (AGM) iteration, which is itself a fast converging method for computing the square root of a number.Background on Newton's Method:Newton's method is based on the Taylor series expansion of a function. Given a function f(x) and its derivativef'(x), the method starts with an initial guess x0 and iteratively updates the approximation using the formula:x_{n+1} = x_n f(x_n) / f'(x_n)。
methods of numerical integration

methods of numerical integrationIntroductionNumerical integration is a process commonly used in mathematics and scientific computations to find the approximate value of a definite integral. Integrals are fundamental in calculus and often used to calculate areas, volumes, and probabilities. Numerical integration methodscome in handy when analytical solutions are either difficultor impossible to find. In this article, we will explore different numerical integration methods and their applications, step by step.Step 1: Riemann SumsRiemann sums use rectangles to approximate integrals. Suppose we need to find the integral of a function f(x) fromx = a to b. We divide the interval [a, b] into n subintervals, each of width Δx = (b - a) / n, and evaluate the function at the left or right endpoint of each subinterval. For instance, if we are using the left endpoint rule, we calculate Δx [ f(a) + f(a + Δx) + f(a + 2Δx) + ... + f(a + (n-1)Δx) ]In this way, we obtain a finite sum that approximatesthe integral. As n increases, the approximation improves, and we approach the exact value of the integral.Step 2: Trapezoidal RuleThe trapezoidal rule is another numerical integration method that uses trapezoids to approximate integrals. Again, we divide the interval [a, b] into n subintervals, but now we approximate f as a straight line within each subinterval. Thearea of each trapezoid is (Δx/2)[f(x_i) + f(xi+1)], where xi and xi+1 are the endpoints of the subinterval. The sum ofthese areas yields an approximation to the integral.Step 3: Simpson's RuleSimpson's rule is a more accurate numerical integration method that uses quadratic polynomials to approximate fwithin each subinterval. Suppose we divide [a, b] into aneven number of subintervals, n = 2m, where m is an integer. Then, for each subinterval [xi, xi+2], we can find aquadratic polynomial that passes through the endpoints andthe midpoint xi+1. The area under each parabolic arch is(Δx/6)[f(xi) + 4f(xi+1) + f(xi+2)]. Summing these areas overall the subintervals gives a more accurate approximation tothe integral than either Riemann sums or the trapezoidal rule.Step 4: Monte Carlo IntegrationMonte Carlo integration is a stochastic method that approximates integrals using random numbers. Suppose we wantto find the integral of a function f(x) over a domain D. We generate N random points (x,y) uniformly within D andcalculate what fraction of them fall below the graph of f.This fraction is roughly equal to the area below the graph divided by the area of D. Hence, the approximate value of the integral is the area of D times the fraction of points below the graph.ConclusionIn conclusion, numerical integration is an essentialtool for approximating integrals in mathematics andscientific computing. Riemann sums, the trapezoidal rule, Simpson's rule, and Monte Carlo methods are some of the most commonly used methods. The choice of the method depends onthe properties of the function, the interval, and the desiredlevel of accuracy. Numerical integration has countless applications in physics, engineering, economics, and other fields where integrals arise.。
数值分析高斯—勒让德积分公式

高斯—勒让德积分公式摘要:高斯—勒让德积分公式可以用较少节点数得到高精度的计算结果,是现在现实生活中经常运用到的数值积分法。
然而,当积分区间较大时,积分精度并不理想。
T he adva ntage of Gauss-Legendre integral formula is tend to get high-precision calculational result by using fewer Gauss-points, real life is now often applied numerical integration method. But the precision is not good when the length of integral interval is longer.关键字:积分计算,积分公式,高斯—勒让德积分公式,MATLABKeyword:Integral Calculation , Integral formula ,Gauss-Legendre integral formula, Matlab 引言:众所周知,微积分的两大部分是微分与积分。
微分实际上是求一函数的导数,而积分是已知一函数的导数,求这一函数。
所以,微分与积分互为逆运算。
实际上,积分还可以分为两部分。
第一种,是单纯的积分,也就是已知导数求原函数,称为不定积分。
相对而言,另一种就是定积分了,之所以称其为定积分,是因为它积分后得出的值是确定的,是一个数,而不是一个函数。
计算定积分的方法很多,而高斯—勒让德公式就是其中之一。
高斯积分法是精度最高的插值型数值积分,具有2n+1阶精度,并且高斯积分总是稳定。
而高斯求积系数,可以由Lagrange多项式插值系数进行积分得到。
高斯—勒让德求积公式是构造高精度差值积分的最好方法之一。
他是通过让节点和积分系数待定让函数f(x)以此取i=0,1,2....n次多项式使其尽可能多的能够精确成立来求出积分节点和积分系数。
A High-Order Domain Decomposition algorithm for the Heat Equation

then the sub-domain problems are solved in parallel by the√famous forth-order compact scheme.
The stability bound of the procedure is derived to be 1 +
1 2
(unk +2
−
unk )
=
r∆+
∆−
unk +
1 2
and unk+2 − 2unk+1 + unk = r∆+∆−(unk+1 − unk ).
From (??) and (??), there holds
1 2
(1
−
1 6r
)(unk +2
−
unk )
+
1 6r
(unk +1
−
unk )
domains are calculated by the classical explicit scheme, while interior values of sub-domains are
determined by the famous forth-order compact scheme. The stability and convergence for this
Denote
∆+unj
=
unj+1
− unj ,
∆−unj
=
unj
− unj−1
and
unj +
1 2
=
1 2
(unj +1
数模德尔菲法的英文名称

数模德尔菲法的英文名称《The Delphi Method in Numerical Modeling》The Delphi Method is a widely used research technique that is particularly valuable in the field of numerical modeling. This method involves obtaining input from a panel of experts to reach consensus on a particular topic or issue. The process typically involves multiple rounds of questionnaires and feedback, and is designed to distill the collective wisdom of the experts involved.In the context of numerical modeling, the Delphi Method can be a powerful tool for gathering insights from experts in various fields such as mathematics, computer science, and engineering. This input can be used to refine and improve the mathematical and computational models used to simulate complex systems and phenomena. By leveraging the knowledge and experience of a diverse group of experts, the Delphi Method can help ensure that the numerical models developed are accurate, reliable, and practical.The application of the Delphi Method in numerical modeling can lead to more robust and effective models, which in turn can have far-reaching implications in fields such as weather forecasting, structural engineering, and fluid dynamics. By leveraging the collective intelligence of a panel of experts, researchers and practitioners can gain valuable insights into the intricacies of the systems they are modeling, and develop more accurate and insightful predictions.In conclusion, the Delphi Method in numerical modeling holds great promise for improving the quality and reliability of mathematical and computational models. By harnessing the wisdom and expertise of a diverse group of experts, researchers and practitioners can develop more accurate and practical models that have the potential to revolutionize the way we understand and interact with the world around us.。
二分法,牛顿迭代法,matlab

二分法、牛頓迭代法求方程近似解在一些科學計算中常需要較為精確的數值解,本實驗基於matlab 給出常用的兩種解法。
本實驗是以解決一個方程解的問題說明兩種方法的精髓的。
具體之求解方程e^(-x)+x^2-2*x=0,精度e<10^-5;;程序文本文檔如下%%%%%%二分法求近似解cleardisp('二分法求方程的近似解')format longsyms xf=inline('exp(-x)+x^2-2*x');%原函數%通過[x,y]=fminbnd(f,x1,x2)求出極小值點和極小值,進而確定%區間端點,從而確定解區間矩陣CX=[];C=[0 1.16;1.16 2] ; %C(:,1)為解區間的左端點,C(:,2)為解區間右端點ss=length(C); %統計矩陣C的行數,即為方程解的個數for i=1:ssa=C(i,1);b=C(i,2);%f(a)>=0,f(b)<=0e1=b-a;%解一的精度e0=10^-5;%精度ya=f(a);while e1>=e0x0=1/2*(a+b);y0=f(x0);if y0*ya<=0b=x0;elsea=x0;ya=y0;ende1=b-a;endA=[a,b,e1];%解的區間和精度X=[X;A];%解與精度構成的矩陣endX%%%%%%%牛頓迭代法disp('牛頓迭代法解方程的近似解')clear %清空先前變量syms x %定義變量y=exp(-x)+x^2-2*x;%原函數f=inline(y);f1=diff(y); %一階導函數g=inline(f1);format long %由於數值的默認精度為小數點后四位,故需要定義長形X=[];C=[0 1.16;1.16 2] ; %C(:,1)為解區間的左端點,C(:,2)為解區間右端點ss=length(C); %統計矩陣C的行數,即為方程解的個數for i=1:ssa=C(i,1);b=C(i,2);%f(a)>=0,f(b)<=0e0=10^-5; %要求精度i=1; %迭代次數x0=(a+b)/2;A=[i,x0]; %迭代次數,根值的初始方程t=x0-f(x0)/g(x0); %%%%迭代函數while abs(t-x0)>=e0 %%迭代循環i=i+1;x0=t;A=[A;i,x0];t=x0-f(x0)/g(x0);endA ;B=A(i,:);%迭代次數及根值矩陣X=[X;B];endX運行結果如下如若使用matal內置函數fzero,得到如下結果由兩者求得的結果知,使用函數fzero求得的結果精度不夠。
A Numerical Method for Solution of Ordinary Differential Equations of Fractional Order

(6)
In the general case the Riemann-Liouville fractional derivatives do not commute
β α+β β α α (a Dt (a Dt y ))(t) = (a Dt )(t) = (a Dt (a Dt y ))(t) .
(7)
Extending our considerations, the integer operator commutes with the fractional operator
β α−β α (a Dt (a It y ))(t) = (a Dt )(t) ,
(9)
but they do not commute in the opposite way. We turn our attention to the composition rule in two following ways. First of all we found in literature [10,11] the fact, that authors neglect the general property of fractional derivatives given by eqn. (7). Regarding to solution of fractional differential equations we will apply above properties in the next sections.
α y )(t) = (a It
Numerical methods for nonlinear partial differential equations of fractional orde

29
The decomposition method has been used to obtain approximate solutions of a large class of linear or nonlinear differential equations [29,30]. Recently, the application of the method is extended for fractional differential equations [11–15,18]. The variational iteration method, which proposed by He [20–28], was successfully applied to autonomous ordinary and partial differential equations and other fields. Ji-Huan He [23] was the first to apply the variational iteration method to fractional differential equations. Recently Odibat and Momani [12] implemented the variational iteration method to solve nonlinear ordinary differential equations of fractional order. The objective of the present paper is to extend the application of the variational iteration method to provide approximate solutions for initial value problems of nonlinear partial differential equations of fractional order and to make comparison with that obtained by Adomian decomposition method. 2. Definitions For the concept of fractional derivative we will adopt Caputo’s definition which is a modification of the Riemann–Liouville definition and has the advantage of dealing properly with initial value problems in which the initial conditions are given in terms of the field variables and their integer order which is the case in most physical processes. Definition 2.1. A real function f(x), x > 0, is said to be in the space Cl, l 2 R if there exists a real number (m ) p(>l), such that f(x) = xpf1(x), where f1(x) 2 C[0, 1), and it is said to be in the space C m 2 C l, m 2 N . l iff f Definition 2.2. The Riemann–Liouville fractional integral operator of order a P 0, of a function f 2 Cl, l P À1, is defined as Z x 1 aÀ1 a J f ðxÞ ¼ ðx À tÞ f ðtÞdt; a > 0; x > 0 C ð aÞ 0 ð2:1Þ J 0 f ðxÞ ¼ f ðxÞ: Properties of the operator Ja can be found in [1,7,8], we mention only the following: For f 2 Cl, l P À1, a, b P 0 and c > À1: 1. JaJbf(x) = Ja+bf(x), 2. JaJbf(x) = JbJaf(x), ðc þ 1 Þ 3. J a xc ¼ CC xaþc : ðaþcþ1Þ The Riemann–Liouville derivative has certain disadvantages when trying to model real-world phenomena with fractional differential equations. Therefore, we shall introduce a modified fractional differential operator Da à proposed by Caputo in his work on the theory of viscoelasticity [2]. Definition 2.3. The fractional derivative of f(x) in the Caputo sense is defined as Da à f ðx Þ ¼J
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The local diffusivity Dij is defined as the function of the impurity concentration at the point of interested (xi, yj). The calculation of the local diffusivities includes the vacancy and interstitial effects as well as the builtin electrical field effect. An iterative scheme is proposed to calculate the impurity concentration based on the calculated local diffusivity. The local diffusivity is adjusted in terms of the calculated impurity concentration. The iteration stops when the difference between two consecutive values of the impurity concentration satisfies a given error tolerance. The error caused by the approximation of the weighting function is sufficiently small as long as the local diffusivities around any point do not change dramatically. This condition is valid in most practical cases in VLSI diffusion processes because the impurity profiles arc smooth curves and the changes of the diffusivities cannot be arbitrarily large. In the implementation, the error can be reduced by bounding the changes of the local diffusivities. There are several ways to compute the spatial domain integral numerically. To have an efficient integral calculation, the Gauss-Hermite formula is chosen with mirroring the initial profile properly on the negative half of the spatial region. For example, for a planar surface substrate, a spatial domain integral can be written as
T h e new m e t h o d gives potential for achieving very efficient diffusion simulation. T h e i m p l e m e n t a t i o n shows t h a t very large t i m e steps and coarse grids in numerical integration can be used to give sufficiently accurate results. T h e positions where the i m p u r i t y concentrations are calculated can be selected for the use in the interpolation to give the initial profile for the next diffusion. Since the i m p u r i t y concentrations a t grid points are calculated individually, the m e t h o d is naturally suited for parallel processing.
[2]
Numerical Integral Method for Diffusion Modeling - A New Approach for VLSI Process Simulation
Xiaowei Tian and Andrzej J. Strojwas Department of Electrical and Computer Engineering Carnegie Mellon University, P i t t s b u r g h , PA 15213 USA
C{xi,yj) = J J iWij)\t=Qf{x,y)dS + J ' j {CDijVWij - Wijg) • dLdl
(1)
where C is the impurity concentration, S is the spatial domain, T is the boundary of the spatial domain, f(x, y) is the initial profile, and g is the impurity flux across the boundary. On the left hand side of the equation is the impurity concentration to be calculated at a point (a;,-, yj), while on the right hand side is a spatial domain integral and a time domain integral of the impurity fluxes across the boundary. The local weighting function Wij is a solution of the adjoint diffusion equation with a local diffusivity Dij. For a nonlinear diffusion problem, this local weighting function is an approximate weighting function of the diffusion equation. For example, for a semi-infinite region, a local weighting function can be written as follows.
Finite difference or finite clement methods are traditional numerical techniques for solving partial differential equations in VLSI process simulation. Both of these approaches consume large CPU times due to fine spatial grids and small time steps required to achieve desired accuracy. In our opinion, the smooth impurity profiles in VLSI processes allow us to explore more numerically stable integral approaches to diffusion simulation. In this paper we propose a numerically efficient yet physically accurate approach which we call the numerical integral method. This method is an extension of the boundary integral methods[I] to solve linear and nonlinear diffusion problems with physically-based diffusivity models to account for concentration-dependent efi'ects, oxidizing ambients effect, co-diffusion, etc. In this method, a partial differential diffusion equation is first transformed to an integral form by using the weighted residual techniques with a local weighting function which is related to both time and spatial domains. For a two-dimensional diffusion problem, the following integral form of the diffusion equation is obtained,
OO rCXl M NBiblioteka / dx•~= -^0
VVi;h=o/(2;,2/)c/2/ = ^ X I ^ i . B , F ( a ; ^ . , 2 / , )
it=i ;=i
(3)
with F(x,y) defined as / ( x , —y) for y < 0, and f{x,y) for i/ > 0. Here Ak and Bi are weights, and Xk and yi are the positions variables. For the time domain integrals, the impurity concentration on the boundary is approximated by polynomials in the time domain, and then the numerical integration such as the Simpson's rule is used to evaluate the integrals. We have implemented the method for solving one- and two-dimoisional diffusion problems in a computer program and run the examples on a VAXstation GPX II. The models for calculating the local diffusivities and other parameters such as segregation coefficients used in the following examples arc the same as those in SUPREM III [2]. Examples 1 and 2 show the comparison of the one-dimensional simulation results between the proposed method and SUPREM III, and the execution times are shown in Table 1. The execution time for Example 3 is 52.47 seconds. Example 4 shows that the proposed method is able to handle a diffusion problem with a nonplanar surface structure. — 3 —