Seven dubious methods to mitigate stiffness in particle flow with non-zero diffusion for nonlinear filters, Bayesian decisions, and transport

Fred Daum; Jim Huang

doi:10.1117/12.2046814

13 June 2014 Seven dubious methods to mitigate stiffness in particle flow with non-zero diffusion for nonlinear filters, Bayesian decisions, and transport

Fred Daum, Jim Huang

Author Affiliations +

Proceedings Volume 9092, Signal and Data Processing of Small Targets 2014; 90920C (2014) https://doi.org/10.1117/12.2046814
Event: SPIE Defense + Security, 2014, Baltimore, MD, United States

Abstract

We explain why one of our favorite particle flows (method #18) requires special care for numerical integration. The root cause is stiffness of the flow. This can be mitigated with a small increase in computational complexity (a factor of three). There are many ways to do this, but some are much better than others. In particular, one can use a smaller step size for numerical integration, or use principal coordinates, or use a stiff ODE solver or an adaptive ODE solver or other methods. We show that the best methods are contrary to the standard advice given in textbooks.

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Fred Daum and Jim Huang "Seven dubious methods to mitigate stiffness in particle flow with non-zero diffusion for nonlinear filters, Bayesian decisions, and transport", Proc. SPIE 9092, Signal and Data Processing of Small Targets 2014, 90920C (13 June 2014); https://doi.org/10.1117/12.2046814

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