• Journal of applied mathematics & informatics
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• v.30 no.3_4
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• pp.593-602
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• 2012

In this paper, we first introduce a special type of multisplitting method with different weighting scheme, and then we provide convergence results of multisplitting methods with different weighting schemes corresponding to both the AOR-like multisplitting and the SSOR-like multisplitting.

• Journal of applied mathematics & informatics
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• v.31 no.1_2
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• pp.263-276
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• 2013

We discuss the effects of the ${\delta}^2$ and Lubkin acceleration methods on the partial sums of Fourier Series. We construct continuous, even H$\ddot{o}$lder continuous functions, for which these acceleration methods fail to give convergence. The constructed functions include some interesting trigonometric series whose properties were investigated by Hardy and Littlewood.

• Communications for Statistical Applications and Methods
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• v.21 no.1
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• pp.81-91
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• 2014

This study derives the characteristic functions of (multivariate/generalized) t distributions without contour integration. We extended Hursts method (1995) to (multivariate/generalized) t distributions based on the principle of randomization and mixtures. The derivation methods are relatively straightforward and are appropriate for graduate level statistics theory courses.

• Proceedings of the Korean Society of Computational and Applied Mathematics Conference
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• 2003.09a
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• pp.5.1-5
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• 2003

In this paper, we study the convergence of relaxed multisplitting and relaxed nonstationary two-stage multisplitting methods associated with a multisplitting which is obtained from the ILU factorizations for solving a linear system whose coefficient matrix is an H-matrix. Also, parallel performance results of relaxed nonstaionary two-stage multisplitting method using ILU factorizations as inner splittings on the IBM p690 supercomputer are provided to analyze theoretical results.

• Journal of applied mathematics & informatics
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• v.4 no.2
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• pp.487-500
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• 1997

In this paper we introduce a multigrid method for solving the nonliear Urysohn integral equation. The algorithm is derived from a discrete resolvent equation which approximates the continuous resolvent equation of the nonlinear Urysohn integral equa-tion. The algorithm is mathematically equivalent to Atkinson's adap-tive twogrid iteration. But the two are different computationally. We show the convergence of the algorithm and its equivalence to Atkinson's adaptive twogrid iteration. in our numerical example we compare our algorithm to other multigrid methods for solving the nonliear Urysohn integral equation including the nonlinear multigrid nethod introduced by hackbush.

• Journal of applied mathematics & informatics
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• v.34 no.1_2
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• pp.85-94
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• 2016

In this paper, we first propose a fast one-parameter relaxation (FOPR) method with a scaled preconditioner for solving the saddle point problems, and then we present a formula for finding its optimal parameter. To evaluate the effectiveness of the proposed FOPR method with a scaled preconditioner, numerical experiments are provided by comparing its performance with the existing one or two parameter relaxation methods with optimal parameters such as the SOR-like, the GSOR and the GSSOR methods.

• Journal of applied mathematics & informatics
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• v.32 no.5_6
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• pp.567-584
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• 2014

In this paper, we consider approximation of eigenelements of a two dimensional compact integral operator with a smooth kernel by discrete collocation and iterated discrete collocation methods. By choosing numerical quadrature appropriately, we obtain convergence rates for gap between the spectral subspaces, and also we obtain superconvergence rates for eigenvalues and iterated eigenvectors. We then apply Richardson extrapolation to obtain further improved error bounds for the eigenvalues. Numerical examples are presented to illustrate theoretical estimates.

• Journal of applied mathematics & informatics
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• v.29 no.5_6
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• pp.1285-1293
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• 2011

We establishes the polynomial convergence of a new class of path-following methods for semidefinite linear complementarity problems (SDLCP) whose search directions belong to the class of directions introduced by Monteiro [9]. Namely, we show that the polynomial iteration-complexity bound of the well known algorithms for linear programming, namely the predictor-corrector algorithm of Mizuno and Ye, carry over to the context of SDLCP.

• Journal of applied mathematics & informatics
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• v.31 no.5_6
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• pp.733-745
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• 2013

In this paper, we first propose a new technique of the functional iterative methods VIM (Variational iteration method) and NHPM (New homotopy perturbation method) for solving two-point boundary value problems, and then we compare their numerical results with those of the finite difference method (FDM).

• Journal of applied mathematics & informatics
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• v.31 no.3_4
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• pp.499-511
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• 2013

In this article, Adomian decomposition method (ADM), variation iteration method(VIM) and homotopy analysis method (HAM) for solving integro-differential equation with singular kernel have been investigated. Also,we study the existence and uniqueness of solutions and the convergence of present methods. The accuracy of the proposed method are illustrated with solving some numerical examples.