• Title/Summary/Keyword: Convergence of Numerical Methods

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NUMERICAL METHODS SOLVING THE SEMI-EXPLICIT DIFFERENTIAL-ALGEBRAIC EQUATIONS BY IMPLICIT MULTISTEP FIXED STEP SIZE METHODS

  • Kulikov, G.Yu.
    • Journal of applied mathematics & informatics
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    • v.4 no.2
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    • pp.341-378
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    • 1997
  • We consider three classes of numerical methods for solv-ing the semi-explicit differential-algebraic equations of index 1 and higher. These methods use implicit multistep fixed stepsize methods and several iterative processes including simple iteration, full a2nd modified Newton iteration. For these methods we prove convergence theorems and derive error estimates. We consider different ways of choosing initial approximations for these iterative methods and in-vestigate their efficiency in theory and practice.

PERFORMANCE OF RICHARDSON EXTRAPOLATION ON SOME NUMERICAL METHODS FOR A SINGULARLY PERTURBED TURNING POINT PROBLEM WHOSE SOLUTION HAS BOUNDARY LAYERS

  • Munyakazi, Justin B.;Patidar, Kailash C.
    • Journal of the Korean Mathematical Society
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    • v.51 no.4
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    • pp.679-702
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    • 2014
  • Investigation of the numerical solution of singularly perturbed turning point problems dates back to late 1970s. However, due to the presence of layers, not many high order schemes could be developed to solve such problems. On the other hand, one could think of applying the convergence acceleration technique to improve the performance of existing numerical methods. However, that itself posed some challenges. To this end, we design and analyze a novel fitted operator finite difference method (FOFDM) to solve this type of problems. Then we develop a fitted mesh finite difference method (FMFDM). Our detailed convergence analysis shows that this FMFDM is robust with respect to the singular perturbation parameter. Then we investigate the effect of Richardson extrapolation on both of these methods. We observe that, the accuracy is improved in both cases whereas the rate of convergence depends on the particular scheme being used.

A KANTOROVICH-TYPE CONVERGENCE ANALYSIS FOR THE QUASI-GAUSS-NEWTON METHOD

  • Kim, S.
    • Journal of the Korean Mathematical Society
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    • v.33 no.4
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    • pp.865-878
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    • 1996
  • We consider numerical methods for finding a solution to a nonlinear system of algebraic equations $$ (1) f(x) = 0, $$ where the function $f : R^n \to R^n$ is ain $x \in R^n$. In [10], a quasi-Gauss-Newton method is proposed and shown the computational efficiency over SQRT algorithm by numerical experiments. The convergence rate of the method has not been proved theoretically. In this paper, we show theoretically that the iterate $x_k$ obtained from the quasi-Gauss-Newton method for the problem (1) actually converges to a root by Kantorovich-type convergence analysis. We also show the rate of convergence of the method is superlinear.

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A QUADRAPARAMETRIC FAMILY OF EIGHTH-ORDER ROOT-FINDING METHODS

  • Kim, Young Ik
    • Journal of the Chungcheong Mathematical Society
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    • v.27 no.1
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    • pp.133-143
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    • 2014
  • A new three-step quadraparametric family of eighth-order iterative methods free from second derivatives are proposed in this paper to find a simple root of a nonlinear equation. Convergence analysis as well as numerical experiments confirms the eighth-order convergence and asymptotic error constants.

HIGHER ORDER INTERVAL ITERATIVE METHODS FOR NONLINEAR EQUATIONS

  • Singh, Sukhjit;Gupta, D.K.
    • Journal of applied mathematics & informatics
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    • v.33 no.1_2
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    • pp.61-76
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    • 2015
  • In this paper, a fifth order extension of Potra's third order iterative method is proposed for solving nonlinear equations. A convergence theorem along with the error bounds is established. The method takes three functions and one derivative evaluations giving its efficiency index equals to 1.495. Some numerical examples are also solved and the results obtained are compared with some other existing fifth order methods. Next, the interval extension of both third and fifth order Potra's method are developed by using the concepts of interval analysis. Convergence analysis of these methods are discussed to establish their third and fifth orders respectively. A number of numerical examples are worked out using INTLAB in order to demonstrate the efficacy of the methods. The results of the proposed methods are compared with the results of the interval Newton method.

A Fourth-Order Accurate Numerical Boundary Scheme for the Planar Dielectric Interface: a 2-D TM Case

  • Hwang, Kyu-Pyung
    • Journal of electromagnetic engineering and science
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    • v.11 no.1
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    • pp.11-15
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    • 2011
  • Preserving high-order accuracy in high-order FDTD solutions across dielectric interfaces is very important for practical time-domain electromagnetic simulations. This paper presents a fourth-order accurate numerical boundary scheme for the planar dielectric interface to be used in the fourth-order FDTD method proposed earlier by the author. The interface scheme for the two-dimensional (2-D) transverse magnetic (TM) polarization case is derived and validated by monitoring the $L_2$ norm errors in the numerical solutions of a partially-filled cavity demonstrating its fourth-order convergence and long-time numerical stability in the presence of the planar dielectric interface.

ON THE CONVERGENCE AND APPLICATIONS OF NEWTON-LIKE METHODS FOR ANALYTIC OPERATORS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.10 no.1_2
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    • pp.41-50
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    • 2002
  • We provide local and semilocal theorems for the convergence of Newton-like methods to a locally unique solution of an equation in a Banach space. The analytic property of the operator involved replaces the usual domain condition for Newton-like methods. In the case of the local results we show that the radius of convergence can be enlarged. A numerical example is given to justify our claim . This observation is important and finds applications in steplength selection in predictor-corrector continuation procedures.

Numerical Analysis Methods for Heat Flow in Fire Compartment (화재실의 열유동 해석을 위한 수치 해석 방법)

  • Kim, Gwang-Seon;Son, Bong-Se
    • Fire Protection Technology
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    • s.16
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    • pp.20-23
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    • 1994
  • This article investigates the different numerical methods, which are widely used for purpose of simulating a fire compartment the particular numerical methods such as finite difference, finite element, control Volume, and finite analysis are discribed in order to understand basic concepts and their applications. The fire simulations using fferent methods for the different physical geometrics have been reported in many recent literatures The convergence rate, the accuracy, and the stability are no simply dependent upon the specific method, The study of popular nu-merical methods by being compared among those is therefore significant to understand the nu-merical simulation of fire compartment.

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NUMERICAL SOLUTION OF A GENERAL CAUCHY PROBLEM

  • El-Namoury, A.R.M.
    • Kyungpook Mathematical Journal
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    • v.28 no.2
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    • pp.177-183
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    • 1988
  • In this work, two numerical schemes arc proposed for solving a general form of Cauchy problem. Here, the problem, to be defined, consists of a system of Volterra integro-differential equations. Picard's and Seiddl'a methods of successive approximations are ued to obtain the approximate solution. The convergence of these approximations is established and the rate of convergence is estimated in every case.

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AFFINE INVARIANT LOCAL CONVERGENCE THEOREMS FOR INEXACT NEWTON-LIKE METHODS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.6 no.2
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    • pp.393-406
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    • 1999
  • Affine invariant sufficient conditions are given for two local convergence theorems involving inexact Newton-like methods. The first uses conditions on the first Frechet-derivative whereas the second theorem employs hypotheses on the second. Radius of con-vergence as well as rate of convergence results are derived. Results involving superlinear convergence and known to be true for inexact Newton methods are extended here. Moreover we show that under hypotheses on the second Frechet-derivation our radius of convergence results are derived. Results involving superlinear convergence and known to be true or inexact Newton methods are extended here. Moreover we show that under hypotheses on the second Frechet-derivative our radius of conver-gence is larger than the corresponding one in [10]. This allows a wider choice for the initial guess. A numerical example is also pro-vided to show that our radius of convergence is larger then the one in [10].