• 제목/요약/키워드: Convergence of Numerical Methods

검색결과 333건 처리시간 0.026초

ON A LOCAL CHARACTERIZATION OF SOME NEWTON-LIKE METHODS OF R-ORDER AT LEAST THREE UNDER WEAK CONDITIONS IN BANACH SPACES

  • Argyros, Ioannis K.;George, Santhosh
    • 충청수학회지
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    • 제28권4호
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    • pp.513-523
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    • 2015
  • We present a local convergence analysis of some Newton-like methods of R-order at least three in order to approximate a solution of a nonlinear equation in a Banach space. Our sufficient convergence conditions involve only hypotheses on the first and second $Fr{\acute{e}}chet$-derivative of the operator involved. These conditions are weaker that the corresponding ones given by Hernandez, Romero [10] and others [1], [4]-[9] requiring hypotheses up to the third $Fr{\acute{e}}chet$ derivative. Numerical examples are also provided in this study.

CONVERGENCE THEOREMS FOR NEWTON'S AND MODIFIED NEWTON'S METHODS

  • Argyros, Ioannis K.
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제16권4호
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    • pp.405-416
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    • 2009
  • In this study we are concerned with the problem of approximating a locally unique solution of an equation in a Banach space setting using Newton's and modified Newton's methods. We provide weaker convergence conditions for both methods than before [5]-[7]. Then, we combine Newton's with the modified Newton's method to approximate locally unique solutions of operator equations. Finer error estimates, a larger convergence domain, and a more precise information on the location of the solution are obtained under the same or weaker hypotheses than before [5]-[7]. The results obtained here improve our earlier ones reported in [4]. Numerical examples are also provided.

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RICHARDSON EXTRAPOLATION OF ITERATED DISCRETE COLLOCATION METHOD FOR EIGENVALUE PROBLEM OF A TWO DIMENSIONAL COMPACT INTEGRAL OPERATOR

  • Panigrahi, Bijaya Laxmi;Nelakanti, Gnaneshwar
    • Journal of applied mathematics & informatics
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    • 제32권5_6호
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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.

Generalized runge-kutta methods for dynamical systems

  • Yu, Dong-Won
    • 대한수학회보
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    • 제35권1호
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    • pp.157-172
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    • 1998
  • A numerical method is proposed for dynamical systems. We utilize the fact that special matrix exponentials can be exactly evaluated by the intrinsic library functions. Numerical examples are given, which show that the relative error s of the proposed method converge to a small constant and that the method faithfully approximates the dynamics of the nonlinear differential equations.

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Preconditioned Jacobian-free Newton-Krylov fully implicit high order WENO schemes and flux limiter methods for two-phase flow models

  • Zhou, Xiafeng;Zhong, Changming;Li, Zhongchun;Li, Fu
    • Nuclear Engineering and Technology
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    • 제54권1호
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    • pp.49-60
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    • 2022
  • Motivated by the high-resolution properties of high-order Weighted Essentially Non-Oscillatory (WENO) and flux limiter (FL) for steep-gradient problems and the robust convergence of Jacobian-free Newton-Krylov (JFNK) methods for nonlinear systems, the preconditioned JFNK fully implicit high-order WENO and FL schemes are proposed to solve the transient two-phase two-fluid models. Specially, the second-order fully-implicit BDF2 is used for the temporal operator and then the third-order WENO schemes and various flux limiters can be adopted to discrete the spatial operator. For the sake of the generalization of the finite-difference-based preconditioning acceleration methods and the excellent convergence to solve the complicated and various operational conditions, the random vector instead of the initial condition is skillfully chosen as the solving variables to obtain better sparsity pattern or more positions of non-zero elements in this paper. Finally, the WENO_JFNK and FL_JFNK codes are developed and then the two-phase steep-gradient problem, phase appearance/disappearance problem, U-tube problem and linear advection problem are tested to analyze the convergence, computational cost and efficiency in detailed. Numerical results show that WENO_JFNK and FL_JFNK can significantly reduce numerical diffusion and obtain better solutions than traditional methods. WENO_JFNK gives more stable and accurate solutions than FL_JFNK for the test problems and the proposed finite-difference-based preconditioning acceleration methods based on the random vector can significantly improve the convergence speed and efficiency.

저속 압축성 유동에서 예조건화 방법을 이용한 수렴성 증진에 대한 연구 (A Study on Convergence Enhancement Using Preconditioning Methods in Compressible Low Speed Flows)

  • 이재은;박수형;권장혁
    • 한국항공우주학회지
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    • 제33권8호
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    • pp.8-17
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    • 2005
  • 저속 압축성 유동에서 사용하는 예조건화 기법은 수렴성 증진에 효과적이다. 본 연구에서는 일반적인 오일러 지배 방정식과 각각 다르게 무차원화한 세 가지 종류의 예조건화 기법을 3차 공간 정확도의 MUSCL, DADI, 다중 격자, 국소 시간 전진 기법을 이용하여 2차원 비점성 bump 유동에 적용하였다. 결과적으로 국소 예조건화 기법에 전역 예조건화 기법의 압력 항 무차원화 방법을 적용하면, 마하수에 무관한 수렴 특성을 얻을 수 있다. 또한, 점근해석을 이용하여 각 예조건화 기법의 특성에 대해 언급하였다.

A Study on the Methods for Solving the Theodorsen Equation for Numerical Conformal Mapping

  • Song, Eun-Jee
    • Journal of information and communication convergence engineering
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    • 제10권1호
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    • pp.66-70
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    • 2012
  • Conformal mapping has been a familiar tool of science and engineering for generations. Determination of a conformal map from the unit disk onto the Jordan region is reduced to solving the Theodorsen equation, which is an integral equation for boundary correspondence functions. There are many methods for solving the Theodorsen equation. It is the goal of numerical conformal mapping to find methods that are at once fast, accurate, and reliable. In this paper, we analyze Niethammer’s solution based on successive over-relaxation (SOR) iteration and Wegmann’s solution based on Newton iteration, and compare them to determine which one is more effective. Through several numerical experiments with these two methods, we can see that Niethammer’s method is more effective than Wegmann’s when the degree of the problem is low and Wegmann’s method is more effective than Niethammer’s when the degree of the problem is high.

Numerical Iteration for Stationary Probabilities of Markov Chains

  • Na, Seongryong
    • Communications for Statistical Applications and Methods
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    • 제21권6호
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    • pp.513-520
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    • 2014
  • We study numerical methods to obtain the stationary probabilities of continuous-time Markov chains whose embedded chains are periodic. The power method is applied to the balance equations of the periodic embedded Markov chains. The power method can have the convergence speed of exponential rate that is ambiguous in its application to original continuous-time Markov chains since the embedded chains are discrete-time processes. An illustrative example is presented to investigate the numerical iteration of this paper. A numerical study shows that a rapid and stable solution for stationary probabilities can be achieved regardless of periodicity and initial conditions.

ON A GENERAL CLASS OF OPTIMAL FOURTH-ORDER MULTIPLE-ROOT FINDERS

  • Kim, Young Ik
    • 충청수학회지
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    • 제26권3호
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    • pp.657-669
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    • 2013
  • A general class of two-point optimal fourth-order methods is proposed for locating multiple roots of a nonlinear equation. We investigate convergence analysis and computational properties for the family. Special and simple cases are considered for real-life applications. Numerical experiments strongly verify the convergence behavior and the developed theory.