• 대한수학회논문집
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• 제33권2호
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• pp.677-693
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• 2018

In this work, we generalize a family of optimal eighth order weighted-Newton methods to Banach spaces and study its local convergence to approximate a locally-unique solution of a system of nonlinear equations. The convergence in this study is shown under hypotheses only on the first derivative. Our analysis avoids the usual Taylor expansions requiring higher order derivatives but uses generalized Lipschitz-type conditions only on the first derivative. Moreover, our new approach provides computable radius of convergence as well as error bounds on the distances involved and estimates on the uniqueness of the solution based on some functions appearing in these generalized conditions. Such estimates are not provided in the approaches using Taylor expansions of higher order derivatives which may not exist or may be very expensive or impossible to compute. The convergence order is computed using computational order of convergence or approximate computational order of convergence which do not require usage of higher derivatives. This technique can be applied to any iterative method using Taylor expansions involving high order derivatives. The study of the local convergence based on Lipschitz constants is important because it provides the degree of difficulty for choosing initial points. In this sense the applicability of the method is expanded. Finally, numerical examples are provided to verify the theoretical results and to show the convergence behavior.

• East Asian mathematical journal
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• 제34권5호
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• pp.601-614
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• 2018

In this paper, we introduce an extrapolated higher order characteristic finite element method to approximate solutions of nonlinear Sobolev equations with a convection term and we establish the higher order of convergence in the temporal and the spatial directions with respect to $L^2$ norm.

• Journal of the Korean Statistical Society
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• 제25권3호
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• pp.313-336
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• 1996

In this paper we consider weak convergence of some rescaled transi-tion probabilities of a real-valued, k-th order (k $\geq$ 1) stationary Markov chain. Under the assumption that the joint distribution of K + 1 consecutive variables belongs to the domain of attraction of a multivariate extreme value distribution, the paper gives a sufficient condition for the weak convergence and characterizes the limiting distribution via the multivariate extreme value distribution.

• East Asian mathematical journal
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• 제33권5호
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• pp.511-525
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• 2017

We introduce an extrapolated higher order characteristic finite element method to construct approximate solutions of a Sobolev equation with a convection term. The higher order of convergence in both the temporal direction and the spatial direction in $L^2$ normed space is established and some computational results to support our theoretical results are presented.

• 충청수학회지
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• 제37권1호
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• pp.27-40
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• 2024

In this paper, we consider the higher-order HartreeFock equations. The higher-order linear Schrödinger equation was introduced in [5] as the formal finite Taylor expansion of the pseudorelativistic linear Schrödinger equation. In [13], the authors established global-in-time Strichartz estimates for the linear higher-order equations which hold uniformly in the speed of light c ≥ 1 and as their applications they proved the convergence of higher-order Hartree-Fock equations to the corresponding pseudo-relativistic equation on arbitrary time interval as c goes to infinity when the Taylor expansion order is odd. To achieve this, they not only showed the existence of solutions in L² space but also proved that the solutions stay bounded uniformly in c. We address the remaining question on the convergence of higherorder Hartree-Fock equations when the Taylor expansion order is even. The distinguished feature from the odd case is that the group velocity of phase function would be vanishing when the size of frequency is comparable to c. Owing to this property, the kinetic energy of solutions is not coercive and only weaker Strichartz estimates compared to the odd case were obtained in [13]. Thus, we only manage to establish the existence of local solutions in H^s space for s > $\frac{1}{3}$ on a finite time interval [-T, T], however, the time interval does not depend on c and the solutions are bounded uniformly in c. In addition, we provide the convergence result of higher-order Hartree-Fock equations to the pseudo-relativistic equation with the same convergence rate as the odd case, which holds on [-T, T].

• 자연과학논문집
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• 제8권2호
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• pp.63-67
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• 1996

LVCMS나 LMF와 같이 고차의 통계에 근거한 적응 신호 알고리즘들은 입력신호에 꼬리가 두툼한 확률밀도를 같는 잡음이 섞여있는 경우 현저한 성능 저하를 보여준다. 일반적인 알고리즘 분석 방법에서는 순환식에서 2차 보다 큰 power를 갖는 항들을 모두 무시하기 때문에 정확한 알고리즘의 성능을 예측하지 못할 수도 있다. 이 논문에서는 새로운 분석방법을 통하여 무시된 항들의 영향이 무엇인가를 알아본다. 분석 결과 무시된 항들은 스텝 크기의 상한선에는 영향을 미치지 못하나 misadjustment를 증가시킬 수 있는 것으로 나타났다. 그러나 그 영향은 스텝 크기의 제곱에 비례하여 감소한다.

• Journal of applied mathematics & informatics
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• 제32권5_6호
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• pp.747-760
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• 2014

In this paper a higher order iterative algorithm is developed for an unconstrained multivariate optimization problem. Taylor expansion of matrix valued function is used to prove the cubic order convergence of the proposed algorithm. The methodology is supported with numerical and graphical illustration.

• 대한수학회지
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• 제33권3호
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• pp.495-505
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• 1996

Let $\Omega$ be a bounded domain in $R^d, d \geq 1$, with smooth boundary $\partial\Omega$, and let $0 < T < \infty$ be given.

• Journal of applied mathematics & informatics
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• 제36권3_4호
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• pp.257-270
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• 2018

An extrapolated Crank-Nicolson characteristic finite element method is introduced for approximate solutions of nonlinear Sobolev equations with a convection term. And we obtain the higher order of convergence for approximate solutions in the temporal and the spatial directions with respect to $L^2$ norm.

• 대한수학회보
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• 제54권4호
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• pp.1409-1419
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• 2017

We introduce an extrapolated Crank-Nicolson characteristic finite element method to approximate solutions of a convection dominated Sobolev equation. We obtain the higher order of convergence in both the spatial direction and the temporal direction in $L^2$ normed space for the extrapolated Crank-Nicolson characteristic finite element method.