• 제목/요약/키워드: a rate of convergence

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ON THE ORDER AND RATE OF CONVERGENCE FOR PSEUDO-SECANT-NEWTON'S METHOD LOCATING A SIMPLE REAL ZERO

  • Kim, Young Ik
    • 충청수학회지
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    • 제19권2호
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    • pp.133-139
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    • 2006
  • By combining the classical Newton's method with the pseudo-secant method, pseudo-secant-Newton's method is constructed and its order and rate of convergence are investigated. Given a function $f:\mathbb{R}{\rightarrow}\mathbb{R}$ that has a simple real zero ${\alpha}$ and is sufficiently smooth in a small neighborhood of ${\alpha}$, the convergence behavior is analyzed near ${\alpha}$ for pseudo-secant-Newton's method. The order of convergence is shown to be cubic and the rate of convergence is proven to be $\(\frac{f^{{\prime}{\prime}}(\alpha)}{2f^{\prime}(\alpha)}\)^2$. Numerical experiments show the validity of the theory presented here and are confirmed via high-precision programming in Mathematica.

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Optimal Convergence Rate of Empirical Bayes Tests for Uniform Distributions

  • Liang, Ta-Chen
    • Journal of the Korean Statistical Society
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    • 제31권1호
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    • pp.33-43
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    • 2002
  • The empirical Bayes linear loss two-action problem is studied. An empirical Bayes test $\delta$$_{n}$ $^{*}$ is proposed. It is shown that $\delta$$_{n}$ $^{*}$ is asymptotically optimal in the sense that its regret converges to zero at a rate $n^{-1}$ over a class of priors and the rate $n^{-1}$ is the optimal rate of convergence of empirical Bayes tests.sts.

Rate of Convergence in Inviscid Limit for 2D Navier-Stokes Equations with Navier Fricition Condition for Nonsmooth Initial Data

  • Kim, Namkwon
    • 통합자연과학논문집
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    • 제6권1호
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    • pp.53-56
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    • 2013
  • We are interested in the rate of convergence of solutions of 2D Navier-Stokes equations in a smooth bounded domain as the viscosity tends to zero under Navier friction condition. If the initial velocity is smooth enough($u{\in}W^{2,p}$, p>2), it is known that the rate of convergence is linearly propotional to the viscosity. Here, we consider the rate of convergence for nonsmooth velocity fields when the gradient of the corresponding solution of the Euler equations belongs to certain Orlicz spaces. As a corollary, if the initial vorticity is bounded and small enough, we obtain a sublinear rate of convergence.

분포 혼합비율의 모수추정을 위한 효율적인 알고리즘에 관한 연구 (A Study for Efficient EM Algorithms for Estimation of the Proportion of a Mixed Distribution)

  • 황강진;박경탁;유희경
    • 품질경영학회지
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    • 제30권4호
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    • pp.68-77
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    • 2002
  • EM algorithm has good convergence rate for numerical procedures which converges on very small step. In the case of proportion estimation in a mixed distribution which has very big incomplete data or of update of new data continuously, however, EM algorithm highly depends on a initial value with slow convergence ratio. There have been many studies to improve the convergence rate of EM algorithm in estimating the proportion parameter of a mixed data. Among them, dynamic EM algorithm by Hurray Jorgensen and Titterington algorithm by D. M. Titterington are proven to have better convergence rate than the standard EM algorithm, when a new data is continuously updated. In this paper we suggest dynamic EM algorithm and Titterington algorithm for the estimation of a mixed Poisson distribution and compare them in terms of convergence rate by using a simulation method.

ON EXACT CONVERGENCE RATE OF STRONG NUMERICAL SCHEMES FOR STOCHASTIC DIFFERENTIAL EQUATIONS

  • Nam, Dou-Gu
    • 대한수학회보
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    • 제44권1호
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    • pp.125-130
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    • 2007
  • We propose a simple and intuitive method to derive the exact convergence rate of global $L_{2}-norm$ error for strong numerical approximation of stochastic differential equations the result of which has been reported by Hofmann and $M{\"u}ller-Gronbach\;(2004)$. We conclude that any strong numerical scheme of order ${\gamma}\;>\;1/2$ has the same optimal convergence rate for this error. The method clearly reveals the structure of global $L_{2}-norm$ error and is similarly applicable for evaluating the convergence rate of global uniform approximations.

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

  • Kim, S.
    • 대한수학회지
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    • 제33권4호
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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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저심도 터널의 천단침하 및 내공변위의 초기변위속도와 최종변위의 관계 (Relations between Initial Displacement Rate and Final Displacement of Arch Settlement and Convergence of a Shallow Tunnel)

  • 김치환
    • 터널과지하공간
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    • 제23권2호
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    • pp.110-119
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    • 2013
  • 터널 시공 중 천단침하와 내공변위를 측정하는 것이 일반화되어 있다. 터널 시공 중 계측기를 설치한 후 첫 번째로 측정한 천단침하와 내공변위의 1일간 변위량을 각각 초기천단침하속도와 초기내공변위속도로 또 마지막으로 계측한 천단침하와 내공변위를 각각 최종천단침하와 최종내공변위로 정의하고 계측한 최종변위와 초기변위속도의 관계를 분석하였다. 이를 위한 분석용 자료는 서울지하철 906공구에서 터널 시공 중 계측한 것이다. 이 터널의 폭과 높이는 각각 약 11.5 m, 10 m이며 지표에서 터널천단까지의 깊이는 약 10-20 m의 저심도 터널이다. 또 터널이 시공된 지층은 풍화토 또는 풍화암으로 연약한 지반이다. 터널은 상하반으로 나누어 시공되었고 길이는 1,820 m이다. 이번 분석에 이용한 계측치는 터널 상하반 시공 중에 얻은 것으로 천단침하계측 결과가 184개, 내공변위계측 결과는 258개이다. 분석결과 풍화토의 터널에서 초기변위속도와 최종변위가 상대적으로 큰 경향이 있었다.

고랑인식 센서 모듈을 이용한 밭고랑 자율조향에 대한 연구 (A Study on Furrow Autonomous Steering using Furrow Recognition Sensor Module)

  • 조용준;박관형;윤해룡;홍형길;오장석;강민수;장선호;서갑호;이영태
    • 한국기계가공학회지
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    • 제21권9호
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    • pp.92-97
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    • 2022
  • In this paper, as a research on autonomous steering for agriculture, a sensor module for furrow recognition was developed through a low-cost distance sensor combination. The developed sensor module was applied to the vehicle, and when driving in a furrow curve, the autonomous steering success rate was 100% at a curvature of 20 m or more, and 70% at a curvature of 15 m or less. The self-steering success rate according to the ground condition showed a 100% success rate regardless of soil, weeds, or mulching film.

A Weighted Block-by-Block Decoding Algorithm for CPM-QC-LDPC Code Using Neural Network

  • Xu, Zuohong;Zhu, Jiang;Zhang, Zixuan;Cheng, Qian
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제12권8호
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    • pp.3749-3768
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    • 2018
  • As one of the most potential types of low-density parity-check (LDPC) codes, CPM-QC-LDPC code has considerable advantages but there still exist some limitations in practical application, for example, the existing decoding algorithm has a low convergence rate and a high decoding complexity. According to the structural property of this code, we propose a new method based on a CPM-RID decoding algorithm that decodes block-by-block with weights, which are obtained by neural network training. From the simulation results, we can conclude that our proposed method not only improves the bit error rate and frame error rate performance but also increases the convergence rate, when compared with the original CPM-RID decoding algorithm and scaled MSA algorithm.