• 제목/요약/키워드: optimal iterative methods

검색결과 91건 처리시간 0.024초

ACCELERATION OF ONE-PARAMETER RELAXATION METHODS FOR SINGULAR SADDLE POINT PROBLEMS

  • Yun, Jae Heon
    • 대한수학회지
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    • 제53권3호
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    • pp.691-707
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    • 2016
  • In this paper, we first introduce two one-parameter relaxation (OPR) iterative methods for solving singular saddle point problems whose semi-convergence rate can be accelerated by using scaled preconditioners. Next we present formulas for finding their optimal parameters which yield the best semi-convergence rate. Lastly, numerical experiments are provided to examine the efficiency of the OPR methods with scaled preconditioners by comparing their performance with the parameterized Uzawa method with optimal parameters.

A NEW OPTIMAL EIGHTH-ORDER FAMILY OF MULTIPLE ROOT FINDERS

  • Cebic, Dejan;Ralevic, Nebojsa M.
    • 대한수학회지
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    • 제59권6호
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    • pp.1067-1082
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    • 2022
  • This paper presents a new optimal three-step eighth-order family of iterative methods for finding multiple roots of nonlinear equations. Different from the all existing optimal methods of the eighth-order, the new iterative scheme is constructed using one function and three derivative evaluations per iteration, preserving the efficiency and optimality in the sense of Kung-Traub's conjecture. Theoretical results are verified through several standard numerical test examples. The basins of attraction for several polynomials are also given to illustrate the dynamical behaviour and the obtained results show better stability compared to the recently developed optimal methods.

ANALYSIS AND COMPUTATIONS OF OPTIMAL AND FEEDBACK CONTROL PROBLEMS FOR NAVIER-STOKES EQUATIONS

  • Lee, Hyung-Chun
    • 대한수학회지
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    • 제34권4호
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    • pp.841-857
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    • 1997
  • We present analysis and some computational methods for boundary optimal and feedback control problems for Navier-Stokes equations. We use one example to illustrate our methodology and ideas which are applicable to general control problems for Navier-Stokes equations. First, we discuss the existence of optimal solutions and derive an optimality system of equations from which an optimal solution may be computed. Then we present a gradient type iterative method. Finally, we present some numerical results.

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FAST MATRIX SPLITTING ITERATION METHOD FOR THE LINEAR SYSTEM FROM SPATIAL FRACTIONAL DIFFUSION EQUATIONS

  • LIANG, YUPENG;SHAO, XINHUI
    • Journal of applied mathematics & informatics
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    • 제38권5_6호
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    • pp.489-506
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    • 2020
  • The spatial fractional diffusion equation can be discretized by employing the implicit finite difference scheme using the shifted Grünwald formula. The discretized linear system is obtained, whose the coefficient matrix has a diagonal-plus-Toeplitz structure. In order to solve the diagonal-plus-Toeplitz linear system, on the basis of circulant and skew-circulant splitting (CSCS splitting), we construct a new and efficient iterative method, called DSCS iterative methods, which have two parameters. Than we prove the convergence of DSCS methods. As a focus, we derive the simple and effective values of two optimal parameters under some restrictions. Some numerical experiments are carried out to illustrate the validity and accuracy of the new methods.

반복 부호의 다치 변조방식 적용을 위한 최적의 비트 분리 방법 및 성능평가 (Optimal Bit Split Methods and Performance Analysis for Applying to Multilevel Modulation of Iterative Codes)

  • 배종태;정지원;최석순;김민혁;장대익
    • 한국통신학회논문지
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    • 제32권3C호
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    • pp.216-225
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    • 2007
  • 본 논문에서는 대표적인 반복 부호 알고리즘인 터보 부호, LDPC부호 TPC 등 세 가지 알고리즘에 대해 8PSK 이상의 다치 변조 방식 적용을 위해 수신단에서 비트 분리 방법을 제시한다. 수신된 I, Q 심볼만을 이용하여 세 비트 이상의 비트를 분리하기 위한 LLR 방식에 기초를 하여 LLR 방식의 단점인 복잡도를 개선하기 위해 Euclidean, MAX, Sector 방식을 제시하였으며, 세 가지 반복 부호에 대해 최적의 비트 분리 방법을 제시하였다.

SOME OPTIMAL METHODS WITH EIGHTH-ORDER CONVERGENCE FOR THE SOLUTION OF NONLINEAR EQUATIONS

  • Kim, Weonbae;Chun, Changbum
    • 충청수학회지
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    • 제29권4호
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    • pp.663-676
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    • 2016
  • In this paper we propose a new family of eighth order optimal methods for solving nonlinear equations by using weight function methods. The methods of the family require three function and one derivative evaluations per step and has order of convergence eight, and so they are optimal in the sense of Kung-Traub hypothesis. Precise analysis of convergence is given. Some members of the family are compared with several existing methods to show their performance and as a result to confirm that our methods are as competitive as compared to them.

ITERATIVE ALGORITHMS AND DOMAIN DECOMPOSITION METHODS IN PARTIAL DIFFERENTIAL EQUATIONS

  • Lee, Jun Yull
    • Korean Journal of Mathematics
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    • 제13권1호
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    • pp.113-122
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    • 2005
  • We consider the iterative schemes for the large sparse linear system to solve partial differential equations. Using spectral radius of iteration matrices, the optimal relaxation parameters and good parameters can be obtained. With those parameters we compare the effectiveness of the SOR and SSOR algorithms. Applying Crank-Nicolson approximation, we observe the error distribution according to domain decomposition. The number of processors due to domain decomposition affects time and error. Numerical experiments show that effectiveness of SOR and SSOR can be reversed as time size varies, which is not the usual case. Finally, these phenomena suggest conjectures about equilibrium time grid for SOR and SSOR.

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FAST ONE-PARAMETER RELAXATION METHOD WITH A SCALED PRECONDITIONER FOR SADDLE POINT PROBLEMS

  • OH, SEYOUNG;YUN, JAE HEON
    • Journal of applied mathematics & informatics
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    • 제34권1_2호
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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.

Optimal ρ acceleration parameter for the ADI iteration for the real three dimensional Helmholtz equation with nonnegative ω

  • Ma, Sangback
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제3권2호
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    • pp.1-4
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    • 1999
  • The Helmholtz equation is very important in physics and engineering. However, solution of the Helmholtz equation is in general known as a very difficult phenomenon. For if the ${\omega}$ is negative, the FDM discretized linear system becomes indefinite, whose solution by iterative method requires a very clever preconditioner. In this paper we assume that ${\omega}$ is nonnegative, and determine the optimal ${\rho}$ parameter for the three dimensional ADI iteration for the Helmholtz equation. The ADI(Alternating Direction Implicit) method is also getting new attentions due to the fact that it is very suitable to the vector/parallel computers, for example, as a preconditioner to the Krylov subspace methods. However, classical ADI was developed for two dimensions, and for three dimensions it is known that its convergence behaviour is quite different from that in two dimensions. So far, in three dimensions the so-called Douglas-Rachford form of ADI was developed. It is known to converge for a relatively wide range of ${\rho}$ values but its convergence is very slow. In this paper we determine the necessary conditions of the ${\rho}$ parameter for the convergence and optimal ${\rho}$ for the three dimensional ADI iteration of the Peaceman-Rachford form for the real Helmholtz equation with nonnegative ${\omega}$. Also, we conducted some experiments which is in close agreement with our theory. This straightforward extension of Peaceman-rachford ADI into three dimensions will be useful as an iterative solver itself or as a preconditioner to the the Krylov subspace methods, such as CG(Conjugate Gradient) method or GMRES(m).

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Elastodynamic analysis by a frequency-domain FEM-BEM iterative coupling procedure

  • Soares, Delfim Jr.;Goncalves, Kleber A.;de Faria Telles, Jose Claudio
    • Coupled systems mechanics
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    • 제4권3호
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    • pp.263-277
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    • 2015
  • This paper presents a coupled FEM-BEM strategy for the numerical analysis of elastodynamic problems where infinite-domain models and complex heterogeneous media are involved, rendering a configuration in which neither the Finite Element Method (FEM) nor the Boundary Element Method (BEM) is most appropriate for the numerical analysis. In this case, the coupling of these methodologies is recommended, allowing exploring their respective advantages. Here, frequency domain analyses are focused and an iterative FEM-BEM coupling technique is considered. In this iterative coupling, each sub-domain of the model is solved separately, and the variables at the common interfaces are iteratively updated, until convergence is achieved. A relaxation parameter is introduced into the coupling algorithm and an expression for its optimal value is deduced. The iterative FEM-BEM coupling technique allows independent discretizations to be efficiently employed for both finite and boundary element methods, without any requirement of matching nodes at the common interfaces. In addition, it leads to smaller and better-conditioned systems of equations (different solvers, suitable for each sub-domain, may be employed), which do not need to be treated (inverted, triangularized etc.) at each iterative step, providing an accurate and efficient methodology.