• 제목/요약/키워드: strong approximation

검색결과 125건 처리시간 0.02초

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 study on convergence and complexity of reproducing kernel collocation method

  • Hu, Hsin-Yun;Lai, Chiu-Kai;Chen, Jiun-Shyan
    • Interaction and multiscale mechanics
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    • 제2권3호
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    • pp.295-319
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    • 2009
  • In this work, we discuss a reproducing kernel collocation method (RKCM) for solving $2^{nd}$ order PDE based on strong formulation, where the reproducing kernel shape functions with compact support are used as approximation functions. The method based on strong form collocation avoids the domain integration, and leads to well-conditioned discrete system of equations. We investigate the convergence and the computational complexity for this proposed method. An important result obtained from the analysis is that the degree of basis in the reproducing kernel approximation has to be greater than one for the method to converge. Some numerical experiments are provided to validate the error analysis. The complexity of RKCM is also analyzed, and the complexity comparison with the weak formulation using reproducing kernel approximation is presented.

ASYMPTOTIC BEHAVIOR OF STRONG SOLUTIONS TO 2D g-NAVIER-STOKES EQUATIONS

  • Quyet, Dao Trong
    • 대한수학회논문집
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    • 제29권4호
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    • pp.505-518
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    • 2014
  • Considered here is the first initial boundary value problem for the two-dimensional g-Navier-Stokes equations in bounded domains. We first study the long-time behavior of strong solutions to the problem in term of the existence of a global attractor and global stability of a unique stationary solution. Then we study the long-time finite dimensional approximation of the strong solutions.

Radial basis collocation method for dynamic analysis of axially moving beams

  • Wang, Lihua;Chen, Jiun-Shyan;Hu, Hsin-Yun
    • Interaction and multiscale mechanics
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    • 제2권4호
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    • pp.333-352
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    • 2009
  • We introduce a radial basis collocation method to solve axially moving beam problems which involve $2^{nd}$ order differentiation in time and $4^{th}$ order differentiation in space. The discrete equation is constructed based on the strong form of the governing equation. The employment of multiquadrics radial basis function allows approximation of higher order derivatives in the strong form. Unlike the other approximation functions used in the meshfree methods, such as the moving least-squares approximation, $4^{th}$ order derivative of multiquadrics radial basis function is straightforward. We also show that the standard weighted boundary collocation approach for imposition of boundary conditions in static problems yields significant errors in the transient problems. This inaccuracy in dynamic problems can be corrected by a statically condensed semi-discrete equation resulting from an exact imposition of boundary conditions. The effectiveness of this approach is examined in the numerical examples.

CONVERGENCE THEOREMS ON VISCOSITY APPROXIMATION METHODS FOR FINITE NONEXPANSIVE MAPPINGS IN BANACH SPACES

  • Jung, Jong-Soo
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제16권1호
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    • pp.85-98
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    • 2009
  • Strong convergence theorems on viscosity approximation methods for finite nonexpansive mappings are established in Banach spaces. The main theorem generalize the corresponding result of Kim and Xu [10] to the viscosity approximation method for finite nonexpansive mappings in a reflexive Banach space having a uniformly Gateaux differentiable norm. Our results also improve the corresponding results of [7, 8, 19, 20].

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APPROXIMATION RESULTS OF A THREE STEP ITERATION METHOD IN BANACH SPACE

  • Omprakash Sahu;Amitabh Banerjee
    • Korean Journal of Mathematics
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    • 제31권3호
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    • pp.269-294
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    • 2023
  • The purpose of this paper is to introduce a new three-step iterative process and show that our iteration scheme is faster than other existing iteration schemes in the literature. We provide a numerical example supported by graphs and tables to validate our proofs. We also prove convergence and stability results for the approximation of fixed points of the contractive-like mapping in the framework of uniformly convex Banach space. In addition, we have established some weak and strong convergence theorems for nonexpansive mappings.

최적화에서의 근사모델 관리기법의 활용 (A Framework for Managing Approximation Models in place of Expensive Simulations in Optimization)

  • 양영순;장범선;연윤석
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2000년도 봄 학술발표회논문집
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    • pp.159-167
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    • 2000
  • In optimization problems, computationally intensive or expensive simulations hinder the use of standard optimization techniques because the computational expense is too heavy to implement them at each iteration of the optimization algorithm. Therefore, those expensive simulations are often replaced with approximation models which can be evaluated nearly free. However, because of the limited accuracy of the approximation models, it is practically impossible to find an exact optimal point of the original problem. Significant efforts have been made to overcome this problem. The approximation models are sequentially updated during the iterative optimization process such that interesting design points are included. The interesting points have a strong influence on making the approximation model capture an overall trend of the original function or improving the accuracy of the approximation in the vicinity of a minimizer. They are successively determined at each iteration by utilizing the predictive ability of the approximation model. This paper will focuses on those approaches and introduces various approximation methods.

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ON RELATIONSHIPS AMONG INTUITIONISTIC FUZZY APPROXIMATION OPERATORS, INTUITIONISTIC FUZZY TOPOLOGY AND INTUITIONISTIC FUZZY AUTOMATA

  • Tiwari, S.P.
    • Journal of applied mathematics & informatics
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    • 제28권1_2호
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    • pp.99-107
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    • 2010
  • This paper is a study about the relationships among topologies and intuitionistic fuzzy topology induced, respectively, by approximation operators and an intuitionistic fuzzy approximation operator associated with an approximation space (X, R), when the relation R on X is precisely reflexive and transitive. In particular, we consider an intuitionistic fuzzy approximation operator on an approximation space X (i.e., a set X with a reflexive and transitive relation on it), which turns out to be an intuitionistic fuzzy closure operator. This intuitionistic fuzzy closure operator gives rise to two saturated fuzzy topologies on X and it turns out that all the level topologies of one of the fuzzy topology coincide and equal to the topology analogously induced on X by a crisp approximation operator. These observations are then applied to intuitionistic fuzzy automata.

MLS차분법을 이용한 재료비선형 문제 해석 (Development of MLS Difference Method for Material Nonlinear Problem)

  • 윤영철
    • 한국전산구조공학회논문집
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    • 제29권3호
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    • pp.237-244
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    • 2016
  • 본 연구는 재료비선형 문제를 다루기 위한 비선형 MLS 차분법의 정식화 과정을 제시한다. MLS 차분법은 절점모델을 기반으로 고속 미분근사식을 활용하여 지배 미분방정식을 직접 이산화 하는데, 변수를 변위로 일원화한 Navier 방정식을 사용하여 탄성재료 문제를 다룬 기존의 MLS 차분법은 재료의 구성방정식을 별도로 고려할 수 없다. 본 연구에서는 비선형 재료의 구성방정식을 반영할 수 있는 강정식화를 위해 1차 미분근사를 반복 사용하는 겹미분근사를 고안했다. 응력의 발산으로 표현되는 평형방정식을 그대로 이산화하고 Newton 방법을 적용하여 반복계산을 통해 수렴해를 찾는 비선형 알고리즘을 제시했다. 응력 계산과 내부변수의 갱신은 return mapping 알고리즘을 활용하였고, 알고리즘 접선계수(algorithmic tangent modulus)의 적용을 통해 빠르고 안정적인 반복계산이 가능하도록 하였다. 재생성 시험을 통해 겹미분근사의 정당성을 검증했고, 비선형재료에 대한 인장문제의 해석을 통해 개발된 비선형 MLS 차분 알고리즘의 정확성과 안정성을 확인하였다.

STRONG CONVERGENCE THEOREMS BY VISCOSITY APPROXIMATION METHODS FOR ACCRETIVE MAPPINGS AND NONEXPANSIVE MAPPINGS

  • Chang, Shih-Sen;Lee, H.W. Joseph;Chan, Chi Kin
    • Journal of applied mathematics & informatics
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    • 제27권1_2호
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    • pp.59-68
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    • 2009
  • In this paper we present an iterative scheme for finding a common element of the set of zero points of accretive mappings and the set of fixed points of nonexpansive mappings in Banach spaces. By using viscosity approximation methods and under suitable conditions, some strong convergence theorems for approximating to this common elements are proved. The results presented in the paper improve and extend the corresponding results of Kim and Xu [Nonlinear Anal. TMA 61 (2005), 51-60], Xu [J. Math. Anal. Appl., 314 (2006), 631-643] and some others.

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