• Title/Summary/Keyword: strong approximation

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

  • Nam, Dou-Gu
    • Bulletin of the Korean Mathematical Society
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    • v.44 no.1
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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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    • v.2 no.3
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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
    • Communications of the Korean Mathematical Society
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    • v.29 no.4
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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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    • v.2 no.4
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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
    • The Pure and Applied Mathematics
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    • v.16 no.1
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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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    • v.31 no.3
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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.

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

  • 양영순;장범선;연윤석
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2000.04b
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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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    • v.28 no.1_2
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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.

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

  • Yoon, Young-Cheol
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.29 no.3
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    • pp.237-244
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    • 2016
  • This paper presents a nonlinear Moving Least Squares(MLS) difference method for material nonlinearity problem. The MLS difference method, which employs strong formulation involving the fast derivative approximation, discretizes governing partial differential equation based on a node model. However, the conventional MLS difference method cannot explicitly handle constitutive equation since it solves solid mechanics problems by using the Navier's equation that unifies unknowns into one variable, displacement. In this study, a double derivative approximation is devised to treat the constitutive equation of inelastic material in the framework of strong formulation; in fact, it manipulates the first order derivative approximation two times. The equilibrium equation described by the divergence of stress tensor is directly discretized and is linearized by the Newton method; as a result, an iterative procedure is developed to find convergent solution. Stresses and internal variables are calculated and updated by the return mapping algorithm. Effectiveness and stability of the iterative procedure is improved by using algorithmic tangent modulus. The consistency of the double derivative approximation was shown by the reproducing property test. Also, accuracy and stability of the procedure were verified by analyzing inelastic beam under incremental tensile loading.

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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    • v.27 no.1_2
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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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