Termination criteria for inexact fixed‐point schemes

We analyze inexact fixed‐point iterations where the generating function contains an inexact solve of an equation system to answer the question of how tolerances for the inner solves influence the iteration error of the outer fixed‐point iteration. Important applications are the Picard iteration and partitioned fluid‐structure interaction. For the analysis, the iteration is modeled as a perturbed fixed‐point iteration, and existing analysis is extended to the nested case x = F ( S ( x )). We prove that if the iteration converges, it converges to the exact solution irrespective of the tolerance in the inner systems, provided that a nonstandard relative termination criterion is employed, whereas standard relative and absolute criteria do not have this property. Numerical results demonstrate the effectiveness of the approach with the nonstandard termination criterion. Copyright © 2015 John Wiley & Sons, Ltd.     

PICARD ITERATION FOR NONSMOOTH EQUATIONS

1. IntroductionConsider the following nonsmooth equationsF(x) = 0 (l)where F: R" - R" is LipsChitz continuous. A lot of work has been done and is bellg doneto deal with (1). It is basicly a genera1ization of the cIassic Newton method [8,10,11,14],Newton-lthe methods[1,18] and quasiNewton methods [6,7]. As it is discussed in [7], the latter,quasiNewton methods, seem to be lindted when aPplied to nonsmooth caJse in that a boundof the deterioration of uPdating matrir can not be maintained w…     

On Picard iterations for strongly accretive and strongly pseudo-contractive Lipschitz mappings

In this note, we speed up the convergence of the Picard sequence of iterations for strongly accretive and strongly pseudo-contractive mappings. Our results improve the results of Chidume [C.E. Chidume, Picard iteration for strongly accretive and strongly pseudo-contractive Lipschitz maps, ICTP Preprint no. IC2000098; C.E. Chidume, Iterative Algorithms for Non-expansive Mappings and Some of Their Generalizations, in: Nonlinear Analysis and Applications: To V. Lakshmikantham on his 80th Birthday, vol. 1, 2, Kluwer Acad. Publ, Dordrecht, 2003, pp. 383–429], and Liu [L. Liu, Approximation of fixed points of a strictly pseudo-contractive mapping, Proc. Amer. Math. Soc. 125 (2) (1997) 1363–1366], and some other known results. The technique of the proof, presented in this paper, is different from the technique used by Chidume.     

Double Sobolev gradient preconditioning for nonlinear elliptic problems

A mixed variable formulation of a second‐order nonlinear diffusion problem leads to a finite element matrix in a product form. This form enables the efficient updating of the nonlinearity in a Picard type iteration method, in which the preconditioner involves twice a discrete Laplacian. The article gives a conditioning analysis of this method, based on analytic investigations in the corresponding Sobolev function space that reveal the behaviour of this preconditioning. The further generalization of the preconditioner can produce arbitrarily low condition numbers by proper subdivisions of Ω, while still no differentiability of the nonlinear diffusion coefficient is required. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

On smoothers for multigrid of the second kind

We study smoothers for the multigrid method of the second kind arising from Fredholm integral equations. Our model problems use nonlocal governing operators that enforce local boundary conditions. For discretization, we utilize the Nyström method with the trapezoidal rule. We find the eigenvalues of matrices associated to periodic, antiperiodic, and Dirichlet problems in terms of the nonlocality parameter and mesh size. Knowing explicitly the spectrum of the matrices enables us to analyze the behavior of smoothers. Although spectral analyses exist for finding effective smoothers for 1D elliptic model problems, to the best of our knowledge, a guiding spectral analysis is not available for smoothers of a multigrid of the second kind. We fill this gap in the literature. The Picard iteration has been the default smoother for a multigrid of the second kind. Jacobi‐like methods have not been considered as viable options. We propose two strategies. The first one focuses on the most oscillatory mode and aims to damp it effectively. For this choice, we show that weighted‐Jacobi relaxation is equivalent to the Picard iteration. The second strategy focuses on the set of oscillatory modes and aims to damp them as quickly as possible, simultaneously. Although the Picard iteration is an effective smoother for model nonlocal problems under consideration, we show that it is possible to find better than ones using the second strategy. We also shed some light on internal mechanism of the Picard iteration and provide an example where the Picard iteration cannot be used as a smoother.     

一致凸Banach空间非扩张映像具误差的Ishikawa迭代

研究一致凸 Banach空间中非扩张映像迭代序列的收敛问题 ,使用了基于 Ishikawa迭代的一种具误差的 Ishikawa迭代 ,证明了非扩张映像的具误差的 Ishikawa迭代收敛定理 .     

The Picard iteration and its application

The convergence behavior of the Picard iteration X_k+1=AX_k+B and the weighted case Y_k=X_k/b_k is investigated. It is shown that the convergence of both these iterations is related to the so-called effective spectrum of A with respect to some matrix. As an application of our convergence results we discuss the convergence behavior of a sequence of scaled triangular matrices {D^NT^N }.     

Solving differential equations using modified Picard iteration

Many classes of differential equation are shown to be open to solution through a method involving a combination of a direct integration approach with suitably modified Picard iterative procedures. The classes of differential equations considered include typical initial value, boundary value and eigenvalue problems arising in physics and engineering and include non-linear as well as linear differential equations. Examples involving partial as well as ordinary differential equations are presented. The method is easy to implement on a computer and the solutions so obtained are essentially power series. With its conceptual clarity (differential equations are integrated directly), its uniform methodology (the overall approach is the same in all cases) and its straightforward computer implementation (the integration and iteration procedures require only standard commercial software), the modified Picard methods offer obvious benefits for the teaching of differential equations as well as presenting a basic but flexible tool-kit for the solution process itself.     

一类弱非线性方程组的Picard-MHSS迭代方法

修正的Hermite/反Hermite分裂(MHSS)迭代方法是一类求解大型稀疏复对称线性代数方程组的无条件收敛的迭代算法.基于非线性代数方程组的特殊结构和性质,我们选取Picard迭代为外迭代方法,MHSS迭代作为内迭代方法,构造了求解大型稀疏弱非线性代数方程组的Picard-MHSS和非线性MHSS-like方法.这两类方法的优点是不需要在每次迭代时均精确计算和存储Jacobi矩阵,仅需要在迭代过程中求解两个常系数实对称正定子线性方程组.除此之外,在一定条件下,给出了两类方法的局部收敛性定理.数值结果证明了这两类方法是可行、有效和稳健的.     

Jacobi-Picard iteration method for the numerical solution of nonlinear initial value problems

In this paper, an effective numerical iterative method for solving nonlinear initial value problems (IVPs) is presented. The proposed iterative scheme, called the Jacobi-Picard iteration (JPI) method, is based on the Picard iteration technique, orthogonal shifted Jacobi polynomials, and shifted Jacobi-Gauss quadrature formula. In comparison with traditional methods, the JPI method uses an iterative formula for updating next step approximations and calculating integrals of the shifted Jacobi polynomials are performed via an exact relation. Also, a vector-matrix form of the JPI method is provided in details which reduce the CPU time. The performance of the presented method has been investigated by solving several nonlinear IVPs. Numerical results show the efficiency and the accuracy of the proposed iterative method.     

Solutions of singular IVPs of Lane–Emden type by the variational iteration method

In this paper, approximate-exact solutions of a class of Lane–Emden type singular IVPs problems, by the variational iteration method, are presented. The variational iteration method yields solutions in the forms of convergent series with easily calculable terms. The scheme is shown to be highly accurate, and in some cases, yields exact solutions in few iterations.     

模糊随机微分方程解的存在唯一性

将实数空间上的随机微分方程推广到模糊数空间,即为模糊随机微分方程.本文用Picard迭代的方法证明了其解的存在唯一性定理,推广了现有文献的结果,并且给出Picard迭代近似解误差的估计式.     

Approximation of common fixed points of weakly compatible pairs using the Jungck iteration

We show that the Jungck iteration scheme can be used to approximate the common fixed points of some weakly compatible pairs of generalized quasicontractive operators defined on metric spaces. The existence of coincidence points are also discussed for those pair of maps. The results are generalizations of well known results of the convergence of Picard iterations for single self maps of Banach spaces. In particular, the results improve, generalize and extend the recent results of Berinde [V. Berinde, A common fixed point theorem for compatible quasi contractive self mappings in metric spaces, Applied Mathematics and Computation 213 (2009) 348-354] and answers the open question posed in the paper.     

Nonlinear analysis on the vibration of elastic plates

We consider the vibration of elastic thin plates under certain reasonable assumptions. We derive the nonlinear equations for this model by the Hamilton Principle. Under the conditions on the hyperbolicity for the initial data, we establish the local time well-posedness for the initial and boundary value problem by Picard iteration scheme, and obtain the estimates for the solutions.     

Local well-posedness for the dispersion generalized periodic KdV equation

In this paper, we set up the local well-posedness of the initial value problem for the dispersion generalized periodic KdV equation: t_∂u+x_∂α|Dx|u=x_∂u², u(0)=φ for α>2, and φ∈Hs(T). And we show that the is a lower endpoint to obtain the bilinear estimates (1.2) and (1.3) which are the crucial steps to obtain the local well-posedness by Picard iteration. The case α=2 was studied in Kenig et al. (1996) [10].     

Transcendental lattices of some K 3‐surfaces

In a previous paper, [12], we described six families of K 3‐surfaces (over ?) with Picard‐number 19, and we identified surfaces with Picard‐number 20. In these notes we classify some of the surfaces by computing their transcendental lattices. Moreover, we show that the surfaces with Picard‐number 19 are birational to a Kummer surface which is the quotient of a non‐product type abelian surface by an involution. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Variational iteration method: Green’s functions and fixed point iterations perspective

The aim of this article is to demonstrate that the variational iteration method “VIM” is in many instances a version of fixed point iteration methods such as Picard’s scheme. In a wide range of problems, the correction functional resulting from the VIM can be interpreted and/or formulated from well-known fixed point strategies using Green’s functions. A number of examples are included to assert the validity of our claim. The test problems include first and higher order initial value problems.     

Inexact Inverse Iteration for Generalized Eigenvalue Problems

In this paper, we study an inexact inverse iteration with inner-outer iterations for solving the generalized eigenvalu problem Ax = Bx, and analyze how the accuracy in the inner iterations affects the convergence of the outer iterations. By considering a special stopping criterion depending on a threshold parameter, we show that the outer iteration converges linearly with the inner threshold parameter as the convergence rate. We also discuss the total amount of work and asymptotic equivalence between this stopping criterion and a more standard one. Numerical examples are given to illustrate the theoretical results.     

Majorizing kernels and stochastic cascades with applications to incompressible Navier-Stokes equations

A general method is developed to obtain conditions on initial data and forcing terms for the global existence of unique regular solutions to incompressible 3d Navier-Stokes equations. The basic idea generalizes a probabilistic approach introduced by LeJan and Sznitman (1997) to obtain weak solutions whose Fourier transform may be represented by an expected value of a stochastic cascade. A functional analytic framework is also developed which partially connects stochastic iterations and certain Picard iterates. Some local existence and uniqueness results are also obtained by contractive mapping conditions on the Picard iteration.

     

Analytic properties for holomorphic matrix-valued maps in ℂ<Superscript>2×2</Superscript>

In this paper, we investigate some analytic properties for a class of holomorphic matrixvalued functions. In particular, we give a Picard type theorem which depicts the characterization of Picard omitting value in these functions. We also study the relation between asymptotic values and Picard omitting values, and the relation between periodic orbits of the canonical extension on C^2×2 and Julia set of one dimensional complex dynamic system.