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1.
We develop a semi-discrete approximation framework for linear nonautonomous nonhomogeneous functional differential equations of retarded type. The approximation schemes are constructed and convergence results are obtained through the approximation of an associated abstract evolution operator. Computer implementation of the schemes is outlined and a spline-based method included in the framework is constructed. Extensions of the semi-discrete methods to schemes incorporating full discretization and difference equation approximation are also discussed. Numerical results for several examples demonstrating the feasibility of the schemes are presented.  相似文献   

2.
The construction of a class of three-point methods for solving nonlinear equations of the eighth order is presented. These methods are developed by combining fourth order methods from the class of optimal two-point methods and a modified Newton’s method in the third step, obtained by a suitable approximation of the first derivative based on interpolation by a nonlinear fraction. It is proved that the new three-step methods reach the eighth order of convergence using only four function evaluations, which supports the Kung-Traub conjecture on the optimal order of convergence. Numerical examples for the selected special cases of two-step methods are given to demonstrate very fast convergence and a high computational efficiency of the proposed multipoint methods. Some computational aspects and the comparison with existing methods are also included.  相似文献   

3.
This paper presents a parameterized Newton method using generalized Jacobians and a Broyden-like method for solving nonsmooth equations. The former ensures that the method is well-defined even when the generalized Jacobian is singular. The latter is constructed by using an approximation function which can be formed for nonsmooth equations arising from partial differential equations and nonlinear complementarity problems. The approximation function method generalizes the splitting function method for nonsmooth equations. Locally superlinear convergence results are proved for the two methods. Numerical examples are given to compare the two methods with some other methods.This work is supported by the Australian Research Council.  相似文献   

4.
The heterogeneous multiscale methods (HMM) is a general framework for the numerical approximation of multiscale problems. It is here developed for ordinary differential equations containing different time scales. Stability and convergence results for the proposed HMM methods are presented together with numerical tests. The analysis covers some existing methods and the new algorithms that are based on higher-order estimates of the effective force by kernels satisfying certain moment conditions and regularity properties. These new methods have superior computational complexity compared to traditional methods for stiff problems with oscillatory solutions.

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5.
In this paper we propose new numerical methods for linear Fredholm integral equations of the second kind with weakly singular kernels. The methods are developed by means of the Sinc approximation with smoothing transformations, which is an effective technique against the singularities of the equations. Numerical examples show that the methods achieve exponential convergence, and in this sense the methods improve conventional results where only polynomial convergence have been reported so far.  相似文献   

6.
Summary We study the connection between the pointwise approximation of the zero function by rational functions and iterative methods for the approximate solution of ill-posed linear equations. Results are presented on convergence, stability and saturation phenomena.Dedicated to Professor Dr. G. Hämmerlin on the occasion of his 60th birthday  相似文献   

7.
In this paper, a shifted Jacobi–Gauss collocation spectral algorithm is developed for solving numerically systems of high‐order linear retarded and advanced differential–difference equations with variable coefficients subject to mixed initial conditions. The spatial collocation approximation is based upon the use of shifted Jacobi–Gauss interpolation nodes as collocation nodes. The system of differential–difference equations is reduced to a system of algebraic equations in the unknown expansion coefficients of the sought‐for spectral approximations. The convergence is discussed graphically. The proposed method has an exponential convergence rate. The validity and effectiveness of the method are demonstrated by solving several numerical examples. Numerical examples are presented in the form of tables and graphs to make comparisons with the results obtained by other methods and with the exact solutions more easier. Copyright © 2015 John Wiley & Sons, Ltd.  相似文献   

8.
This survey article considers discrete approximations of an optimal control problem in which the controlled state equation is described by a general class of stochastic functional differential equations with a bounded memory. Specifically, three different approximation methods, namely (i) semidiscretization scheme; (ii) Markov chain approximation; and (iii) finite difference approximation, are investigated. The convergence results as well as error estimates are established for each of the approximation methods.  相似文献   

9.
An analysis of an approximation to the rotating shallow-water equations is presented. The approximation removes the fast waves without introducing secular terms and is valid for physical boundaries and prepared initial data. In particular, the shallow-water equations are decomposed into two equations describing the slow and fast dynamics. The basic idea is one of enslaving in which the fast part of the solution is expressed as a function of the slow part yielding an approximation to the slow dynamics. Existence and convergence theorems are given.  相似文献   

10.
Two families of zero-finding iterative methods for nonlinear equations are presented. We derive them solving an initial value problem using Adams-like multistep techniques. Namely, Adams methods have been used to solve the problem that consists in a differential equation in what appears the inverse function of the one which zero will be computed and the condition given by the value attained by it at the initial approximation. Performing this procedure several methods of different local orders of convergence have been obtained.  相似文献   

11.
Application of the Galerkin methods to the numerical analysis of the integro-differential electric field equation is justified. The convergence of the Galerkin methods is established for a class of equations with nonelliptic operators comprising the electric field equation. Theorems concerning the approximation of the elements belonging to a special Sobolev space by the basis Rao-Wilton-Glisson functions are proved. The rate of convergence is estimated.  相似文献   

12.
In this paper an approximation method based upon spline functions is developed for the eigenvalue problem associated with functional differential equations. Convergence results are established and the rate of convergence is investigated. Numerical results for cubic and quintic spline based methods are given. The paper concludes with a brief discussion of other possible approximation methods.  相似文献   

13.
The accuracy of standard boundary element methods for elliptic boundary value problems deteriorates if the boundary of the domain contains corners or if the boundary conditions change along the boundary. Here we first investigate the convergence behaviour of standard spline Galerkin approximation on quasi-uniform meshes for boundary integral equations on polygonal domains. It turns out, that the order of convergence depends on some constant describing the singular behaviour of solutions near corner points of the boundary. In order to recover the full order of convergence for the Galerkin approximation we propose the dual singular function method which is often used for improving the accuracy of finite element methods. The theoretical convergence results are confirmed and illustrated by a numerical example.  相似文献   

14.
Multi-term fractional differential equations have been used to simulate fractional-order control system. It has been demonstrated the necessity of the such controllers for the more efficient control of fractionalorder dynamical system. In this paper, the multi-term fractional ordinary differential equations are transferred into equivalent a system of equations. The existence and uniqueness of the new system are proved. A fractional order difference approximation is constructed by a decoupled technique and fractional-order numerical techniques. The consistence, convergence and stability of the numerical approximation are proved. Finally, some numerical results are presented to demonstrate that the numerical approximation is a computationally efficient method. The new method can be applied to solve the fractional-order control system.  相似文献   

15.
Two preconditioning techniques for solving difference equations arising in finite difference approximation of elliptic problems on cell-centered grids are studied. It is proven that the BEPS and the FAC preconditioners are spectrally equivalent to the corresponding finite difference schemes, including a nonsymmetric one, which is of higher-order accuracy. Numerical experiments that demonstrate the fast convergence of the preconditioned iterative methods (CG and GCG-LS in the nonsymmetric case) are presented.  相似文献   

16.
MULTILEVEL AUGMENTATION METHODS FOR SOLVING OPERATOR EQUATIONS   总被引:5,自引:0,他引:5  
We introduce multilevel augmentation methods for solving operator equations based on direct sum decompositions of the range space of the operator and the solution space of the operator equation and a matrix splitting scheme. We establish a general setting for the analysis of these methods, showing that the methods yield approximate solutions of the same convergence order as the best approximation from the subspace. These augmentation methods allow us to develop fast, accurate and stable nonconventional numerical algorithms for solving operator equations. In particular, for second kind equations, special splitting techniques are proposed to develop such algorithms. These algorithms are then applied to solve the linear systems resulting from matrix compression schemes using wavelet-like functions for solving Fredholm integral equations of the second kind. For this special case, a complete analysis for computational complexity and convergence order is presented. Numerical examples are included to demonstra  相似文献   

17.
This paper is devoted to the study of a third‐order Newton‐type method. The method is free of bilinear operators, which constitutes the main limitation of the classical third‐order iterative schemes. First, a global convergence theorem in the real case is presented. Second, a semilocal convergence theorem and some examples are analyzed, including quadratic equations and integral equations. Finally, an approximation using divided differences is proposed and used for the approximation of boundary‐value problems. Copyright © 2009 John Wiley & Sons, Ltd.  相似文献   

18.
In this paper some families of zero-finding iterative methods for nonlinear equations are presented. The key idea to derive them is to solve an initial value problem applying Runge-Kutta techniques. More explicitly, these methods are used to solve the problem that consists in a differential equation in what appears the inverse function of the one which zero will be computed and the condition given by the value attained by it at the initial approximation. Carrying out this procedure several families of different orders of local convergence are obtained. Furthermore, the efficiency of these families are computed and two new families using like-Newton’s methods that improve the most efficient one are also given.  相似文献   

19.
We discuss methods of approximating stable neutral functional differential equations and associated optimal control problems by sequences of optimal control problems for ordinary differential equations. By introducing a class of “mollified” neutral functional differential equations, convergence of the linear interpolating spline and the averaging approximation scheme is proved. A number of numerical examples are included.  相似文献   

20.
A convergence theorem for the continuous weak approximation of the solution of stochastic differential equations (SDEs) by general one-step methods is proved, which is an extension of a theorem due to Milstein. As an application, uniform second order conditions for a class of continuous stochastic Runge–Kutta methods containing the continuous extension of the second order stochastic Runge–Kutta scheme due to Platen are derived. Further, some coefficients for optimal continuous schemes applicable to Itô SDEs with respect to a multi–dimensional Wiener process are presented.  相似文献   

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