阻尼牛顿法迭代中病态问题趋于稳定的渐变(瞬变)过程分析

<正>1引言设映像F:DR~n→R~n,考虑非线性方程组F(x)=0,x∈DR~n,其中F(x)=(f_1(x),f_2(x),…,f_n(x))T,分量f_i(x):R~n→R(i=1,2,…,n)是连续可微实值函数.目前,非线性方程组求解的数值方法有牛顿法、同伦型法、单纯形法与胞腔排除法等[1]~[3]牛顿法是一种非常实用的计算方法,迭代公式如下x=x+p,(2)其中x为前次迭代近似,x为紧接着x后的迭代近似,p=-[F'(x)]~(-1)F(x)为牛顿修正,F'(x)为x处的雅可比矩阵.     

赋值法在抽象函数中的应用

我们把未给出具体解析式的函数称为抽象函数 .由于这种表现形式的抽象性 ,使得直接求解思路难寻 .解这类问题可以通过化抽象为具体的方法 ,即赋予恰当的数值或代数式 ,经过运算与推理 ,最后得出结论 .下面分类予以说明 .1　 判断函数的奇偶性例 1　若 f ( x + y) =f ( x) + f ( y)对于任意实数 x、y都成立 ,且 f( x)不恒等于零 ,判断函数 f ( x)的奇偶性 .解　在 f( x + y) =f ( x) + f ( y)中令x =y =0 ,得 f( 0 ) =0 .又在f ( x + y) =f( x) + f ( y)中令 y =- x,这样就有　 f ( x - x) =f ( x) + f( - x) ,即 f ( 0 ) =f ( x) + f ( - x)…     

用具体函数思考抽象性质

函数是中学数学的重要内容.没有给出具体解析式的函数,由于它将具体函数的性质高度抽象化,因此使不少同学望而生畏,束手无策.解这类题要求我们思维灵活,通过联想具体函数的有关性质,探索解题方法. 一、线性函数 例1 已知函数f(x)的定义域是R,对任意x1,x2∈R都有f(x1十x2)=f(x1) f(x2),且当x>0时,f(x)<0,f(1)=a,试判断在区间[-3,3]上,f(x)是否有最大值或最小值,如果有,求出最大值或最小值,如果没有,说明理由. 分析虽然求函数最值方法很多,但本题是函数的抽象,只能利用函数的单调性求解,由条件易联想教材中的函数f(x)=kx,进而证明f(x)在R上是递减求解.     

不动点的性质及应用

本文试图探索不动点问题的解题途径、规律和策略,权当对教材的补充.一、函数不动点的定义定义:对于函数f(x),若存在实数x0,满足f(x0)=x0,则称x0为f(x)的不动点.对此定义有两方面的理解(1)代数意义:若方程f(x)=x有实根x0,则y=f(x)有不动点x0.(2)几何意义:若函数y=f(x)与y=x有交点(x0,y0),则x0为y=f(x)的不动点.在实际问题中经常根据f(x)=x根据情况进行讨论,同时结合图形来求解有关不动点的问题.二、函数不动点的性质性质1:函数y=f(x)的反函数为y=f-1(x),-1不动点.证明:由f(x0)=x0,可得f-1(x0)=x0,所以x0是y=f-1(x)的不动点.性质2:定义在R的…     

例谈极值问题转化的策略

<正>函数y=f(x)在点x=a的函数值f(a)比它在点x=a附近其它点的函数值都大(都小),f′(a)=0,而且在点x=a附近的左侧f′(x)<0(f′(x)>0),右侧f′(x)>0(f′(x)<0),就把点a叫函数y=f(x)的极小值(极大值)点,f(a)叫函数y=f(x)的极小值(极大值).可见极值点a处一定有f′(a)=0,但是f′(a)=0的点a不一定为极值点.处理极值问题除了课本上常见的列表定义判断外,还有多     

求超越方程复根的圆等分点法

§1.问题的提出及基本定理 考虑下列超越方程: f(x)=0 (1)的求根问题。本文始终假定f(x)是p阶整函数,其中p是正整数。我们不要求x是实数时f(x)取实值,也不要求f(x)只有实零点。寻求方程(1)复根的问题,在理论上和应用上都是有意义的,因此引起了人们的兴趣。任给复数x_0,假定与x_0距离最近的根只有     

例析抽象函数题的解法

<正>函数作为历年高考的热点与难点,笔者对抽象函数的常见题型及其解法通过实例分析如下,供参考.题型1抽象函数的函数值求解问题例1对任意实数x、y均满足f(x+y2)=f(x)+3f2(y),且f(1)≠0,则f(2015)=分析本题求f(2015)的值,由于自变量较大,我们一般从递推关系或周期入手.     

关于求解y″=f（x,y）的高阶p—稳定嵌套的多步方法

0　引　　言最近二十年,关于数值求解二阶周期性常微分方程初值问题y"=f(x,y),y(x0)=y0,y′(x0)=y′0(1)引起了许多研究者的极大兴趣[3,4,10,13].这类方程经常出现在天体力学,波动方程理论等领域.直接数值求解这类问题的经典方法是Stormer-Cowell公式,但是正如文献Lam-bert[7]和Stiefel[11]所指出的,高于两步的Stormer-Cowell公式是数值不稳定的.方程y"=f(x,y)的解具有周期性,因而希望数值解应与解析解有相似的周期性.Lambert和Watson[7]为此引入了P-稳定概念,但随后一些研究者发现,具有P-稳定性质的线性多步法的最大阶是2.为了克服…     

如何理解函数的值域和函数值的范围

问题已知函数f(x)=x2+(a+1)x+1(x∈R). (Ⅰ)若函数f(x)的值域为[0,+∞),求实数a的取值范围. (Ⅱ)若函数f(x)的函数值f(x)∈[0,+∞),求实数a的取值范围.     

对于非线性等式约束的增广-罚函数的拟牛顿法

H.Yamashita在[1]中对非线性不等式约束问题: minf(x),s.t.g_i(x)≤0,i=1,…,m;x∈R~n (1.1)给出了增广?-罚函数的拟牛顿法,以克服Han的不可微罚函数拟牛顿法的不可做缺陷,并证明了如下结论: 若f,g连续可微,并满足如下条件:     

求解非线性方程重根的平方收敛迭代法

研究了具有重根的非线性方程的迭代方法,对基于动力系统的新牛顿类方法作了修改,改进方法仍保持了牛顿方法的二阶收敛性.数值实验结果验证了方法的有效性.     

具有参数平方收敛的线性插值迭代类

提出了一类具有参数平方收敛的求解非线性方程的线性插值迭代法,方法以Newton法和Steffensen法为其特例,并且给出了该类方法的最佳迭代参数.数值试验表明,选用最佳迭代参数或其近似值的新方法比Newton法和Steffensen方法更有效.     

求解方程的一类迭代公式

Using the forms of Newton iterative function, the iterative function of Newton's method to handle the problem of multiple roots and the Halley iterative function, we give a class of iterative formulae for solving equations in one variable in this paper and show that their convergence order is at least quadratic. At last we employ our methods to solve some non-linear equations and compare them with Newton's method and Halley's method. Numerical results show that our iteration schemes are convergent if we choose two suitable parametric functions λ(x) and μ(x). Therefore, our iteration schemes are feasible and effective.     

A Short Note on the Quasilinearization Method for Fractional Differential Equations

Recent literature shows that for certain classes of fractional differential equations the monotone iterative technique fails to guarantee the quadratic convergence of the quasilinearization method. The present work proves the quadratic convergence of the quasilinearization method and the existence and uniqueness of the solution of such a class of fractional differential equations. Our analysis depends upon the classical Kantorovich theorem on Newton's method. Various examples are discussed in order to illustrate our approach.     

PRECONDITIONING BLOCK LANCZOS ALGORITHM FOR SOLVING SYMMETRIC EIGENVALUE PROBLEMS

1. Introduction;The Lanczos process is an effective method [1, 2, 14, 21] for computing a feweigenValues and corresponding eigenvectors of a large sparse symmetric matrix A ERnxn. If it is practical to factor the matrix A -- PI for one or more values of p near thedesired eigenvalues, the Lanczos method can be used with the inverted operator andconvergence will be very rapid[5,10,22]. In practical applications, however, the matrixA is usually large and sparse, so factoring A is either impos…     

A parallel inexact newton method for stochastic programs with recourse

A parallel inexact Newton method with a line search is proposed for two-stage quadratic stochastic programs with recourse. A lattice rule is used for the numerical evaluation of multi-dimensional integrals, and a parallel iterative method is used to solve the quadratic programming subproblems. Although the objective only has a locally Lipschitz gradient, global convergence and local superlinear convergence of the method are established. Furthermore, the method provides an error estimate which does not require much extra computation. The performance of the method is illustrated on a CM5 parallel computer.This work was supported by the Australian Research Council and the numerical experiments were done on the Sydney Regional Centre for Parallel Computing CM5.     

二次四元数系统正定解的迭代法

二次四元数系统XAX?BX=P是离散型Lyapunov方程正定解反问题的推广形式.本文在四元数体上讨论它的正定解存在性及迭代求解方法.利用等价二次方程的系数矩阵的极大极小特征值,获得其正定解的存在区间,并针对系数矩阵的不同情况构建出三种收敛的迭代格式.同时根据每种迭代的特点,给出了迭代初始矩阵的选取方法.最后通过四元数矩阵复算子实现Matlab环境下求解.数值算例验证了所给方法的有效及可行性.     

An extension of Gander’s result for quadratic equations

In the study of iterative methods with high order of convergence, Gander provides a general expression for iterative methods with order of convergence at least three in the scalar case. Taking into account an extension of this result, we define a family of iterations in Banach spaces with R-order of convergence at least four for quadratic equations.     

A quasilinearization method for elliptic problems with a nonlinear boundary condition

We study a nonlinear elliptic second order problem with a nonlinear boundary condition. Assuming the existence of an ordered couple of a supersolution and a subsolution, we develop a quasilinearization method in order to construct an iterative scheme that converges to a solution. Furthermore, under an extra assumption we prove that the convergence is quadratic.     

On the local convergence of an iterative approach for inverse singular value problems

The purpose of this paper is to provide the convergence theory for the iterative approach given by M.T. Chu [Numerical methods for inverse singular value problems, SIAM J. Numer. Anal. 29 (1992), pp. 885–903] in the context of solving inverse singular value problems. We provide a detailed convergence analysis and show that the ultimate rate of convergence is quadratic in the root sense. Numerical results which confirm our theory are presented. It is still an open issue to prove that the method is Q-quadratic convergent as claimed by M.T. Chu.