A modification of Newton's method to solve the Dirichlet problem for the equation Δu=f(x,u)

The Dirichlet problem for a weakly nonlinear equation u=f(x, u) is investigated. We use successive approximations constructed by modified Newton's scheme and apply the extremal properties of the solutions of the elliptic equation of the form u – c(x)u=F(x), where c(x) 0. Numerical solution of the resulting sequence of linear boundary-value problems is considered.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 61, pp. 27–30, 1987.     

A new method to solve the damped nonlinear Klein-Gordon equation

This paper discusses a damped nonlinear Klein-Gordon equation in the reproducing kernel space and provides a new method for solving the damped nonlinear Klein-Gordon equation based on the reproducing kernel space.Two numerical examples are given for illustrating the feasibility and accuracy of the method.     

Symmetric modified AOR method to solve systems of linear equations

We propose a class of symmetric modified accelerated overrelaxation (SMAOR) methods for solving large sparse linear systems. The convergence region of the method has been investigated. Numerical examples indicate that the SMAOR method is better than other methods such as accelerated overrelaxation(AOR) and modified accelerated overrelaxation(MAOR) methods, since the spectral radius of iteration matrix in SMAOR method is less than that of the other methods. Also, we apply the method to solve a real boundary value problem.     

The “phase function” method to solve second-order asymptotically polynomial differential equations

The Liouville-Green (WKB) asymptotic theory is used along with the Bor?vka’s transformation theory, to obtain asymptotic approximations of “phase functions” for second-order linear differential equations, whose coefficients are asymptotically polynomial. An efficient numerical method to compute zeros of solutions or even the solutions themselves in such highly oscillatory problems is then derived. Numerical examples, where symbolic manipulations are also used, are provided to illustrate the performance of the method.     

Solving the bi-objective prize-collecting Steiner tree problem with the ϵ-constraint method

In this paper, we study the bi-objective prize-collecting Steiner tree problem, whose goal is to find a subtree that minimizes the edge costs for building that tree, and, at the same time, to maximize the collected node revenues. We propose to solve the problem using an ϵ-constraint algorithm. This is an iterative mixed-integer-programming framework that identifies one solution for every point on the Pareto front. In this framework, a branch-and-cut approach for the single-objective variant of the problem is enhanced with warm-start procedures that are used to (i) generate feasible solutions, (ii) generate violated cutting planes, and (iii) guide the branching process. Standard benchmark instances from the literature are used to assess the efficacy of our method.     

A new method of solving the coefficient inverse problem

This paper is concerned with the new method for solving the coefficient inverse problem in the reproducing kernel space. It is different from the previous studies. This method gives accurate results and shows that it is valid by the numerical example.     

Using resource scarceness characteristics to solve the multi-mode resource-constrained project scheduling problem

In the past decades, resource parameters have been introduced in project scheduling literature to measure the scarceness of resources of a project instance. In this paper, we incorporate these resource scarceness parameters in the search process to solve the multi-mode resource constrained project scheduling problem, in which multiple execution modes are available for each activity in the project. Therefore, we propose a scatter search algorithm, which is executed with different improvement methods, each tailored to the specific characteristics of different renewable and nonrenewable resource scarceness values. Computational results prove the effectiveness of the improvement methods and reveal that the procedure is among the best performing competitive algorithms in the open literature.     

Overlapping restricted additive Schwarz method applied to the linear complementarity problem with?an?H-matrix

In this paper, a restricted additive Schwarz method is introduced for solving the linear complementarity problem that involves an H ₊-matrix. We show that the sequence generated by the restricted additive Schwarz method converges to the unique solution of the problem without any restriction on the initial point. Moreover, the comparison theorem is given between different versions of the restricted additive Schwarz method by using the weighted max-norm. We also show that the restricted additive Schwarz method is much better than the corresponding additive Schwarz variants in terms of the iteration number and the execution time.     

A finitely convergent “row-action” method for the convex feasibility problem

We present a modification of the Cyclic Subgradient Projection (CSP) method by Censor and Lent, which solves the convex feasibility problem in a finite number of steps when a Slater type condition holds, while preserving its row-action properties. A linear rate of convergence for the CSP method is established assuming the same hypothesis.Research partially supported by CNPq, under Grant No. 301699/81.     

A non-standard finite difference method to solve a model of HIV–Malaria co-infection

In this paper, we design and analyse a non-standard finite difference numerical scheme for the numerical solution of the HIV–malaria co-infection model with a distributed delay representing the incubation period of malaria parasite in the mosquitoes vector. To come up with the efficient numerical method for the full co-infection model, we study a number of qualitative properties of sub-models and then use the information while designing the numerical methods for these sub-models. One of the salient features of these methods is that they preserve positivity of the solution which is very essential while studying epidemiological models. We also present numerical simulations to confirm the theoretical findings.     

Use of the Bogoliubov method of compensating “dangerous” diagrams to investigate magnetic superconductors

The gauge model in superconductivity theory describes a multiparticle dynamic system in a constant external field of the vector (electromagnetic) potential. The Hamiltonian of this dynamic system models a superconducting antiferromagnet and contains electron-boson interactions of the second (Fröhlich Hamiltonian) and fourth (exchange interaction)_orders in the electron operators. This Hamiltonian accounts for the interaction of the magnetic moments of the conductance electrons. The bosonic spectrum of the system consists of normal modes of the coupled phonon-magnon oscillations. We obtain a system of equations describing a simultaneous compensation of the “dangerous” diagrams (those leading to energy divergence in the perturbation theory) corresponding to the creation of two (bivertex) or four (tetravertex) electron excitations from the vacuum. We find a solution of this system of equations corresponding to the superconducting state.     

Tensor approach to the problem of averaging differential equations with δ-correlated random coefficients

Linear ordinary differential equations with δ-correlated random coefficients are considered. We introduce the notion of linearizing tensor and use this notion to construct an algorithm for deriving differential equations for higher-order statistical moments of the solution of arbitrary positive integer orders.     

How to use the method of the improvising differentiation?

<正>We know the Substitution Rule,which is based on the following identity in differentiation.∫f(g(x))g′(x)dx=∫f(u)du(where u=g(x)).Now,we'll talk about how to use the method of the improvising differentiation,and give some examples by using basic     

How to use the method of the improvising differentiation？

We know the Substitution Rule, which is based on the following identity in differentiation.∫f（g（x））g＇（x）dx=∫（u）du（where u= g（x）） . Now, we＇ll talk about how to use the method of the improvising differentiation, and give some examples by using basic integration formulas, such as,∫（1/x）dx=1n｜x｜＋C called the Log Rule for integration,∫e^x dx=e^x＋C called the Exponential Rule.     

On the discovery of the “good Broyden” method

This short note traces the events that led to the unsymmetric rank one formula known as the “good Broyden” update [5, 6], which is widely used within derivative-free mathematical software for solving a system of nonlinear equations. Received: February 5, 2000 / Accepted: February 19, 2000?Published online March 15, 2000     

On the inverse problem relative to dynamics of the ω function

Let P be the set of prime numbers and P (n) denote the largest prime factor of integer n > 1. Write C3 = {p1p2p3 : pi ∈ P (i = 1, 2, 3), pi = pj (i = j)}, B3 = {p1p2p3 : pi ∈ P (i = 1, 2, 3), p1 = p2 or p1 = p3 or p2 = p3, but not p1 = p2 = p3}. For n = p1p2p3 ∈ C3 ∪ B3, we define the w function by ω(n) = P (p1 + p2)P (p1 + p3)P (p2 + p3). If there is m ∈ S - C3 ∪ B3 such that ω(m) = n, then we call m S-parent of n. We shall prove that there are infinitely many elements of C3 which have enough C3-parents an...