Convergence rates of some iterative methods for nonsymmetric algebraic Riccati equations arising in transport theory

We determine and compare the convergence rates of various fixed-point iterations for finding the minimal positive solution of a class of nonsymmetric algebraic Riccati equations arising in transport theory.     

Convergence of two-dimensional Nyström discrete-ordinates in solving the linear transport equation

Summary In the discrete-ordinates approximation to the linear transport equation, the integration over the directional variable is replaced by a numerical quadrature rule involving a weighted sum over functional values at selected directions. The purpose of this paper is to show that the Nyström technique of defining the angular flux in directions other than the quadrature points, as outlined by P.M. Anselone and A. Gibbs and utilized by P. Nelson for anisotropically scattering slabs, produces an approximation scheme which is stable, consistent with, and convergent to the transport equation in two-dimensional geometry.     

Residual bounds of approximate solutions of the discrete-time algebraic Riccati equation

Let be a Hermitian matrix which approximates the unique Hermitian positive semi-definite solution to the discrete-time algebraic Riccati equation (DARE) where , is Hermitian positive definite, , the pair is stabilizable, and the pair is detectable. Assume that is nonsingular, and is stable. Let , and let be the residual of the DARE with respect to . Define the linear operator by The main result of this paper is: If where denotes any unitarily invariant norm, and then Received June 7, 1995 / Revised version received February 28, 1996     

New upper solution bounds of the discrete algebraic Riccati matrix equation

In this note, we present upper matrix bounds for the solution of the discrete algebraic Riccati equation (DARE). Using the matrix bound of Theorem 2.2, we then give several eigenvalue upper bounds for the solution of the DARE and make comparisons with existing results. The advantage of our results over existing upper bounds is that the new upper bounds of Theorem 2.2 and Corollary 2.1 are always calculated if the stabilizing solution of the DARE exists, whilst all existing upper matrix bounds might not be calculated because they have been derived under stronger conditions. Finally, we give numerical examples to demonstrate the effectiveness of the derived results.     

Applying a fixed point theorem of Krasnosel’skii type to the existence of asymptotically stable solutions for a Volterra-Hammerstein integral equation

Using a fixed point theorem of Krasnosel’skii type, the paper proves the existence of asymptotically stable solutions for a Volterra-Hammerstein integral equation.     

The convergence rate of continued fractions representing solutions of a Riccati equation

The aim of this note is to generalize and apply results on matrix continued fractions representing the solution of discrete matrix Riccati equations. Assuming uniform bounds for the norm of the matrix coefficients of the continued fraction, the minimal and maximal solutions of the corresponding algebraic Riccati equation can be accurately enclosed.     

Point approximation of a space-homogeneous transport equation

Summary We present an approximation method of a space-homogeneous transport equation which we prove is convergent. The method is very promising for numerical computation. Comparison of a numerical computation with an exact solution is given for the Master equation.     

On a method for solving a two-dimensional nonlinear integral equation of the second kind

In this article, the existence of at least one solution of a nonlinear integral equation of the second kind is proved. The degenerate method is used to obtain a nonlinear algebraic system, where the existence of at least one solution of this system is discussed. Finally, computational results with error estimates are obtained using Maple software.     

A hybrid collocation method for a nonlinear Volterra integral equation with weakly singular kernel

This work is concerned with the numerical solution of a nonlinear weakly singular Volterra integral equation. Owing to the singular behavior of the solution near the origin, the global convergence order of product integration and collocation methods is not optimal. In order to recover the optimal orders a hybrid collocation method is used which combines a non-polynomial approximation on the first subinterval followed by piecewise polynomial collocation on a graded mesh. Some numerical examples are presented which illustrate the theoretical results and the performance of the method. A comparison is made with the standard graded collocation method.     

Sensitivity analysis of the algebraic Riccati equations

Summary. In this paper, some sharp perturbation bounds for the Hermitian positive semi-definite solution to an algebraic Riccati equation are developed. A further analysis for these bounds is done. This analysis shows that there is, presumably, some intrinsic relation between the sensitivity of the solution to the algebraic Riccati equation and the distance of the spectrum of the closed-loop matrix from the imaginary axis. Received December 16, 1994     

The numerical solution of the non-linear integro-differential equations based on the meshless method

This article investigates the numerical solution of the nonlinear integro-differential equations. The numerical scheme developed in the current paper is based on the moving least square method. The moving least square methodology is an effective technique for the approximation of an unknown function by using a set of disordered data. It consists of a local weighted least square fitting, valid on a small neighborhood of a point and only based on the information provided by its n closet points. Hence the method is a meshless method and does not need any background mesh or cell structures. The error analysis of the proposed method is provided. The validity and efficiency of the new method are demonstrated through several tests.     

Biorthogonal systems for solving Volterra integral equation systems of the second kind

With the aid of biorthogonal systems in adequate Banach spaces, the problem of approximating the solution of a system of nonlinear Volterra integral equations of the second kind is turned into a numerical method that allows it to be solved numerically.     

The Galerkin scheme for Lavrentiev’sm-times iterated method to solve linear accretive Volterra integral equations of the first kind

In this paper, for the numerical solution of linear accretive Volterra integral equations of the first kind in Hilbert spaces we consider the Galerkin scheme for Lavrentiev’sm-times iterated method, i.e., for each parameter choice for Lavrentiev’sm-times iterated method the arisingm stabilized equations are discretized by the Galerkin scheme. An associated discrepancy principle as parameter choice strategy for this finite-dimensional version of Lavrentiev’sm-times iterated method is proposed, and corresponding convergence results are provided.     

Toeplitz matrix method and nonlinear integral equation of Hammerstein type

The existence and uniqueness solution of the nonlinear integral equation of Hammerstein type with discontinuous kernel are discussed. The normality and continuity of the integral operator are proved. Toeplitz matrix method is used, as a numerical method, to obtain a nonlinear system of algebraic equations. Also, many important theorems related to the existence and uniqueness of the produced algebraic system are derived. Finally, numerical examples, when the kernel takes a logarithmic and Carleman forms, are discussed and the estimate error, in each case, is calculated.     

On the stability of the one-step exact collocation methods for the numerical solution of the second kind Volterra integral equation

The purpose of this paper is to analyze the stability properties of one-step collocation methods for the second kind Volterra integral equation through application to the basic test and the convolution test equation.Stability regions are determined when the collocation parameters are symmetric and when they are zeros of ultraspherical polynomials.     

Algorithms for inversion of diagonal plus semiseparable operator matrices

LetH be a Hilbert space andRHH be a bounded linear operator represented by an operator matrix which is a sum of a diagonal and of a semiseparable type of order one operator matrices. We consider three methods for solution of the operator equationRx=y. The obtained results yields new algorithms for solution of integral equations and for inversion of matrices.     

Blowing up behavior for a class of nonlinear VIEs connected with parabolic PDEs

We study the blowing-up behavior of solutions of a class of nonlinear integral equations of Volterra type that is connected with parabolic partial differential equations with concentrated nonlinearities. We present some analytic results and, in the case of the kernel of Abel-kind with power nonlinearity and fixed initial data, we give a numerical approximation by using one-point collocation methods.