On modification of certain methods of the conjugate direction type for solving systems of linear algebraic equations

A modification of certain well-known methods of the conjugate direction type is proposed and examined. The modified methods are more stable with respect to the accumulation of round-off errors. Moreover, these methods are applicable for solving ill-conditioned systems of linear algebraic equations that, in particular, arise as approximations of ill-posed problems. Numerical results illustrating the advantages of the proposed modification are presented.     

On modification of certain methods of the conjugate direction type for solving rectangular systems of linear algebraic equations

The use of modifications of certain well-known methods of the conjugate direction type for solving systems of linear algebraic equations with rectangular matrices is examined. The modified methods are shown to be superior to the original versions with respect to the round-off accumulation; the advantage is especially large for ill-conditioned matrices. Examples are given of the efficient use of the modified methods for solving certain fairly large ill-conditioned problems.     

Retention of differential and integral calculus: a case study of a university student in physical chemistry

This paper reports a study on retention of differential and integral calculus concepts of a second-year student of physical chemistry at a Danish university. The focus was on what knowledge the student retained 14 months after the course and on what effect beliefs about mathematics had on the retention. We argue that if a student can quickly reconstruct the knowledge, given a few hints, this is just as good as retention. The study was conducted using a mixed method approach investigating students’ knowledge in three worlds of mathematics. The results showed that the student had a very low retention of concepts, even after hints. However, after completing the calculus course, the student had successfully used calculus in a physical chemistry study programme. Hence, using calculus in new contexts does not in itself strengthen the original calculus learnt; they appeared as disjoint bodies of knowledge.     

Conditions for partitioning a system of differential algebraic equations into weakly coupled subsystems

Systems of differential algebraic equations are examined. A method is proposed for transforming the rectangular matrix of algebraic equations to block diagonal form. This method ensures the prescribed accuracy of the solution with respect to the original system of equations.     

Improved semi-local convergence of the Newton-HSS method for solving large systems of equations

The aim of this article is to present the correct version of the main theorem 3.2 given in Guo and Duff (2011), concerning the semi-local convergence analysis of the Newton-HSS (NHSS) method for solving systems of nonlinear equations. Our analysis also includes the corrected upper bound on the initial point.     

On the similarity of some three-point methods for solving nonlinear equations

In this short note we discuss certain similarities between some three-point methods for solving nonlinear equations. In particular, we show that the recent three-point method published in [R. Thukral, A new eighth-order iterative method for solving nonlinear equations, Appl. Math. Comput. 217 (2010) 222-229] is a special case of the family of three-point methods proposed previously in [R. Thukral, M.S. Petkovi?, Family of three-point methods of optimal order for solving nonlinear equations, J. Comput. Appl. Math. 233 (2010) 2278-2284].     

Adomian decomposition: a tool for solving a system of fractional differential equations

Adomian decomposition method has been employed to obtain solutions of a system of fractional differential equations. Convergence of the method has been discussed with some illustrative examples. In particular, for the initial value problem:

     

Numerical algorithm for solving diffusion equations on the basis of multigrid methods

A new effective algorithm based on multigrid methods is proposed for solving parabolic equations. The algorithm preserves implicit-scheme advantages (such as stability, accuracy, and conservativeness) while it involves a considerably reduced amount of arithmetic operations at every time level. The absolute stability, conservativeness, and convergence of the algorithm is proved theoretically using one- and two-dimensional initial-boundary value model problems for the heat equation. The error of the solution is estimated. The good accuracy of the method is demonstrated using two-dimensional model problems, including ones with discontinuous coefficients.     

On the iterative solution of the algebraic equations in fully implicit Runge-Kutta methods

This paper deals with the iterative solution of stage equations which arise when some fully implicit Runge-Kutta methods, in particular those based on Gauss, Radau and Lobatto points, are applied to stiff ordinary differential equations. The error behaviour in the iterates generated by Newton-type and, particularly, by single-Newton schemes which are proposed for the solution of stage equations is studied. We consider stiff systems y'(t) = f(t,y(t)) which are dissipative with respect to a scalar product and satisfy a condition on the relative variation of the Jacobian of f(t,y) with respect to y, similar to the condition considered by van Dorsselaer and Spijker in [7] and [17]. We prove new convergence results for the single-Newton iteration and derive estimates of the iteration error that are independent of the stiffness. Finally, some numerical experiments which confirm the theoretical results are presented. This revised version was published online in June 2006 with corrections to the Cover Date.     

Superlinear convergence theorem in the ABSg class of algorithms for nonlinear algebraic equations

In this paper, it is shown that, when two subclasses of algorithms in the ABSg family are applied to a set of nonlinear algebraic equations, then the convergence is superlinear. The conditions for the theorem to be true are essentially the same as those that apply to the Newton method.This work was undertaken while the author was at Hatfield Polytechnic working under SERC Grant No. GR/E 07760.     

Derivation of BiCG from the conditions defining lanczos' method for solving a system of linear equations

Lanczos' method for solving the system of linear algebraic equations Ax=b consists in constructing a sequence of vectors x _k in such a way that and . This sequence of vectors can be computed by the BiCG (BiOMin) algorithm. In this paper is shown how to obtain the recurrences of BiCG (BiOMin) directly from this conditions.     

Pedogogical perspectives on the method of Wilmer III and Costa for solving second-order differential equations

Recently, Wilmer III and Costa introduced a method into the mathematics education research literature which they employed to construct solutions to certain classes of ordinary differential equations. In this article, we build on their ideas in the following ways. We establish a link between their approach and the method of successive approximations. We show how applying the method of approximations naturally leads to the constructed approximation of Wilmer III and Costa. The new link is important because it enables us to respond to several challenges posed by Wilmer III and Costa. This includes addressing issues raised therein with convergence of their recursively constructed sequence of functions, and responding to their call regarding more mathematical rigour when relaxing the polynomial condition on the coefficients in the differential equation. Furthermore, the new link is pedagogically significant because it also opens up new pedagogical points of view. For example, the results in this paper provide potentially alternate, but overlapping, perspectives that are suitable for, and jointly inform, the learning and teaching of solution methods to differential equations. The value of this is supported by the presumption of Tisdell that teaching multiple ways to solve the same problem has academic and social value.     

A stopping criterion for the iterative solution of an overdetermined system of linear algebraic equations

For an overdetermined system of linear algebraic equations, systems obtained by introducing independent random errors into the original right-hand side are examined. Under certain assumptions on how these random variables are distributed, a practical stopping criterion is proposed for an iterative process that minimizes the sum of the squares of the residuals for the above systems. Numerical results demonstrating the efficiency of this criterion for some ill-conditioned problems are presented.     

A property of the defining equations for the Lie algebra in the group classification problem for wave equations

We solve the group classification problem for nonlinear hyperbolic systems of differential equations. The admissible continuous group of transformations has the Lie algebra of dimension less than 5. This main statement follows from the principal property of the defining equations of the admissible Lie algebra: the commutator of two solutions is a solution. Using equivalence transformations we classify nonlinear systems in accordance with the well-known Lie algebra structures of dimension 3 and 4.     

A nonlinear iteration method for solving a two-dimensional nonlinear coupled system of parabolic and hyperbolic equations

A nonlinear iteration method for solving a class of two-dimensional nonlinear coupled systems of parabolic and hyperbolic equations is studied. A simple iterative finite difference scheme is designed; the calculation complexity is reduced by decoupling the nonlinear system, and the precision is assured by timely evaluation updating. A strict theoretical analysis is carried out as regards the convergence and approximation properties of the iterative scheme, and the related stability and approximation properties of the nonlinear fully implicit finite difference (FIFD) scheme. The iterative algorithm has a linear constringent ratio; its solution gives a second-order spatial approximation and first-order temporal approximation to the real solution. The corresponding nonlinear FIFD scheme is stable and gives the same order of approximation. Numerical tests verify the results of the theoretical analysis. The discrete functional analysis and inductive hypothesis reasoning techniques used in this paper are helpful for overcoming difficulties arising from the nonlinearity and coupling and lead to a related theoretical analysis for nonlinear FI schemes.     

The “Gauss-Seidelization” of iterative methods for solving nonlinear equations in the complex plane

In this paper we introduce a process we have called “Gauss-Seidelization” for solving nonlinear equations. We have used this name because the process is inspired by the well-known Gauss-Seidel method to numerically solve a system of linear equations. Together with some convergence results, we present several numerical experiments in order to emphasize how the Gauss-Seidelization process influences on the dynamical behavior of an iterative method for solving nonlinear equations.     

Stochastic algorithm for solving transient diffusion equations with a precise accounting of reflection boundary conditions on a substrate surface

A new random walk based stochastic algorithm for solving transient diffusion equations in domains where a reflection boundary condition is imposed on a plane part of the boundary is suggested. The motivation comes from the field of exciton transport and recombination in semiconductors where the reflecting boundary is the substrate plane surface while on the defects and dislocations an absorption boundary condition is prescribed. The idea of the method is based on the exact representations of the first passage time and position distributions on a parallelepiped (or a cube) with a reflection condition on its bed face lying on the substrate. The algorithm is meshfree both in space and time, the particle trajectories are moving inside the domain in accordance with the Random Walk on Spheres (RWS) process but when approaching the reflecting surface they switch to move on parallelepipeds (or cubes). The efficiency of the method is drastically increased compared with the standard RWS method. For illustration, we present an example of exciton flux calculations in the cathodoluminescence imaging method in semiconductors with a set of threading dislocations.     

Hybrid function method for solving Fredholm and Volterra integral equations of the second kind

Numerical solutions of Fredholm and Volterra integral equations of the second kind via hybrid functions, are proposed in this paper. Based upon some useful properties of hybrid functions, integration of the cross product, a special product matrix and a related coefficient matrix   with optimal order, are applied to solve these integral equations. The main characteristic of this technique is to convert an integral equation into an algebraic; hence, the solution procedures are either reduced or simplified accordingly. The advantages of hybrid functions are that the values of n$n$ and m$m$ are adjustable as well as being able to yield more accurate numerical solutions than the piecewise constant orthogonal function, for the solutions of integral equations. We propose that the available optimal values of n$n$ and m$m$ can minimize the relative errors of the numerical solutions. The high accuracy and the wide applicability of the hybrid function approach will be demonstrated with numerical examples. The hybrid function method is superior to other piecewise constant orthogonal functions [W.F. Blyth, R.L. May, P. Widyaningsih, Volterra integral equations solved in Fredholm form using Walsh functions, Anziam J. 45 (E) (2004) C269–C282; M.H. Reihani, Z. Abadi, Rationalized Haar functions method for solving Fredholm and Volterra integral equations, J. Comp. Appl. Math. 200 (2007) 12–20] for these problems.