Global Convergence of Conjugate Gradient Methods without Line Search

Global convergence results are derived for well-known conjugate gradient methods in which the line search step is replaced by a step whose length is determined by a formula. The results include the following cases: (1) The Fletcher–Reeves method, the Hestenes–Stiefel method, and the Dai–Yuan method applied to a strongly convex LC ¹ objective function; (2) The Polak–Ribière method and the Conjugate Descent method applied to a general, not necessarily convex, LC ¹ objective function.     

A variant of Nitsche's method

We present a method that aims to reconcile Nitsche's method with the traditional finite element method ('weak' versus 'strong implementation' of essential boundary conditions). We retain the original idea of a variational formulation based on an extended energy, but replace the original boundary terms by domain terms involving weak derivatives. The solution of the proposed method coincides, for the Poisson problem, with the one of the traditional method, which in particular shows monotonicity under the standard angle condition for the Courant element. For more general second-order problems, it allows for the weighting of boundary terms inherent to Nitsche's method. This is of particular interest for singularly perturbed problems.     

The solution of linear and nonlinear systems of Volterra functional equations using Adomian–Pade technique

The purpose of this study is to implement Adomian–Pade (Modified Adomian–Pade) technique, which is a combination of Adomian decomposition method (Modified Adomian decomposition method) and Pade approximation, for solving linear and nonlinear systems of Volterra functional equations. The results obtained by using Adomian–Pade (Modified Adomian–Pade) technique, are compared to those obtained by using Adomian decomposition method (Modified Adomian decomposition method) alone. The numerical results, demonstrate that ADM–PADE (MADM–PADE) technique, gives the approximate solution with faster convergence rate and higher accuracy than using the standard ADM (MADM).     

On the Average Distribution of Inversive Pseudorandom Numbers

The inversive congruential method is an attractive alternative to the classical linear congruential method for pseudorandom number generation. The authors have recently introduced a new method for obtaining nontrivial upper bounds on the multidimensional discrepancy of inversive congruential pseudorandom numbers in parts of the period. This method has also been used to study the multidimensional distribution of several other similar families of pseudorandom numbers. Here we apply this method to show that, “on average” over all initial values, much stronger results than those known for “individual” sequences can be obtained.     

Successive Proportional Additive Numeration Using Fuzzy Linguistic Labels (Fuzzy Linguistic SPAN)

The SPAN (Successive Proportional Additive Numeration or Social Participatory Allocation Network) is a procedure that converts individual judgments into a group decision. The procedure is based on a voting design by which individual experts allocate their votes iteratively between their preferred options and other experts. The process ends when all the votes are allocated to options, and the one with the highest number of votes is selected. The method requires the experts to specify an exact allocation of votes to both options and other experts. The Fuzzy Linguistic SPAN allows experts to allocate their votes using linguistic labels such as “most of” or “a few”, and determine the preferred option. This method is demonstrated using the Max–Min aggregation function used to develop a proportional representation of the option and member voting schemes. The method is also demonstrated using the LOWA aggregation function. The Fuzzy Linguistic SPAN method is beneficial since the linguistic voting process is easier for the experts and significantly reduces the computational process compared to the traditional SPAN. The paper presents the method and two examples with comparisons to the numerical SPAN method.     

Chebyshev pseudospectral method for computing numerical solution of convection–diffusion equation

A method for computing highly accurate numerical solutions of 1D convection–diffusion equations is proposed. In this method, the equation is first discretized with respect to the spatial variable, transforming the original problem into a set of ordinary differential equations, and then the resulting system is integrated in time by the fourth-order Runge–Kutta method. Spatial discretization is done by using the Chebyshev pseudospectral collocation method. Before describing the method, we review a finite difference-based method by Salkuyeh [D. Khojasteh Salkuyeh, On the finite difference approximation to the convection–diffusion equation, Appl. Math. Comput. 179 (2006) 79–86], and, contrary to the proposal of the author, we show that this method is not suitable for problems involving time dependent boundary conditions, which calls for revision. Stability analysis based on pseudoeigenvalues to determine the maximum time step for the proposed method is also carried out. Superiority of the proposed method over a revised version of Salkuyeh’s method is verified by numerical examples.     

On the solution of Dirichlet’s problem of the complex Monge–Ampère equation for the Cartan–Hartogs domain of the first type

The complex Monge–Ampère equation is a nonlinear equation with high degree; therefore getting its solution is very difficult. In the present paper how to get the solution of Dirichlet’s problem of the complex Monge–Ampère equation on the Cartan–Hartogs domain of the first type is discussed, using an analytic method. Firstly, the complex Monge–Ampère equation is reduced to a nonlinear ordinary differential equation, then the solution of Dirichlet’s problem of the complex Monge–Ampère equation is reduced to the solution of a two-point boundary value problem for a nonlinear second-order ordinary differential equation. Secondly, the solution of Dirichlet’s problem is given as a semi-explicit formula, and in a special case the exact solution is obtained. These results may be helpful for a numerical method approach to Dirichlet’s problem of the complex Monge–Ampère equation on the Cartan–Hartogs domain of the first type.     

Microscopic quantum hydrodynamics of systems of fermions: II

A closed system of nonstationary equations for a multielectron atom is constructed using a method previously developed for investigating multiparticle fermion systems. The well-known Thomas—Fermi—Dirac method is a particular case of the system. The exchange spin—spin correlations are calculated using an improved spin—spin interaction Hamiltonian. The dependence of the electron concentration on the self-consistent electric field potential and a discrete set of parameters determined by the total energy and the angular momentum of the atom is derived for stationary atom states.     

Quasiperiodic solutions of variational problems of motion in a central force field

A method is proposed for computing nearly optimal trajectories of dynamic systems with a small parameter by splitting the original variational problem into two separate problems for "fast" and "slow" variables. The problem for "fast" variables is solved by improving the zeroth approximation — the extremals of the linearized problem — by the Ritz method. The solution of the problem for "slow" variables is constructed by passing from a discrete argument — the number of revolutions around the attracting center— to a continuous argument. The proposed method does not require numerical integration of systems of differential equations and produces a highly accurate approximate solution of the problem.Kiev University. Translated from Vychislitel'naya i Prikladnaya Matematika, No. 68, pp. 113–118, 1989.     

A conjugate gradient method with descent direction for unconstrained optimization

A modified conjugate gradient method is presented for solving unconstrained optimization problems, which possesses the following properties: (i) The sufficient descent property is satisfied without any line search; (ii) The search direction will be in a trust region automatically; (iii) The Zoutendijk condition holds for the Wolfe–Powell line search technique; (iv) This method inherits an important property of the well-known Polak–Ribière–Polyak (PRP) method: the tendency to turn towards the steepest descent direction if a small step is generated away from the solution, preventing a sequence of tiny steps from happening. The global convergence and the linearly convergent rate of the given method are established. Numerical results show that this method is interesting.     

Circle measurements in ancient China

This paper discusses the method of Liu Hui (3rd century) for evaluating the ratio of the circumference of a circle to its diameter, now known as π. A translation of Liu's method is given in the Appendix. Also examined are the values for π given by Zu Chongzhi (429–500) and unsurpassed for a millenium. Although the method used by Zu is not extant, it is almost certain that the applied Liu's method. With the help of an electronic computer, a table of computations adhering to Liu's method is given to show the derivation of Zu's results. The paper concludes with a survey of circle measurements in China.     

A Class of Nonmonotone Conjugate Gradient Methods for Unconstrained Optimization

In this paper, we introduce a class of nonmonotone conjugate gradient methods, which include the well-known Polak–Ribière method and Hestenes–Stiefel method as special cases. This class of nonmonotone conjugate gradient methods is proved to be globally convergent when it is applied to solve unconstrained optimization problems with convex objective functions. Numerical experiments show that the nonmonotone Polak–Ribière method and Hestenes–Stiefel method in this nonmonotone conjugate gradient class are competitive vis-à-vis their monotone counterparts.     

A higher-order moment method of the lattice Boltzmann model for the conservation law equation

In this paper, we proposed a higher-order moment method in the lattice Boltzmann model for the conservation law equation. In contrast to the lattice Bhatnagar–Gross–Krook (BGK) model, the higher-order moment method has a wide flexibility to select equilibrium distribution function. This method is based on so-called a series of partial differential equations obtained by using multi-scale technique and Chapman–Enskog expansion. According to Hirt’s heuristic stability theory, the stability of the scheme can be controlled by modulating some special moments to design the third-order dispersion term and the fourth-order dissipation term. As results, the conservation law equation is recovered with higher-order truncation error. The numerical examples show the higher-order moment method can be used to raise the accuracy of the truncation error of the lattice Boltzmann scheme for the conservation law equation.     

A uniformly convergent B-spline collocation method on a nonuniform mesh for singularly perturbed one-dimensional time-dependent linear convection–diffusion problem

A numerical method is proposed for solving singularly perturbed one-dimensional parabolic convection–diffusion problems. The method comprises a standard implicit finite difference scheme to discretize in temporal direction on a uniform mesh by means of Rothe's method and B-spline collocation method in spatial direction on a piecewise uniform mesh of Shishkin type. The method is shown to be unconditionally stable and accurate of order O((Δx)²+Δt). An extensive amount of analysis has been carried out to prove the uniform convergence with respect to the singular perturbation parameter. Several numerical experiments have been carried out in support of the theoretical results. Comparisons of the numerical solutions are performed with an upwind finite difference scheme on a piecewise uniform mesh and exponentially fitted method on a uniform mesh to demonstrate the efficiency of the method.     

On a new iterative method for solving linear systems and comparison results

In Ujević [A new iterative method for solving linear systems, Appl. Math. Comput. 179 (2006) 725–730], the author obtained a new iterative method for solving linear systems, which can be considered as a modification of the Gauss–Seidel method. In this paper, we show that this is a special case from a point of view of projection techniques. And a different approach is established, which is both theoretically and numerically proven to be better than (at least the same as) Ujević's. As the presented numerical examples show, in most cases, the convergence rate is more than one and a half that of Ujević.     

Approximate analytical solution of Blasius'' equation

The Blasius' equation f″′ + ff″/2=0, with boundary conditions f(0) = f′(0)0, f′(+∞)=1 is studied in this paper. An approximate analytical solution is obtained via the variational iteration method. The comparison with Howarth's numerical solution reveals that the proposed method is of high accuracy.     

The self-validated method for polynomial zeros of high efficiency

The improved iterative method of Newton’s type for the simultaneous inclusion of all simple complex zeros of a polynomial is proposed. The presented convergence analysis, which uses the concept of the R-order of convergence of mutually dependent sequences, shows that the convergence rate of the basic third order method is increased from 3 to 6 using Ostrowski’s corrections. The new inclusion method with Ostrowski’s corrections is more efficient compared to all existing methods belonging to the same class. To demonstrate the convergence properties of the proposed method, two numerical examples are given.     

On the optimization of constrained functions: comparison of sequential gradient-restoration algorithm and gradient-projection algorithm

The problem of minimizing a function fnof(x) subject to the nonlinear constraint ?(x) = 0 is considered, where fnof is a scalar, x is an n-vector, and ? is a q-vector, with q < n. The sequential gradient-restoration algorithm (SGRA: Miele, [1, 2]) and the gradient-projection algorithm (GPA: Rosen, [3, 4]) are considered. These algorithms have one common characteristic: they are all composed of the alternate succession of gradient phases and restoration phases. However, they are different in several aspects, namely, (a) problem formulation, (b) structure of the gradient phase, and (c) structure of the restoration phase. First, a critical summary of SGRA and GPA is presented. Then, a comparison is undertaken by considering the speed of convergence and, above all, robustness (that is, the capacity of an algorithm to converge to a solution). The comparison is done through 16 numerical examples. In order to understand the separate effects of characteristics (a), (b), (c), six new experimental algorithms are generated by combining parts of Miele's algorithm with parts of Rosen's algorithm. Thus, the total number of algorithms investigated is eight. The numerical results show that Miele's method is on the average faster than Rosen's method. More importantly, regarding robustness, Miele's method compares favorably with Rosen's method. Through the examples, it is shown that Miele's advantage in robustness is more prominent as the curvature of the constraint increases. While this advantage is due to the combined effect of characteristics (a), (b), (c), it is characteristic (c) that plays the dominant role. Indeed, Miele's restoration provides a better search direction as well as better step-size control than Rosen's restoration.     

Resistance of composite flywheel rim to radial tensile stresses from centrifugal forces based on results of pure bending of a rim segment

A method is proposed for evaluating the resistance of a flywheel rim to radial stresses in free rotation. The method is based on loading a rim segment in pure bending and calculating the limiting moment and the corresponding limiting angular velocity. Applicability of the method is substantiated theoretically by investigating the similarity of the radial stress diagrams in rotation and pure bending. The method is verified experimentally for the strained state of a rim segment in pure bending.Translated from Mekhanika Kompozitnykh Materialov, Vol. 29, No. 4, pp. 521–526, July–August, 1993.