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Estimation of statistical moments of structural response is one of the main topics for analysis of random systems. The balance between accuracy and efficiency remains a challenge. After investigating of the existing point estimation method (PEM), a new point estimate method based on the dimension-reduction method (DRM) is presented. By introducing transformations, a system with general variables is transformed into the one with independent variables. Then, the existing PEMs based on the DRMs are investigated. Based on the qualitative analysis of difference in the approximations for response function and moment function, a new PEM is proposed, in which the response function is decomposed directly and the moments are calculated by high dimensional integral directly. Compared with the existing PEM based on univariate DRM, the proposed method is more friendly and easier to implement without loss of accuracy and efficiency; as compared with the PEM based on the generalized DRM, the proposed method is of better precision at the cost of nearly the same efficiency and computational complexity, further, it does hold that the even-order moments are nonnegative. Finally, several examples are investigated to verify the performance of the new method. 相似文献
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本文首先根据Runge-Kutta方法的思想,结合Newton迭代法,提出了一类带参数的解非线性方程组F(x)=0的迭代算法,然后基于解非线性方程f(x)=0的King算法,给出第二类解非线性方程组的迭代算法,收敛性分析表明这两类算法都是五阶收敛的.其次给出了本文两类算法的效率指数,以及一些已知算法的效率指数,并且将本文算法的效率指数与其它方法进行详细的比较,通过效率比率R_(i,j)可知本文算法具有较高的计算效率.最后给出了四个数值实例,将本文两类算法与现有的几种算法进行比较,实验结果说明本文算法收敛速度快,迭代次数少,有明显的优势. 相似文献
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Amjad Alipanah Shahrokh Esmaeili 《Journal of Computational and Applied Mathematics》2011,235(18):5342-5347
In this paper, we introduce a numerical method for the solution of two-dimensional Fredholm integral equations. The method is based on interpolation by Gaussian radial basis function based on Legendre-Gauss-Lobatto nodes and weights. Numerical examples are presented and results are compared with the analytical solution to demonstrate the validity and applicability of the method. 相似文献
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Anna Baranowska 《Numerical Methods for Partial Differential Equations》2006,22(3):708-727
In the article classical solutions of initial problems for nonlinear differential equations with deviated variables are approximated by solutions of quasilinear systems of difference equations. Interpolating operators on the Haar pyramid are used. Sufficient conditions for the convergence of the method are given. The proof of the stability of the difference problem is based on a comparison method. This new approach to solving nonlinear equations with deviated variables numerically is based on a method of linearization for initial problems. Numerical examples are given. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005 相似文献
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This paper is concerned with distributed null-control of vibrations governed by an abstract wave equation. Based on a method for the exact computation of minimumL
2-norm controls for given time intervals and time-minimal controls which are bounded with respect to theL
2-norm, an approximation method is developed which is based on Galerkin's method ana convergence results are derived.This paper is based on U. Lamp's doctoral dissertation and was supported by the Deutsche Forschungsgemeinschaft. 相似文献
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The conventional equilibrium problem found in many economics and network models is based on a scalar cost, or a single objective. Recently, equilibrium problems based on a vector cost, or multicriteria, have received considerable attention. In this paper, we study a scalarization method for analyzing network equilibrium problems with vector-valued cost function. The method is based on a strictly monotone function originally proposed by Gerstewitz. Conditions that are both necessary and sufficient for weak vector equilibrium are derived, with the prominent feature that no convexity assumptions are needed, in contrast to other existing scalarization methods. 相似文献
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Jürgen Geiser 《Numerical Methods for Partial Differential Equations》2012,28(4):1252-1282
The motivation is driven by deposition processes based on chemical vapor problems. The underlying model problem is based on coupled transport–reaction equations with mobile and immobile areas. We deal with systems of ordinary and partial differential equations. Such equation systems are delicate to solve and we introduce a novel solver method, that takes into account ways to solve analytically parts of the transport and reaction equations. The main idea is to embed the analytical and semianalytical solutions, which can then be explicitly given to standard numerical schemes of higher order. The numerical scheme is based on flux‐based characteristic methods, which is a finite volume method. Such a method is an attractive alternative to the standard numerical schemes, which fully discretize the full equations. We instead reduce the computational time while embedding fast computable analytical parts. Here, we can accelerate the solver process, with a priori explicitly given solutions. We will focus on the derivation of the analytical solutions for general and special solutions of the characteristic methods that are embedded into a finite volume method. In the numerical examples, we illustrate the higher‐order method for different benchmark problems. Finally, the method is verified with realistic results. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2012 相似文献
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迭代方法是求解非线性方程近似根的重要方法.本文基于隐函数存在定理,提出了一种新的迭代方法收敛性和收敛阶数的证明方法,并分别对牛顿(Newton)和柯西(Cauchy)迭代方法迭代收敛性和收敛阶数进行了证明.最后,利用本文提出的证明方法,证明了基于三次泰勒(Taylor)展式构成的迭代格式是收敛的,收敛阶数至少为4,并提出猜想,基于n次泰勒展式构成的迭代格式是收敛的,收敛阶数至少为(n+1). 相似文献
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In this paper, a new approach based on parameterization method is presented for calculation of curvature on the free surface flows. In some phenomena such as droplet and bubble, surface tension is prominent. Therefore in these cases, accurate estimation of the curvature is vital. Volume of fluid (VOF) is a surface capturing method for free surface modeling. In this method, free surface curvature is calculated based on gradient of scalar transport parameter which is regarded as original method in this paper. However, calculation of curvature for a circle and other known geometries based on this method is not accurate. For instance, in practice curvature of a circle in interface cells is constant, while this method predicts different curvatures for it. In this research a novel algorithm based on parameterization method for improvement of the curvature calculation is presented. To show the application of parameterization method, two methods are employed. In the first approach denoted by, three line method, a curve is fitted to the free surface so that the distance between curve and linear interface approximation is minimized. In the second approach namely four point method, a curve is fitted to intersect points with grid lines for central and two neighboring cells. These approaches are treated as calculus of variation problems. Then, using the parameterization method, these cases are converted into the sequences of time-varying nonlinear programming problems. With some treatments a conventional equivalent model is obtained. It is finally proved that the solution of these sequences in the models tends to the solution of the calculus of variation problems. For verification of the presented methods, curvature of some geometrical shapes such as circle, elliptic and sinusoidal profile is calculated and compared with original method used in VOF process and analytical solutions. Finally, as a more practical problem, spurious currents are studied. The results showed that more accurate curve prediction is obtained by these approaches than the original method in VOF approach. 相似文献
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A new numerical method based on locally modified Cartesian meshes is proposed for solving a coupled system of a fluid flow and a porous media flow. The fluid flow is modeled by the Stokes equations while the porous media flow is modeled by Darcy's law. The method is based on a Robin-Robin domain decomposition method with a Cartesian mesh with local modifications near the interface. Some computational examples are presented and discussed. 相似文献
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Some Methods Based on the D-Gap Function for Solving Monotone Variational Inequalities 总被引:4,自引:0,他引:4
The D-gap function has been useful in developing unconstrained descent methods for solving strongly monotone variational inequality problems. We show that the D-gap function has certain properties that are useful also for monotone variational inequality problems with bounded feasible set. Accordingly, we develop two unconstrained methods based on them that are similar in spirit to a feasible method of Zhu and Marcotte based on the regularized-gap function. We further discuss a third method based on applying the D-gap function to a regularized problem. Preliminary numerical experience is also reported. 相似文献
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Wen LiYang-Peng Liu Xiao-Fei Peng 《Journal of Computational and Applied Mathematics》2012,236(9):2338-2353
For the singular, non-Hermitian, and positive semidefinite linear systems, we propose an alternating-direction iterative method with two parameters based on the Hermitian and skew-Hermitian splitting. The semi-convergence analysis and the quasi-optimal parameters of the proposed method are discussed. Moreover, the corresponding preconditioner based on the splitting is given to improve the semi-convergence rate of the GMRES method. Numerical examples are given to illustrate the theoretical results and the efficiency of the generalized HSS method either as a solver or a preconditioner for GMRES. 相似文献
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信赖域法是一种保证全局收敛性的优化算法,为避免Hessian矩阵的计算,基于拟牛顿校正公式构造了求解带线性等式约束的非线性规划问题的截断拟牛顿型信赖域法.首先给出了截断拟牛顿型信赖域法的构造过程及具体步骤;然后针对随机用户均衡模型中变量和约束的特点对算法进行了修正,并将多种拟牛顿校正公式下所得结果与牛顿型信赖域法的结果进行了比较,结果发现基于对称秩1校正公式的信赖域法更为合适.最后基于数值算例结果得到了一些在算法编程过程中的重要结论,对其它形式信赖域法的编程实现具有一定的参考意义. 相似文献
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K. Parand J.A. Rad 《Applied mathematics and computation》2012,218(9):5292-5309
A numerical technique based on the spectral method is presented for the solution of nonlinear Volterra-Fredholm-Hammerstein integral equations. This method is a combination of collocation method and radial basis functions (RBFs) with the differentiation process (DRBF), using zeros of the shifted Legendre polynomial as the collocation points. Different applications of RBFs are used for this purpose. The integral involved in the formulation of the problems are approximated based on Legendre-Gauss-Lobatto integration rule. The results of numerical experiments are compared with the analytical solution in illustrative examples to confirm the accuracy and efficiency of the presented scheme. 相似文献
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We discuss the convergence of a two‐level version of the multilevel Krylov method for solving linear systems of equations with symmetric positive semidefinite matrix of coefficients. The analysis is based on the convergence result of Brown and Walker for the Generalized Minimal Residual method (GMRES), with the left‐ and right‐preconditioning implementation of the method. Numerical results based on diffusion problems are presented to show the convergence. 相似文献
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《Communications in Nonlinear Science & Numerical Simulation》2010,15(10):3156-3169
A finite-element method based on the self-defined truss element is developed to model the plane truss structure with the flexible connector, and the dynamic characteristic of the corresponding model is analyzed in this paper. Firstly, a new type truss structure with flexible connectors included clearance, friction and axial constraint is analyzed. A self-defined truss element is defined based on the mechanical analysis of the new type truss structure, and a finite-element model is introduced based on this element. The nonlinear elastic-damper model and the Coulomb friction model are adopted to analyze the nonlinear nodal forces from the impact and friction in the clearance field. Secondly, a modified numerical solution method is developed based on the Newmark implicit integrate method together with Newton–Raphson iterated method, and then is applied to solve the nonlinear dynamic model. Finally, an example is simulated by the above numerical method, and the effects of several key parameters (such as the linkage stiffness, contact stiffness, and clearance) on the dynamic characteristic are analyzed. The results validate the numerical method, and show the effectiveness of the nonlinear finite-element model. The dynamic analysis about the key parameters offers some helpful guidelines for designing flexible truss structure. 相似文献
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Minggang ZhuPingjian Ming Lingkuan XuanWenping Zhang 《Applied Mathematical Modelling》2012,36(1):183-192
An unstructured finite volume time domain method (UFVTDM) is proposed to simulate stress wave propagation, in which the original variables of displacement and stress are solved based on the dynamic equilibrium equations. An Euler explicit and unstructured finite volume method is used for time dependent and spacial terms respectively. The displacements are stored on the cell vertex and a vertex based finite volume method is formed with that integral surface and the stresses are as assumed to be uniform in the cell. The present UFVTDM has several features. (1) The governing equations are discretized with the finite volume method which naturally follows conservation laws. (2) It can handle complex engineering problem. (3) This method is also able to analyze the natural characteristics and the numerical experiment shows that it is very efficient. Several cases are used to show the capability of the algorithm. 相似文献