Stein iterations for the coupled discrete-time Riccati equations

We consider a set of discrete-time coupled algebraic Riccati equations that arise in quadratic optimal control of Markovian jump linear systems. Two iterations for computing a symmetric (maximal) solution of this system are investigated. We construct sequences of the solutions of the decoupled Stein equations and show that these sequences converge to a solution of the considered system. Numerical experiments are given.     

Generalized Quasilinearization Method for a Class of Semilinear Elliptic Systems

In this paper, the method of generalized quasilinearization is extended to a class of semilinear elliptic systems, and the sequences which are the solutions of linear differential equations that converge to the unique solution of the given semilinear elliptic system are obtained.     

带非线性边界条件的反应扩散方程的数值方法

１引言近年来关于非线性抛物型方程数值解法的研究取得了许多好的结果,其中以Ｃ．Ｖ．Ｐａｏ为主的研究者们利用上、下解方法对带线性边界条件的半线性抛物型方程的有限差分系统进行了广泛的研究,提出了一系列有效的迭代算法（见［１］、［２］、［３］、［４］）．但对带非线性边界条件的半线性抛物型方程初边值问题,作者至今尚未见到有研究者将上、下解方法用在相应的差分系统上,求得数值解．其主要原因是由于边界上函数的非线性,解在边界网格点上的值未知且无法用内部网格点上的值直接表示,相应的差分系统表示形式受到影响,边界网…     

二元非混合单调算子方程组的迭代求解

利用锥与半序理论和混合单调算子理论,讨论Banach空间中非单调二元非线性算子方程组解的存在性与唯一性,并给出了收敛于方程组解的迭代序列和误差估计。改进和推广了混合单调算子方程和一元算子方程的某些相应结果。     

Higher-order compact finite difference method for systems of reaction–diffusion equations

This paper is concerned with a compact finite difference method for solving systems of two-dimensional reaction–diffusion equations. This method has the accuracy of fourth-order in both space and time. The existence and uniqueness of the finite difference solution are investigated by the method of upper and lower solutions, without any monotone requirement on the nonlinear term. Three monotone iterative algorithms are provided for solving the resulting discrete system efficiently, and the sequences of iterations converge monotonically to a unique solution of the system. A theoretical comparison result for the various monotone sequences is given. The convergence of the finite difference solution to the continuous solution is proved, and Richardson extrapolation is used to achieve fourth-order accuracy in time. An application is given to an enzyme–substrate reaction–diffusion problem, and some numerical results are presented to demonstrate the high efficiency and advantages of this new approach.     

一类反向混合单调算子方程解的存在唯一性定理

运用锥与半序理论和非对称迭代方法,讨论Banach空间一类反向混合单调算子方程解的存在唯一性,给出了迭代序列收敛于解的误差估计,所得结果改进和推广了某些已有结果.     

Monotone iterative methods for finite difference system of reaction-diffusion equations

Summary This paper presents an existence-comparison theorem and an iterative method for a nonlinear finite difference system which corresponds to a class of semilinear parabolic and elliptic boundary-value problems. The basic idea of the iterative method for the computation of numerical solutions is the monotone approach which involves the notion of upper and lower solutions and the construction of monotone sequences from a suitable linear discrete system. Using upper and lower solutions as two distinct initial iterations, two monotone sequences from a suitable linear system are constructed. It is shown that these two sequences converge monotonically from above and below, respectively, to a unique solution of the nonlinear discrete equations. This formulation leads to a well-posed problem for the nonlinear discrete system. Applications are given to several models arising from physical, chemical and biological systems. Numerical results are given to some of these models including a discussion on the rate of convergence of the monotone sequences.     

Some computational methods for systems of nonlinear equations and systems of polynomial equations

This paper gives a brief survey and assessment of computational methods for finding solutions to systems of nonlinear equations and systems of polynomial equations. Starting from methods which converge locally and which find one solution, we progress to methods which are globally convergent and find an a priori determinable number of solutions. We will concentrate on simplicial algorithms and homotopy methods. Enhancements of published methods are included and further developments are discussed.     

求解一类反应扩散方程组数值解的组合单调迭代法

给出一类求解带非线性边界条件的反应扩散方程组的组合单调迭代法,证明了当反应项和边界条件具有拟单调性和迭代充阢的单调收敛性以及数值方法的稳定性。     

Monotone iterative methods for infinite systems of parabolic functional differential equations

Two monotone iterative methods for an infinite system of parabolic functional differential equations with initial boundary conditions are constructed: the method of direct iterations and the Chaplygin method. By using the first one the existence theorem is proved. Next, it is shown that the Chaplygin sequences converge quadratically to the unique solution of the original problem.     

非线性二元算子方程组的迭代求解方法

Using the cone and partial ordering theory and mixed monotone operator theory, the existence and uniqueness of solutions for some classes of systems of nonlinear two binary operator equations in a Banach space with a partial ordering are discussed. And the error estimates that the iterative sequences converge to solutions are also given. Some relevant results of solvability of two binary operator equations and systems of operator equations are improved and generalized.     

Block-iterative methods for consistent and inconsistent linear equations

Summary We shall in this paper consider the problem of computing a generalized solution of a given linear system of equations. The matrix will be partitioned by blocks of rows or blocks of columns. The generalized inverses of the blocks are then used as data to Jacobi- and SOR-types of iterative schemes. It is shown that the methods based on partitioning by rows converge towards the minimum norm solution of a consistent linear system. The column methods converge towards a least squares solution of a given system. For the case with two blocks explicit expressions for the optimal values of the iteration parameters are obtained. Finally an application is given to the linear system that arises from reconstruction of a two-dimensional object by its one-dimensional projections.     

A modified accelerated monotone iterative method for finite difference reaction-diffusion-convection equations

This paper is concerned with monotone algorithms for the finite difference solutions of a class of nonlinear reaction-diffusion-convection equations with nonlinear boundary conditions. A modified accelerated monotone iterative method is presented to solve the finite difference systems for both the time-dependent problem and its corresponding steady-state problem. This method leads to a simple and yet efficient linear iterative algorithm. It yields two sequences of iterations that converge monotonically from above and below, respectively, to a unique solution of the system. The monotone property of the iterations gives concurrently improving upper and lower bounds for the solution. It is shown that the rate of convergence for the sum of the two sequences is quadratic. Under an additional requirement, quadratic convergence is attained for one of these two sequences. In contrast with the existing accelerated monotone iterative methods, our new method avoids computing local maxima in the construction of these sequences. An application using a model problem gives numerical results that illustrate the effectiveness of the proposed method.     

Matrix-free monolithic homotopy continuation with application to computational aerodynamics

A matrix-free monolithic homotopy continuation algorithm is developed which allows for approximate numerical solutions to nonlinear systems of equations without the need to solve a linear system, thereby avoiding the formation of any Jacobian or preconditioner matrices. The algorithm can converge from an arbitrary starting guess, under suitable conditions, and can give a sufficiently accurate approximation to the converged solution such that a rapid locally convergent method such as Newton’s method will converge successfully. Several forms of the algorithm are presented, as are augmentations to the algorithms which can lead to improved efficiency or stability. The method is validated and the stability and efficiency are investigated numerically based on a computational aerodynamics flow solver.     

二阶积分微分方程的广义拟线性化方法

运用广义拟线性化方法研究了正规锥上的二阶积分微分方程初值问题,获得了逼近解序列一致且平方收敛的结果.     

随机单调减算子的随机不动点定理

利用锥理论和非对称迭代法,讨论了随机单调减算子的随机不动点的存在唯一性,同时给出了迭代序列收敛于解的误差估计,改进和推广了某些已知结果.     

一类非单调二元算子方程解的Mann迭代序列的收敛性

利用Mann迭代技巧,讨论了不具有连续性和紧性条件的非单调二元算子方程解的存在唯一性,并给出了迭代序列收敛于解的误差估计,所得结果是某些已知结果本质改进和推广.     

非线性非单调二元算子方程组的解及其应用

利用非线性泛函分析中的锥理论和单调迭代的方法,研究了一类非线性非单调二元算子方程组的解的存在性,并给出了收敛于解的迭代序列,然后作为应用,得到了B anach空间中的一类非线性V olterra型积分方程组的解,改进了最近的许多结果.     

Results about monotone convergence of Steffensen-like-methods

Certain iterations are considered which are extensions of the Steffensen method to higher dimensions. Sequences of upper and lower bounds for the solution of nonlinear equations are obtained. It is shown under which conditions the sequences converge monotonically and the convergence is quadratic.     

Banach空间中一类非单调算子方程解的存在性定理

运用锥理论与非对称迭代方法,得到了Banach空间不具有单调性、连续性和紧性条件的一类算子的不动点的存在唯一性,并给出了迭代序列收敛于解的误差估计,所得结果改进和推广了增(减)算子方程的某些已知结果.