A numerical ODE solver that preserves the fixed points and their stability

In this paper, we provide a one-step predictor-corrector method for numerically solving first-order differential initial-value problems with two fixed points. The method preserves the stability behaviour of the fixed points, which results in an efficient integrator for this kind of problem. Some numerical examples are provided to show the good performance of the method.     

Analysis and algorithms for the computation of the excited states of helium

In this paper, we study a dimensionally scaled helium atom model for excited states of helium. The mathematical analysis of the corresponding effective energy potential is presented. Two simple numerical algorithms are developed for the computation of the excited states of helium. Comparison between our numerical results and those in the existing literature is given to indicate the accuracy and efficiency of the proposed algorithms.     

A reduced finite volume element formulation and numerical simulations based on POD for parabolic problems

A proper orthogonal decomposition (POD) method is applied to a usual finite volume element (FVE) formulation for parabolic equations such that it is reduced to a POD FVE formulation with lower dimensions and high enough accuracy. The error estimates between the reduced POD FVE solution and the usual FVE solution are analyzed. It is shown by numerical examples that the results of numerical computation are consistent with theoretical conclusions. Moreover, it is also shown that the reduced POD FVE formulation based on POD method is both feasible and highly efficient.     

Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps

Recently, numerical solutions of stochastic differential equations have received a great deal of attention. Numerical approximation schemes are invaluable tools for exploring their properties. In this paper, we introduce a class of stochastic age-dependent (vintage) capital system with Poisson jumps. We also give the discrete approximate solution with an implicit Euler scheme in time discretization. Using Gronwall’s lemma and Barkholder-Davis-Gundy’s inequality, some criteria are obtained for the exponential stability of numerical solutions to the stochastic age-dependent capital system with Poisson jumps. It is proved that the numerical approximation solutions converge to the analytic solutions of the equations under the given conditions, where information on the order of approximation is provided. These error bounds imply strong convergence as the timestep tends to zero. A numerical example is used to illustrate the theoretical results.     

On simulation of tempered stable random variates

Various simulation methods for tempered stable random variates with stability index greater than one are investigated with a view towards practical implementation, in particular cases of very small scale parameter, which correspond to increments of a tempered stable Lévy process with a very short stepsize. Methods under consideration are based on acceptance-rejection sampling, a Gaussian approximation of a small jump component, and infinite shot noise series representations. Numerical results are presented to discuss advantages, limitations and trade-off issues between approximation error and required computing effort. With a given computing budget, an approximative acceptance-rejection sampling technique Baeumer and Meerschaert (2009) [11] is both most efficient and handiest in the case of very small scale parameter and moreover, any desired level of accuracy may be attained with a small amount of additional computing effort.     

A fourth-order derivative-free algorithm for nonlinear equations

A two-step derivative-free iterative algorithm is presented for solving nonlinear equations. Error analysis shows that the algorithm is fourth-order with efficiency index equal to 1.5874. A lot of numerical results show that the algorithm is effective and is preferable to some existing derivative-free methods in terms of computation cost.     

Erratum to: “On the HSS iteration methods for positive definite Toeplitz linear systems” [J. Comput. Appl. Math. 224 (2009) 709-718]

In [1], Gu and Tian [Chuanqing Gu, Zhaolu Tian, On the HSS iteration methods for positive definite Toeplitz linear systems, J. Comput. Appl. Math. 224 (2009) 709-718] proposed the special HSS iteration methods for positive definite linear systems Ax=b with A∈C^n×n a complex Toeplitz matrix. But we find that the special HSS iteration methods are incorrect. Some examples are given in our paper.     

Combining nonmonotone conic trust region and line search techniques for unconstrained optimization

In this paper, we propose a trust region method for unconstrained optimization that can be regarded as a combination of conic model, nonmonotone and line search techniques. Unlike in traditional trust region methods, the subproblem of our algorithm is the conic minimization subproblem; moreover, our algorithm performs a nonmonotone line search to find the next iteration point when a trial step is not accepted, instead of resolving the subproblem. The global and superlinear convergence results for the algorithm are established under reasonable assumptions. Numerical results show that the new method is efficient for unconstrained optimization problems.     

On the computational efficiency index and some iterative methods for solving systems of nonlinear equations

In this paper two new iterative methods are built up and analyzed. A generalization of the efficiency index used in the scalar case to several variables in iterative methods for solving systems of nonlinear equations is revisited. Analytic proofs of the local order of convergence based on developments of multilineal functions and numerical concepts that will be used to illustrate the analytic results are given. An approximation of the computational order of convergence is computed independently of the knowledge of the root and the necessary time to get one correct decimal is studied in our examples.