Search results for "Iterative method"

Efficient High-Order Iterative Methods for Solving Nonlinear Systems and Their Application on Heat Conduction Problems

2017

[EN] For solving nonlinear systems of big size, such as those obtained by applying finite differences for approximating the solution of diffusion problem and heat conduction equations, three-step iterative methods with eighth-order local convergence are presented. The computational efficiency of the new methods is compared with those of some known ones, obtaining good conclusions, due to the particular structure of the iterative expression of the proposed methods. Numerical comparisons are made with the same existing methods, on standard nonlinear systems and a nonlinear one-dimensional heat conduction equation by transforming it in a nonlinear system by using finite differences. From these…

Parameters analysis of FitzHugh-Nagumo model for a reliable simulation

2014

International audience; Derived from the pioneer ionic Hodgkin-Huxley model and due to its simplicity and richness from a point view of nonlinear dynamics, the FitzHugh-Nagumo model has been one of the most successful neuron / cardiac cell model. It exists many variations of the original FHN model. Though these FHN type models help to enrich the dynamics of the FHN model. The parameters used in these models are often in biased conditions. The related results would be questionable. So, in this study, the aim is to find the parameter thresholds for one of the commonly used FHN model in order to pride a better simulation environment. The results showed at first that inappropriate time step and…

Efficiency and Stability of a Family of Iterative Schemes for Solving Nonlinear Equations

2019

In this paper, we construct a family of iterative methods with memory from one without memory, analyzing their convergence and stability. The main aim of this manuscript yields in the advantage that the use of real multidimensional dynamics gives us to decide among the different classes designed and, afterwards, to select its most stable members. Some numerical tests confirm the theoretical results.

Overview of Other Results and Open Problems

2014

This chapter presents an overview of results related to error control methods, which were not considered in previous chapters. In the first part, we discuss possible extensions of the theory exposed in Chaps. 3 and 4 to nonconforming approximations and certain classes of nonlinear problems. Also, we shortly discuss some results related to explicit evaluation of modeling errors. The remaining part of the chapter is devoted to a posteriori estimates of errors in iteration methods. Certainly, the overview is not complete. A posteriori error estimation methods are far from having been fully explored and this subject contains many unsolved problems and open questions, some of which we formulate …

Some improvements of classical iterative methods for the solution of nonlinear equations

1981

The design of sum-of-cisoids channel simulators using the iterative nonlinear least square approximation method

2013

In this paper, we propose the iterative nonlinear least square approximation (INLSA) algorithm as an effective method for the design of sum-of-cisoids (SOC) channel simulators assuming non-isotropic scattering conditions. For the characterization of non-isotropic scattering scenarios, we use the von Mises distribution for describing the distribution of the angles-of-arrival (AOAs). The INLSA method relies partially on numerical optimization techniques. This method determines the SOC model parameters iteratively by minimizing the Frobenius error norm. We evaluate the performance of the INLSA method and compare the results with those obtained for the Riemann sum method (RSM) and the Lp-norm m…

A Singular Multi-Grid Iteration Method for Bifurcation Problems

1984

We propose an efficient technique for the numerical computation of bifurcating branches of solutions of large sparse systems of nonlinear, parameter-dependent equations. The algorithm consists of a nested iteration procedure employing a multi-grid method for singular problems. The basic iteration scheme is related to the Lyapounov-Schmidt method and is widely used for proving the existence of bifurcating solutions. We present numerical examples which confirm the efficiency of the algorithm.

Numerical approximation of the viscous quantum hydrodynamic model for semiconductors

2006

The viscous quantum hydrodynamic equations for semiconductors with constant temperature are numerically studied. The model consists of the one-dimensional Euler equations for the electron density and current density, including a quantum correction and viscous terms, coupled to the Poisson equation for the electrostatic potential. The equations can be derived formally from a Wigner-Fokker-Planck model by a moment method. Two different numerical techniques are used: a hyperbolic relaxation scheme and a central finite-difference method. By simulating a ballistic diode and a resonant tunneling diode, it is shown that numerical or physical viscosity changes significantly the behavior of the solu…

An iterative method for pricing American options under jump-diffusion models

2011

We propose an iterative method for pricing American options under jump-diffusion models. A finite difference discretization is performed on the partial integro-differential equation, and the American option pricing problem is formulated as a linear complementarity problem (LCP). Jump-diffusion models include an integral term, which causes the resulting system to be dense. We propose an iteration to solve the LCPs efficiently and prove its convergence. Numerical examples with Kou@?s and Merton@?s jump-diffusion models show that the resulting iteration converges rapidly.

Implementation Aspects of 3D Lattice-BGK: Boundaries, Accuracy, and a New Fast Relaxation Method

1999

In many realistic fluid-dynamical simulations the specification of the boundary conditions, the error sources, and the number of time steps to reach a steady state are important practical considerations. In this paper we study these issues in the case of the lattice-BGK model. The objective is to present a comprehensive overview of some pitfalls and shortcomings of the lattice-BGK method and to introduce some new ideas useful in practical simulations. We begin with an evaluation of the widely used bounce-back boundary condition in staircase geometries by simulating flow in an inclined tube. It is shown that the bounce-back scheme is first-order accurate in space when the location of the non…