Search results for "Rate of convergence"
showing 10 items of 69 documents
Maximale Konvergenzordnung bei der numerischen Lösung von Anfangswertproblemen mit Splines
1982
In [10] a general procedureV is presented to obtain spline approximations by collocation for the solutions of initial value problems for first order ordinary differential equations. In this paper the attainable order of convergence with respect to the maximum norm is characterized in dependence of the parameters involved inV; in particular the appropriate choice of the collocation points is considered.
Localization Based on Parallel Robots Kinematics as an Alternative to Trilateration
2022
In this article, a new scheme for range-based localization is proposed. The main goal is to estimate the position of a mobile point based on distance measurements from fixed devices, called anchors, and on inertial measurements. Due to the nonlinear nature of the problem, an analytic relation to compute the position starting from these measurements does not exist, and often trilateration methods are used, generally based on least-square algorithms. The proposed scheme is based on the modeling of the localization process as a parallel robot, thereby methodologies and control algorithms used in the robotic area can be exploited. In particular, a closed-loop control system is designed for trac…
A linearization technique and error estimates for distributed parameter identification in quasilinear problems
1996
The identification problem of a nonlinear functional coefficient in elliptic and parabolic quasilinear equations is considered. A distributed observation of the solution of the corresponding equation is assumed to be known a priori. An identification method is introduced, which needs only a linear equation to be solved in each iteration step of the optimization. Estimates of the rate of convergence for the proposed approach are proved, when the equation is discretized with the finite element method with respect to space variables. Some numerical results are given.
Stancu–Schurer–Kantorovich operators based on q-integers
2015
The goal of this paper is to introduce and study q analogue of Stancu-Schurer-Kantorovich operators. A convergence theorem using the well known Bohman-Korovkin criterion is proven and the rate of convergence involving the modulus of continuity is established. The estimate of the rate of convergence by means of the Lipshitz function is considered. Furthermore, we obtained a Voronovskaja type result for these operators. Also, we investigate the statistical approximation properties of these operators using Korovkin type statistical approximation theorem.
A General Algorithm to Calculate the Inverse Principal $p$-th Root of Symmetric Positive Definite Matrices
2019
We address the general mathematical problem of computing the inverse p-th root of a given matrix in an efficient way. A new method to construct iteration functions that allow calculating arbitrary p-th roots and their inverses of symmetric positive definite matrices is presented. We show that the order of convergence is at least quadratic and that adaptively adjusting a parameter q always leads to an even faster convergence. In this way, a better performance than with previously known iteration schemes is achieved. The efficiency of the iterative functions is demonstrated for various matrices with different densities, condition numbers and spectral radii.
On approximation of a class of stochastic integrals and interpolation
2004
Given a diffusion Y = (Y_{t})_{t \in [0,T]} we give different equivalent conditions so that a stochastic integral has an L 2-approximation rate of n −η, {\rm \eta \in (0,1/2],} if one approximates by integrals over piece-wise constant integrands where equidistant time nets of cardinality n + 1 are used. In particular, we obtain assertions in terms of smoothness properties of g(Y T ) in the sense of Malliavin calculus. After optimizing over non-equidistant time-nets of cardinality n + 1 in case {\rm \eta > 0} , it turns out that one always obtains a rate of n^{ - 1/2}, which is optimal. This applies to all functions g obtained in an appropriate way by the real interpolation method between th…
The Random-Time Binomial Model
1999
In this paper we study Binomial Models with random time steps. We explain, how calculating values for European and American Call and Put options is straightforward for the Random-Time Binomial Model. We present the conditions to ensure weak-convergence to the Black-Scholes setup and convergence of the values for European and American put options. Differently to the CRR-model the convergence behaviour is extremely smooth in our model. By using extrapolation we therefore achieve order of convergence two. This way it is an efficient tool for pricing purposes in the Black-Scholes setup, since the CRR model and its extrapolations typically achieve order one. Moreover our model allows in a straig…
Convergence in the OECD: Transitional Dynamics or Narrowing Steady-State Differences?
2004
I. INTRODUCTION Research on growth and convergence has proceeded through several stages that can be described as a process of accommodating cross-country heterogeneity into the convergence equation. In the first stage, the world could be described as countries approaching to equal (absolute convergence) or to different (conditional convergence) steady states. In both cases--see Baumol (1986) Barro and Sala i Martin (1992), or Mankiw et al. (1992)--the assumption of parameter homogeneity of the underlying production function was assumed and not tested. Later, some researchers (Knight et al. [1993], Islam [1995], Durlauf and Johnson [1995], or Caselli et al. [1996], among others) began to cha…
Abstract Estimates of the Rate of Convergence for Optimal Control Problems
1997
A method for solving optimal control problems with general elliptic operators is presented and analyzed. Especially, estimates of the rate of convergence for the control problems with the proposed approach are derived independently of the underlying approximation method. Some numerical experiments with the proposed method are included.
ROTOR FLUX OPTIMAL ESTIMATION FOR INDUCTION MOTOR CONTROL
2005
Abstract The aim of this paper is to analyze and design reduced order observers of the rotor flux of induction motors. The design requirements are: a) the convergence rate of the rotor flux estimation error; b) a low sensitivity to stator and rotor resistance variations; c) a low sensitivity to errors due to the implementation of the observers on microprocessor-based systems. It is shown that, in order to satisfy the requirements a)-c), it is sufficient to solve a constrained optimization problem according to a criterion in which these requirements appear explicitly. The implementation of the observer is discussed. The observer is tested by simulation and experiments.