Search results for "convergence"

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.

Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation

2004

A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. The proof is based on a careful study of the discretization matrices and on an abstract convergence result due to Barles and Souganides.

Convergence analysis of cubature Kalman filter

2014

This paper investigates the stability analysis of cubature Kalman filter (CKF) for nonlinear systems with linear measurement. The certain conditions to ensure that the estimation error of CKF remains bounded are proved. Then, the effect of process noise covariance is investigated and an adaptive process noise covariance is proposed to deal with large estimation error. Accordingly, a modified CKF (MCKF) is developed to enhance the stability and accuracy of state estimation. The performance of the MCKF is compared to the CKF by two case studies. Simulation results demonstrate that the large estimation error may lead to instability of CKF while the MCKF is successfully able to estimate the sta…

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

1981

finite element methods

2017

Two robot patch recovery methods with built-in field equations and boundary conditions superconvergence similarities in standard and mixed finite element methods on the FEM for the Navier-Stokes equations in the domains with corner singularities projections in finite element analysis and application element analysis method and superconvergence quadratic interpolation polynomials in vertices of strongly regular triangulations explicit error bounds for a nonconforming finite element method analysis of the average efficiency of an error estimator on the mesh for difference schemes of higher accuracy for the heat-conduction equation shape design sensitivity formulae approximated by means of a r…

Nuclear response functions in homogeneous matter with finite range effective interactions

2005

The question of nuclear response functions in a homogeneous medium is examined. A general method for calculating response functions in the random phase approximation (RPA) with exchange is presented. The method is applicable for finite-range nuclear interactions. Examples are shown in the case of symmetric nuclear matter described by a Gogny interaction. It is found that the convergence of the results with respect to the multipole truncation is quite fast. Various approximation schemes such as the Landau approximation, or the Landau approximation for the exchange terms only, are discussed in comparison with the exact results.

Numerical analysis of the Oseen-type Peterlin viscoelastic model by the stabilized Lagrange-Galerkin method, Part II: A linear scheme

2017

This is the second part of our error analysis of the stabilized Lagrange-Galerkin scheme applied to the Oseen-type Peterlin viscoelastic model. Our scheme is a combination of the method of characteristics and Brezzi-Pitk\"aranta's stabilization method for the conforming linear elements, which leads to an efficient computation with a small number of degrees of freedom especially in three space dimensions. In this paper, Part II, we apply a semi-implicit time discretization which yields the linear scheme. We concentrate on the diffusive viscoelastic model, i.e. in the constitutive equation for time evolution of the conformation tensor a diffusive effect is included. Under mild stability condi…

Convergence of a finite volume scheme for the compressible Navier–Stokes system

2019

We study convergence of a finite volume scheme for the compressible (barotropic) Navier–Stokes system. First we prove the energy stability and consistency of the scheme and show that the numerical solutions generate a dissipative measure-valued solution of the system. Then by the dissipative measure-valued-strong uniqueness principle, we conclude the convergence of the numerical solution to the strong solution as long as the latter exists. Numerical experiments for standard benchmark tests support our theoretical results.

A normalized iterative Smoothed Particle Hydrodynamics method

2020

Abstract In this paper we investigate on a normalized iterative approach to improve the Smoothed Particle Hydrodynamics (SPH) estimate of a function. The method iterates on the residuals of an initial SPH approximation to obtain a more accurate solution. The iterative strategy preserves the matrix-free nature of the method, does not require changes on the kernel function and it is not affected by disordered data distribution. The iterative refinement is further improved by ensuring linear approximation order to the starting iterative values. We analyze the accuracy and the convergence of the method with the standard and normalized formulation giving evidence of the enhancements obtained wit…

Numerically stable computation of step-sizes for descent methods. The nonconvex case

1977

The computation of step-sizes which guarantee convergence in unconstrained minimization by descent methods is considered. The use of a “control” or “range” function is highly attractive for this purpose because of its simplicity. Since the Armijo-Goldstein test may fail prematurely due to numerical instability near the minimizer, we consider a range function based on gradient values alone as has been done forg convex in [8]. Numerical algorithms are given for the computation of step-sizes whose behaviour under roundoff is shown to be benign in the sense of F. L. Bauer [5].