Search results for "iterative method"
showing 10 items of 135 documents
Advanced techniques for solving groundwater and surface water problems in the context of inverse methods and climate change.
2021
[ES] El tema de la investigación se centra en técnicas avanzadas para manejar problemas de aguas subterráneas y superficiales relacionados con métodos inversos y cambio climático. Los filtros de Kalman, con especial atención en Ensemble Smoother with Multiple Data Assimilation (ES-MDA), se analizan y mejoran para la solución de diferentes tipos de problemas inversos. En particular, la principal novedad es la aplicación de estos métodos para la identificación de series temporales. La primera parte de la tesis, luego de la descripción del método, presenta el desarrollo de un software escrito en Python para la aplicación de la metodología propuesta. El software cuenta con un flujo de trabajo f…
On the convergence of fixed point iterations for the moving geometry in a fluid-structure interaction problem
2019
In this paper a fluid-structure interaction problem for the incompressible Newtonian fluid is studied. We prove the convergence of an iterative process with respect to the computational domain geometry. In our previous works on numerical approximation of similar problems we refer this approach as the global iterative method. This iterative approach can be understood as a linearization of the so-called geometric nonlinearity of the underlying model. The proof of the convergence is based on the Banach fixed point argument, where the contractivity of the corresponding mapping is shown due to the continuous dependence of the weak solution on the given domain deformation. This estimate is obtain…
Statistic moments of the total energy of potential systems and application to equivalent non-linearization
2000
In this paper some properties of the total energy moments of potential systems, subjected to external white noise processes, are shown. Potential systems with a polynomial form of energy-dependent damping have been considered. It is shown that the analytical relations between the statistical moments of the energy associated with such systems can be obtained with the aid of the standard Ito calculus. Furthermore, it is shown that, for the stationary case, these analytical relations are very useful for the application of the equivalent non-linearization technique.
�ber ein Verfahren der Ordnung $$1 + \sqrt 2 $$ zur Nullstellenbestimmung
1979
A new iterative method for solving nonlinear equations is presented which is shown to converge locally withR-order of convergence $$1 + \sqrt 2 $$ at least under suitable differentiability assumptions. The method needs as many function evaluations per step as the classical Newton method.
Some supplementary results on the 1+ $$\sqrt 2 $$ order method for the solution of nonlinear equations
1982
Recently an iterative method for the solution of systems of nonlinear equations having at leastR-order 1+ $$\sqrt 2 $$ for simple roots has been investigated by the author [7]; this method uses as many function evaluations per step as the classical Newton method. In the present note we deal with several properties of the method such as monotone convergence, asymptotic inclusion of the solution and convergence in the case of multiple roots.
Real-Time Temporal Superpixels for Unsupervised Remote Photoplethysmography
2018
International audience; Segmentation is a critical step for many computer vision applications. Among them, the remote photoplethys-mography technique is significantly impacted by the quality of region of interest segmentation. With the heart-rate estimation accuracy, the processing time is obviously a key issue for real-time monitoring. Recent face detection algorithms can perform real-time processing, however for unsupervised algorithms, i.e. without any subject detection based on supervised learning, existing methods are not able to achieve real-time on regular platform. In this paper, we propose a new method to perform real-time un-supervised remote photoplethysmograhy based on efficient…
An Iterative Approach to Dynamic Elastic-Plastic Analysis
1998
The step-by-step analysis of structures constituted by elastic-plastic finite elements, subjected to an assigned loading history, is here considered. The structure may possess dynamic and/or not dynamic degrees-of-freedom. As it is well-known, at each step of analysis the solution of a linear complementarity problem is required. An iterative method devoted to solving the relevant linear complementarity problem is presented. It is based on the recursive solution of a linear complementarity, problem in which the constraint matrix is block-diagonal and deduced from the matrix of the original linear complementarity problem. The convergence of the procedure is also proved. Some particular cases …
A Comparison and Survey of Finite Difference Methods for Pricing American Options Under Finite Activity Jump-Diffusion Models
2012
Partial-integro differential formulations are often used for pricing American options under jump-diffusion models. A survey on such formulations and numerical methods for them is presented. A detailed description of six efficient methods based on a linear complementarity formulation and finite difference discretizations is given. Numerical experiments compare the performance of these methods for pricing American put options under finite activity jump models.
Wavelet-like bases for thin-wire integral equations in electromagnetics
2005
AbstractIn this paper, wavelets are used in solving, by the method of moments, a modified version of the thin-wire electric field integral equation, in frequency domain. The time domain electromagnetic quantities, are obtained by using the inverse discrete fast Fourier transform. The retarded scalar electric and vector magnetic potentials are employed in order to obtain the integral formulation. The discretized model generated by applying the direct method of moments via point-matching procedure, results in a linear system with a dense matrix which have to be solved for each frequency of the Fourier spectrum of the time domain impressed source. Therefore, orthogonal wavelet-like basis trans…
A backward sweep method for power flow solution in distribution networks
2010
Abstract A methodology for the analysis of radial or weakly meshed distribution systems supplying voltage dependent loads is here developed. The solution process is iterative and, at each step, loads are simulated by means of impedances. Therefore, at each iteration, it is necessary to solve a network made up only of impedances; for this kind of network, all the voltages and currents can be expressed as linear functions of a single unknown current (in radial systems) or of two unknown currents for each independent mesh (for meshed systems). The methodology has been called “backward” since the unique equation, in case of radial network, and the linear system of equations, in case of meshed n…