Restarting techniques for the (Jacobi-)Davidson symmetric eigenvalue method.
Restricted estimation in unbalanced factorial models: an APL programs package.
This paper describes a set of programs that provide researchers with restricted effect estimations in unbalanced factorial models when several weighing systems are imposed upon those models. The main program performing such an analysis is known as REUFM, and is written in APL⊗PLUS for IBM/PC microcomputers. An example is given in order to ilustrate the programs.
Résultat numérique de régularité du problème de Stokes et du laplacien itéré dans un polygone
Résultats négatifs en accélération de la convergence.
Results on controlling the residuals of perturbed Newton-like methods on Banach spaces with a convergence structure.
Retooling the method of block conjugate gradients.
Reversible jump MCMC for two-state multivariate Poisson mixtures
The problem of identifying the source from observations from a Poisson process can be encountered in fault diagnostics systems based on event counters. The identification of the inner state of the system must be made based on observations of counters which entail only information on the total sum of some events from a dual process which has made a transition from an intact to a broken state at some unknown time. Here we demonstrate the general identifiability of this problem in presence of multiple...
Riccati-like flows and matrix approximations
Richardson extrapolation and defect correction of mixed finite element methods for integro-differential equations in porous media
Asymptotic error expansions in the sense of -norm for the Raviart-Thomas mixed finite element approximation by the lowest-order rectangular element associated with a class of parabolic integro-differential equations on a rectangular domain are derived, such that the Richardson extrapolation of two different schemes and an interpolation defect correction can be applied to increase the accuracy of the approximations for both the vector field and the scalar field by the aid of an interpolation postprocessing...
Richardson Extrapolation combined with the sequential splitting procedure and the θ-method
Initial value problems for systems of ordinary differential equations (ODEs) are solved numerically by using a combination of (a) the θ-method, (b) the sequential splitting procedure and (c) Richardson Extrapolation. Stability results for the combined numerical method are proved. It is shown, by using numerical experiments, that if the combined numerical method is stable, then it behaves as a second-order method.
Ridgelet transform on tempered distributions
We prove that ridgelet transform and adjoint ridgelet transform are continuous, where . We also define the ridgelet transform on the space of tempered distributions on , adjoint ridgelet transform on and establish that they are linear, continuous with respect to the weak-topology, consistent with , respectively, and they satisfy the identity , .
Riemann problem solutions that are stable to perturbation
Riemann solution for hyperbolic equations with discontinuous coefficients
This paper deals with a Riemann solution for scalar hyperbolic equations with discontinuous coefficients. In many numerical schemes of Godunov type in fluid dynamics, electromagnetic and so on, usually hyperbolic problems are solved to estimate fluxes. The exact solution is generally difficult to obtain, but good approximations are provided in many situations like Roe and HLLC Riemann solvers in fluid. However all these solvers assumes that the acoustic waves speeds are continuous which is not...
Riemannian convexity.
Riemannian convexity in programming. II.
Rigorous numerics for symmetric homoclinic orbits in reversible dynamical systems
We propose a new rigorous numerical technique to prove the existence of symmetric homoclinic orbits in reversible dynamical systems. The essential idea is to calculate Melnikov functions by the exponential dichotomy and the rigorous numerics. The algorithm of our method is explained in detail by dividing into four steps. An application to a two dimensional reversible system is also treated and the existence of a symmetric homoclinic orbit is rigorously verified as an example.
Risk bounds for new M-estimation problems
In this paper, we consider a new framework where two types of data are available: experimental data Y1,...,Yn supposed to be i.i.d from Y and outputs from a simulated reduced model. We develop a procedure for parameter estimation to characterize a feature of the phenomenon Y. We prove a risk bound qualifying the proposed procedure in terms of the number of experimental data n, reduced model complexity and computing budget m. The method we present is general enough to cover a wide range of applications....
Risk management using var simulation with applications to Bucharest stock exchange.
Ritz Approximations to Two-Dimensional Boundary Value Problems.
Ritz-Galerkin Approximations in Blending Function Spaces.