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A global analysis of Newton iterations for determining turning points

Vladimír Janovský, Viktor Seige (1993)

Applications of Mathematics

The global convergence of a direct method for determining turning (limit) points of a parameter-dependent mapping is analysed. It is assumed that the relevant extended system has a singular root for a special parameter value. The singular root is clasified as a b i f u r c a t i o n s i n g u l a r i t y (i.e., as a d e g e n e r a t e turning point). Then, the Theorz for Imperfect Bifurcation offers a particular scenario for the split of the singular root into a finite number of regular roots (turning points) due to a given parameter imperfection. The relationship...

A globally convergent non-interior point algorithm with full Newton step for second-order cone programming

Liang Fang, Guoping He, Li Sun (2009)

Applications of Mathematics

A non-interior point algorithm based on projection for second-order cone programming problems is proposed and analyzed. The main idea of the algorithm is that we cast the complementary equation in the primal-dual optimality conditions as a projection equation. By using this reformulation, we only need to solve a system of linear equations with the same coefficient matrix and compute two simple projections at each iteration, without performing any line search. This algorithm can start from an arbitrary...

A heat approximation

Miroslav Dont (2000)

Applications of Mathematics

The Fourier problem on planar domains with time variable boundary is considered using integral equations. A simple numerical method for the integral equation is described and the convergence of the method is proved. It is shown how to approximate the solution of the Fourier problem and how to estimate the error. A numerical example is given.

A heterogeneous alternating-direction method for a micro-macro dilute polymeric fluid model

David J. Knezevic, Endre Süli (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

We examine a heterogeneous alternating-direction method for the approximate solution of the FENE Fokker–Planck equation from polymer fluid dynamics and we use this method to solve a coupled (macro-micro) Navier–Stokes–Fokker–Planck system for dilute polymeric fluids. In this context the Fokker–Planck equation is posed on a high-dimensional domain and is therefore challenging from a computational point of view. The heterogeneous alternating-direction scheme combines a spectral Galerkin method for...

A higher order pressure segregation scheme for the time-dependent magnetohydrodynamics equations

Yun-Bo Yang, Yao-Lin Jiang, Qiong-Xiang Kong (2019)

Applications of Mathematics

A higher order pressure segregation scheme for the time-dependent incompressible magnetohydrodynamics (MHD) equations is presented. This scheme allows us to decouple the MHD system into two sub-problems at each time step. First, a coupled linear elliptic system is solved for the velocity and the magnetic field. And then, a Poisson-Neumann problem is treated for the pressure. The stability is analyzed and the error analysis is accomplished by interpreting this segregated scheme as a higher order...

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