A Semi-Implicit Mid-Point Rule for Stiff Systems of Ordinary Differential Equations
Semi-smooth Newton methods for elliptic equations with gradient constraints are investigated. The one- and multi-dimensional cases are treated separately. Numerical examples illustrate the approach and as well as structural features of the solution.
Semi-smooth Newton methods for elliptic equations with gradient constraints are investigated. The one- and multi-dimensional cases are treated separately. Numerical examples illustrate the approach and as well as structural features of the solution.
Sensitivity analysis (with respect to the regularization parameter) of the solution of a class of regularized state constrained optimal control problems is performed. The theoretical results are then used to establish an extrapolation-based numerical scheme for solving the regularized problem for vanishing regularization parameter. In this context, the extrapolation technique provides excellent initializations along the sequence of reducing regularization parameters. Finally, the favorable numerical behavior...
We describe an algorithm for computing the value function for “all source, single destination” discrete-time nonlinear optimal control problems together with approximations of associated globally optimal control strategies. The method is based on a set oriented approach for the discretization of the problem in combination with graph-theoretic techniques. The central idea is that a discretization of phase space of the given problem leads to an (all source, single destination) shortest path problem...
We describe an algorithm for computing the value function for “all source, single destination” discrete-time nonlinear optimal control problems together with approximations of associated globally optimal control strategies. The method is based on a set oriented approach for the discretization of the problem in combination with graph-theoretic techniques. The central idea is that a discretization of phase space of the given problem leads to an (all source, single destination) shortest path...
We derive the smoothed aggregation two-level method from the variational objective to minimize the final error after finishing the entire iteration. This contrasts to a standard variational two-level method, where the coarse-grid correction vector is chosen to minimize the error after coarse-grid correction procedure, which represents merely an intermediate stage of computing. Thus, we enforce the global minimization of the error. The method with smoothed prolongator is thus interpreted as a qualitatively...
This paper is concerned with the frictionless unilateral contact problem (i.e., a Signorini problem with the elasticity operator). We consider a mixed finite element method in which the unknowns are the displacement field and the contact pressure. The particularity of the method is that it furnishes a normal displacement field and a contact pressure satisfying the sign conditions of the continuous problem. The a priori error analysis of the method is closely linked with the study of a specific positivity...
We propose an unconditionally stable semi-implicit time discretization of the phase field crystal evolution. It is based on splitting the underlying energy into convex and concave parts and then performing H-1 gradient descent steps implicitly for the former and explicitly for the latter. The splitting is effected in such a way that the resulting equations are linear in each time step and allow an extremely simple implementation and efficient solution. We provide the associated stability and error...
The aim of this article is to present a simple proof of the theorem about perturbation of the Sturm-Liouville operator in Liouville normal form.
A simple semi-recursive routine for nonlinearity recovery in Hammerstein systems is proposed. The identification scheme is based on the Haar wavelet kernel and possesses a simple and compact form. The convergence of the algorithm is established and the asymptotic rate of convergence (independent of the input density smoothness) is shown for piecewiseLipschitz nonlinearities. The numerical stability of the algorithm is verified. Simulation experiments for a small and moderate number of input-output...