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A viscosity-proximal gradient method with inertial extrapolation for solving certain minimization problems in Hilbert space

L.O. Jolaoso, H.A. Abass, O.T. Mewomo (2019)

Archivum Mathematicum

In this paper, we study the strong convergence of the proximal gradient algorithm with inertial extrapolation term for solving classical minimization problem and finding the fixed points of δ -demimetric mapping in a real Hilbert space. Our algorithm is inspired by the inertial proximal point algorithm and the viscosity approximation method of Moudafi. A strong convergence result is achieved in our result without necessarily imposing the summation condition ∑ n = 1 ∞ β n ∥ x n - 1 - x n ∥ < + ∞ on the inertial term. Finally, we provide...

A weaker affine covariant Newton-Mysovskikh theorem for solving equations

Ioannis K. Argyros (2006)

Applicationes Mathematicae

The Newton-Mysovskikh theorem provides sufficient conditions for the semilocal convergence of Newton's method to a locally unique solution of an equation in a Banach space setting. It turns out that under weaker hypotheses and a more precise error analysis than before, weaker sufficient conditions can be obtained for the local as well as semilocal convergence of Newton's method. Error bounds on the distances involved as well as a larger radius of convergence are obtained. Some numerical examples...

A weighted empirical interpolation method: a priori convergence analysis and applications

Peng Chen, Alfio Quarteroni, Gianluigi Rozza (2014)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

We extend the classical empirical interpolation method [M. Barrault, Y. Maday, N.C. Nguyen and A.T. Patera, An empirical interpolation method: application to efficient reduced-basis discretization of partial differential equations. Compt. Rend. Math. Anal. Num. 339 (2004) 667–672] to a weighted empirical interpolation method in order to approximate nonlinear parametric functions with weighted parameters, e.g. random variables obeying various probability distributions. A priori convergence analysis...

A well-conditioned integral equation for iterative solution of scattering problems with a variable Leontovitch boundary condition

Sébastien Pernet (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

The construction of a well-conditioned integral equation for iterative solution of scattering problems with a variable Leontovitch boundary condition is proposed. A suitable parametrix is obtained by using a new unknown and an approximation of the transparency condition. We prove the well-posedness of the equation for any wavenumber. Finally, some numerical comparisons with well-tried method prove the efficiency of the new formulation.

A ( α )-Stable Linear Multistep Methods for Stiff IVPs in ODEs

R. I. Okuonghae, M. N. O. Ikhile (2011)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

In this paper, a class of A( α )-stable linear multistep formulas for stiff initial value problems (IVPs) in ordinary differential equations (ODEs) is developed. The boundary locus of the methods shows that the schemes are A-stable for step number k ≤ 3 and stiffly stable for k = 4 , 5 and 6 . Some numerical results are reported to illustrate the method.

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