Tchebyshev Acceleration Technique for Large Scale Nonsymmetric Matrices.
Convection-diffusion problems posed on the unit square and with solutions displaying exponential layers are solved using a sparse grid Galerkin finite element method with Shishkin meshes. Writing for the maximum number of mesh intervals in each coordinate direction, our “combination” method simply adds or subtracts solutions that have been computed by the Galerkin FEM on , and meshes. It is shown that the combination FEM yields (up to a factor ) the same order of accuracy in the associated...
For the symmetric Pareto Eigenvalue Complementarity Problem (EiCP), by reformulating it as a constrained optimization problem on a differentiable Rayleigh quotient function, we present a class of descent methods and prove their convergence. The main features include: using nonlinear complementarity functions (NCP functions) and Rayleigh quotient gradient as the descent direction, and determining the step size with exact linear search. In addition, these algorithms are further extended to solve the...
The paper deals with the application of a fast algorithm for the solution of finite-difference systems for boundary-value problems on a standard domain (e.g. on a rectangle) to the solution of a boundary-value problem on a domain of general shape contained in the standard domain. A simple iterative procedure is suggested for the determination of fictitious right-hand sides for the system on the standard domain so that its solution is the desired one. Under the assumptions that are usual for matrices...
Many problems in operations research, management science, and engineering fields lead to the solution of absolute value equations. In this study, we propose two new iteration methods for solving absolute value equations , where is an -matrix or strictly diagonally dominant matrix, and is an unknown solution vector. Furthermore, we discuss the convergence of the proposed two methods under suitable assumptions. Numerical experiments are given to verify the feasibility, robustness and effectiveness...