All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Page 1 Next

Displaying 1 – 20 of 24

Showing per page

New quasi-Newton method for solving systems of nonlinear equations

Ladislav Lukšan, Jan Vlček (2017)

Applications of Mathematics

We propose a new Broyden method for solving systems of nonlinear equations, which uses the first derivatives, but is more efficient than the Newton method (measured by the computational time) for larger dense systems. The new method updates QR or LU decompositions of nonsymmetric approximations of the Jacobian matrix, so it requires O ( n 2 ) arithmetic operations per iteration in contrast with the Newton method, which requires O ( n 3 ) operations per iteration. Computational experiments confirm the high efficiency...

Newton and conjugate gradient for harmonic maps from the disc into the sphere

Morgan Pierre (2004)

ESAIM: Control, Optimisation and Calculus of Variations

We compute numerically the minimizers of the Dirichlet energy E ( u ) = 1 2 ∫ B 2 | ∇ u | 2 d x among maps u : B 2 → S 2 from the unit disc into the unit sphere that satisfy a boundary condition and a degree condition. We use a Sobolev gradient algorithm for the minimization and we prove that its continuous version preserves the degree. For the discretization of the problem we use continuous P 1 finite elements. We propose an original mesh-refining strategy needed to preserve the degree with the discrete version of the algorithm (which is a preconditioned...

Newton's methods for variational inclusions under conditioned Fréchet derivative

Ioannis K. Argyros, Saïd Hilout (2007)

Applicationes Mathematicae

Estimates of the radius of convergence of Newton's methods for variational inclusions in Banach spaces are investigated under a weak Lipschitz condition on the first Fréchet derivative. We establish the linear convergence of Newton's and of a variant of Newton methods using the concepts of pseudo-Lipschitz set-valued map and ω-conditioned Fréchet derivative or the center-Lipschitz condition introduced by the first author.

Nonmonotone strategy for minimization of quadratics with simple constraints

M. A. Diniz-Ehrhardt, Zdeněk Dostál, M. A. Gomes-Ruggiero, J. M. Martínez, Sandra Augusta Santos (2001)

Applications of Mathematics

An algorithm for quadratic minimization with simple bounds is introduced, combining, as many well-known methods do, active set strategies and projection steps. The novelty is that here the criterion for acceptance of a projected trial point is weaker than the usual ones, which are based on monotone decrease of the objective function. It is proved that convergence follows as in the monotone case. Numerical experiments with bound-constrained quadratic problems from CUTE collection show that the modified...

Numerical analysis for optimal shape design in elliptic boundary value problems

Zdeněk Kestřánek (1988)

Aplikace matematiky

Shape optimization problems are optimal design problems in which the shape of the boundary plays the role of a design, i.e. the unknown part of the problem. Such problems arise in structural mechanics, acoustics, electrostatics, fluid flow and other areas of engineering and applied science. The mathematical theory of such kind of problems has been developed during the last twelve years. Recently the theory has been extended to cover also situations in which the behaviour of the system is governed...

Numerical considerations of a hybrid proximal projection algorithm for solving variational inequalities

Christina Jager (2007)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

In this paper, some ideas for the numerical realization of the hybrid proximal projection algorithm from Solodov and Svaiter [22] are presented. An example is given which shows that this hybrid algorithm does not generate a Fejér-monotone sequence. Further, a strategy is suggested for the computation of inexact solutions of the auxiliary problems with a certain tolerance. For that purpose, ε-subdifferentials of the auxiliary functions and the bundle trust region method from Schramm and Zowe [20]...

Numerical identification of a coefficient in a parabolic quasilinear equation

Jan Neumann (1985)

Aplikace matematiky

In the article the following optimal control problem is studied: to determine a certain coefficient in a quasilinear partial differential equation of parabolic type so that the solution of a boundary value problem for this equation would minimise a given integral functional. In addition to the design and analysis of a numerical method the paper contains the solution of the fundamental problems connected with the formulation of the problem in question (existence and uniqueness of the solution of...

Numerical minimization of eigenmodes of a membrane with respect to the domain

Édouard Oudet (2004)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper we introduce a numerical approach adapted to the minimization of the eigenmodes of a membrane with respect to the domain. This method is based on the combination of the Level Set method of S. Osher and J.A. Sethian with the relaxed approach. This algorithm enables both changing the topology and working on a fixed regular grid.

Numerical minimization of eigenmodes of a membrane with respect to the domain

Édouard Oudet (2010)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper we introduce a numerical approach adapted to the minimization of the eigenmodes of a membrane with respect to the domain. This method is based on the combination of the Level Set method of S. Osher and J.A. Sethian with the relaxed approach. This algorithm enables both changing the topology and working on a fixed regular grid.

Numerical modelling of semi-coercive beam problem with unilateral elastic subsoil of Winkler's type

Stanislav Sysala (2010)

Applications of Mathematics

A non-linear semi-coercive beam problem is solved in this article. Suitable numerical methods are presented and their uniform convergence properties with respect to the finite element discretization parameter are proved here. The methods are based on the minimization of the total energy functional, where the descent directions of the functional are searched by solving the linear problems with a beam on bilateral elastic ``springs''. The influence of external loads on the convergence properties is...

Numerical optimization of parameters in systems of differential equations

Martínek, Josef, Kučera, Václav (2023)

Programs and Algorithms of Numerical Mathematics

We present results on the estimation of unknown parameters in systems of ordinary differential equations in order to fit the output of models to real data. The numerical method is based on the nonlinear least squares problem along with the solution of sensitivity equations corresponding to the differential equations. We will present the performance of the method on the problem of fitting the output of basic compartmental epidemic models to data from the Covid-19 epidemic. This allows us to draw...

Numerical procedure to approximate a singular optimal control problem

Silvia C. Di Marco, Roberto L.V. González (2007)

ESAIM: Mathematical Modelling and Numerical Analysis

In this work we deal with the numerical solution of a Hamilton-Jacobi-Bellman (HJB) equation with infinitely many solutions. To compute the maximal solution – the optimal cost of the original optimal control problem – we present a complete discrete method based on the use of some finite elements and penalization techniques.

Numerical resolution of an “unbalanced” mass transport problem

Jean-David Benamou (2003)

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

We introduce a modification of the Monge–Kantorovitch problem of exponent 2 which accommodates non balanced initial and final densities. The augmented lagrangian numerical method introduced in [6] is adapted to this “unbalanced” problem. We illustrate the usability of this method on an idealized error estimation problem in meteorology.

Numerical resolution of an “unbalanced” mass transport problem

Jean-David Benamou (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We introduce a modification of the Monge–Kantorovitch problem of exponent 2 which accommodates non balanced initial and final densities. The augmented Lagrangian numerical method introduced in [6] is adapted to this “unbalanced” problem. We illustrate the usability of this method on an idealized error estimation problem in meteorology.

Currently displaying 1 – 20 of 24

Page 1 Next