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Displaying 61 – 80 of 831

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A note on contact shape optimization with semicoercive state problems

Jaroslav Haslinger (2002)

Applications of Mathematics

This note deals with contact shape optimization for problems involving “floating” structures. The boundedness of solutions to state problems with respect to admissible domains, which is the basic step in the existence analysis, is a consequence of Korn’s inequality in coercive cases. In semicoercive cases (meaning that floating bodies are admitted), the Korn inequality cannot be directly applied and one has to proceed in another way: to use a decomposition of kinematically admissible functions and...

A note on direct methods for approximations of sparse Hessian matrices

Miroslav Tůma (1988)

Aplikace matematiky

Necessity of computing large sparse Hessian matrices gave birth to many methods for their effective approximation by differences of gradients. We adopt the so-called direct methods for this problem that we faced when developing programs for nonlinear optimization. A new approach used in the frame of symmetric sequential coloring is described. Numerical results illustrate the differences between this method and the popular Powell-Toint method.

A numerical method of fitting a multiparameter nonlinear function to experimental data in the L 1 norm

Jaromír Jakeš (1988)

Aplikace matematiky

A numerical method of fitting a multiparameter function, non-linear in the parameters which are to be estimated, to the experimental data in the L 1 norm (i.e., by minimizing the sum of absolute values of errors of the experimental data) has been developed. This method starts with the least squares solution for the function and then minimizes the expression i ( x i 2 + a 2 ) 1 / 2 , where x i is the error of the i -th experimental datum, starting with an a comparable with the root-mean-square error of the least squares solution...

A numerical perspective on Hartree−Fock−Bogoliubov theory

Mathieu Lewin, Séverine Paul (2014)

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

The method of choice for describing attractive quantum systems is Hartree−Fock−Bogoliubov (HFB) theory. This is a nonlinear model which allows for the description of pairing effects, the main explanation for the superconductivity of certain materials at very low temperature. This paper is the first study of Hartree−Fock−Bogoliubov theory from the point of view of numerical analysis. We start by discussing its proper discretization and then analyze the convergence of the simple fixed point (Roothaan)...

A numerically stable least squares solution to the quadratic programming problem

E. Übi (2008)

Open Mathematics

The strictly convex quadratic programming problem is transformed to the least distance problem - finding the solution of minimum norm to the system of linear inequalities. This problem is equivalent to the linear least squares problem on the positive orthant. It is solved using orthogonal transformations, which are memorized as products. Like in the revised simplex method, an auxiliary matrix is used for computations. Compared to the modified-simplex type methods, the presented dual algorithm QPLS...

A penalty approach for a box constrained variational inequality problem

Zahira Kebaili, Djamel Benterki (2018)

Applications of Mathematics

We propose a penalty approach for a box constrained variational inequality problem ( BVIP ) . This problem is replaced by a sequence of nonlinear equations containing a penalty term. We show that if the penalty parameter tends to infinity, the solution of this sequence converges to that of BVIP when the function F involved is continuous and strongly monotone and the box C contains the origin. We develop the algorithmic aspect with theoretical arguments properly established. The numerical results tested on...

A posteriori error analysis for parabolic variational inequalities

Kyoung-Sook Moon, Ricardo H. Nochetto, Tobias von Petersdorff, Chen-song Zhang (2007)

ESAIM: Mathematical Modelling and Numerical Analysis

Motivated by the pricing of American options for baskets we consider a parabolic variational inequality in a bounded polyhedral domain Ω d with a continuous piecewise smooth obstacle. We formulate a fully discrete method by using piecewise linear finite elements in space and the backward Euler method in time. We define an a posteriori error estimator and show that it gives an upper bound for the error in L2(0,T;H1(Ω)). The error estimator is localized in the sense that the size of the elliptic residual...

A primal-dual integral method in global optimization

Jens Hichert, Armin Hoffmann, Huan Xoang Phú, Rüdiger Reinhardt (2000)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

Using the Fenchel conjugate F c of Phú’s Volume function F of a given essentially bounded measurable function f defined on the bounded box D ⊂ Rⁿ, the integral method of Chew and Zheng for global optimization is modified to a superlinearly convergent method with respect to the level sequence. Numerical results are given for low dimensional functions with a strict global essential supremum.

A priori error estimates for a state-constrained elliptic optimal control problem

Arnd Rösch, Simeon Steinig (2012)

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

We examine an elliptic optimal control problem with control and state constraints in ℝ3. An improved error estimate of 𝒪(hs) with 3/4 ≤ s ≤ 1 − ε is proven for a discretisation involving piecewise constant functions for the control and piecewise linear for the state. The derived order of convergence is illustrated by a numerical example.

A priori error estimates for a state-constrained elliptic optimal control problem

Arnd Rösch, Simeon Steinig (2012)

ESAIM: Mathematical Modelling and Numerical Analysis

We examine an elliptic optimal control problem with control and state constraints in ℝ3. An improved error estimate of 𝒪(hs) with 3/4 ≤ s ≤ 1 − ε is proven for a discretisation involving piecewise constant functions for the control and piecewise linear for the state. The derived order of convergence is illustrated by a numerical example.

A priori error estimates for a state-constrained elliptic optimal control problem

Arnd Rösch, Simeon Steinig (2012)

ESAIM: Mathematical Modelling and Numerical Analysis

We examine an elliptic optimal control problem with control and state constraints in ℝ3. An improved error estimate of 𝒪(hs) with 3/4 ≤ s ≤ 1 − ε is proven for a discretisation involving piecewise constant functions for the control and piecewise linear for the state. The derived order of convergence is illustrated by a numerical example.

Currently displaying 61 – 80 of 831