Algebraic theory of fast mixed-radix transforms. II. Computational complexity and applications
Vítězslav Veselý (1990)
Archivum Mathematicum
N. METROPOLIS, M. MENZEL (1967)
Numerische Mathematik
Erin Claire Carson (2020)
Applications of Mathematics
The adaptive -step CG algorithm is a solver for sparse symmetric positive definite linear systems designed to reduce the synchronization cost per iteration while still achieving a user-specified accuracy requirement. In this work, we improve the adaptive -step conjugate gradient algorithm by the use of iteratively updated estimates of the largest and smallest Ritz values, which give approximations of the largest and smallest eigenvalues of , using a technique due to G. Meurant and P. Tichý (2018)....
Bernard Bialecki (1991)
Numerische Mathematik
Éric Boillat (2001)
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
In this article, we consider the initial value problem which is obtained after a space discretization (with space step ) of the equations governing the solidification process of a multicomponent alloy. We propose a numerical scheme to solve numerically this initial value problem. We prove an error estimate which is not affected by the step size chosen in the space discretization. Consequently, our scheme provides global convergence without any stability condition between and the time step size...
Éric Boillat (2010)
ESAIM: Mathematical Modelling and Numerical Analysis
In this article, we consider the initial value problem which is obtained after a space discretization (with space step h) of the equations governing the solidification process of a multicomponent alloy. We propose a numerical scheme to solve numerically this initial value problem. We prove an error estimate which is not affected by the step size h chosen in the space discretization. Consequently, our scheme provides global convergence without any stability condition between h and the time...
Hackbusch, Wolfgang, Grasedyck, Lars, Börm, Steffen (2002)
Proceedings of Equadiff 10
Wolfgang Hackbusch, Lars Grasedyck, Steffen Börm (2002)
Mathematica Bohemica
We give a short introduction to a method for the data-sparse approximation of matrices resulting from the discretisation of non-local operators occurring in boundary integral methods or as the inverses of partial differential operators. The result of the approximation will be the so-called hierarchical matrices (or short -matrices). These matrices form a subset of the set of all matrices and have a data-sparse representation. The essential operations for these matrices (matrix-vector and matrix-matrix...
A. V. Wolkov, Ch. Hirsch, N. B. Petrovskaya (2011)
Mathematical Modelling of Natural Phenomena
We discuss the issues of implementation of a higher order discontinuous Galerkin (DG) scheme for aerodynamics computations. In recent years a DG method has intensively been studied at Central Aerohydrodynamic Institute (TsAGI) where a computational code has been designed for numerical solution of the 3-D Euler and Navier-Stokes equations. Our discussion is mainly based on the results of the DG study conducted in TsAGI in collaboration with the NUMECA...
Tompaidis, Stathis (1996)
Experimental Mathematics
Christèle Faure (2002)
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
Automatic differentiation (AD) has proven its interest in many fields of applied mathematics, but it is still not widely used. Furthermore, existing numerical methods have been developed under the hypotheses that computing program derivatives is not affordable for real size problems. Exact derivatives have therefore been avoided, or replaced by approximations computed by divided differences. The hypotheses is no longer true due to the maturity of AD added to the quick evolution of machine capacity....
Christèle Faure (2010)
ESAIM: Mathematical Modelling and Numerical Analysis
Automatic differentiation (AD) has proven its interest in many fields of applied mathematics, but it is still not widely used. Furthermore, existing numerical methods have been developed under the hypotheses that computing program derivatives is not affordable for real size problems. Exact derivatives have therefore been avoided, or replaced by approximations computed by divided differences. The hypotheses is no longer true due to the maturity of AD added to the quick evolution of machine capacity....
Soltys, Michael (2002)
ELA. The Electronic Journal of Linear Algebra [electronic only]
Markus Weimar (2015)
Kumar, Rajeev, Dennis, Brian H. (2008)
Differential Equations & Nonlinear Mechanics
Douglas, Craig C., Hu, Jonathan, Kowarschik, Markus, Rüde, Ulrich, Weiss, Christian (2000)
ETNA. Electronic Transactions on Numerical Analysis [electronic only]
Bar-On, Ilan (1999)
ELA. The Electronic Journal of Linear Algebra [electronic only]
Jiří Rohn (1994)
Commentationes Mathematicae Universitatis Carolinae
It is proved that checking positive definiteness, stability or nonsingularity of all [symmetric] matrices contained in a symmetric interval matrix is NP-hard.
Alber, David M., Olson, Luke N. (2010)
ETNA. Electronic Transactions on Numerical Analysis [electronic only]
Milan Hladík (2015)
Open Mathematics
We study the problem of computing the maximal and minimal possible eigenvalues of a symmetric matrix when the matrix entries vary within compact intervals. In particular, we focus on computational complexity of determining these extremal eigenvalues with some approximation error. Besides the classical absolute and relative approximation errors, which turn out not to be suitable for this problem, we adapt a less known one related to the relative error, and also propose a novel approximation error....