A MODIFIED NEWTON METHOD FOR SOLVING NON-LINEAR ALGEBRAIC EQUATIONS

Size: px
Start display at page:

Download "A MODIFIED NEWTON METHOD FOR SOLVING NON-LINEAR ALGEBRAIC EQUATIONS"

Transcription

1 38 Journal of Marne Scence and Technology, Vol. 7, No. 3, pp (9) A MODIFIED NEWTON METHOD FOR SOLVING NON-LINEAR ALGEBRAIC EQUATIONS Satya N. Atlur*, Chen-Shan Lu**, and Chung-Lun Kuo*** Key words: nonlnear algebrac equatons, teratve method, ordnary dfferental equatons, fcttous tme ntegraton method (FTIM), modfed Newton method (MNM). ABSTRACT The Newton algorthm based on the contnuaton method may be wrtten as beng governed by the equaton () t + B F( ) =, where F ( j ) =,, j =, n are nonlnear j j algebrac equatons (NAEs) to be solved, and B j = F / j s the correspondng Jacoban matr. It s nown that the Newton s algorthm s quadratcally convergent; however, t has some drawbacs, such as beng senstve to the ntal guess of soluton, and beng epensve n the computaton of the nverse of B j at each teratve step. How to preserve the convergence speed, and to remove the drawbacs s a very mportant ssue n the solutons of NAEs. In ths paper we dscretze the above equaton beng wrtten as Bj j () t + F( j) =, by a bacward dfference scheme n a new tme scale of s = e t, and an ODEs system s derved by ntroducng a fcttous tme-le varable. The new algorthm s obtaned by applyng a numercal ntegraton scheme to the resultant ODEs. The new algorthm does not need the nverse of B j, and s thus resultng n a sgnfcant reducton n computatonal tme than the Newton s algorthm. A smlar technque s also used to modfy the homotopy method. Numercal eamples gven confrm that the modfed Newton method s hghly effcent, nsenstve to the ntal condton, to fnd the solutons wth a very small the resdual error. I. INTRODUCTION The numercal soluton of nonlnear algebrac equatons s one of the man aspects of computatonal mathematcs. Usually t s hard to solve a large system of hghly-nonlnear algebrac equatons. Although a lot of pror research has been Author for correspondence: Chen-Shan Lu (e-mal: lucs@ntu.edu.tw). *Center for Aerospace Research & Educaton, Unversty of Calforna, Irvne. **Department of Cvl Engneerng, Natonal Tawan Unversty, Tape, Tawan, R.O.C. ***Department of Systems Engneerng and Naval Archtecture, Natonal Tawan Ocean Unversty, Keelung, Tawan, R.O.C. j conducted n ths area, we stll lac an effcent and relable algorthm to solve ths dffcult problem. In many practcal nonlnear engneerng problems, the methods such as the fnte element method, boundary element method, fnte volume method, the meshless method, etc., eventually lead to a system of nonlnear algebrac equatons (NAEs). Many numercal methods used n computatonal mechancs, as demonstrated by Zhu, Zhang and Atlur [48], Atlur and Zhu [8], Atlur [5], Atlur and Shen [7], and Atlur, Lu and Han [6] lead to the soluton of a system of lnear algebrac equatons for a lnear problem, and of an NAEs system for a nonlnear problem. Collocaton methods, such as those used by Lu [7-3] for the modfed Trefftz method of Laplace equaton also need to solve a large system of algebrac equatons. Over the past forty years two mportant contrbutons have been made towards the numercal solutons of NAEs. One of the methods has been called the predctor-corrector or pseudoarclength contnuaton method. Ths method has ts hstorcal roots n the embeddng and ncremental loadng methods whch have been successfully used for several decades by engneers to mprove the convergence propertes, when an adequate startng value for an teratve method s not avalable. Another s the so-called smplcal or pecewse lnear method. The monographs by Allgower and Georg [] and Deuflhard [8] are devoted to the contnuaton methods for solvng NAEs. The Newton s method and ts mprovements are etensvely used nowadays; however, those algorthms fal f the ntal guess of soluton s mproper. In general, t s dffcult to choose a good ntal condton for most large systems of NAEs. Thus, t s necessary to develop an effcent algorthm, whch s nsenstve to the ntal guess of the soluton, and whch converges fast. Ths paper s arranged as follows. In the net secton we ntroduce an evoluton from a dscretzed method to a contnuous method, where an artfcal tme s ntroduced for wrtng the NAEs n the form of ODEs. In Secton III the man algorthms are ntroduced, where the novel feature s a sutable combnaton of the fcttous tme ntegraton method (FTIM) wth the Newton method. In Secton IV we gve some numercal eamples to evaluate the new algorthms of the modfed Newton method (MNM) and the modfed homotopy method (MHM). Fnally, we draw conclusons n Secton V.

2 S. N. Atlur et al.: A Modfed Newton Method for Solvng Non-Lnear Algebrac Equatons 39 II. FROM DISCRETE TO CONTINUOUS METHODS For the followng algebrac equatons: the Newton method s gven by F(,, ) =, =,, n, () n B F () = + [ ( )] ( ), where we use : = (,, n ) T and F: = (F,, F n ) T to represent the vectors, and B s an n n Jacoban matr wth ts j-th component gven by B j = F / j. Startng from an ntal guess of soluton by, Eq. () can be used to generate a sequence of, =,,. When are convergent under a specfed convergent crteron, the solutons of () are obtaned. The Newton method has a great advantage that t s quadratcally convergent. However, t stll has some drawbacs of not beng easy to guess the ntal pont, and the computatonal burden of [B( ))]. Some quas-newton methods are developed to overcome these defects of the Newton method; see the dscussons by Broyden [], Denns [5], Denns and More [6, 7], and Spedcato and Huang [46]. Hrsch and Smale [9] and many others have derved a contnuous Newton method governed by the followng dfferental equaton: ( t) = B ( ) F( ), (3) () = a, (4) where t s an artfcal tme, and a s an ntal guess of. It can be seen that the ODEs n (3) are dffcult to calculate, because they nclude an nverse matr. The correspondng dynamcs of (3) has been studed by several researchers, such as, Alber [], Boggs and Denns [], Smale [45], Chu [3], Maruster [4], and Ascher, Huang and van den Doel [3]. Presently, ths artfcal tme embeddng technque does not brng out any practcally useful result pertanng to the Newton s algorthm. Below we wll develop a new ODEs system, whch s equvalent to (3). Then, a natural embeddng technque from the NAEs nto the ODEs as developed by Lu and Atlur [37] wll be combned wth a new contnuous form of (3). Correspondng to the artfcal embeddng technque, whch s not yet proven to be useful, our embeddng technque by transformng the contnuous form n (3) nto a space, whch s one-dmenson hgher, may fnd to be very useful. III. MODIFIED METHODS. A Novel Technque Lu and Atlur [37] have ntroduced a novel contnuaton method, by embeddng the NAEs nto a system of nonautonomous frst-order ODEs. For the later requrement, we consder a sngle NAE: F( ) =. (5) The above equaton only has an ndependent varable. We may transform t nto a frst-order ODE by ntroducng a fcttous tme-le varable τ n the followng transformaton of varable from to y: y( τ) = ( + τ). (6) Here, τ s a varable whch s ndependent of ; hence, y' = dy/dτ =. If ν, Eq. (5) s equvalent to Addng the equaton y' = to (7) we obtan By usng (6) we can derve = ν F( ). (7) y = ν F( ). (8) y y y = ν F. + τ + τ Ths s a frst-order ODE for y(τ). The ntal condton for the above equaton s y() =, whch s however an unnown and requres a guess. Multplyng (9) by an ntegratng factor of /( + τ ) we can obtan d y ν y F. dτ = + τ + τ + τ Further usng y/( + τ ) =, leads to (9) () ν = F( ). () + τ The roots of F() = are the fed ponts of the above equaton. We should stress that the factor ν/( + τ) before F() s mportant.. Modfed Newton Method When one apples the forward Euler method to (3) wth a tme stepsze equal to, Eq. () s obtaned. If a sutable ntal condton s chosen, when tme ncreases to a large value, we may epect the sequence to converge to a true soluton. However, the Newton method s very tme consumng n the calculaton of B and s not easy to choose a sutable ntal condton.

3 4 Journal of Marne Scence and Technology, Vol. 7, No. 3 (9) Frst, we propose a varable transformaton s = e t and wrte (3) as ( s) B ( ) ( s) + F=, () where the prme denotes the dervatve of (s) wth respect to s. Now the nterval of s s s [, ), when t [, ). We dvde the nterval of [, ) nto m subntervals wth s = /m, and appromate the above equaton by a bacward fnte dfference: ( s ) B( ) + F( ) =, =,, m, (3) s = a, (4) where = (s ) wth s = s, and now = a s a boundary condton, nstead of the ntal condton n (3). Agan, Eq. (3) s a coupled system of NAEs, wth m vectoral-varables, =,, m. When m s solved from (3), the soluton of NAEs s found. Now, we can apply the technque n () to (3), obtanng d ν = ( s ) B ( ) + F ( ), =,, m. (5) dτ + τ s We fnd that the present formulaton s nsenstve to the condton of = a, because a s just a boundary value of the many ODEs n (5) wth m-unnown vectors; hence, we may set a =. It deserves to note that there are two advantages to transformng (3) nto (): frst, the doman length of s s such that we can use a small nteger m to dvde the whole nterval nto some subntervals by usng s = /m, and second, we no longer need to use the nverse of B. In (3), because we need to ntegrate the ODE along the t-drecton, the nverse of B s requred; however, n (5) we only ntegrate the ODEs along the τ-drecton, and the nverse of B s not requred any more. Eq. (5) s a new equaton, whch s a combnaton of the contnuous form of the Newton s algorthm wth the fcttous tme ntegraton form. We wll use ths equaton to solve the NAEs. It s nterestng that when we tae m =, s =, s =, the followng term ( ) ( ) s B drops out, and (5) s reduced to s d ν = F ( ), (6) dτ + τ where we replace by. Ths equaton has been used by Lu and Atlur [37] to solve the NAEs, and the new method s called a fcttous tme ntegraton method (FTIM). As reported by Lu and Atlur [37], when the technque of FTIM s used to solve a large system of NAEs, hgh performance can be acheved. The above dea of ntroducng a fcttous tme coordnate τ nto the governng equaton was frst proposed by Lu [3] to treat an nverse Sturm-Louvlle problem by transformng an ODE nto a PDE. Then, Lu [3-34], and Lu, Chang, Chang and Chen [4] etended ths dea to develop new methods for estmatng parameters n the nverse vbraton problems. More recently, Lu [35] has used the FTIM technque to solve the nonlnear complementarty problems, whose numercal results are very well. Then, Lu [36] used the FTIM to solve the boundary value problems of ellptc type partal dfferental equatons. Lu and Atlur [38] also employed ths technque of FTIM to solve the med-complementarty problems and optmzaton problems. Then, Lu and Atlur [39] usng the technque of FTIM solved the nverse Sturm-Louvlle problem, for specfed egenvalues. 3. Modfed Homotopy Method Davdeno [4] was the frst who developed a new dea of homotopy method to solve () by numercally ntegratng H H (7) () t = t (,), t () = a, (8) where H s a homotopc vector functon gven by H = ( t)( a) + tf( ), (9) and H and H t are respectvely the partal dervatves of H wth respect to and t. The soluton (t) of (7) forms a homotopy path for t. One then solves a sequence of problems H(t) = for values of t ncreasng from to, where for each such problem a good ntal guess from prevous steps s at hand. Ths powerful dea has been around for a whle; see Watson, Sosonna, Melvlle, Morgan and Waler [47] for a general pacage, Nocedal and Wrght [43] for a dscusson n the contet of optmzaton, and Ascher, Matthej and Russell [4] for boundary value ODEs. The homotopy theory was later refned by Kellogg, L and Yore [], Chow, Mallet-Paret and Yore [], L and Yore [3], and L [4]. For some hghly complcated NAEs, a contnuaton approach of the homotopc method may yeld the only practcal route for a soluton algorthm. Wth the use of (9), the homotopc ODEs n (7) can be wrtten as sb+ ( s) I n ( s) + a + F =. () Here we use s to replace t n order to be consstent wth the notaton s used n ().

4 S. N. Atlur et al.: A Modfed Newton Method for Solvng Non-Lnear Algebrac Equatons 4 Smlarly, by a dscretzaton of the above equaton we can obtan a new algebrac equaton: It s nterestng that (4) and (7) can be combned together nto a smple matr equaton: s ( ) ( s) B + In + a + F( ) =, s =,, m, () = a. () f (, t) n n d =. dt (, t) f (8) Agan, applyng the technque n () to () we can obtan d ν = s ( ) + ( s) n + + ( ), dτ + τ B I a F s =,, m. (3) We wll ntegrate (5) and (3) by usng the group preservng scheme ntroduced n the net secton. 4. The GPS for Dfferental Equatons System We develop a stable group preservng scheme (GPS) as follows. We can wrte a vector form of ODEs by n = f(, t), R, t >. (4) A GPS can preserve the nternal symmetry group of the consdered ODEs system. Although we do not now prevously the symmetry group of dfferental equatons system, Lu [5] has embedded t nto an augmented dfferental equatons system, whch concerns wth not only the evoluton of state varables themselves but also the evoluton of the magntude of the state varables vector. We note that It s obvous that the frst row n (8) s the same as the orgnal equaton (4), but the ncluson of the second row n (8) gves us a Mnowsan structure of the augmented state varables of X: = ( T, ) T, whch satsfes the cone condton: where X gx =, (9) In n g = (3) n s a Mnows metrc, and I n s the dentty matr of order n. In terms of (, ), Eq. (9) becomes XgX= = =. (3) It follows from the defnton gven n (5), and thus (9) s a natural result. Consequently, we have an n + -dmensonal augmented dfferental equatons system: wth a constrant (9), where X = AX (3) = =, (5) where the dot between two n-dmensonal vectors denotes ther nner product. Tang the dervatves of both the sdes of (5) wth respect to t, we have satsfyng f (, t) n n A : =, f (, t) (33) d =. dt Then, by usng (4) and (5) we can derve d f =. dt (6) (7) Ag+ ga=, (34) s a Le algebra so(n, ) of the proper orthochronous Lorentz group SO o (n, ). Ths fact prompts us to devse the GPS, whose dscretzed mappng G must eactly preserve the followng propertes: GgG= g, (35)

5 4 Journal of Marne Scence and Technology, Vol. 7, No. 3 (9) Table. Comparson of MNM and MHM for Eample. Method m h ν ε IN (, y) (F, F ) MNM (.683,.683) ( , ) MNM (.683,.683) ( , ) MHM (.67965,.67965) (.539 4, ) MHM (.68,.68) ( , ) det G =, (36) G >, (37) b f + ( a ) f η : =. f (44) where G s the -th component of G. Although the dmenson of the new system s rased by one more, t has been shown that the new system permts a GPS gven as follows [5]: X G ( ) X, (38) = + where X denotes the numercal value of X at t, and G() SO o (n, ) s the group value of G at t. If G() satsfes the propertes n (35)-(37), then X satsfes the cone condton n (9). The Le group can be generated from A so(n, ) by an eponental mappng, where ( a ) bf In + f f ( ) ep [ h ( ) f f G = A ] =, b f a f h f a: = cosh, h f b: = snh. Substtutng (39) for G() nto (38), we obtan where, (39) (4) (4) = +η f (4) + b a f + = +, f (43) The group propertes are preserved n ths scheme for all h >, and s called a group- preservng scheme. 5. Numercal Procedure Startng from an ntal value of (), we may employ the above GPS to ntegrate (5) or (3) from τ = to a selected fnal tme τ f. In the numercal ntegraton process we can chec the resdual norm by / n m [ F ( )] ε, = (45) where ε s a gven convergent crteron. If at a tme τ τ f the above crteron s satsfed, then the soluton of s obtaned, and thus m gves the soluton of (). IV. NUMERICAL TESTS. Eample We frst consder two smple algebrac equatons: F y y F y y (, ) = =, (, ) = =. (46) The roots are (, ), (, ), (( + 5) /, ( + 5) / ) and (( 5) /, ( 5) / ). In the computatons by usng the modfed Newton method (MNM) and modfed homotopy method (MHM) we requre to specfy the values of m, h used n the GPS, ν, ε, and some ntal condtons; however, we let a =. We calculate ths eample by MNM and MHM, of whch the thrd root (( + 5)/, (+ 5)/) (.6834,.6834) and the fourth root (( 5) /, ( 5) / ) (.6834,.6834) are calculated, and the values of these parameters are recorded n Table, where IN s a shorthand of the teraton number spent n the calculaton.

6 S. N. Atlur et al.: A Modfed Newton Method for Solvng Non-Lnear Algebrac Equatons MNM for 3rd root MHM for 3rd root MNM for 4th root MHM for 4th root 6 Resdual Norm..5 Resdual Norm Fg.. Comparng the teratve resdual norms of Eample by MNM and MHM Fg.. The resdual norm of Eample. In Fg. we plot the varaton of the resdual norms for MNM and MHM wth respect to the number of teraton, denoted by. It can be seen that the MNM converges very fast, whch s much fast than that of the MHM. It s nterestng that the MNM can fnd two dfferent roots by merely changng the sgn of ν and usng the same ntal guess of = =.5. However, for the MHM ths s not worng, and we use dfferent ν and dfferent ntal guess of = =.5 for the thrd root, and = =.5 for the fourth root.. Eample We study the followng system of two algebrac equatons [46]: F y y F (, y) = ( y ) ( y ) + ( y ) =. (, ) = =, (47) Resdual Norm.E+7.E+6.E+5.E+4.E+3.E+.E+.E+.E-.E-.E-3.E-4.E-5.E-6 Problem Problem Problem Fg. 3. The resdual norms of Eample 3. The two real roots are (, y) = (, ) and (, y) = (4, ). In ths test of the MNM we tae m =, h =., ν =. As shown n Fg. the resdual norm converges very fast wth only 67 steps for satsfyng the convergent crteron of ε = 3. We get the solutons (, y) = (.3,.) wth the resdual errors (F, F ) = ( ,.7 6 ). 3. Eample 3 Then we consder a system of two algebrac equatons n two-varables [9]: F (, y) = 3 y + a ( + y) + b y + c + a y =, (48) F y y y a y y b c 3 3 (, ) = 3 (4 ) + + =. The parameters used n ths test are lsted n Table. For these problems the ntal guesses are respectvely (, y) = (, ), (, y) = (.,.), and (, y) = (,.). In Fg. 3 we dsplay the resdual errors for the above three problems. The thrd problem s hard to solve because there appears a much large coeffcent a than others. As reported by Hsu [], he could not calculate the thrd problem by usng the homotopc algorthm wth a Gordon-Shampne ntegrator, the L-Yore algorthm wth the Euler predctor and Newton corrector, and the L-Yore algorthm wth the Euler predctor and quas-newton corrector.

7 44 Journal of Marne Scence and Technology, Vol. 7, No. 3 (9) Table. The parameters and results for Eample 3. Problem Problem Problem 3 (a, b, c, a, b, c ) (5,,, 3, 4, 5) (5,,, 3, 4, 5) (,,, 3,, ) (m, ν, h, ε) (,.,., 6 ) (5,.5,., 6 ) (,.,., 6 ) IN 7 3 (, y) ( ,.8446) (.34,.88) ( ,.36) (F, F ) (9.96 7, ) (.4 7, ) ( ,.38 ) Hrsch and Smale [9] used the contnuous Newton algorthm to calculate the above three problems. However, as pont out by Lu and Atlur [37], the results obtaned by Hrsch and Smale [9] are not accurate. Under ths stuaton we may say that the present modfed Newton method can offer more effcent and accurate solutons; and also the new MNM as compared wth the FTIM reported by Lu and Atlur [37] for calculatng ths eample s convergent fast than FTIM and can retan the same accuracy. 4. Eample 4 We consder a system of three algebrac equatons n threevarables: F(, y, z) = + y+ z 3=, F y z y y z F y z y z (,, ) = =, (,, ) = + + 3=. (49) Obvously = y = z = s the soluton. In ths test we tae m =, h =., ν =. As shown n Fg. 4 the resdual norm converges very fast wth 4 steps for satsfyng the convergent crteron of ε = 3. We get the solutons (, y, z) = (.9996,.999,.7) wth the resdual errors (F, F, F 3 ) = ( , , ). Resdual Norm Fg. 4. The resdual norm of Eample Eample 5 The followng eample s gven by Roose, Kulla, Lomb and Meressoo [44]: F 4 =, =. = 3 ( + + ) + ( + ), n+ (5) Intal values are fed to be =, =,, n. For ths case we use m = and a large ν = to speed up the rate of convergence, whch needs 749 steps wth a tme stepsze h = 4 used n the GPS ntegratng method. When the convergent crteron s gven by 6, the resdual error ( ) / F = of numercal solutons s about In Fg. 5 we plot the resdual error wth respect to, and the numercal solutons of, =,, are recorded n Table 3. Resdual Norm Fg. 5. The resdual norm of Eample 5.

8 S. N. Atlur et al.: A Modfed Newton Method for Solvng Non-Lnear Algebrac Equatons 45 Table 3. The numercal solutons of Eample 5 wth n = As compared wth those reported by Spedcato and Huang [46] for the Newton-le methods, the present modfed Newton method s more accurate and tme savng, where the computatonal tme s lesser than. sec by usng a PC586. Resdual Norm Eample 6 Then, we consder a smlar test eample gven by Krzyworzca []: F = (3 5 ) +, F = (3 5 ) +, =,, 9, (5) F = (3 5 ) +. 9 For ths case we use m = and a large ν = to speed up the rate of convergence, whch needs only 55 steps wth a tme stepsze h =. used n the GPS ntegratng method. The ntal values are fed to be =., =,,. When the convergent crteron s gven by 6, the resdual error ( F ) / = of numercal solutons s about In Fg. 6 we plot the resdual error wth respect to, and the numercal solutons of, =,,. are recorded n Table 4. As reported by Mo, Lu and Wang [4] the Newton method cannot be appled for ths eample, and ther solutons obtaned by the conjugate drecton partcle swarm optmzaton method are dfferent from the present solutons. For ths eample t may have multple solutons, but Krzyworzca [] ddn t gve soluton for ths eample. Obvously, our method converges faster than that n the above cted paper by Mo, Lu and Wang. 7. Eample 7 In ths eample we apply the MNM to solve the followng boundary value problem [6]: The eact soluton s 3 u = u, u() = 4, u() =. 4 u ( ) =. ( + ) (5) (53) Fg. 6. The resdual norm of Eample 6. By ntroducng a fnte dfference dscretzaton of u at the grd ponts we can obtan 3 F u u u u ( ) u = 4, u =, = ( + + ), n+ (54) where = /(n + ) s the grd length. Usng the followng parameters m = 3, n =, h = 3, ν =.4 and ε = 4 we compute the roots of the above system. In Fg. 7(a) we plot the resdual error wth respect to, and compare the numercal soluton wth eact soluton n Fg. 7(b), whch can be seen that the error as shown n Fg. 7(c) s very small n the order of 3. V. CONCLUSIONS Snce the wor of Newton, teratve algorthms were developed by many researchers, etendng to contnuous type of systems by ntroducng an artfcal tme. The present paper transformed the contnuous form j() t + Bj F( j) = of the Newton s algorthm nto another contnuous form ( s) B j ' j (s) + F ( j ) = through a new tme varable of s = e t. A dscretzaton of the above equaton by a bacward dfference s performed, and an ODEs system s derved by ntroducng a fcttous tme. The teratve algorthm, whch was obtaned by applyng the GPS to the resultant ODEs, does not need the nverse of B j, and s computatonally far more effcent than the Newton s algorthm. In dong so, we found that the modfed Newton method not only can remove the drawbacs of the Newton s method, but also can preserve the quadratcally convergent speed, as shown n the plots of the

9 46 Journal of Marne Scence and Technology, Vol. 7, No. 3 (9) Table 4. The numercal solutons of Eample Numercal Error E+ E+ E+ E- E- E-3 E-4 Resdual Norm E+3 u E-3 (c).e-3 5.E-4.E+ (a) (b) Numercal Eact Fg. 7. Applyng the MNM to a boundary value problem: (a) resdual norm, (b) comparng numercal and eact solutons, and (b) dsplayng the numercal error. resdual norm vs. teraton number for many eamples eamned n ths paper. Numercal eamples confrmed that the modfed Newton method s hghly effcent to fnd the true solutons wth the resdual errors beng very small. The modfed homotopy method s more comple than the modfed Newton method; however, the accuracy and effcency of the modfed Newton method are much better than that of the modfed homotopy method. REFERENCES. Alber, Y. I., Contnuous processes of the Newton type, Dfferental Equatons, Vol. 7, pp (97).. Allgower, E. L. and Georg, K., Numercal Contnuaton Methods: An Introducton, Sprnger, New Yor (99). 3. Ascher, U., Huang, H., and van den Doel, K., Artfcal tme ntegraton, BIT, Vol. 47, pp. 3-5 (7). 4. Ascher, U., Matthej, R., and Russell, R., Numercal Soluton of Boundary Value Problems for Ordnary Dfferental Equatons, SIAM, Phladelpha (995). 5. Atlur, S. N., Methods of Computer Modelng n Engneerng and Scences, Tech. Scence Press, 4 pages (). 6. Atlur, S. N., Lu, H. T., and Han, Z. D., Meshless local Petrov-Galern (MLPG) med collocaton method for elastcty problems, CMES: Computer Modelng n Engneerng & Scences, Vol. 4, pp. 4-5 (6). 7. Atlur, S. N. and Shen, S., The meshless local Petrov-Galern (MLPG) method: a smple & less-costly alternatve to the fnte and boundary element methods, CMES: Computer Modelng n Engneerng & Scences, Vol. 3, pp. -5 (). 8. Atlur, S. N. and Zhu, T. L., A new meshless local Petrov-Galern (MLPG) approach n computatonal mechancs, Computatonal Mechancs, Vol., pp. 7-7 (998). 9. Atlur, S. N. and Zhu, T. L., A new meshless local Petrov-Galern (MLPG) approach to nonlnear problems n computer modelng and smulaton, Computer Modelng and Smulaton n Engneerng: CMSE, Vol. 3, pp (998).. Boggs, P. and Denns, J. E., A stablty analyss for perturbed nonlnear analyss methods, Mathematcs of Computaton, Vol. 3, pp (976).. Broyden, C. G., A class of methods for solvng nonlnear smultaneous equatons, Mathematcs of Computaton, Vol. 9, pp (965).. Chow, S. N., Mallet-Paret, J., and Yore, J. A., Fngng zeroes of maps: homotopy methods that are constructve wth probablty one, Mathematcs of Computaton, Vol. 3, pp (978). 3. Chu, M. T., On the contnuous realzaton of teratve processes, SIAM Revew, Vol. 3, pp (988). 4. Davdeno, D., On a new method of numercally ntegratng a system of nonlnear equatons, Dolady Aadem Nau SSSR, Vol. 88, pp (953). 5. Denns, J. E., On the convergence of Broyden s method for nonlnear systems of equatons, Mathematcs of Computaton, Vol. 5, pp (97). 6. Denns, J. E. and More, J. J., A characterzaton of superlnear convergence and ts applcaton to quas-newton method, Mathematcs of Computaton, Vol. 8, pp (974). 7. Denns, J. E. and More, J. J., Quas-Newton methods, motvaton and theory, SIAM Revew, Vol. 9, pp (977). 8. Deuflhard, P., Newton Methods for Nonlnear Problems: Affne Invarance and Adaptve Algorthms, Sprnger, New Yor (4). 9. Hrsch, M. and Smale, S., On algorthms for solvng f () =, Communcatons on Pure and Appled Mathematcs, Vol. 3, pp. 8-3 (979).. Hsu, S. B., The Numercal Methods for Nonlnear Smultaneous Equatons, Central Boo Publsher, Tape, Tawan (988).. Kellogg, R. B. T., L, T. Y., and Yore, J. A., A constructve proof of the Brouwer fed-pont theorem and computatonal results, SIAM Journal

10 S. N. Atlur et al.: A Modfed Newton Method for Solvng Non-Lnear Algebrac Equatons 47 on Numercal Analyss: a Publcaton of the Socety of Industral and Appled Mathematcs, Vol. 3, pp (976).. Krzyworzca, S., Etenson of the Lanczos and CGS methods to systems of non-lnear equatons, Journal of Computatonal and Appled Mathematcs, Vol. 69, pp. 8-9 (996). 3. L, T. Y. and Yore, J. A., A smple relable numercal algorthm for followng homotopy paths, Analyss and Computaton of Fed Ponts, Robnson, S. M. ed., pp. 73-9, Academc Press, New Yor (98). 4. L, T. Y., Numercal soluton of multvarate polynomal systems by homotopy contnuaton methods, Acta Numerca, Vol. 6, pp (997). 5. Lu, C.-S., Cone of non-lnear dynamcal system and group preservng schemes, Internatonal Journal of Non-Lnear Mechancs, Vol. 36, pp (). 6. Lu, C.-S., The Le-group shootng method for nonlnear two-pont boundary value problems ehbtng multple solutons, CMES: Computer Modelng n Engneerng & Scences, Vol. 3, pp (6). 7. Lu, C.-S., A modfed Trefftz method for two-dmensonal Laplace equaton consderng the doman s characterstc length, CMES: Computer Modelng n Engneerng & Scences, Vol., pp (7). 8. Lu, C.-S., A hghly accurate solver for the med-boundary potental problem and sngular problem n arbtrary plane doman, CMES: Computer Modelng n Engneerng & Scences, Vol., pp. - (7). 9. Lu, C.-S., An effectvely modfed drect Trefftz method for D potental problems consderng the doman s characterstc length, Engneerng Analyss wth Boundary Elements, Vol. 3, pp (7). 3. Lu, C.-S., A hghly accurate collocaton Trefftz method for solvng the Laplace equaton n the doubly-connected domans, Numercal Methods for Partal Dfferental Equatons, Vol. 4, pp.79-9 (8). 3. Lu, C.-S., Solvng an nverse Sturm-Louvlle problem by a Le-group method, Boundary Value Problems, Vol. 8, Artcle ID (8). 3. Lu, C.-S., Identfyng tme-dependent dampng and stffness functons by a smple and yet accurate method, Journal of Sound and Vbraton, Vol. 38, pp (8). 33. Lu, C.-S., A Le-group shootng method for smultaneously estmatng the tme-dependent dampng and stffness coeffcents, CMES: Computer Modelng n Engneerng & Scences, Vol. 7, pp (8). 34. Lu, C.-S., A Le-group shootng method estmatng nonlnear restorng forces n mechancal systems, CMES: Computer Modelng n Engneerng & Scences, Vol. 35, pp.57-8 (8). 35. Lu, C.-S., A tme-marchng algorthm for solvng non-lnear obstacle problems wth the ad of an NCP-functon, CMC: Computers, Materals & Contnua, Vol. 8, pp (8). 36. Lu, C.-S., A fcttous tme ntegraton method for two-dmensonal quaslnear ellptc boundary value problems, CMES: Computer Modelng n Engneerng & Scences, Vol. 33, pp (8). 37. Lu, C.-S. and Atlur, S. N., A novel tme ntegraton method for solvng a large system of non-lnear algebrac equatons, CMES: Computer Modelng n Engneerng & Scences, Vol. 3, pp (8). 38. Lu, C.-S. and Atlur, S. N., A fcttous tme ntegraton method (FTIM) for solvng med complementarty problems wth applcatons to nonlnear optmzaton, CMES: Computer Modelng n Engneerng & Scences, Vol. 34, pp (8). 39. Lu, C.-S. and Atlur, S. N., A novel fcttous tme ntegraton method for solvng the dscretzed nverse Sturm-Louvlle problems, for specfed egenvalues, CMES: Computer Modelng n Engneerng & Scences, Vol. 36, pp (8). 4. Lu, C.-S., Chang, J. R., Chang, K. H., and Chen, Y. W., Smultaneously estmatng the tme-dependent dampng and stffness coeffcents wth the ad of vbratonal data, CMC: Computers, Materals & Contnua, Vol. 7, pp (8). 4. Maruster, S., The stablty of gradent-le methods, Appled Mathematcs and Computaton, Vol. 7, pp. 3-5 (). 4. Mo, Y., Lu, H., and Wang, Q., Conjugate drecton partcle swarm optmzaton solvng systems of nonlnear equatons, Computers & Mathematcs wth Applcatons, Vol. 57, pp (9). 43. Nocedal, J. and Wrght, S., Numercal Optmzaton, Sprnger, New Yor (999). 44. Roose, A., Kulla, V., Lomb, M., and Meressoo, T., Test eamples of systems of non-lnear equatons, Estonan Software and Computer Servce Company, Talln (99). 45. Smale, S., A convergent process of prce adjustment and global Newton methods, Journal of Mathematcal Economcs, Vol. 3, pp. 7- (976). 46. Spedcato, E. and Hunag, Z., Numercal eperence wth Newton-le methods for nonlnear algebrac systems, Computng, Vol. 58, pp (997). 47. Watson, L. T., Sosonna, M., Melvlle, R. C., Morgan, A. P., and Waler, H. F., A sute of FORTRAN 9 codes for globally convergent homotopy algorthms, ACM Transactons on Mathematcal Software, Vol. 3, pp (997). 48. Zhu, T., Zhang, J., and Atlur, S. N., A meshless local boundary ntegral equaton (LBIE) method for solvng nonlnear problems, Computatonal Mechancs, Vol., pp (998). 49. Zhu, T., Zhang, J., and Atlur, S. N., A meshless numercal method based on the local boundary ntegral equaton (LBIE) to solve lnear and non-lnear boundary value problems, Engneerng Analyss wth Boundary Elements, Vol. 3, pp (999).

A new Approach for Solving Linear Ordinary Differential Equations

A new Approach for Solving Linear Ordinary Differential Equations , ISSN 974-57X (Onlne), ISSN 974-5718 (Prnt), Vol. ; Issue No. 1; Year 14, Copyrght 13-14 by CESER PUBLICATIONS A new Approach for Solvng Lnear Ordnary Dfferental Equatons Fawz Abdelwahd Department of

More information

NON-CENTRAL 7-POINT FORMULA IN THE METHOD OF LINES FOR PARABOLIC AND BURGERS' EQUATIONS

NON-CENTRAL 7-POINT FORMULA IN THE METHOD OF LINES FOR PARABOLIC AND BURGERS' EQUATIONS IJRRAS 8 (3 September 011 www.arpapress.com/volumes/vol8issue3/ijrras_8_3_08.pdf NON-CENTRAL 7-POINT FORMULA IN THE METHOD OF LINES FOR PARABOLIC AND BURGERS' EQUATIONS H.O. Bakodah Dept. of Mathematc

More information

1 GSW Iterative Techniques for y = Ax

1 GSW Iterative Techniques for y = Ax 1 for y = A I m gong to cheat here. here are a lot of teratve technques that can be used to solve the general case of a set of smultaneous equatons (wrtten n the matr form as y = A), but ths chapter sn

More information

Numerical Heat and Mass Transfer

Numerical Heat and Mass Transfer Master degree n Mechancal Engneerng Numercal Heat and Mass Transfer 06-Fnte-Dfference Method (One-dmensonal, steady state heat conducton) Fausto Arpno f.arpno@uncas.t Introducton Why we use models and

More information

Hongyi Miao, College of Science, Nanjing Forestry University, Nanjing ,China. (Received 20 June 2013, accepted 11 March 2014) I)ϕ (k)

Hongyi Miao, College of Science, Nanjing Forestry University, Nanjing ,China. (Received 20 June 2013, accepted 11 March 2014) I)ϕ (k) ISSN 1749-3889 (prnt), 1749-3897 (onlne) Internatonal Journal of Nonlnear Scence Vol.17(2014) No.2,pp.188-192 Modfed Block Jacob-Davdson Method for Solvng Large Sparse Egenproblems Hongy Mao, College of

More information

Chapter 5. Solution of System of Linear Equations. Module No. 6. Solution of Inconsistent and Ill Conditioned Systems

Chapter 5. Solution of System of Linear Equations. Module No. 6. Solution of Inconsistent and Ill Conditioned Systems Numercal Analyss by Dr. Anta Pal Assstant Professor Department of Mathematcs Natonal Insttute of Technology Durgapur Durgapur-713209 emal: anta.bue@gmal.com 1 . Chapter 5 Soluton of System of Lnear Equatons

More information

A MODIFIED METHOD FOR SOLVING SYSTEM OF NONLINEAR EQUATIONS

A MODIFIED METHOD FOR SOLVING SYSTEM OF NONLINEAR EQUATIONS Journal of Mathematcs and Statstcs 9 (1): 4-8, 1 ISSN 1549-644 1 Scence Publcatons do:1.844/jmssp.1.4.8 Publshed Onlne 9 (1) 1 (http://www.thescpub.com/jmss.toc) A MODIFIED METHOD FOR SOLVING SYSTEM OF

More information

Solving Fractional Nonlinear Fredholm Integro-differential Equations via Hybrid of Rationalized Haar Functions

Solving Fractional Nonlinear Fredholm Integro-differential Equations via Hybrid of Rationalized Haar Functions ISSN 746-7659 England UK Journal of Informaton and Computng Scence Vol. 9 No. 3 4 pp. 69-8 Solvng Fractonal Nonlnear Fredholm Integro-dfferental Equatons va Hybrd of Ratonalzed Haar Functons Yadollah Ordokhan

More information

One-sided finite-difference approximations suitable for use with Richardson extrapolation

One-sided finite-difference approximations suitable for use with Richardson extrapolation Journal of Computatonal Physcs 219 (2006) 13 20 Short note One-sded fnte-dfference approxmatons sutable for use wth Rchardson extrapolaton Kumar Rahul, S.N. Bhattacharyya * Department of Mechancal Engneerng,

More information

Lecture 12: Discrete Laplacian

Lecture 12: Discrete Laplacian Lecture 12: Dscrete Laplacan Scrbe: Tanye Lu Our goal s to come up wth a dscrete verson of Laplacan operator for trangulated surfaces, so that we can use t n practce to solve related problems We are mostly

More information

4DVAR, according to the name, is a four-dimensional variational method.

4DVAR, according to the name, is a four-dimensional variational method. 4D-Varatonal Data Assmlaton (4D-Var) 4DVAR, accordng to the name, s a four-dmensonal varatonal method. 4D-Var s actually a drect generalzaton of 3D-Var to handle observatons that are dstrbuted n tme. The

More information

ME 501A Seminar in Engineering Analysis Page 1

ME 501A Seminar in Engineering Analysis Page 1 umercal Solutons of oundary-value Problems n Os ovember 7, 7 umercal Solutons of oundary- Value Problems n Os Larry aretto Mechancal ngneerng 5 Semnar n ngneerng nalyss ovember 7, 7 Outlne Revew stff equaton

More information

CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE

CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE Analytcal soluton s usually not possble when exctaton vares arbtrarly wth tme or f the system s nonlnear. Such problems can be solved by numercal tmesteppng

More information

PHYS 705: Classical Mechanics. Calculus of Variations II

PHYS 705: Classical Mechanics. Calculus of Variations II 1 PHYS 705: Classcal Mechancs Calculus of Varatons II 2 Calculus of Varatons: Generalzaton (no constrant yet) Suppose now that F depends on several dependent varables : We need to fnd such that has a statonary

More information

Difference Equations

Difference Equations Dfference Equatons c Jan Vrbk 1 Bascs Suppose a sequence of numbers, say a 0,a 1,a,a 3,... s defned by a certan general relatonshp between, say, three consecutve values of the sequence, e.g. a + +3a +1

More information

A Hybrid Variational Iteration Method for Blasius Equation

A Hybrid Variational Iteration Method for Blasius Equation Avalable at http://pvamu.edu/aam Appl. Appl. Math. ISSN: 1932-9466 Vol. 10, Issue 1 (June 2015), pp. 223-229 Applcatons and Appled Mathematcs: An Internatonal Journal (AAM) A Hybrd Varatonal Iteraton Method

More information

Inexact Newton Methods for Inverse Eigenvalue Problems

Inexact Newton Methods for Inverse Eigenvalue Problems Inexact Newton Methods for Inverse Egenvalue Problems Zheng-jan Ba Abstract In ths paper, we survey some of the latest development n usng nexact Newton-lke methods for solvng nverse egenvalue problems.

More information

Finite Element Modelling of truss/cable structures

Finite Element Modelling of truss/cable structures Pet Schreurs Endhoven Unversty of echnology Department of Mechancal Engneerng Materals echnology November 3, 214 Fnte Element Modellng of truss/cable structures 1 Fnte Element Analyss of prestressed structures

More information

Appendix B. The Finite Difference Scheme

Appendix B. The Finite Difference Scheme 140 APPENDIXES Appendx B. The Fnte Dfference Scheme In ths appendx we present numercal technques whch are used to approxmate solutons of system 3.1 3.3. A comprehensve treatment of theoretcal and mplementaton

More information

Inductance Calculation for Conductors of Arbitrary Shape

Inductance Calculation for Conductors of Arbitrary Shape CRYO/02/028 Aprl 5, 2002 Inductance Calculaton for Conductors of Arbtrary Shape L. Bottura Dstrbuton: Internal Summary In ths note we descrbe a method for the numercal calculaton of nductances among conductors

More information

MMA and GCMMA two methods for nonlinear optimization

MMA and GCMMA two methods for nonlinear optimization MMA and GCMMA two methods for nonlnear optmzaton Krster Svanberg Optmzaton and Systems Theory, KTH, Stockholm, Sweden. krlle@math.kth.se Ths note descrbes the algorthms used n the author s 2007 mplementatons

More information

36.1 Why is it important to be able to find roots to systems of equations? Up to this point, we have discussed how to find the solution to

36.1 Why is it important to be able to find roots to systems of equations? Up to this point, we have discussed how to find the solution to ChE Lecture Notes - D. Keer, 5/9/98 Lecture 6,7,8 - Rootndng n systems o equatons (A) Theory (B) Problems (C) MATLAB Applcatons Tet: Supplementary notes rom Instructor 6. Why s t mportant to be able to

More information

A New Refinement of Jacobi Method for Solution of Linear System Equations AX=b

A New Refinement of Jacobi Method for Solution of Linear System Equations AX=b Int J Contemp Math Scences, Vol 3, 28, no 17, 819-827 A New Refnement of Jacob Method for Soluton of Lnear System Equatons AX=b F Naem Dafchah Department of Mathematcs, Faculty of Scences Unversty of Gulan,

More information

2.29 Numerical Fluid Mechanics Fall 2011 Lecture 12

2.29 Numerical Fluid Mechanics Fall 2011 Lecture 12 REVIEW Lecture 11: 2.29 Numercal Flud Mechancs Fall 2011 Lecture 12 End of (Lnear) Algebrac Systems Gradent Methods Krylov Subspace Methods Precondtonng of Ax=b FINITE DIFFERENCES Classfcaton of Partal

More information

Application of B-Spline to Numerical Solution of a System of Singularly Perturbed Problems

Application of B-Spline to Numerical Solution of a System of Singularly Perturbed Problems Mathematca Aeterna, Vol. 1, 011, no. 06, 405 415 Applcaton of B-Splne to Numercal Soluton of a System of Sngularly Perturbed Problems Yogesh Gupta Department of Mathematcs Unted College of Engneerng &

More information

Solution for singularly perturbed problems via cubic spline in tension

Solution for singularly perturbed problems via cubic spline in tension ISSN 76-769 England UK Journal of Informaton and Computng Scence Vol. No. 06 pp.6-69 Soluton for sngularly perturbed problems va cubc splne n tenson K. Aruna A. S. V. Rav Kant Flud Dynamcs Dvson Scool

More information

Deriving the X-Z Identity from Auxiliary Space Method

Deriving the X-Z Identity from Auxiliary Space Method Dervng the X-Z Identty from Auxlary Space Method Long Chen Department of Mathematcs, Unversty of Calforna at Irvne, Irvne, CA 92697 chenlong@math.uc.edu 1 Iteratve Methods In ths paper we dscuss teratve

More information

International Conference on Advanced Computer Science and Electronics Information (ICACSEI 2013) equation. E. M. E. Zayed and S. A.

International Conference on Advanced Computer Science and Electronics Information (ICACSEI 2013) equation. E. M. E. Zayed and S. A. Internatonal Conference on Advanced Computer Scence and Electroncs Informaton (ICACSEI ) The two varable (G'/G/G) -expanson method for fndng exact travelng wave solutons of the (+) dmensonal nonlnear potental

More information

PART 8. Partial Differential Equations PDEs

PART 8. Partial Differential Equations PDEs he Islamc Unverst of Gaza Facult of Engneerng Cvl Engneerng Department Numercal Analss ECIV 3306 PAR 8 Partal Dfferental Equatons PDEs Chapter 9; Fnte Dfference: Ellptc Equatons Assocate Prof. Mazen Abualtaef

More information

Errors for Linear Systems

Errors for Linear Systems Errors for Lnear Systems When we solve a lnear system Ax b we often do not know A and b exactly, but have only approxmatons  and ˆb avalable. Then the best thng we can do s to solve ˆx ˆb exactly whch

More information

THE STURM-LIOUVILLE EIGENVALUE PROBLEM - A NUMERICAL SOLUTION USING THE CONTROL VOLUME METHOD

THE STURM-LIOUVILLE EIGENVALUE PROBLEM - A NUMERICAL SOLUTION USING THE CONTROL VOLUME METHOD Journal of Appled Mathematcs and Computatonal Mechancs 06, 5(), 7-36 www.amcm.pcz.pl p-iss 99-9965 DOI: 0.75/jamcm.06..4 e-iss 353-0588 THE STURM-LIOUVILLE EIGEVALUE PROBLEM - A UMERICAL SOLUTIO USIG THE

More information

On the Interval Zoro Symmetric Single-step Procedure for Simultaneous Finding of Polynomial Zeros

On the Interval Zoro Symmetric Single-step Procedure for Simultaneous Finding of Polynomial Zeros Appled Mathematcal Scences, Vol. 5, 2011, no. 75, 3693-3706 On the Interval Zoro Symmetrc Sngle-step Procedure for Smultaneous Fndng of Polynomal Zeros S. F. M. Rusl, M. Mons, M. A. Hassan and W. J. Leong

More information

12. The Hamilton-Jacobi Equation Michael Fowler

12. The Hamilton-Jacobi Equation Michael Fowler 1. The Hamlton-Jacob Equaton Mchael Fowler Back to Confguraton Space We ve establshed that the acton, regarded as a functon of ts coordnate endponts and tme, satsfes ( ) ( ) S q, t / t+ H qpt,, = 0, and

More information

Report on Image warping

Report on Image warping Report on Image warpng Xuan Ne, Dec. 20, 2004 Ths document summarzed the algorthms of our mage warpng soluton for further study, and there s a detaled descrpton about the mplementaton of these algorthms.

More information

Lecture 21: Numerical methods for pricing American type derivatives

Lecture 21: Numerical methods for pricing American type derivatives Lecture 21: Numercal methods for prcng Amercan type dervatves Xaoguang Wang STAT 598W Aprl 10th, 2014 (STAT 598W) Lecture 21 1 / 26 Outlne 1 Fnte Dfference Method Explct Method Penalty Method (STAT 598W)

More information

2.29 Numerical Fluid Mechanics

2.29 Numerical Fluid Mechanics REVIEW Lecture 10: Sprng 2015 Lecture 11 Classfcaton of Partal Dfferental Equatons PDEs) and eamples wth fnte dfference dscretzatons Parabolc PDEs Ellptc PDEs Hyperbolc PDEs Error Types and Dscretzaton

More information

Research Article Green s Theorem for Sign Data

Research Article Green s Theorem for Sign Data Internatonal Scholarly Research Network ISRN Appled Mathematcs Volume 2012, Artcle ID 539359, 10 pages do:10.5402/2012/539359 Research Artcle Green s Theorem for Sgn Data Lous M. Houston The Unversty of

More information

The Study of Teaching-learning-based Optimization Algorithm

The Study of Teaching-learning-based Optimization Algorithm Advanced Scence and Technology Letters Vol. (AST 06), pp.05- http://dx.do.org/0.57/astl.06. The Study of Teachng-learnng-based Optmzaton Algorthm u Sun, Yan fu, Lele Kong, Haolang Q,, Helongang Insttute

More information

6.3.4 Modified Euler s method of integration

6.3.4 Modified Euler s method of integration 6.3.4 Modfed Euler s method of ntegraton Before dscussng the applcaton of Euler s method for solvng the swng equatons, let us frst revew the basc Euler s method of numercal ntegraton. Let the general from

More information

6.3.7 Example with Runga Kutta 4 th order method

6.3.7 Example with Runga Kutta 4 th order method 6.3.7 Example wth Runga Kutta 4 th order method Agan, as an example, 3 machne, 9 bus system shown n Fg. 6.4 s agan consdered. Intally, the dampng of the generators are neglected (.e. d = 0 for = 1, 2,

More information

Asymptotics of the Solution of a Boundary Value. Problem for One-Characteristic Differential. Equation Degenerating into a Parabolic Equation

Asymptotics of the Solution of a Boundary Value. Problem for One-Characteristic Differential. Equation Degenerating into a Parabolic Equation Nonl. Analyss and Dfferental Equatons, ol., 4, no., 5 - HIKARI Ltd, www.m-har.com http://dx.do.org/.988/nade.4.456 Asymptotcs of the Soluton of a Boundary alue Problem for One-Characterstc Dfferental Equaton

More information

Chapter 3 Differentiation and Integration

Chapter 3 Differentiation and Integration MEE07 Computer Modelng Technques n Engneerng Chapter Derentaton and Integraton Reerence: An Introducton to Numercal Computatons, nd edton, S. yakowtz and F. zdarovsky, Mawell/Macmllan, 990. Derentaton

More information

Module 3 LOSSY IMAGE COMPRESSION SYSTEMS. Version 2 ECE IIT, Kharagpur

Module 3 LOSSY IMAGE COMPRESSION SYSTEMS. Version 2 ECE IIT, Kharagpur Module 3 LOSSY IMAGE COMPRESSION SYSTEMS Verson ECE IIT, Kharagpur Lesson 6 Theory of Quantzaton Verson ECE IIT, Kharagpur Instructonal Objectves At the end of ths lesson, the students should be able to:

More information

Transfer Functions. Convenient representation of a linear, dynamic model. A transfer function (TF) relates one input and one output: ( ) system

Transfer Functions. Convenient representation of a linear, dynamic model. A transfer function (TF) relates one input and one output: ( ) system Transfer Functons Convenent representaton of a lnear, dynamc model. A transfer functon (TF) relates one nput and one output: x t X s y t system Y s The followng termnology s used: x y nput output forcng

More information

Some Comments on Accelerating Convergence of Iterative Sequences Using Direct Inversion of the Iterative Subspace (DIIS)

Some Comments on Accelerating Convergence of Iterative Sequences Using Direct Inversion of the Iterative Subspace (DIIS) Some Comments on Acceleratng Convergence of Iteratve Sequences Usng Drect Inverson of the Iteratve Subspace (DIIS) C. Davd Sherrll School of Chemstry and Bochemstry Georga Insttute of Technology May 1998

More information

Numerical Solution of Ordinary Differential Equations

Numerical Solution of Ordinary Differential Equations Numercal Methods (CENG 00) CHAPTER-VI Numercal Soluton of Ordnar Dfferental Equatons 6 Introducton Dfferental equatons are equatons composed of an unknown functon and ts dervatves The followng are examples

More information

Formal solvers of the RT equation

Formal solvers of the RT equation Formal solvers of the RT equaton Formal RT solvers Runge- Kutta (reference solver) Pskunov N.: 979, Master Thess Long characterstcs (Feautrer scheme) Cannon C.J.: 970, ApJ 6, 55 Short characterstcs (Hermtan

More information

Solution of the Navier-Stokes Equations

Solution of the Navier-Stokes Equations Numercal Flud Mechancs Fall 2011 Lecture 25 REVIEW Lecture 24: Soluton of the Naver-Stokes Equatons Dscretzaton of the convectve and vscous terms Dscretzaton of the pressure term Conservaton prncples Momentum

More information

Group Analysis of Ordinary Differential Equations of the Order n>2

Group Analysis of Ordinary Differential Equations of the Order n>2 Symmetry n Nonlnear Mathematcal Physcs 997, V., 64 7. Group Analyss of Ordnary Dfferental Equatons of the Order n> L.M. BERKOVICH and S.Y. POPOV Samara State Unversty, 4430, Samara, Russa E-mal: berk@nfo.ssu.samara.ru

More information

Physics 5153 Classical Mechanics. D Alembert s Principle and The Lagrangian-1

Physics 5153 Classical Mechanics. D Alembert s Principle and The Lagrangian-1 P. Guterrez Physcs 5153 Classcal Mechancs D Alembert s Prncple and The Lagrangan 1 Introducton The prncple of vrtual work provdes a method of solvng problems of statc equlbrum wthout havng to consder the

More information

EEE 241: Linear Systems

EEE 241: Linear Systems EEE : Lnear Systems Summary #: Backpropagaton BACKPROPAGATION The perceptron rule as well as the Wdrow Hoff learnng were desgned to tran sngle layer networks. They suffer from the same dsadvantage: they

More information

Lecture 13 APPROXIMATION OF SECOMD ORDER DERIVATIVES

Lecture 13 APPROXIMATION OF SECOMD ORDER DERIVATIVES COMPUTATIONAL FLUID DYNAMICS: FDM: Appromaton of Second Order Dervatves Lecture APPROXIMATION OF SECOMD ORDER DERIVATIVES. APPROXIMATION OF SECOND ORDER DERIVATIVES Second order dervatves appear n dffusve

More information

829. An adaptive method for inertia force identification in cantilever under moving mass

829. An adaptive method for inertia force identification in cantilever under moving mass 89. An adaptve method for nerta force dentfcaton n cantlever under movng mass Qang Chen 1, Mnzhuo Wang, Hao Yan 3, Haonan Ye 4, Guola Yang 5 1,, 3, 4 Department of Control and System Engneerng, Nanng Unversty,

More information

Chapter - 2. Distribution System Power Flow Analysis

Chapter - 2. Distribution System Power Flow Analysis Chapter - 2 Dstrbuton System Power Flow Analyss CHAPTER - 2 Radal Dstrbuton System Load Flow 2.1 Introducton Load flow s an mportant tool [66] for analyzng electrcal power system network performance. Load

More information

n α j x j = 0 j=1 has a nontrivial solution. Here A is the n k matrix whose jth column is the vector for all t j=0

n α j x j = 0 j=1 has a nontrivial solution. Here A is the n k matrix whose jth column is the vector for all t j=0 MODULE 2 Topcs: Lnear ndependence, bass and dmenson We have seen that f n a set of vectors one vector s a lnear combnaton of the remanng vectors n the set then the span of the set s unchanged f that vector

More information

The internal structure of natural numbers and one method for the definition of large prime numbers

The internal structure of natural numbers and one method for the definition of large prime numbers The nternal structure of natural numbers and one method for the defnton of large prme numbers Emmanul Manousos APM Insttute for the Advancement of Physcs and Mathematcs 3 Poulou str. 53 Athens Greece Abstract

More information

Global Sensitivity. Tuesday 20 th February, 2018

Global Sensitivity. Tuesday 20 th February, 2018 Global Senstvty Tuesday 2 th February, 28 ) Local Senstvty Most senstvty analyses [] are based on local estmates of senstvty, typcally by expandng the response n a Taylor seres about some specfc values

More information

Consistency & Convergence

Consistency & Convergence /9/007 CHE 374 Computatonal Methods n Engneerng Ordnary Dfferental Equatons Consstency, Convergence, Stablty, Stffness and Adaptve and Implct Methods ODE s n MATLAB, etc Consstency & Convergence Consstency

More information

The Order Relation and Trace Inequalities for. Hermitian Operators

The Order Relation and Trace Inequalities for. Hermitian Operators Internatonal Mathematcal Forum, Vol 3, 08, no, 507-57 HIKARI Ltd, wwwm-hkarcom https://doorg/0988/mf088055 The Order Relaton and Trace Inequaltes for Hermtan Operators Y Huang School of Informaton Scence

More information

Section 8.3 Polar Form of Complex Numbers

Section 8.3 Polar Form of Complex Numbers 80 Chapter 8 Secton 8 Polar Form of Complex Numbers From prevous classes, you may have encountered magnary numbers the square roots of negatve numbers and, more generally, complex numbers whch are the

More information

Army Ants Tunneling for Classical Simulations

Army Ants Tunneling for Classical Simulations Electronc Supplementary Materal (ESI) for Chemcal Scence. Ths journal s The Royal Socety of Chemstry 2014 electronc supplementary nformaton (ESI) for Chemcal Scence Army Ants Tunnelng for Classcal Smulatons

More information

(Online First)A Lattice Boltzmann Scheme for Diffusion Equation in Spherical Coordinate

(Online First)A Lattice Boltzmann Scheme for Diffusion Equation in Spherical Coordinate Internatonal Journal of Mathematcs and Systems Scence (018) Volume 1 do:10.494/jmss.v1.815 (Onlne Frst)A Lattce Boltzmann Scheme for Dffuson Equaton n Sphercal Coordnate Debabrata Datta 1 *, T K Pal 1

More information

Linear Approximation with Regularization and Moving Least Squares

Linear Approximation with Regularization and Moving Least Squares Lnear Approxmaton wth Regularzaton and Movng Least Squares Igor Grešovn May 007 Revson 4.6 (Revson : March 004). 5 4 3 0.5 3 3.5 4 Contents: Lnear Fttng...4. Weghted Least Squares n Functon Approxmaton...

More information

Integrals and Invariants of Euler-Lagrange Equations

Integrals and Invariants of Euler-Lagrange Equations Lecture 16 Integrals and Invarants of Euler-Lagrange Equatons ME 256 at the Indan Insttute of Scence, Bengaluru Varatonal Methods and Structural Optmzaton G. K. Ananthasuresh Professor, Mechancal Engneerng,

More information

Some modelling aspects for the Matlab implementation of MMA

Some modelling aspects for the Matlab implementation of MMA Some modellng aspects for the Matlab mplementaton of MMA Krster Svanberg krlle@math.kth.se Optmzaton and Systems Theory Department of Mathematcs KTH, SE 10044 Stockholm September 2004 1. Consdered optmzaton

More information

New Method for Solving Poisson Equation. on Irregular Domains

New Method for Solving Poisson Equation. on Irregular Domains Appled Mathematcal Scences Vol. 6 01 no. 8 369 380 New Method for Solvng Posson Equaton on Irregular Domans J. Izadan and N. Karamooz Department of Mathematcs Facult of Scences Mashhad BranchIslamc Azad

More information

DETERMINATION OF TEMPERATURE DISTRIBUTION FOR ANNULAR FINS WITH TEMPERATURE DEPENDENT THERMAL CONDUCTIVITY BY HPM

DETERMINATION OF TEMPERATURE DISTRIBUTION FOR ANNULAR FINS WITH TEMPERATURE DEPENDENT THERMAL CONDUCTIVITY BY HPM Ganj, Z. Z., et al.: Determnaton of Temperature Dstrbuton for S111 DETERMINATION OF TEMPERATURE DISTRIBUTION FOR ANNULAR FINS WITH TEMPERATURE DEPENDENT THERMAL CONDUCTIVITY BY HPM by Davood Domr GANJI

More information

Time-Varying Systems and Computations Lecture 6

Time-Varying Systems and Computations Lecture 6 Tme-Varyng Systems and Computatons Lecture 6 Klaus Depold 14. Januar 2014 The Kalman Flter The Kalman estmaton flter attempts to estmate the actual state of an unknown dscrete dynamcal system, gven nosy

More information

Workshop: Approximating energies and wave functions Quantum aspects of physical chemistry

Workshop: Approximating energies and wave functions Quantum aspects of physical chemistry Workshop: Approxmatng energes and wave functons Quantum aspects of physcal chemstry http://quantum.bu.edu/pltl/6/6.pdf Last updated Thursday, November 7, 25 7:9:5-5: Copyrght 25 Dan Dll (dan@bu.edu) Department

More information

Section 3.6 Complex Zeros

Section 3.6 Complex Zeros 04 Chapter Secton 6 Comple Zeros When fndng the zeros of polynomals, at some pont you're faced wth the problem Whle there are clearly no real numbers that are solutons to ths equaton, leavng thngs there

More information

Module 3: Element Properties Lecture 1: Natural Coordinates

Module 3: Element Properties Lecture 1: Natural Coordinates Module 3: Element Propertes Lecture : Natural Coordnates Natural coordnate system s bascally a local coordnate system whch allows the specfcaton of a pont wthn the element by a set of dmensonless numbers

More information

Assortment Optimization under MNL

Assortment Optimization under MNL Assortment Optmzaton under MNL Haotan Song Aprl 30, 2017 1 Introducton The assortment optmzaton problem ams to fnd the revenue-maxmzng assortment of products to offer when the prces of products are fxed.

More information

The Minimum Universal Cost Flow in an Infeasible Flow Network

The Minimum Universal Cost Flow in an Infeasible Flow Network Journal of Scences, Islamc Republc of Iran 17(2): 175-180 (2006) Unversty of Tehran, ISSN 1016-1104 http://jscencesutacr The Mnmum Unversal Cost Flow n an Infeasble Flow Network H Saleh Fathabad * M Bagheran

More information

Foundations of Arithmetic

Foundations of Arithmetic Foundatons of Arthmetc Notaton We shall denote the sum and product of numbers n the usual notaton as a 2 + a 2 + a 3 + + a = a, a 1 a 2 a 3 a = a The notaton a b means a dvdes b,.e. ac = b where c s an

More information

Uncertainty in measurements of power and energy on power networks

Uncertainty in measurements of power and energy on power networks Uncertanty n measurements of power and energy on power networks E. Manov, N. Kolev Department of Measurement and Instrumentaton, Techncal Unversty Sofa, bul. Klment Ohrdsk No8, bl., 000 Sofa, Bulgara Tel./fax:

More information

PHYS 705: Classical Mechanics. Canonical Transformation II

PHYS 705: Classical Mechanics. Canonical Transformation II 1 PHYS 705: Classcal Mechancs Canoncal Transformaton II Example: Harmonc Oscllator f ( x) x m 0 x U( x) x mx x LT U m Defne or L p p mx x x m mx x H px L px p m p x m m H p 1 x m p m 1 m H x p m x m m

More information

Inner Product. Euclidean Space. Orthonormal Basis. Orthogonal

Inner Product. Euclidean Space. Orthonormal Basis. Orthogonal Inner Product Defnton 1 () A Eucldean space s a fnte-dmensonal vector space over the reals R, wth an nner product,. Defnton 2 (Inner Product) An nner product, on a real vector space X s a symmetrc, blnear,

More information

The Quadratic Trigonometric Bézier Curve with Single Shape Parameter

The Quadratic Trigonometric Bézier Curve with Single Shape Parameter J. Basc. Appl. Sc. Res., (3541-546, 01 01, TextRoad Publcaton ISSN 090-4304 Journal of Basc and Appled Scentfc Research www.textroad.com The Quadratc Trgonometrc Bézer Curve wth Sngle Shape Parameter Uzma

More information

Vector Norms. Chapter 7 Iterative Techniques in Matrix Algebra. Cauchy-Bunyakovsky-Schwarz Inequality for Sums. Distances. Convergence.

Vector Norms. Chapter 7 Iterative Techniques in Matrix Algebra. Cauchy-Bunyakovsky-Schwarz Inequality for Sums. Distances. Convergence. Vector Norms Chapter 7 Iteratve Technques n Matrx Algebra Per-Olof Persson persson@berkeley.edu Department of Mathematcs Unversty of Calforna, Berkeley Math 128B Numercal Analyss Defnton A vector norm

More information

Haar wavelet collocation method to solve problems arising in induction motor

Haar wavelet collocation method to solve problems arising in induction motor ISSN 746-7659, England, UK Journal of Informaton and Computng Scence Vol., No., 07, pp.096-06 Haar wavelet collocaton method to solve problems arsng n nducton motor A. Padmanabha Reddy *, C. Sateesha,

More information

CHAPTER 4. Vector Spaces

CHAPTER 4. Vector Spaces man 2007/2/16 page 234 CHAPTER 4 Vector Spaces To crtcze mathematcs for ts abstracton s to mss the pont entrel. Abstracton s what makes mathematcs work. Ian Stewart The man am of ths tet s to stud lnear

More information

Digital Signal Processing

Digital Signal Processing Dgtal Sgnal Processng Dscrete-tme System Analyss Manar Mohasen Offce: F8 Emal: manar.subh@ut.ac.r School of IT Engneerng Revew of Precedent Class Contnuous Sgnal The value of the sgnal s avalable over

More information

ON A DETERMINATION OF THE INITIAL FUNCTIONS FROM THE OBSERVED VALUES OF THE BOUNDARY FUNCTIONS FOR THE SECOND-ORDER HYPERBOLIC EQUATION

ON A DETERMINATION OF THE INITIAL FUNCTIONS FROM THE OBSERVED VALUES OF THE BOUNDARY FUNCTIONS FOR THE SECOND-ORDER HYPERBOLIC EQUATION Advanced Mathematcal Models & Applcatons Vol.3, No.3, 2018, pp.215-222 ON A DETERMINATION OF THE INITIAL FUNCTIONS FROM THE OBSERVED VALUES OF THE BOUNDARY FUNCTIONS FOR THE SECOND-ORDER HYPERBOLIC EUATION

More information

Hidden Markov Models

Hidden Markov Models Hdden Markov Models Namrata Vaswan, Iowa State Unversty Aprl 24, 204 Hdden Markov Model Defntons and Examples Defntons:. A hdden Markov model (HMM) refers to a set of hdden states X 0, X,..., X t,...,

More information

College of Computer & Information Science Fall 2009 Northeastern University 20 October 2009

College of Computer & Information Science Fall 2009 Northeastern University 20 October 2009 College of Computer & Informaton Scence Fall 2009 Northeastern Unversty 20 October 2009 CS7880: Algorthmc Power Tools Scrbe: Jan Wen and Laura Poplawsk Lecture Outlne: Prmal-dual schema Network Desgn:

More information

1 Matrix representations of canonical matrices

1 Matrix representations of canonical matrices 1 Matrx representatons of canoncal matrces 2-d rotaton around the orgn: ( ) cos θ sn θ R 0 = sn θ cos θ 3-d rotaton around the x-axs: R x = 1 0 0 0 cos θ sn θ 0 sn θ cos θ 3-d rotaton around the y-axs:

More information

On the correction of the h-index for career length

On the correction of the h-index for career length 1 On the correcton of the h-ndex for career length by L. Egghe Unverstet Hasselt (UHasselt), Campus Depenbeek, Agoralaan, B-3590 Depenbeek, Belgum 1 and Unverstet Antwerpen (UA), IBW, Stadscampus, Venusstraat

More information

A PROCEDURE FOR SIMULATING THE NONLINEAR CONDUCTION HEAT TRANSFER IN A BODY WITH TEMPERATURE DEPENDENT THERMAL CONDUCTIVITY.

A PROCEDURE FOR SIMULATING THE NONLINEAR CONDUCTION HEAT TRANSFER IN A BODY WITH TEMPERATURE DEPENDENT THERMAL CONDUCTIVITY. Proceedngs of the th Brazlan Congress of Thermal Scences and Engneerng -- ENCIT 006 Braz. Soc. of Mechancal Scences and Engneerng -- ABCM, Curtba, Brazl,- Dec. 5-8, 006 A PROCEDURE FOR SIMULATING THE NONLINEAR

More information

General viscosity iterative method for a sequence of quasi-nonexpansive mappings

General viscosity iterative method for a sequence of quasi-nonexpansive mappings Avalable onlne at www.tjnsa.com J. Nonlnear Sc. Appl. 9 (2016), 5672 5682 Research Artcle General vscosty teratve method for a sequence of quas-nonexpansve mappngs Cuje Zhang, Ynan Wang College of Scence,

More information

COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS

COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS Avalable onlne at http://sck.org J. Math. Comput. Sc. 3 (3), No., 6-3 ISSN: 97-537 COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS

More information

Bezier curves. Michael S. Floater. August 25, These notes provide an introduction to Bezier curves. i=0

Bezier curves. Michael S. Floater. August 25, These notes provide an introduction to Bezier curves. i=0 Bezer curves Mchael S. Floater August 25, 211 These notes provde an ntroducton to Bezer curves. 1 Bernsten polynomals Recall that a real polynomal of a real varable x R, wth degree n, s a functon of the

More information

CHAPTER 7 CONSTRAINED OPTIMIZATION 2: SQP AND GRG

CHAPTER 7 CONSTRAINED OPTIMIZATION 2: SQP AND GRG Chapter 7: Constraned Optmzaton CHAPER 7 CONSRAINED OPIMIZAION : SQP AND GRG Introducton In the prevous chapter we eamned the necessary and suffcent condtons for a constraned optmum. We dd not, however,

More information

2 Finite difference basics

2 Finite difference basics Numersche Methoden 1, WS 11/12 B.J.P. Kaus 2 Fnte dfference bascs Consder the one- The bascs of the fnte dfference method are best understood wth an example. dmensonal transent heat conducton equaton T

More information

Speeding up Computation of Scalar Multiplication in Elliptic Curve Cryptosystem

Speeding up Computation of Scalar Multiplication in Elliptic Curve Cryptosystem H.K. Pathak et. al. / (IJCSE) Internatonal Journal on Computer Scence and Engneerng Speedng up Computaton of Scalar Multplcaton n Ellptc Curve Cryptosystem H. K. Pathak Manju Sangh S.o.S n Computer scence

More information

Second Order Analysis

Second Order Analysis Second Order Analyss In the prevous classes we looked at a method that determnes the load correspondng to a state of bfurcaton equlbrum of a perfect frame by egenvalye analyss The system was assumed to

More information

Grid Generation around a Cylinder by Complex Potential Functions

Grid Generation around a Cylinder by Complex Potential Functions Research Journal of Appled Scences, Engneerng and Technolog 4(): 53-535, 0 ISSN: 040-7467 Mawell Scentfc Organzaton, 0 Submtted: December 0, 0 Accepted: Januar, 0 Publshed: June 0, 0 Grd Generaton around

More information

Chapter 12. Ordinary Differential Equation Boundary Value (BV) Problems

Chapter 12. Ordinary Differential Equation Boundary Value (BV) Problems Chapter. Ordnar Dfferental Equaton Boundar Value (BV) Problems In ths chapter we wll learn how to solve ODE boundar value problem. BV ODE s usuall gven wth x beng the ndependent space varable. p( x) q(

More information

1 Introduction We consider a class of singularly perturbed two point singular boundary value problems of the form: k x with boundary conditions

1 Introduction We consider a class of singularly perturbed two point singular boundary value problems of the form: k x with boundary conditions Lakshm Sreesha Ch. Non Standard Fnte Dfference Method for Sngularly Perturbed Sngular wo Pont Boundary Value Problem usng Non Polynomal Splne LAKSHMI SIREESHA CH Department of Mathematcs Unversty College

More information

Implicit Integration Henyey Method

Implicit Integration Henyey Method Implct Integraton Henyey Method In realstc stellar evoluton codes nstead of a drect ntegraton usng for example the Runge-Kutta method one employs an teratve mplct technque. Ths s because the structure

More information

Numerical Solutions of a Generalized Nth Order Boundary Value Problems Using Power Series Approximation Method

Numerical Solutions of a Generalized Nth Order Boundary Value Problems Using Power Series Approximation Method Appled Mathematcs, 6, 7, 5-4 Publshed Onlne Jul 6 n ScRes. http://www.scrp.org/journal/am http://.do.org/.436/am.6.77 umercal Solutons of a Generalzed th Order Boundar Value Problems Usng Power Seres Approxmaton

More information