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  • Articles  (55)
  • Articles: DFG German National Licenses  (55)
  • convergence  (55)
  • 2015-2019
  • 1995-1999  (55)
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  • Mathematics  (55)
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  • 1
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    Monatshefte für Mathematik 125 (1998), S. 1-14 
    ISSN: 1436-5081
    Keywords: 11J70 ; 11K50 ; 28D05 ; Continued fractions ; expansion ; generators ; convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The concept of convergence of continued fraction type algorithms has been defined a number of times in the literature. We investigate the relation between these definitions, and show that they do not always coincide. We relate the definitions to the question whether or not the natural partition of the underlying dynamical system is a generator. It turns out that the ‘right’ definition of convergence is equivalent to this partition being a generator. The second definition of convergence is shown to be equivalent only under extra conditions on the transformation. These extra conditions are typically found to be satisfied when the second definition is used in the literature.
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  • 2
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    Journal of dynamics and differential equations 7 (1995), S. 549-566 
    ISSN: 1572-9222
    Keywords: Stochastic equations ; approximate inertial manifolds ; exponential order ; convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A class of semilinear nonautonomous parabolic equations subjected to additive white noise is considered. The existence of a family of randomN-dimensional approximate inertial manifolds (AIMs) whose neighborhoods of thickness of order exp(-δλ N+1 β ) attract exponentially in the mean all the trajectories is proved forN large enough. Hereλ N+1 is the (N+1)th eigenvalue of the corresponding linear problem, andδ andΒ are positive constants. We also construct a sequence of AIMs which converges to the exact inertial manifold, when a spectral gap condition is satisfied. These results remain true for deterministic autonomous and nonautonomous cases.
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  • 3
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    Journal of dynamics and differential equations 9 (1997), S. 133-155 
    ISSN: 1572-9222
    Keywords: Wave equation ; dissipation ; convergence
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    Topics: Mathematics
    Notes: Abstract We prove that any bounded solution (u, u 1) ofu u +du t −Δu+f(u)=0,u=u(x, t), x∈ℝN,N⩾3, converges to a fixed stationary state provided its initial energy is appropriately small. The theory of concentrated compactness is used in combination with some recent results concerning the uniqueness of the so-called ground-state solution of the corresponding stationary problem.
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  • 4
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    Annals of operations research 56 (1995), S. 189-208 
    ISSN: 1572-9338
    Keywords: Epi-distance ; large deviations ; stochastic programs ; convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract Several exponential bounds are derived by means of the theory of large deviations for the convergence of approximate solutions of stochastic optimization problems. The basic results show that the solutions obtained by replacing the original distribution by an empirical distribution provides an effective tool for solving stochastic programming problems.
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  • 5
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    Annals of operations research 56 (1995), S. 251-285 
    ISSN: 1572-9338
    Keywords: Stochastic programming ; quadratic programming ; convergence ; B-regularity
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    Topics: Mathematics , Economics
    Notes: Abstract Extended Linear-Quadratic Programming (ELQP) problems were introduced by Rockafellar and Wets for various models in stochastic programming and multistage optimization. Several numerical methods with linear convergence rates have been developed for solving fully quadratic ELQP problems, where the primal and dual coefficient matrices are positive definite. We present a two-stage sequential quadratic programming (SQP) method for solving ELQP problems arising in stochastic programming. The first stage algorithm realizes global convergence and the second stage algorithm realizes superlinear local convergence under a condition calledB-regularity.B-regularity is milder than the fully quadratic condition; the primal coefficient matrix need not be positive definite. Numerical tests are given to demonstrate the efficiency of the algorithm. Solution properties of the ELQP problem underB-regularity are also discussed.
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  • 6
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    BIT 35 (1995), S. 516-539 
    ISSN: 1572-9125
    Keywords: Nonsymmetric eigenvalue problem ; generalized block Lanczos ; block Arnoldi ; convergence ; banded block Hessenberg matrix
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The incomplete orthogonalization method (IOM) proposed by Saad for computing a few eigenpairs of large nonsymmetric matrices is generalized into a block incomplete orthogonalization method (BIOM). It is studied how the departure from symmetry ‖A − A H ‖ affects the conditioning of the block basis vectors generated by BIOM, and some relationships are established between the approximate eigenpairs obtained by BIOM and Ritz pairs. It is proved that BIOM behaves much like generalized block Lanczos methods if the basis vectors of the block Krylov subspace generated by it are strongly linearly independent. However, it is shown that BIOM may generate a nearly linearly dependent basis for a general nonsymmetric matrix. Numerical experiments illustrate the convergence behavior of BIOM.
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  • 7
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    BIT 36 (1996), S. 635-652 
    ISSN: 1572-9125
    Keywords: Stiff differential equations ; convergence
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    Topics: Mathematics
    Notes: Abstract Existing convergence concepts for the analysis of discretizations of nonlinear stiff problems suffer from considerable drawbacks. Our intention is to extend the convergence theory to a relevant class of nonlinear problems, where stiffness is axiomatically characterized in natural geometric terms. Our results will be presented in a series of papers. In the present paper (Part I) we motivate the need for such an extension of the existing theory, and our approach is illustrated by means of a convergence argument for the Implicit Euler scheme.
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  • 8
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    Acta applicandae mathematicae 47 (1997), S. 213-220 
    ISSN: 1572-9036
    Keywords: convergence ; convergence rate ; convergence order ; sequences
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Eight measures of rate of convergence of monotone sequences of real numbers have been proposed and discussed in a paper by Beyer, Ebanks, and Qualls (Acta Appl. Math. 20 (1990), 267–284). These rates arose in discussions of dynamical systems. In the comparisons of these rates, two problems remained. A complete answer is given to one of the problems and a partial answer is given to the other problem.
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  • 9
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    Advances in computational mathematics 3 (1995), S. 197-218 
    ISSN: 1572-9044
    Keywords: Conservation laws ; higher order accurate finite volume methods ; irregular grids ; convergence ; 35L65 ; 65M12 ; 65M50
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We prove convergence to the entropy solution of a general class of higher order finite volume schemes on unstructured, irregular grids for multidimensional scalar conservation laws. Such grids allow for cells to become flat in the limit. We derive a new entropy inequality for higher order schemes built on Godunov's numerical flux. Our result implies convergence of suitably modified versions of MUSCL-type finite volume schemes, ENO schemes and the discontinuous Galerkin finite element method.
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  • 10
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    Czechoslovak mathematical journal 49 (1999), S. 767-777 
    ISSN: 1572-9141
    Keywords: variational inclusion ; fuzzy mapping ; algorithm ; existence ; convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, we introduce and study a new class of completely generalized nonlinear variational inclusions for fuzzy mappings and construct some new iterative algorithms. We prove the existence of solutions for this kind of completely generalized nonlinear variational inclusions and the convergence of iterative sequences generated by the algorithms.
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  • 11
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    Extremes 2 (1999), S. 295-307 
    ISSN: 1572-915X
    Keywords: Shock ; intershock time ; stopped random walk ; renewal theory ; first passage times ; moments ; convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The standard assumptions in shock models are that the failure (of the system) is related either to the cumulative effect of a (large) number of shocks or that failure is caused by a shock which is larger than a certain critical level. The present paper is devoted to the second kind. Here the standard setting is that the shocks Xk, k ≥ 1, and the times between the shocks Yk, k ≥ 1, are independent, identically distributed random vectors (Xk, Yk), k ≥ 1. In particular, Xk and Yk may well be dependent (the typical case). The main object of interest is the time to failure, Tτ(t), where Tn = ∑k≤n Yk and τ(t) is the first exceedance time, viz. the first time that Xk 〉 t. We derive moment relations and asymptotic distributions of Tτ(t) as t increases in such a way that P{X1} 〉 t} tends to 0. A final section discusses some extensions; more general events of failure, the non-i.i.d. case, and point process convergence for a particular case.
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  • 12
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    Acta mathematicae applicatae sinica 13 (1997), S. 176-187 
    ISSN: 1618-3932
    Keywords: Spherical surface ; pseudospectral method ; vorticity equations ; stability ; convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The pseudospectral method for solving vorticity equations on spherical surface is discussed. An interpolation procedure, which is different from the usual ones, is proposed. Based on such an interpolation, the pseudospectral scheme is constructed. Its generalized stability and convergence are analyzed rigorously. The theoretical analysis and computational skills can also be applied to other nonlinear partial differential equations defined on spherical surface.
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  • 13
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    Acta mathematicae applicatae sinica 11 (1995), S. 17-29 
    ISSN: 1618-3932
    Keywords: Domain Decomposition ; trace average operator ; preconditioner ; convergence ; condition number
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Recently, Bourgat et al.[3] gave a domain decomposition algorithm which can be implemented in parallel, and many numerical experiments have illustrated its efficiency. In this paper, we make a detailed theoretical analysis about this algorithm.
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  • 14
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    Numerical algorithms 13 (1996), S. 365-398 
    ISSN: 1572-9265
    Keywords: convergence ; multilevel additive methods ; unstructured meshes ; 65N30 ; 65F10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We develop a convergence theory for two level and multilevel additive Schwarz domain decomposition methods for elliptic and parabolic problems on general unstructured meshes in two and three dimensions. The coarse and fine grids are assumed only to be shape regular, and the domains formed by the coarse and fine grids need not be identical. In this general setting, our convergence theory leads to completely local bounds for the condition numbers of two level additive Schwarz methods, which imply that these condition numbers are optimal, or independent of fine and coarse mesh sizes and subdomain sizes if the overlap amount of a subdomain with its neighbors varies proportionally to the subdomain size. In particular, we will show that additive Schwarz algorithms are still very efficient for nonselfadjoint parabolic problems with only symmetric, positive definite solvers both for local subproblems and for the global coarse problem. These conclusions for elliptic and parabolic problems improve our earlier results in [12, 15, 16]. Finally, the convergence theory is applied to multilevel additive Schwarz algorithms. Under some very weak assumptions on the fine mesh and coarser meshes, e.g., no requirements on the relation between neighboring coarse level meshes, we are able to derive a condition number bound of the orderO(ρ2 L 2), whereρ = max1≤l≤L(h l +l− 1)/δ l,h l is the element size of thelth level mesh,δ l the overlap of subdomains on thelth level mesh, andL the number of mesh levels.
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  • 15
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    Numerical algorithms 12 (1996), S. 347-368 
    ISSN: 1572-9265
    Keywords: Continuous two-step Runge-Kutta method ; convergence ; order and stage order ; 65L05 ; 65L06
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract A general class of variable stepsize continuous two-step Runge-Kutta methods is investigated. These methods depend on stage values at two consecutive steps. The general convergence and order criteria are derived and examples of methods of orderp and stage orderq=p orq=p−1 are given forp≤5. Numerical examples are presented which demonstrate that high order and high stage order are preserved on nonuniform meshes with large variations in ratios between consecutive stepsizes.
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  • 16
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    Numerical algorithms 13 (1996), S. 265-306 
    ISSN: 1572-9265
    Keywords: polar form ; blossom ; Bézier-De Casteljau curve ; patch ; control polygons ; “degree elevation” ; length elevation ; length and width elevation ; height elevation ; convergence ; bounds ; accuracy control ; 65D17 ; 41A10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract It is known that the sequence of control polygons of a Bézier-De Casteljau curve or surface obtained by the “degree elevation” process converges towards the underlying curve and surface. The notion of blossoming or polar form associated with a polynomial allows to control the accuracy of this convergence and, as a by-product, to give a new and completer proof of convergence.
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  • 17
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    Numerical algorithms 14 (1997), S. 227-260 
    ISSN: 1572-9265
    Keywords: error control ; convergence ; 34C35 ; 34D05 ; 65L07 ; 65L20 ; 65L50
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The numerical solution of initial value problems for ordinary differential equations is frequently performed by means of adaptive algorithms with user-input tolerance τ. The time-step is then chosen according to an estimate, based on small time-step heuristics, designed to try and ensure that an approximation to the local error commited is bounded by τ. A question of natural interest is to determine how the global error behaves with respect to the tolerance τ. This has obvious practical interest and also leads to an interesting problem in mathematical analysis. The primary difficulties arising in the analysis are that: (i) the time-step selection mechanisms used in practice are discontinuous as functions of the specified data; (ii) the small time-step heuristics underlying the control of the local error can break down in some cases. In this paper an analysis is presented which incorporates these two difficulties. For a mathematical model of an error per unit step or error per step adaptive Runge–Kutta algorithm, it may be shown that in a certain probabilistic sense, with respect to a measure on the space of initial data, the small time-step heuristics are valid with probability one, leading to a probabilistic convergence result for the global error as τ→0. The probabilistic approach is only valid in dimension m〉1 this observation is consistent with recent analysis concerning the existence of spurious steady solutions of software codes which highlights the difference between the cases m=1 and m〉1. The breakdown of the small time-step heuristics can be circumvented by making minor modifications to the algorithm, leading to a deterministic convergence proof for the global error of such algorithms as τ→0. An underlying theory is developed and the deterministic and probabilistic convergence results proved as particular applications of this theory.
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  • 18
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    Numerical algorithms 20 (1999), S. 63-73 
    ISSN: 1572-9265
    Keywords: bracketing methods ; bisection ; convergence ; 65H05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The computational cost of a bracketing algorithm in the bit model of computation is analyzed, when working with a finite arithmetic of unbounded accuracy. The complexity measure used here is the number of bit operations, seen as a function of the required absolute error of the result. In this model the convergence of the classical bisection method (as well as that of any bracketing method which requires the function sign) is not ensured when no information on the behaviour of the function is available. A modified bisection algorithm with guaranteed convergence is proposed and an upper bound to its computational cost is given.
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  • 19
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    Acta mathematicae applicatae sinica 13 (1997), S. 337-341 
    ISSN: 1618-3932
    Keywords: Multiplicative iterative algorithm ; inexact line search ; convergence
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    Topics: Mathematics
    Notes: Abstract This paper studies the convergence properties of multiplicative iterative algorithms with inexact line search. We prove that the convergence can be guaranteed for a general form of line search rule, under the assumption of convexity of objective function or the assumption of convergence of the sequence generated by the algorithm. This answers an open problem put forward by Iusem.
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  • 20
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    Acta mathematicae applicatae sinica 12 (1996), S. 50-58 
    ISSN: 1618-3932
    Keywords: Finite element analysis ; error bounds ; convergence ; eigenpairs ; free vibration ; axisymmetric ; mode number
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Error bounds are obtained for the finite element analysis of the eigenpairs for the free vibration of liquid-filled axisymmetric tanks, for a circumferential mode numberm=1, antisymmetric. The system of finite element equations concerned is derived by means of Galerkin formulation. Finite element numerical results of the eigenvalue problems for the free vibration of the liquid-filled axisymmetric tanks are compared favorably with the theoretical predictions.
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    Applied mathematics and mechanics 18 (1997), S. 1211-1218 
    ISSN: 1573-2754
    Keywords: shortage ; oscillation ; shock absorber ; convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Mathematics , Physics
    Notes: Abstract In this paper, an oscillated model, which results from the shortage action in market economy with elastic replacement of goods, is obtained. And some natural relations between the model and a typically oscillatory model are established. The results can interpret some market phenomena and provide the theoretical tools for the economic program.
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  • 22
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    Applied mathematics and mechanics 19 (1998), S. 1211-1216 
    ISSN: 1573-2754
    Keywords: finite element ; nonconforming element ; axisymmetric ; convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Mathematics , Physics
    Notes: Abstract A class of modified Wilson arbitrary quadrilateral nonconforming elements for an axisymmetric problem is proposed. Their convergence is proven by means of the strong patch test. The structure of this finite element class is investigated. Thus a general method of axisymmetric nonconforming elements with convergence properties is presented.
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    Applied mathematics and mechanics 17 (1996), S. 269-274 
    ISSN: 1573-2754
    Keywords: junction ; scaling ; junction condition ; convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Mathematics , Physics
    Notes: Abstract In this paper, a kind of junction problem between linear elastomer and thin plate is changed, through a well scaling, into an equivalent problem which is studied easily. Then, using an idea of disturbance, we have studied the convergence of the displacement vector field under the action of body force, which is depending on the thickness of the plate. At last, the variational equations of the limit are obtained.
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    Lithuanian mathematical journal 39 (1999), S. 20-32 
    ISSN: 1573-8825
    Keywords: Schrödinger equation ; explicit finite-difference schemes ; stability ; energy conservation ; convergence
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    Topics: Mathematics
    Notes: Abstract We consider three-level explicit schemes for solving the nonlinear variable coefficient Schrödinger-type equation. Using spectral and energy methods we establish the stability and convergence of these schemes. The existence of discrete conservation laws is investigated. General results are applied for the DuFort-Frankel and leap-frog diffenrence schemes.
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    Mathematical notes 61 (1997), S. 100-104 
    ISSN: 1573-8876
    Keywords: series expansions ; spaces of entire functions ; convergence
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    Topics: Mathematics
    Notes: Abstract This paper is devoted to the problem of representing entire functions, in spaces described by the order and the type of these functions, by Lagrange series that converge in the natural topology in these spaces; this topology is stronger than the topology of compact convergence.
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    Mathematical notes 61 (1997), S. 272-277 
    ISSN: 1573-8876
    Keywords: linear-fractional transformations ; fixed points ; infinite compositions ; convergence ; continued fractions
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    Topics: Mathematics
    Notes: Abstract We study the asymptotic behavior of the compositions (Sn o...o S1)(z) and (S1 o...o Sn)(z) of linear-fractional transformations Sn (z) (n=1,2,...) whose fixed points have limits. In particular, if S n (z)=α n (β n +z)-1, then the sequency of compositions (S1o...o Sn)(z) at the point z=0 coincides with the sequence of convergents of the formal continued fraction $$\frac{{\alpha _1 }}{{\beta _1 + \frac{{\alpha _2 }}{{\beta _2 + \cdot \cdot \cdot }}}}.$$ The result obtained can be applied in the study of convergence of formal continued fractions.
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    Mathematical notes 63 (1998), S. 271-272 
    ISSN: 1573-8876
    Keywords: parabola method ; roots of complex polynomials ; convergence ; iterations
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    Topics: Mathematics
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    Mathematical notes 63 (1998), S. 631-637 
    ISSN: 1573-8876
    Keywords: orthonormal system ; Fourier series ; convergence ; divergence ; separation
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    Topics: Mathematics
    Notes: Abstract There exist two orthonormal systems such that the Fourier series of each functionƒ ∈ L[0, 1],ƒ ≠ 0, with respect to at least one of these systems diverges on a set of positive measure.
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    Statistics and computing 6 (1996), S. 337-346 
    ISSN: 1573-1375
    Keywords: Bayesian inference ; convergence ; Gibbs sampling ; longitudinal data ; Markov chain ; Monte Carlo ; parametric transformation ; random effect ; Rubella antibody
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    Topics: Computer Science , Mathematics
    Notes: Abstract Bayesian random effects models may be fitted using Gibbs sampling, but the Gibbs sampler can be slow mixing due to what might be regarded as lack of model identifiability. This slow mixing substantially increases the number of iterations required during Gibbs sampling. We present an analysis of data on immunity after Rubella vaccinations which results in a slow-mixing Gibbs sampler. We show that this problem of slow mixing can be resolved by transforming the random effects and then, if desired, expressing their joint prior distribution as a sequence of univariate conditional distributions. The resulting analysis shows that the decline in antibodies after Rubella vaccination is relatively shallow compared to the decline in antibodies which has been shown after Hepatitis B vaccination.
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    Journal of optimization theory and applications 92 (1997), S. 581-604 
    ISSN: 1573-2878
    Keywords: Algorithms ; unconstrained optimization ; Lyapunov functions ; convergence
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    Topics: Mathematics
    Notes: Abstract Existing algorithms for solving unconstrained optimization problems are generally only optimal in the short term. It is desirable to have algorithms which are long-term optimal. To achieve this, the problem of computing the minimum point of an unconstrained function is formulated as a sequence of optimal control problems. Some qualitative results are obtained from the optimal control analysis. These qualitative results are then used to construct a theoretical iterative method and a new continuous-time method for computing the minimum point of a nonlinear unconstrained function. New iterative algorithms which approximate the theoretical iterative method and the proposed continuous-time method are then established. For convergence analysis, it is useful to note that the numerical solution of an unconstrained optimization problem is none other than an inverse Lyapunov function problem. Convergence conditions for the proposed continuous-time method and iterative algorithms are established by using the Lyapunov function theorem.
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    Journal of optimization theory and applications 88 (1996), S. 709-724 
    ISSN: 1573-2878
    Keywords: Multipliers ; penalty functions ; duality ; nonsmooth optimization ; stochastic subgradients ; convergence
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    Topics: Mathematics
    Notes: Abstract This paper presents a stochastic algorithm with proper stopping rules for nonsmooth inequality-constrained minimization problems. The algorithm is based on an augmented Lagrangian dual problem transformed from a primal one, and it consists of two loops: an outer loop, which is the iteration for the approximate Lagrange multipliers, and an inner loop, which is a nonsmooth unconstrained minimization subroutine. Under mild assumptions, the algorithm is proved to be almost surely convergent.
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    Journal of optimization theory and applications 96 (1998), S. 575-588 
    ISSN: 1573-2878
    Keywords: Global optimization ; convergence ; stochastic algorithms ; deterministic algorithms
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    Topics: Mathematics
    Notes: Abstract There are many global optimization algorithms which do not use global information. We broaden previous results, showing limitations on such algorithms, even if allowed to run forever. We show that deterministic algorithms must sample a dense set to find the global optimum value and can never be guaranteed to converge only to global optimizers. Further, analogous results show that introducing a stochastic element does not overcome these limitations. An example is simulated annealing in practice. Our results show that there are functions for which the probability of success is arbitrarily small.
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    Journal of global optimization 10 (1997), S. 257-281 
    ISSN: 1573-2916
    Keywords: Global optimization ; multiextremal algorithms ; Lipschitzian first derivatives ; convergence ; numerical experiments.
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    Topics: Mathematics
    Notes: Abstract In this paper we propose a new multi-dimensional methodto solve unconstrained global optimization problems with Lipschitzianfirst derivatives. The method is based on apartition scheme that subdivides the search domain into a set of hypercubesin the course of optimization. This partitioning is regulated by thedecision rule that provides evaluation of the "importance"of each generated hypercube and selection of some partition element to performthe next iteration. Sufficient conditions of global convergence for the newmethod are investigated. Results of numerical experiments are alsopresented.
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    Journal of optimization theory and applications 103 (1999), S. 603-622 
    ISSN: 1573-2878
    Keywords: Monotone variational inequalities ; decomposition methods ; convergence
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    Topics: Mathematics
    Notes: Abstract In the solution of the monotone variational inequality problem VI(Ω, F), with $$u = \left[ {\begin{array}{*{20}c} x \\ y \\ \end{array} } \right],Fu = \left[ {\begin{array}{*{20}c} {fx - ATy} \\ {Ax - b} \\ \end{array} } \right],\Omega = \mathcal{X} \times \mathcal{Y},$$ the augmented Lagrangian method (a decomposition method) is advantageous and effective when $$\mathcal{X} = \mathcal{R}^m$$ . For some problems of interest, where both the constraint sets $$\mathcal{X}$$ and $$\mathcal{Y}$$ are proper subsets in $$\mathcal{R}^n$$ and $$\mathcal{R}^m$$ , the original augmented Lagrangian method is no longer applicable. For this class of variational inequality problems, we introduce a decomposition method and prove its convergence. Promising numerical results are presented, indicating the effectiveness of the proposed method.
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    Journal of global optimization 8 (1996), S. 189-199 
    ISSN: 1573-2916
    Keywords: Semi-infinite linear programming ; optimality ; convergence
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    Notes: Abstract This paper presents a globally convergent method for solving a general semi-infinite linear programming problem. Some important features of this method include: It can solve a semi-infinite linear program having an unbounded feasible region. It requires an inexact solution to a nonlinear subproblem at each iteration. It allows unbounded index sets and nondifferentiable constraints. The amount of work at each iteration k does not increase with k.
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    Journal of optimization theory and applications 100 (1999), S. 389-395 
    ISSN: 1573-2878
    Keywords: Complementarity problems ; change of variables ; algorithms ; fixed points ; convergence ; Wiener–Hopf equations
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    Topics: Mathematics
    Notes: Abstract In this paper, we establish an equivalence between the generalized complementarity problems and the Wiener–Hopf equations by using a change of variables technique. This equivalence is used to suggest and analyze a number of iterative algorithms for solving the generalized complementarity problems.
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    Journal of optimization theory and applications 91 (1996), S. 61-79 
    ISSN: 1573-2878
    Keywords: Constrained optimization ; equality constrained problems ; penalty parameters ; nonmonotonic penalty parameters ; convergence ; trust-region methods ; first-order point ; second-order point ; necessary conditions
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    Topics: Mathematics
    Notes: Abstract In a recent paper (Ref. 1), the author proposed a trust-region algorithm for solving the problem of minimizing a nonlinear function subject to a set of equality constraints. The main feature of the algorithm is that the penalty parameter in the merit function can be decreased whenever it is warranted. He studied the behavior of the penalty parameter and proved several global and local convergence results. One of these results is that there exists a subsequence of the iterates generated by the algorithm that converges to a point that satisfies the first-order necessary conditions. In the current paper, we show that, for this algorithm, there exists a subsequence of iterates that converges to a point that satisfies both the first-order and the second-order necessary conditions.
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    Journal of optimization theory and applications 96 (1998), S. 667-682 
    ISSN: 1573-2878
    Keywords: Existence ; nonlinear initial-value problems ; upper and lower solutions ; convergence ; quasilinearization
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    Notes: Abstract An extension of the method of quasilinearization has been applied to first-order nonlinear initial-value problems (IVP for short). It has been shown that there exist monotone sequences which converge rapidly to the unique solution of IVP.
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    Journal of optimization theory and applications 99 (1998), S. 271-302 
    ISSN: 1573-2878
    Keywords: Genetic algorithms ; real-number based problems ; binary encoding ; real-number encoding ; crossover operators ; convergence
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    Topics: Mathematics
    Notes: Abstract This paper is concerned with crossover operators for genetic algorithms (GAs) which are used to solve problems based on real numbers. First, a classification of the operators is introduced, dividing crossover into a vector-level and a variable-level operator. The theoretical study of variable-level operators for binary coded GAs leads to the discovery of two properties, which are used to define certain characteristics of crossover operators used by real-number encoded GAs. For variable-level operators, the experimental distributions of the offspring variables of given pairs of parent variables are then found. Finally, an experimental comparison of crossover operator performance is carried out.
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    Journal of optimization theory and applications 99 (1998), S. 465-480 
    ISSN: 1573-2878
    Keywords: Existence ; periodic boundary-value problems ; upper and lower solutions ; convergence ; quasilinearization
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    Notes: Abstract In this paper, the results of Lakshmikantham et al. (Ref. 1) for first-order periodic boundary-value problems are extended, by using the extended method of quaislinearization and rapid convergence for initial-value problems of Mohapatra et al. (Ref. 2). Also, it is shown that monotone sequences converge cubically to the unique solution when the forcing function in the differential equation is 2–hyperconvex and converge quartically when the forcing function is 3–hyperconvex. Several other generalizations of the problem are also presented.
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    Statistics and computing 6 (1996), S. 201-216 
    ISSN: 1573-1375
    Keywords: Conditionally linear parameters ; convergence ; EM algorithm ; Gauss-Seidel iteration ; method of scoring ; Newton method ; non-linear estimation ; orthogonal parameters ; separable regression
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    Topics: Computer Science , Mathematics
    Notes: Abstract There are a variety of methods in the literature which seek to make iterative estimation algorithms more manageable by breaking the iterations into a greater number of simpler or faster steps. Those algorithms which deal at each step with a proper subset of the parameters are called in this paper partitioned algorithms. Partitioned algorithms in effect replace the original estimation problem with a series of problems of lower dimension. The purpose of the paper is to characterize some of the circumstances under which this process of dimension reduction leads to significant benefits. Four types of partitioned algorithms are distinguished: reduced objective function methods, nested (partial Gauss-Seidel) iterations, zigzag (full Gauss-Seidel) iterations, and leapfrog (non-simultaneous) iterations. Emphasis is given to Newton-type methods using analytic derivatives, but a nested EM algorithm is also given. Nested Newton methods are shown to be equivalent to applying to same Newton method to the reduced objective function, and are applied to separable regression and generalized linear models. Nesting is shown generally to improve the convergence of Newton-type methods, both by improving the quadratic approximation to the log-likelihood and by improving the accuracy with which the observed information matrix can be approximated. Nesting is recommended whenever a subset of parameters is relatively easily estimated. The zigzag method is shown to produce a stable but generally slow iteration; it is fast and recommended when the parameter subsets have approximately uncorrelated estimates. The leapfrog iteration has less guaranteed properties in general, but is similar to nesting and zigzagging when the parameter subsets are orthogonal.
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    Communications in Numerical Methods in Engineering 11 (1995), S. 363-371 
    ISSN: 1069-8299
    Keywords: matrix multisplitting ; relaxed method ; convergence ; divergence ; Engineering ; Engineering General
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    Topics: Mathematics , Technology
    Notes: In this paper, I discuss the convergence and divergence rates for a class of generalized matrix multisplitting relaxation methods in a detailed manner. In particular, when the coefficient matrix is an L-matrix, I obtain several sufficient and necessary conditions ensuring the convergence of these methods.
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    Communications in Numerical Methods in Engineering 11 (1995), S. 403-407 
    ISSN: 1069-8299
    Keywords: finite element method ; residual bending flexibility ; convergence ; Engineering ; Engineering General
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    Topics: Mathematics , Technology
    Notes: In this paper I re-examine the mechanics of the residual bending flexibility correction and show that it is an extravariational trick.
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    Communications in Numerical Methods in Engineering 13 (1997), S. 923-940 
    ISSN: 1069-8299
    Keywords: finite volume ; convection ; diffusion ; convergence ; Engineering ; Numerical Methods and Modeling
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    Notes: A new high order FV method is presented for the solution of convection-diffusion equations, based on a 4-point approximation of the diffusive term and on the definition of a quadratic profile for the approximation of the convective term, in which coefficients are obtained by imposing conditions on the truncation error. The method works on unequal volumes (ratios of consecutive volume sizes in the interval [1/3,3]). The properties of this method are analysed formally. Numerical examples are given. © 1997 John Wiley & Sons, Ltd.
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    Communications in Numerical Methods in Engineering 14 (1998), S. 51-58 
    ISSN: 1069-8299
    Keywords: arc-length method ; user control ; accumulated arc-length control ; non-linear analysis ; predefined deformation states ; convergence ; Engineering ; Numerical Methods and Modeling
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    Topics: Mathematics , Technology
    Notes: The arc-length method has been widely used in non-linear analysis of structures. While it can handle complex load-deflection paths effectively, the analyst has no control over the load incrementation scheme to achieve convergence to specific locations along the load-deflection path. There are a number of situations in which such control is necessary, for example when convergence to predefined load levels, displacement levels or stress levels is required. This paper describes an improved arc-length method in which this deficiency is overcome. © 1998 John Wiley & Sons, Ltd.
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    Numerical Linear Algebra with Applications 3 (1996), S. 491-512 
    ISSN: 1070-5325
    Keywords: unsymmetric ; Krylov subspace ; IOM(q) ; FOM ; truncated ; basis vector ; orthonormality ; convergence ; restarted ; Engineering ; Engineering General
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    Topics: Mathematics
    Notes: The incomplete orthogonalization method (IOM(q)), a truncated version of the full orthogonalization method (FOM) proposed by Saad, has been used for solving large unsymmetric linear systems. However, no convergence analysis has been given. In this paper, IOM(q) is analysed in detail from a theoretical point of view. A number of important results are derived showing how the departure of the matrix A from symmetric affects the basis vectors generated by IOM(q), and some relationships between the residuals for IOM(q) and FOM are established. The results show that IOM(q) behaves much like FOM once the basis vectors generated by it are well conditioned. However, it is proved that IOM(q) may generate an ill-conditioned basis for a general unsymmetric matrix such that IOM(q) may fail to converge or at least cannot behave like FOM. Owing to the mathematical equivalence between IOM(q) and the truncated ORTHORES(q) developed by Young and Jea, insights are given into the convergence of the latter. A possible strategy is proposed for choosing the parameter q involved in IOM(q). Numerical experiments are reported to show convergence behaviour of IOM(q) and of its restarted version.
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    Numerical Linear Algebra with Applications 5 (1998), S. 363-376 
    ISSN: 1070-5325
    Keywords: convergence ; multigrid ; sparse grids ; Engineering ; Numerical Methods and Modeling
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    Topics: Mathematics
    Notes: The convergence behaviour of solution algorithms is investigated for the anisotropic Poisson problem on partially ordered, sparse families of regular grids in 3D. In order to study multilevel techniques on sparse families of grids, first we consider the convergence of a two-level algorithm that applies semi-coarsening successively in each of the coordinate directions. This algorithm shows good convergence, but recursive application of the successive semi-coarsening is not sufficiently efficient. Therefore we introduce another algorithm, which uses collective 3D semi-coarsened coarse grid corrections. The convergence behaviour of this collective version is worse, due to the lack of correspondence between the solutions on the different grids. By solving for the trivial solution we demonstrate that a good convergence behaviour of the collective version of the algorithm can be retained when the different solutions are sufficiently coherent. In order to solve also non-trivial problems, we develop a defect correction process. This algorithm makes use of hierarchical smoothing in order to deal with the problems related to the lack of coherence between the solutions on the different grids. Now good convergence rates are obtained also for non-trivial solutions. All convergence results are obtained for two-level processes. The results show convergence rates which are bounded, independent of the discretisation level and of the anisotropy in the problem. Copyright © 1999 John Wiley & Sons, Ltd.
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    Numerical Linear Algebra with Applications 2 (1995), S. 251-269 
    ISSN: 1070-5325
    Keywords: eigenvalues ; eigenvectors ; symmetric matrices ; Rayleigh quotient iteration ; convergence ; basins of attraction ; Engineering ; Engineering General
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    Topics: Mathematics
    Notes: The Rayleigh quotient iteration method finds an eigenvector and the corresponding eigenvalue of a symmetric matrix. This is a fundamental problem in science and engineering. Parlett and Kahan have shown, in 1968, that for almost any initial vector in the unit sphere, the Rayleigh quotient iteration method converges to some eigenvector. In this paper, the regions of the unit sphere which include all possible initial vectors converging to a specific eigenvector are studied. The generalized eigenvalue problem Ax = λBx is considered. It is shown that the regions do not change when the matrix is shifted or multiplied by a scalar. These regions are completely characterized in the three-dimensional case. It is shown that, in this case, the area of the region of convergence corresponding to the interior eigenvalue is larger than the area of those corresponding to any extreme one. This can be interpreted, with the appropriate choice of probability distribution, as: the probability of converging to an eigenvector corresponding to the interior eigenvalue is larger than the probability of converging to an eigenvector corresponding to any extreme eigenvalue. It is conjectured that the same is true for matrices of any order. Experiments in higher dimensions are presented which conform with the conjecture.
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    International Journal for Numerical Methods in Engineering 39 (1996), S. 1879-1888 
    ISSN: 0029-5981
    Keywords: FEM ; dynamics ; lumping ; acoustics ; accuracy ; convergence ; Engineering ; Engineering General
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    Topics: Mathematics , Technology
    Notes: A method for deriving hexahedral finite elements with lumped mass matrices for 3-D-problems is presented. These elements meet the theoretical conditions for high order convergence, and two numerical examples based on the 3-D scalar wave equation show that this is also the case in practice and that their accuracy is comparable to elements with consistent mass matrices.
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    International Journal for Numerical Methods in Engineering 38 (1995), S. 2433-2448 
    ISSN: 0029-5981
    Keywords: convergence ; finite-part (hypersingular) integrals ; numerical integration ; Engineering ; Engineering General
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    Notes: The method of finite-part (Hadamard-type or hypersingular) integrals is already a standard approach in applied numerical methods in engineering and, mainly, in acoustics, fluid dynamics, elasticity and fracture mechanics. Here we study the convergence of the non-classical (possessing a negative node, outside the integration interval, as well as a negative weight corresponding to this node) Gauss-Legendre quadrature rule for finite-part integrals on the interval [0,1] with the weight function 1/y and we prove its validity for integrands possessing a continuous first derivative. The case of integrands possessing a higher-order derivative is also considered and the rate of convergence is established. These results are based on the derivation of a bound for the negative node in the above quadrature rule and, further, on the theory of convergence of the classical Gauss quadrature rule. Numerical results, verifying the results of this paper, are also displayed. The present results can be generalized to the Gauss-Laguerre similarly non-classical quadrature rule for finite-part integrals (on the interval [0], ∞)) as well as to the two special, but important in engineering applications, non-classical Gaussian quadrature rules for Cauchy-type principal-value integrals and Mangler-type finite-part integrals have been proposed by Tsamasphyros and Dimou.
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    International Journal for Numerical Methods in Engineering 40 (1997), S. 3015-3032 
    ISSN: 0029-5981
    Keywords: multivariable finite element (MFE) ; convergence ; patch test (PT) ; patch test condition (PTC) ; MFE formulation ; Engineering ; Numerical Methods and Modeling
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    Notes: From a unified viewpoint, this article establishes the practical and general constant stress patch test conditions (PTC) for analysing and ensuring convergence or robustness of some multivariable finite element (MFE) formulations, such as hybrid-mixed and incompatible element formulations. The proposed PTC are applied to develop new general MFE formulations which pass PTC and a family of corresponding MFE for stress analysis. Several numerical examples are also given. © 1997 John Wiley & Sons, Ltd.
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    International Journal for Numerical Methods in Engineering 40 (1997), S. 4405-4425 
    ISSN: 0029-5981
    Keywords: convergence ; degrees of freedom ; finite elements ; Engineering ; Numerical Methods and Modeling
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    Notes: In this paper a family of higher-order quadrilaterals for the finite element analysis of plane elasticity problems are developed, using the displacement method formulation. The number of nodes and the number of elements are fixed, and refinement is achieved by adding derivatives of the nodal displacements as degrees of freedom at the nodes. It is shown that a higher rate of convergence is achieved compared with existing h- and p-versions of the finite element method. Applications to stress concentration and stress singularity are presented and the condition number is checked. © 1997 John Wiley & Sons, Ltd.
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    International Journal for Numerical Methods in Engineering 40 (1997), S. 3919-3935 
    ISSN: 0029-5981
    Keywords: refined non-conforming quadrilateral thin plate element ; C1 continuity requirement ; convergence ; Engineering ; Numerical Methods and Modeling
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    Notes: A refined non-conforming quadrilateral thin plate bending element RPQ4 which can satisfy the requirement of convergence is established such that the non-conforming displacement function can be derived directly. A simple explicit expression of a refined constant strain matrix can be introduced into the formulation of the standard displacement element which results in the constraint condition of interelement continuity being satisfied in an average sense. Numerical examples are presented to show that the present model can pass the patch test and possesses high accuracy. © 1997 John Wiley & Sons, Ltd.
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    International Journal for Numerical Methods in Engineering 40 (1997), S. 4577-4594 
    ISSN: 0029-5981
    Keywords: non-linear FEM ; non-linear equations ; initial guess generation ; convergence ; line search ; continuation method ; stopping criteria ; Engineering ; Numerical Methods and Modeling
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    Topics: Mathematics , Technology
    Notes: Systems of non-linear equations as they arise when analysing various physical phenomena and technological processes by the implicit Finite Element Method (FEM) are commonly solved by the Newton-Raphson method. The modelling of sheet metal forming processes is one example of highly non-linear problems where the iterative solution procedure can become very slow or diverge. This paper focuses on techniques to overcome these numerical difficulties. Several methods to generate initial guesses within the radius of convergence are proposed. Appropriate stopping criteria for the iterative procedure are discussed. A combination of various line search methods with the continuation method is proposed. The efficiency and robustness of these numerical procedures are compared based on a set of test examples. A particular form of line search was identified which allows the stable and efficient solution of highly non-linear sheet metal forming problems. Even though the present investigations were motivated by the application of the implicit FEM to the simulation of sheet metal forming processes, the findings are general enough to be applicable to a wide spectrum of non-linear FEM applications. © 1997 John Wiley & Sons, Ltd.
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 213-231 
    ISSN: 0749-159X
    Keywords: cell-centered finite volume method ; convergence ; finite element method ; Mathematics and Statistics
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    Topics: Mathematics
    Notes: The article is devoted to the study of convergence properties of a Finite Volume Method (FVM) using Voronoi boxes for discretization. The approach is based on the construction of a new nonconforming Finite Element Method (FEM), such that the system of linear equations coincides completely with that for the FVM. Thus, by proving convergence properties of the FEM, we obtain similar ones of the FVM. In this article, the investigations are restricted to the Poisson equation. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14:213-231, 1998
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