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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Computing 37 (1986), S. 31-42 
    ISSN: 1436-5057
    Keywords: Primary 65D32 ; secondary 65R20 ; Cauchy principal value integral ; singular integral equations ; quadrature rules ; convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung In dieser Arbeit konstruieren wir eine interpolatorische Quadraturformel der Form $$\mathop {\rlap{--} \smallint }\limits_{ - 1}^1 \frac{{f'(x)}}{{y - x}}dx \approx \sum\limits_{i = 1}^n {w_{ni} (y)f(x_{ni} )} ,$$ wobeif(x)=(1−x)α(1+x)β f 0(x), α, β〉0, und {xni} dien Nullstellen des Chebyshevpolynomsn-ten Grades vom ersten TypT n (x) sind. Ferner geben wir ein Konvergenzergebnis an und untersuchen das Verhalten der Größe $$ \sum\limits_{i = 1}^n {|w_{ni} (y)|} $$ , fürn→∞.
    Notes: Abstract In this paper we construct an interpolatory quadrature formula of the type $$\mathop {\rlap{--} \smallint }\limits_{ - 1}^1 \frac{{f'(x)}}{{y - x}}dx \approx \sum\limits_{i = 1}^n {w_{ni} (y)f(x_{ni} )} ,$$ wheref(x)=(1−x)α(1+x)β f o(x), α, β〉0, and {x ni} are then zeros of then-th degree Chebyshev polynomial of the first kind,T n (x). We also give a convergence result and examine the behavior of the quantity $$ \sum\limits_{i = 1}^n {|w_{ni} (y)|} $$ asn→∞.
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  • 2
    ISSN: 1436-5057
    Keywords: Primary 65D30 ; Cauchy principal value integral ; quadrature rules ; convergence ; Legendre polynomials
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung In dieser Arbeit wird die Konvergenz einer von G. Monegato eingeführten Interpolations-Quadraturformel für die Auswertung Cauchyscher Hauptwertintegrale untersucht. Die Autoren geben ein Konvergenztheorem für eine große Klasse von Funktionen an sowie Abschätzungen für das Restglied.
    Notes: Abstract In this paper the authors examine the convergence of an interpolatory type quadrature rule proposed by G. Monegato for the evaluation of Cauchy principal value integrals. A convergence theorem is given for a large class of functions and some estimates of the remainder are established.
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Computing 48 (1992), S. 303-317 
    ISSN: 1436-5057
    Keywords: 65K05 ; 65K10 ; Unconstrained optimization ; trust region ; curvilinear path ; nonmonotone ; convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Es wird ein allgemeines nichtmonotones Konfidenzbereichs-Verfahren mit krummlinigem Pfad für die unrestringierte Optimierung vorgeschlagen. Obwohl bei diesem Verfahren die Folge der Werte der Objecktfunktion nicht monoton zu sein braucht, werden Konvergenzeigenschaften bewiesen, die denen der gängigen Verfahren dieser Art entsprechen. An Hand einiger numerischer Beispiele wird die Über-legenheit des nichtmonotonen Verfahrens bezüglich der Zahl der Gradienten- und der Funktions-auswertungen gezeigt.
    Notes: Abstract A general nonmonotone trust region method with curvilinear path for unconstrained optimization problem is presented. Although this method allows the sequence of the objective function values to be nonmonotone, convergence properties similar to those for the usual trust region methods with curvilinear path are proved under certain conditions. Some numerical results are reported which show the superiority of the nonmonotone trust region method with respect to the numbers of gradient evaluations and function evaluations.
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  • 4
    Electronic Resource
    Electronic Resource
    Springer
    Empirical economics 24 (1999), S. 23-44 
    ISSN: 1435-8921
    Keywords: Key words: Cointegration ; convergence ; growth ; Kalman filter ; JEL classifications: C22 ; O47 ; O57
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. Augmented Dickey Fuller (ADF) and Kalman filter convergence tests are applied to annual GDPs per head to 16 industrialised countries from 1890 to 1989. Results favour convergence towards the US with a structural break following the Second World War. Estimates suggest that steady-states were higher after the war and that speeds of convergence are different across countries. The Kalman filter method dismissed the no convergence hypothesis more often than its ADF counterpart. This could explain the apparent contradiction in earlier empirical work on similar data sets (cross-section methods tended to favour convergence while time series methods were unable to dismiss the no convergence hypothesis.)
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  • 5
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 47 (1990), S. 269-296 
    ISSN: 1436-4646
    Keywords: Cross decomposition ; convergence ; linear programming ; mixed integer programming ; nonlinear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Cross decomposition is a recent method for mixed integer programming problems, exploiting simultaneously both the primal and the dual structure of the problem, thus combining the advantages of Dantzig—Wolfe decomposition and Benders decomposition. Finite convergence of the algorithm equipped with some simple convergence tests has been proved. Stronger convergence tests have been proposed, but not shown to yield finite convergence. In this paper cross decomposition is generalized and applied to linear programming problems, mixed integer programming problems and nonlinear programming problems (with and without linear parts). Using the stronger convergence tests finite exact convergence is shown in the first cases. Unbounded cases are discussed and also included in the convergence tests. The behaviour of the algorithm when parts of the constraint matrix are zero is also discussed. The cross decomposition procedure is generalized (by using generalized Benders decomposition) in order to enable the solution of nonlinear programming problems.
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  • 6
    Electronic Resource
    Electronic Resource
    Springer
    Computing 27 (1981), S. 81-88 
    ISSN: 1436-5057
    Keywords: Primary: 65 D 30 ; 65 D 32 ; Secondary: 41 A 55 ; Cauchy type integrals ; principal value integrals ; finite-part integrals ; quadrature rule ; Gaussian quadrature rules ; differentiation under the integral sign ; Taylor's formula ; convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Quadraturformeln für die approximative Berechnung der Ableitungen Cauchyscher Hauptwertintegrale (bezüglich der freien Variablen der Integrale) können durch formale Differentiationen der rechten Seiten der verwendeten Integrationsformeln (ohne Ableitungen) genommen werden. Die Rechtfertigung dieser Methode unter geeigneten Bedingungen erscheint in dieser kurzen Mitteilung. Die Ergebnisse dieser kurzen Mitteilung sind auch anwendbar für die numerische Berechnung der endlichen Bestandteile gewisser divergenter Integrale und für die numerische Lösung singulärer Integrodifferentialgleichungen.
    Notes: Abstract Quadrature rules for the approximate evaluation of derivatives of Cauchy principal value integrals (with respect to the free variable inside the integral) can be obtained by formal differentiations of the right sides of the corresponding quadrature rules (without derivatives). The justification of this method, under appropriate conditions, is presented in this short communication. The results of this short communication are also applicable to the numerical evaluation of a class of finite-part integrals and to the numerical solution of singular integrodifferential equations.
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  • 7
    Electronic Resource
    Electronic Resource
    Springer
    Computing 44 (1990), S. 133-146 
    ISSN: 1436-5057
    Keywords: 65M10 ; 65M05 ; Conservation laws ; hybrid MUSCL difference schemes ; convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Vorgestellt werden voll diskretisierte TVNI Hybrid-MUSCL-Typ Schemata 2-ter Ordnung. Für die Schemata wird die Entropie-Ungleichung bewiesen. Somit konvergieren die Näherungslösungen zur Entropie-Lösung der Erhaltungsgesetze.
    Notes: Abstract Fully discrete 2nd order accurate TVNI Hybrid MUSCL-type schemes are presented. The entropy inequality of the schemes is proved. Hence, the approximation solutions converge to the entropy solution of conservation laws.
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  • 8
    Electronic Resource
    Electronic Resource
    Springer
    Computing 29 (1982), S. 337-354 
    ISSN: 1436-5057
    Keywords: Primary 65D30 ; Cauchy principal value integrals ; poles ; quadrature rules ; convergence ; algorithms
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung In dieser Arbeit untersuchen wir die numerische Integration (d. h. die Bestimmung des Hauptwertes im Sinne von Cauchy) von Funktionen mit mehreren reellen Polen erster Ordnung. Wir beschreiben Quadraturformeln vom interpolatorischen Typus, die von Delves, Hunter, Elliott-Paget und anderen Autoren gegeben sind: einige einfache Verallgemeinerungen werden vorgeschlagen und berechnungstechnische Fragen werden diskutiert. Endlich geben wir einen alternativen Algorithmus zum Ausrechnen von Integralen der Form
    Notes: Abstract In this paper we examine the numerical integration (in the Cauchy principal value sense) of functions having (several) first order real poles. We give a survey of results concerning some quadrature formulas of interpolatory type proposed by Delves, Hunter, Elliott and Paget, and several other authors; along with the description we present some minor generalizations and make comments on the computational aspects. Finally, we propose an alternative algorithm for the numerical evaluation of integrals of the form
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  • 9
    ISSN: 1436-5057
    Keywords: Primary 65H05 ; secondary: 65D32 ; Cauchy-type principal value integrals ; convergence ; Gauss- and Lobatto-Chebyshev quadrature rules ; nonlinear equations ; numerical integration ; roots ; transcendental equations ; zeros
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Es wurde eine einfache nicht-iterative Methode für die numerische Berechnung einer einfachen Nullstelle einer nichtlinearen differenzierbaren algebraischen oder transzendenten Funktion längs eines endlichen reellen Intervalles vorgestellt. Die Methode gründet sich auf die Berechnung eines Integrales, das die Funktion enthält, mittels der Gauß- und der Lobatto-Tschebyscheff-Quadraturformeln und die anschließende gleichsetzung der erhaltenen Resultate. Die Konvergenz der Methode wird unter schwachen Annahmen bewiesen; numerische Resultate sind für zwei klassiche transzendente Gleichungen angegeben.
    Notes: Abstract A simple noniterative method for the numerical determination of one simple root of a nonlinear differentiable algebraic or transcendental function along a finite real interval is proposed. This method is based on the computation of an integral involving the above function both by the Gauss- and the Lobatto-Chebyshev quadrature rules for regular integrals and equating the obtained results. The convergence of the method is proved under mild assumptions and numerical results for two classical transcendental equations are presented.
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  • 10
    ISSN: 1436-5057
    Keywords: 65N30 ; 65H10 ; Nonlinear radiation cooling problem ; finite element solution ; successive overrelaxation method with projection ; convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung In dieser Arbeit betrachten wir das sukzessive Überrelaxationsverfahren mit Projektion zu finiten Elementlösungen unter nichtlinearen Radiationsrandbedingungen, insbesondere den Nachweis einer Konvergenz des sukzessiven Überrelaxationsverfahrens mit Projektion. An einigen numerischen Ergebnissen soll die Anwendbarkeit illustriert werden.
    Notes: Abstract In this paper, we consider the successive overrelaxation method with projection for obtaining the finite element solutions under the nonlinear radiation boundary conditions. In particular we establish the convergence of the successive overrelaxation method with projection. Some numerical results are also given to illustrate the usefulness.
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