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  • 1
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    Numerical algorithms 21 (1999), S. 119-146 
    ISSN: 1572-9265
    Keywords: iterative methods ; Generalized Minimum Residual (GMRES) method ; minimization condition ; Galerkin condition ; Lanczos-type methods ; 65F10 ; 65H10 ; 65N20 ; 65N30
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract For solving nonsymmetric linear systems, the well-known GMRES method is considered to be a stable method; however, the work per iteration increases as the number of iterations increases. We consider two new iterative methods GGMRES and MGMRES, which are a generalization and a modification of the GMRES method, respectively. Instead of using a minimization condition as in the derivation of GGMRES, we use a Galerkin condition to derive the MGMRES method. We also introduce another new iterative method, LAN/MGMRES, which is designed to combine the reliability of GMRES with the reduced work of a Lanczos-type method. A computer program has been written based on the use of the LAN/MGMRES algorithm for solving nonsymmetric linear systems arising from certain elliptic problems. Numerical tests are presented comparing this algorithm with some other commonly used iterative algorithms. These preliminary tests of the LAN/MGMRES algorithm show that it is comparable in terms of both the approximate number of iterations and the overall convergence behavior.
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  • 2
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    Numerical algorithms 21 (1999), S. 323-341 
    ISSN: 1572-9265
    Keywords: drift-diffusion equations ; Gummel-like procedure ; nonlinear Poisson equation ; finite elements ; local scaling ; iterative methods ; quasi-Newton algorithm ; 65P05 ; 35Q60 ; 78A55 ; 65H10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The drift-diffusion model can be described by a nonlinear Poisson equation for the electrostatic potential coupled with a system of convection-reaction-diffusion equations for the transport of charge. We use a Gummel-like process [10] to decouple this system. Each of the obtained equations is discretised with the finite element method. We use a local scaling method to avoid breakdown in the numerical algorithm introduced by the use of Slotboom variables. Solution of the discrete nonlinear Poisson equation is accomplished with quasi-Newton methods. The nonsymmetric discrete transport equations are solved using an incomplete LU factorization preconditioner in conjunction with some robust linear solvers, such as (CGS), (BI-CGSTAB) and (GMRES). We investigate the behaviour of these iterative methods to define the effective strategy for this class of problems.
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  • 3
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    Computational geosciences 3 (1999), S. 229-257 
    ISSN: 1573-1499
    Keywords: speciation calculations ; nonlinear equations ; unconstrained minimization ; 65H10 ; 65K10 ; 80A32
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geosciences , Computer Science
    Notes: Abstract Speciation calculations involve the computation of the concentration of each individual chemical species in a multicomponent–multiphase chemical system. The numerical problem is to solve a system of coupled linear and nonlinear equations subject to the constraint that all unknowns are positive. The performance and accuracy of a series of nonlinear equation solvers are evaluated: A quasi-Newton method with the global step determined by different line search and trust region algorithms, the conjugate gradient method with the global step determined by line search, and the solvers in the codes TENSOLVE, CONMIN and LBFGS.
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  • 4
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    Numerical algorithms 18 (1998), S. 91-108 
    ISSN: 1572-9265
    Keywords: homotopy continuation ; polynomial systems ; Newton polytopes ; Bernshtein bound ; cycle number ; 14Q99 ; 52A39 ; 52B20 ; 65H10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Bernshtein’s theorem provides a generically exact upper bound on the number of isolated solutions a sparse polynomial system can have in (ℂ*)n, with ℂ* = ℂ\{0}. When a sparse polynomial system has fewer than this number of isolated solutions some face system must have solutions in (ℂ*)n. In this paper we address the process of recovering a certificate of deficiency from a diverging solution path. This certificate takes the form of a face system along with approximations of its solutions. We apply extrapolation to estimate the cycle number and the face normal. Applications illustrate the practical usefulness of our approach.
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  • 5
    ISSN: 1573-1499
    Keywords: Richards' equation ; method of lines ; inexact Newton methods ; 65F10 ; 65H10 ; 65M06 ; 65M20 ; 76S05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geosciences , Computer Science
    Notes: Abstract Richards' equation (RE) is often used to model flow in unsaturated porous media. This model captures physical effects, such as sharp fronts in fluid pressures and saturations, which are present in more complex models of multiphase flow. The numerical solution of RE is difficult not only because of these physical effects but also because of the mathematical problems that arise in dealing with the nonlinearities. The method of lines has been shown to be very effective for solving RE in one space dimension. When solving RE in two space dimensions, direct methods for solving the linearized problem for the Newton step are impractical. In this work, we show how the method of lines and Newton-iterative methods, which solve linear equations with iterative methods, can be applied to RE in two space dimensions. We present theoretical results on convergence and use that theory to design an adaptive method for computation of the linear tolerance. Numerical results show the method to be effective and robust compared with an existing approach.
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  • 6
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    Numerical algorithms 15 (1997), S. 347-372 
    ISSN: 1572-9265
    Keywords: system of weakly nonlinear equations ; matrix multisplitting ; two-stage iteration ; relaxation technique ; convergence theory ; convergence rate ; 65H10 ; 65W05 ; CR: G1.3
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The finite difference or the finite element discretizations of many differential or integral equations often result in a class of systems of weakly nonlinear equations. In this paper, by reasonably applying both the multisplitting and the two-stage iteration techniques, and in accordance with the special properties of this system of weakly nonlinear equations, we first propose a general multisplitting two-stage iteration method through the two-stage multiple splittings of the system matrix. Then, by applying the accelerated overrelaxation (AOR) technique of the linear iterative methods, we present a multisplitting two-stage AOR method, which particularly uses the AOR-like iteration as inner iteration and is substantially a relaxed variant of the afore-presented method. These two methods have a forceful parallel computing function and are much more suitable to the high-speed multiprocessor systems. For these two classes of methods, we establish their local convergence theories, and precisely estimate their asymptotic convergence factors under some suitable assumptions when the involved nonlinear mapping is only directionally differentiable. When the system matrix is either an H-matrix or a monotone matrix, and the nonlinear mapping is a P-bounded mapping, we thoroughly set up the global convergence theories of these new methods. Moreover, under the assumptions that the system matrix is monotone and the nonlinear mapping is isotone, we discuss the monotone convergence properties of the new multisplitting two-stage iteration methods, and investigate the influence of the multiple splittings as well as the relaxation parameters upon the convergence behaviours of these methods. Numerical computations show that our new methods are feasible and efficient for parallel solving of the system of weakly nonlinear equations.
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  • 7
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    Numerical algorithms 14 (1997), S. 295-319 
    ISSN: 1572-9265
    Keywords: system of weakly nonlinear equations ; two-tage iteration ; relaxation technique ; convergence theory ; convergence rate ; 65H10 ; 65W05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The discretizations of many differential equations by the finite difference or the finite element methods can often result in a class of system of weakly nonlinear equations. In this paper, by applying the two-tage iteration technique and in accordance with the special properties of this weakly nonlinear system, we first propose a general two-tage iterative method through the two-tage splitting of the system matrix. Then, by applying the accelerated overrelaxation (AOR) technique of the linear iterative methods, we present a two-tage AOR method, which particularly uses the AOR iteration as the inner iteration and is substantially a relaxed variant of the afore-presented method. For these two classes of methods, we establish their local convergence theories, and precisely estimate their asymptotic convergence factors under some suitable assumptions when the involved nonlinear mapping is only B-differentiable. When the system matrix is either a monotone matrix or an H-matrix, and the nonlinear mapping is a P-bounded mapping, we thoroughly set up the global convergence theories of these new methods. Moreover, under the assumptions that the system matrix is monotone and the nonlinear mapping is isotone, we discuss the monotone convergence properties of the new two-tage iteration methods, and investigate the influence of the matrix splittings as well as the relaxation parameters on the convergence behaviours of these methods. Numerical computations show that our new methods are feasible and efficient for solving the system of weakly nonlinear equations.
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  • 8
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    Computing 56 (1996), S. 1-27 
    ISSN: 1436-5057
    Keywords: 65F10 ; 65H10 ; 65N22 ; 65N30 ; 65N55 ; Semiconductor device ; drift-diffusion equations ; finite element methods ; Gummel's method ; preconditioned conjugate gradient methods ; Schur complement ; domain decomposition massively parallel
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Diese Arbeit enthält die Beschreibung, Analyse und Implementierung eines parallelen iterativen Verfahrens zur Lösung der stationären Drift-Diffusions-Gleichung für ein zweidimensionales Halbleitermodell. Die Unbekannten unseres Modells sind das elektrostatische Potential und die Quasi-Fermi-Potentiale der Elektronen und Löcher. Unsere Diskretisierung verwendet die Finite-Element-Methode mit ‘mass limping’ für das elektrostatische Potential und hybride Elemente mit lokaler Stromerhaltung für die Kontinuitätsgleichung. Zur Lösung der entsprechenden nichtlinearen Gleichungen wird eine Version des Gummel-Algorithmus verwendet, der lediglich die Lösung positiv definiter, symmetrischer linearer Gleichungssysteme erfordert. Wir zeigen, daß diese Methode eine Konvergenzrate besitzt, die nur logarithmisch von der Schrittweite abhängt. Die (inneren) nichtlinearen Löser der elektrostatischen Potentialgleichung konvergieren gitterunabhängig quadratisch. Wir beschreiben auch eine Implementierung auf einem MasPar MP-1-Parallelrechner, wobei die auftretenden linearen Systeme mit einem vorkonditionierten cg-Verfahren approximiert werden. Gebietszerlegungsmethoden werden eingesetzt, um die notwendige Matrix-Vektor-Multiplikation zu parallelisieren und Vorkonditionierer dieser schlechtkonditionierten Systeme zu erstellen. Die vorkonditionierten linearen Löser haben ebenfalls eine Konvergenzrate, die logarithmisch vom Verhältnis Teilgebietsgröße zu Schrittweite abhängt und welche robust ist bezüglich stark variierenden Koeffizientenfunktionen des zugrundeliegenden elliptischen Operators. Experimente auf einem Parallelrechner werden diskutiert.
    Notes: Abstract In this paper we describe, analyse and implement a parallel iterative method for the solution of the steady-state drift diffusion equations governing the behaviour of a semiconductor device in two space dimensions. The unknowns in our model are the electrostatic potential and the electron and hole quasi-Fermi potentials. Our discretisation consists of a finite element method with mass lumping for the electrostatic potential equation and a hybrid finite element with local current conservation properties for the continuity equations. A version of Gummel's decoupling algorithm which only requires the solution of positive definite symmetric linear systems is used to solve the resulting nonlinear equations. We show that this method has an overall rate of convergence which only degrades logarithmically as the mesh is refined. Indeed the (inner) nonlinear solves of the electrostatic potential equation converge quadratically, with a mesh independent asymptotic constant. We also describe an implementation on a MasPar MP-1 data parallel machine, where the required linear systems are solved by the preconditioned conjugate gradient method. Domain decomposition methods are used to parallelise the required matrix-vector multiplications and to build preconditioners for these very poorly-conditioned systems. Our preconditioned linear solves also have a rate of convergence which degrades logarithmically as the grid is refined relative to subdomain size, and their performance is resilient to the severe layers which arise in the coefficients of the underlying elliptic operators. Parallel experiments are given.
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  • 9
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    Computing 57 (1996), S. 149-162 
    ISSN: 1436-5057
    Keywords: 65K05 ; 90C30 ; 65H10 ; 62C20 ; 90C32 ; Interval extensions ; global optimization ; nonsmooth optimization ; nonlinear systems of equations ; minimax approximation ; l 1 approximation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Die meisten gebräuchlichen Intervallmethoden für nicht-lineare algebraische Systeme beruhen auf Annahmen über die Stetigkeit der Ableitungen, ebenso große Teile der Theorie der Intervall-Newton-Verfahren. Für effiziente Einschließungen des Wertebereichs ist jedoch die Stetigkeit der Ableitungen nicht notwendig, im Fall von Sprüngen der ersten Ableitungen können sogar für Intervall-Newton-Verfahren geeignete Einschließungen gewonnen werden. Formuliert als unrestringierte nichtlineare Optimierungsprobleme können demnach minimax- oderl 1-Approximationen leicht behandelt werden. In der vorliegenden Arbeit geben wir Intervall-Auswertungen und Rechenregeln für die Funktionen |x|, max{x, y} und eine allgemeine Sprungfunktion χ(s, x, y) an. Diese Funktionen sind in eine Umgebung zur automatischen Differentiation und Codelisten-Interpretation eingearbeitet. Ergebnisse werden vorgestellt für nichtlineare Systeme mit max und |o| und für minimax- undl 1-Optimierungsaufgaben.
    Notes: Abstract Most interval branch and bound methods for nonlinear algebraic systems have to date been based on implicit underlying assumptions of continuity of derivatives. In particular, much of the theory of interval Newton methods is based on this assumption. However, derivative continuity is not necessary to obtain effective bounds on the range of such functions. Furthermore, if the first derivatives just have jump discontinuities, then interval extensions can be obtained that are appropriate for interval Newton methods. Thus, problems such as minimax orl 1-approximations can be solved simply, formulated as unconstrained nonlinear optimization problems. In this paper, interval extensions and computation rules are given for the unary operation |x|, the binary operation max{x, y} and a more general “jump” function χ(s,x,y). These functions are incorporated into an automatic differentiation and code list interpretation environment. Experimental results are given for nonlinear systems involving max and |o| and for minimax andl 1-optimization problems.
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  • 10
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    Computing 57 (1996), S. 77-84 
    ISSN: 1436-5057
    Keywords: 65G10 ; 65H10 ; Validated computations ; ɛ-inflation ; interval arithmetic
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Es werden Sätze angegeben, wie ein Iterationsprozeß zur Bestimmung von validierten Einschließungen der Lösung dichtbesetzter sowie dünnbesetzter nichtlinearer Gleichungssysteme verbessert werden kann. Die Anzahl der Berechnungen von Jacobi-oder Steigungsmatrizen kann reduziert werden. Unter Umständen wird die Berechnung einer Einschließung durch die Verbesserung überhaupt erst ermöglicht.
    Notes: Abstract An iteration process for computing validated solutions of nonlinear systems is improved for the dense case and for the sparse case. The improvement may result in the reduction of the number of Jacobian or slope matrices to be computed. Possibly, without the improvement, no inclusion can be computed at all.
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  • 11
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    Computing 57 (1996), S. 357-363 
    ISSN: 1436-5057
    Keywords: 65H10 ; 15A48 ; Iterative processes ; Q-order ; non-negative matrices
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Wir betrachten solche iterative numerische Prozesse, welche eine gewisse Art von nichtlinearen Fehlerrekursionen haben. Unser Modell umfaßt Gesamtschritt-, Einzelschritt-, Parallel- und Simultanverfahren für eine Reihe von Problemen. Diesen Fehlerrekursionen wird eine nichtnegative Matrix zugeordnet, aus welcher unter Zuhilfenahme von Resultaten der Matrixtheorie Abschätzungen für dieQ-Ordnung der zugrundeliegenden Methoden in jeder Komponente hergeleitet werden. Es werden konkrete Verfahren angegeben, bei welchen unser Modell Anwendung finden kann.
    Notes: Abstract We are considering iterative numerical algorithms which allow a certain type of error-recurrences. Our model contains total-step, single-step, parallel, and simultaneous methods for different problems. Assigning a non-negative matrix to these error-recurrences we are able to give estimates for theQ-order of convergence of the underlying methods for each component by applying results from matrix theory. Some examples for concrete methods where our model applies will be given.
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  • 12
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    Numerical algorithms 12 (1996), S. 273-286 
    ISSN: 1572-9265
    Keywords: Nonlinear system of equations ; global convergence ; Newton's method ; descent methods ; step length ; 65H10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract A new globalization procedure for solving a nonlinear system of equationsF(x)=0 is proposed based on the idea of combining Newton step and the steepest descent step WITHIN each iteration. Starting with an arbitrary initial point, the procedure converges either to a solution of the system or to a local minimizer off(x)=1/2F(x) T F(x). Each iteration is chosen to be as close to a Newton step as possible and could be the Newton step itself. Asymptotically the Newton step will be taken in each iteration and thus the convergence is quadratic. Numerical experiments yield positive results. Further generalizations of this procedure are also discussed in this paper.
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  • 13
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    Machine vision and applications 8 (1995), S. 187-193 
    ISSN: 1432-1769
    Keywords: Tracking ; Segmentation ; Pigs ; Animals ; Computer vision
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract An algorithm was developed for the segmentation and tracking of piglets and tested on a 200-image sequence of 10 piglets moving on a straw background. The image-capture rate was 1 image/140 ms. The segmentation method was a combination of image differencing with respect to a median background and a Laplacian operator. The features tracked were blob edges in the segmented image. During tracking, the piglets were modelled as ellipses initialised on the blobs. Each piglet was tracked by searching for blob edges in an elliptical window about the piglet's position, which was predicted from its previous two positions.
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  • 14
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    Numerical algorithms 9 (1995), S. 223-244 
    ISSN: 1572-9265
    Keywords: Newton method ; homotopy ; approximate zero ; 65H10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We give a new theorem concerning the convergence of Newton's method to compute an approximate zero of a system of equations. In this result, the constanth 0=0.162434... appears, which plays a fundamental role in the localization of “good” initial points for the Newton iteration. We apply it to the determination of an appropriate discretization of the time interval in the classical homotopy method.
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  • 15
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    Computational optimization and applications 4 (1995), S. 189-201 
    ISSN: 1573-2894
    Keywords: state constrained optimal control problem ; primal-dual interior point algorithm ; linear programming ; inexact Newton method ; 49M15 ; 65H10 ; 65K10 ; 90C06
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract Motivated by a simple optimal control problem with state constraints, we consider an inexact implementation of the primal-dual interior point algorithm of Zhang, Tapia, and Dennis. We show how the control problem can be formulated as a linear program in an infinite dimensional space in two different ways and prove convergence results.
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    Computing 51 (1993), S. 335-343 
    ISSN: 1436-5057
    Keywords: 65F10 ; 65F50 ; 65H10 ; 65N22 ; Nonsymmetric systems ; minimal residual methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Es wird eine Klasse von leicht zu, implementierenden Algorithmen vorgestellt. Diese werden anhand von praxisrelevanten Problemen mit prominenten Lösern verglichen. Speziell bei nichtsymmetrischen Aufgaben zeichnen sie sich gegenüber den konkurrierenden Verfahren durch ihr gutes Konvergenzverhalten aus.
    Notes: Abstract A family of rapidly convergent algorithms to solve linear systems of equations are described. These methods are easy to implement. In an empirical comparison over a class of problems the presented algorithms were superior to several commonly used methods.
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    Computing 50 (1993), S. 229-239 
    ISSN: 1436-5057
    Keywords: 65H10 ; Nonlinear ABS methods ; row update ABS methods ; restart row update ABS methods ; superlinear convergence ; efficiency
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung In dieser Arbeit wenden wir auf die ABS-Verfahren mit zeilenweiser Korrektur (für die Lösung nichtlinearer Gleichungssysteme) eine Reinitialisierungstechnik an, bei der die Ableitungen zyklisch neu ausgewertet werden. Wir zeigen, daß dies zu superlinearer Konvergenz führt. Es wird auch diskutiert, wie die Reinitialisierungsschritte zur Erzielung bestmöglicher Effizienz in Abhängigkeit von der Dimension gewählt werden sollten. Numerische Experimente zeigen, daß sich die neuen Verfahren in mancher Hinsicht als vielversprechend erweisen.
    Notes: Abstract In this paper, we apply a restart scheme, in which the derivatives of functions are evaluated cyclically, to the row update ABS methods for solving systems of nonlinear equations. We prove that the restart row update ABS methods are superlinearly convergent. Choices of the optimal restart steps to attain their maximal efficiencies for different dimensions are also discussed. Numerical experiments show the promising potential of the new methods in some respects on tested problems.
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    Computing 50 (1993), S. 353-368 
    ISSN: 1436-5057
    Keywords: 65G10 ; 65H10 ; 65R20 ; Interval arithmetic ; existence ; uniqueness ; convergence ; componentwise error bounds
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Existenz- und Eindeutigkeitstests von Pandian werden verallgemeinert und in Zusammenhang gebracht mit Ergebnissen von Moore und Kioustelidis sowie von Shen und Neumaire.
    Notes: Abstract Improved forms of the existence and uniqueness tests due to Pandian are given and are related to results due to Moore and Kioustelidis and to Shen and Neumaier.
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    Mathematical programming 56 (1992), S. 189-222 
    ISSN: 1436-4646
    Keywords: 65H10 ; 65K05 ; 65K10 ; Linearℓ 1 estimation ; linear programming ; interior-point algorithm ; simplex method ; least absolute value regression ; affine scaling method ; Karmarkar
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Recently, various interior point algorithms related to the Karmarkar algorithm have been developed for linear programming. In this paper, we first show how this “interior point” philosophy can be adapted to the linear ℓ1 problem (in which there are no feasibility constraints) to yield a globally and linearly convergent algorithm. We then show that the linear algorithm can be modified to provide aglobally and ultimatelyquadratically convergent algorithm. This modified algorithm appears to be significantly more efficient in practise than a more straightforward interior point approach via a linear programming formulation: we present numerical results to support this claim.
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    Computing 49 (1992), S. 87-94 
    ISSN: 1436-5057
    Keywords: 65H10 ; 65G10 ; Nonlinear equations ; nondifferentiable operator ; quasi-Newton method ; convergence theorems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung In der vorliegenden Arbeit wird die Konvergenz gewisser Quasi-Newton-Verfahren zur Lösung von nichtlinearen GleichungenAx+g(x)=0 aufD⊄R n untersucht, wobeiA eine (n×n)-Matrix undg ein nichtdifferenzierbarer, aber Lip-schitz-stetiger Operator ist. Mittels intervallanalytischer Techniken wird ein neuer Konvergenzsatz für die Verfahren hergeleitet.
    Notes: Abstract In this paper, we study the convergence of some quasi-Newton methods for solving nonlinear equationAx+g(x)=0 in a domainD⊄R n , whereA is ann×n matrix andg is a nondifferentiable but Lipschitz continuous operator. By interval analysis, we give a new convergence theorem of the methods.
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    Computing 47 (1992), S. 361-366 
    ISSN: 1436-5057
    Keywords: 65H10 ; Nonlinear systems ; Broyden's method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Das Verfahren von Broyden liefert einen der effizientesten Algorithmen zur Lösung nichtlinearer Gleichungssysteme. Bei sehr vielen Gleichungen und Unbekannten werden häufig Implementierungen ohne Zwischenspeicherung verwendet (Gomes-Ruggiero, Martinez und Moretti, SIAM J. SCISC 91, erscheint in Kürze). Wir zeigen, daß die Rechnungen so organisiert werden können, daß man ihren Parallelismus ausnützen kann.
    Notes: Abstract Broyden's method is one of the most effective algorithms for solving nonlinear systems of equations. When the number of equations and unknowns is very large, memoryless implementations of this method are frequently used. We analyze one of this implementations (Gomes-Ruggiero, Martínez and Moretti, SIAM J. Sci. Stat. Comput. 1991, to appear) and we show that calculations may be organized in such a way that parallelism can be exploited.
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    Computing 48 (1992), S. 125-128 
    ISSN: 1436-5057
    Keywords: 65H10 ; 65G10 ; Nonlinear equations ; systems of nonlinear equations ; interval Newton method ; interval Gaussian algorithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung In der vorliegenden Arbeit werden das Intervall-Newton-Verfahren und das vereinfachte Intervall-Newton-Verfahren betrachtet, um enge Schranken für die Lösungen nichtlinearer Gleichungssysteme zu erhalten. Unter starkem Bezug auf eine Arbeit von Alefeld über diese beiden Verfahren leiten wir einen Zusammenhang zwischen den beiden Matrizen her, die in der erwähnten Veröffentlichung bei der Formulierung hinreichender Konvergenzkriterien auftreten. Desweiteren beantworten wir eine dort gestellte Frage über den Abbruch der Verfahren nach endlich vielen Schritten.
    Notes: Abstract In this paper we consider the interval Newton method and its simplified version to find tight bounds for the solutions of systems of nonlinear equations. Referring to a paper of Alefeld on this subject, we derive a connection between the two matrices used there to formulate sufficient criteria for the convergence of these methods. We also answer an open question concerning the break down of the Newton method after a finite number of steps.
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    Computing 47 (1992), S. 367-372 
    ISSN: 1436-5057
    Keywords: 65H10 ; Nonlinear overdetermined systems ; variational equations ; Newton's method
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    Description / Table of Contents: Zusammenfassung Eine Methode zur Lösung von2k+e nichtlinearen algebraischen Gleichungen mit2k Variablen vom TypL(x)y−b=0 wird hergeleitet. Solche Gleichungen findet man oft in der Approximationstheorie. Die Methode führt zur Lösung eines (2k+e)-dimensionalen linearen System mitk Variablen und einer Polynomialgleichungk-ter Ordnung. Einige Beispiele erläutern praktische Anwendungen dieser Methode.
    Notes: Abstract We derive a method for solving2k+e nonlinear algebraic equations in2k unknowns of the formL(x)y−b=0, which often occur in approximation theory. The method is based on solving a linear overdetermined system and a polynomial equation of thek-th order. To apply our method some numerical examples are presented.
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    Computing 48 (1992), S. 291-302 
    ISSN: 1436-5057
    Keywords: 65H10 ; Indicator function ; cover system ; minimum vector ; bound of derivatives
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    Description / Table of Contents: Zusammenfassung Die Arbeit stellt eine neue Methode zur Bestimmung der Lösungen eines nichtlinearen Gleichungssystems in einem kompaktenm-dimensionalen Intervall (Rechteck) dar. Die Methode kann als Verallgemeinerung der sogenannten Ausschließungsmethoden betrachtet werden und auch als Vereinfachung einer (vom Autor angegebenen) Methode zur Bestimmung des globalen Minimums angesehen werden.
    Notes: Abstract The paper gives a new method for finding solutions of a nonlinear system of equations in a compactm-dimensional interval (rectangle). This method can be considered as a generalization of the so-called exclusion methods and also as a simplification of a method (given by the author) for finding the global minimum in a compactm-dimensional interval.
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    Mathematical programming 53 (1992), S. 17-44 
    ISSN: 1436-4646
    Keywords: 65H10 ; 65K05 ; 65K10 ; Constrained optimization ; equality constraints ; numerical optimization ; quasi-Newton method ; secant method ; sequential quadratic programming ; SQP-method ; augmented Lagrangian method ; penalty function methods
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    Topics: Computer Science , Mathematics
    Notes: Abstract We derive new quasi-Newton updates for the (nonlinear) equality constrained minimization problem. The new updates satisfy a quasi-Newton equation, maintain positive definiteness on the null space of the active constraint matrix, and satisfy a minimum change condition. The application of the updates is not restricted to a small neighbourhood of the solution. In addition to derivation and motivational remarks, we discuss various numerical subtleties and provide results of numerical experiments.
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    Numerical algorithms 3 (1992), S. 335-344 
    ISSN: 1572-9265
    Keywords: AMS(MOS) 65B05 ; 65H10 ; Extrapolation ; acceleration ; fixed point ; singular ; vector sequence
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    Notes: Abstract A fixed point sequence is singular if the Jacobian matrix at the limit has 1 as an eigenvalue. The asymptotic behaviour of some singular fixed point sequences in one dimension are extended toN dimensions. Three algorithms extrapolating singular fixed point sequences inN dimensions are given. Using numerical examples three algorithms are tested and compared.
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    Numerical algorithms 2 (1992), S. 121-131 
    ISSN: 1572-9265
    Keywords: AMS(MOS) ; 65B05 ; 65H10 ; Convergence acceleration ; vector extrapolation methods ; Levin's transformation ; logarithmic convergence ; H-algorithm ; Newton's method ; simplified Newton method ; singular problem
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    Notes: Abstract Levin's transformations are extended to vector sequences. Convergence theorems for certain linear and certain logarithmic vector sequences are proved. Numerical examples are also given.
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    Mathematical programming 51 (1991), S. 281-305 
    ISSN: 1436-4646
    Keywords: Sequential quadratic programming ; parameter identification ; 65K10 ; 65H10 ; 49D37
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    Notes: Abstract We analyze the method of sequential quadratic programming for equality constrained minimization problems in Hilbert spaces of functions, and for the discrete approximations of such problems in the context of an elliptic parameter identification problem. We show how the discretization can be constructed so as to preserve the convergence behavior of the iterates for the infinite dimensional problem in the finite dimensional approximations. We use the structure of the parameter identification problem to reduce the size of the linear system for the SQP step and verify nondegeneracy of the constraints.
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    Computing 47 (1991), S. 1-9 
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    Keywords: 65H10 ; 65G05 ; Systems of equations ; roundoff error ; error bounds
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    Description / Table of Contents: Zusammenfassung Zur Berechnung von a posteriori Fehlerschranken für die Lösung linearer Gleichungssysteme wird eine Methode, basierend auf der Theorie konvexer Polyeder, vorgestellt. Dieser Zugang erlaubt eine optimale geometrische Charakterisierung der berechneten Fehlerschranken.
    Notes: Abstract A geometric approach for calculating guaranteed error bounds for the solution of a linear system is presented. The error bounds are derived by simple geometric properties of the theory of convex polyhedrons. This approach basically differs from other well-known techniques and gives an optimal geometric characterization of the error bounds.
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    Computing 46 (1991), S. 265-274 
    ISSN: 1436-5057
    Keywords: 65G10 ; 65H10 ; Interval arithmetic ; systems of equations ; data dependencies
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    Description / Table of Contents: Zusammenfassung Die Intervallarithmetik erlaubt für verschiedene Problemstellungen die Berechnung von a posteriori Schranken für die zugehörige Lösungsmenge; dabei ist stets vorausgesetzt, daß alle Eingabedaten unabhängig voneinander zwischen vorgegebenen unteren und oberen Schranken variieren. Diese Veröffentlichung behandelt Methoden für spezielle lineare Intervallsysteme, die Abhängigkeiten der Eingabedaten mit berücksichtigen.
    Notes: Abstract The methods of Interval Arithmetic permit to calculate guaranteed a posteriori bounds for the solution set of problems with interval input data. At present, these methods assume that all input data vary independently between their given lower and upper bounds. This paper shows for special interval linear systems how to handle the case where dependencies of the input data occur.
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    Computing 46 (1991), S. 143-153 
    ISSN: 1436-5057
    Keywords: 65H10 ; Nonlinear ABS methods ; Shamanskii technique ; Newton method ; Brent method ; local convergence ; efficiency
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    Description / Table of Contents: Zusammenfassung In dieser Arbeit beschreiben wir einen mehrstufigen nichtlinearen ABS-Algorithmus zur Lösung nichtlinearer Gleichungssysteme. Der neue Algorithmus ist leicht zu implementieren und vermag die rechnerische Effizienz des ursprünglichen ABS-Algorithmus deutlich zu erhöhen. Gestützt auf die Konvergenzanalyse führen wir eine Effizienzanalyse des neuen Algorithmus durch und gewennen die optimalen Schrittweiten für die verschiedenen Dimensionen. Schließlich vergleichen wir numerische Ergebnisse unserer mehrstufigen nichtlinearen ABS-Methode mit denen der ursprünglichen ABS-Methode, des Newton-Verfahrens und des Verfahrens von Brent. Diese Ergebnisse bestätigen die theoretische und praktische Überlegenheit des neuen Algorithmus über die anderen Verfahren.
    Notes: Abstract In this paper, we establish a multi-step nonlinear ABS algorithm for solving systems of nonlinear equations. The new algorithm can be easily implemented and greatly raise the computational efficiency of the original ABS algorithm. Moreover, based on the convergence analysis, we make the efficiency analysis of the new algorithm, and obtain the optimal steps for different dimensions. Finally, we give some numerical results of the multi-step nonlinear ABS methods, and compare with those of the original ABS methods, the Newton method and the Brent method. The numerical results confirm both the theoretical and the practical superiority of the new algorithm to the other methods.
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    Computing 45 (1990), S. 145-155 
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    Keywords: 65D32 ; 41A55 ; 65H10 ; Cubature formula ; continuation ; triangulation
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    Description / Table of Contents: Zusammenfassung Eine KubaturformelQ ist eine Approximation für einn-dimensionales IntegralI. Q ist exakt für den von den Polynomenf 1, ...f d aufgespannten Vektorraum, wenn $$Q[f_i ] = I[f_i ] i = 1,...,d.$$ Die Unbekannten sind die Knoten und Gewichte der Kubaturformel. Wir nehmen an, daß es soviele Unbekannte wie Gleichungen gibt. Zur Bestimmung von Lösungen dieses Systems konstruieren wir eine Familie von Systemen, die stetig von einem Parametert abhängt: $$Q[f_i (t)] = I[f_i (t)] i = 1,...,d,$$ die fürt=1 mit dem ersten System zusammenfällt und fürt=0 eine einfach zu bestimmende Lösungsmenge hat. Die Lösungszweige, die in jeder Lösung dieser Menge beginnen, werden numerisch verfolgt und können eine Lösung fürt=1 liefern.
    Notes: Abstract A cubature formulaQ is an approximation of ann-dimensional integralI. Q is exact for the space spanned by the polynomialsf 1, ...,f d if it verifies the system of equations: $$Q[f_i ] = I[f_i ] i = 1,...,d.$$ The unknowns are knots and weights of the cubature formula. We suppose that there are as many unknowns as equations. For searching solutions to this system, we construct a family of systems depending continuously on a parametert: $$Q[f_i (t)] = I[f_i (t)] i = 1,...,d,$$ coinciding with the previous system fort=1 and whose solutions att=0 are easily computed. The solution curves originating from these solutions are followed numerically and may yield a solution fort=1.
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    Mathematical programming 48 (1990), S. 41-70 
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    Keywords: 45D15 ; 65H10 ; Quasi-Newton methods ; interpolation ; boundary value problems ; integral equations
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    Notes: Abstract We consider the effect of approximation on performance of quasi-Newton methods for infinite dimensional problems. In particular we study methods in which the approximation is refined at each iterate. We show how the local convergence behavior of the quasi-Newton method in the infinite dimensional setting is affected by the refinement strategy. Applications to boundary value problems and integral equations are considered.
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    Computing 45 (1990), S. 157-167 
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    Keywords: 65H10 ; Simple singular solutions ; extended system ; Newton-like method
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    Description / Table of Contents: Zusammenfassung Ein speziell erweitertes System und ein lokal quadratisch konvergentes Newtonähnliches Verfahren zur Approximation einfacher singulärer Lösungen nichtlinearer Gleichungssysteme werden diskutiert. Ein Zusammenhang des erweiterten Systems für singuläre Probleme mit dem modifizierten Newton-Verfahren wird aufgezeigt.
    Notes: Abstract A special extended system and a locally quadratically convergent Newton-like method are discussed for approximations of simple singular solutions of nonlinear equations. A relation between the extended system for singular problems and the modified Newton's methods is established.
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    Computing 44 (1990), S. 221-235 
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    Keywords: 65G10 ; 65H10 ; Newton's method ; Newton-Gauss-Seidel method ; nonlinear equations ; R-order ; interval analysis
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    Description / Table of Contents: Zusammenfassung Wir betrachten Modifikationen des Intervall-Newton-Verfahrens, welche zwei Ansätze miteinander verbinden: Mehrfache (z.B.s-fache) Verwendung derselben Auswertung der Jacobi-Matrix und näherungsweise Lösung der Newton-Gleichung mit einem „linearen” Iterationsprozeß. Insbesondere zeigen wir, daß dieR-Ordnung dieser Verfahrens+1 werden kann. Wir illustrieren unsere Ergebnisse an einem numerischen Beispiel.
    Notes: Abstract We consider modifications of the interval Newton method which combine two ideas: Reusing the same evaluation of the Jacobian several (says) times and approximately solving the Newton equation by some ‘linear’ iterative process. We show in particular that theR-order of these methods may becomes+1. We illustrate our results by a numerical example.
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    Computing 44 (1990), S. 259-271 
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    Keywords: 65H10 ; nonlinear equations ; null space ; continuous basis ; Newton's method
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    Description / Table of Contents: Zusammenfassung Eine Methode zur Lösung vonN+m nichtlinearen algebraischen Gleichungen mitN+m Variableny≠R m undz≠R N non TypA(y)z+b(y)=0, in welchem die(N+m) × m MatrixA(y) und der Vektorb(y) stetig differenzierbare Funktionen der Variableny sind, wird hergeleitet. Durch Verwendung einer orthonormalen Basis im Nullraum vonA T (y) wird das Problem aufm nichtlineare Gleichungen allein mit der Variableny reduziert. Diese Gleichungen werden durch das Newton Verfahren (m Variable) gelöst. Einzelheiten der numerischen Rechnung werden beschrieben.
    Notes: Abstract We derive a method for solvingN+m nonlinear algebraic equations inN+m unknownsy≠R m andz≠R N of the formA(y)z+b(y)=0, where the(N+m) × N matrixA(y) and vectorb(y) are continuously differentiable functions ofy alone. By exploiting properties of an orthonormal basis for null(A T (y)) the problem is reduced to solvingm nonlinear equations iny only. These equations are solved by Newton's method inm variables. Details of computational implementation and results are provided.
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    Computing 44 (1990), S. 357-364 
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    Keywords: 65H10 ; Singular nonlinear equations ; local convergence
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    Description / Table of Contents: Zusammenfassung Ausgehend von einer Analyse des Zuganges, der von Mei Zhen in [1] für singuläre nichtlineare Gleichungen vorgeschlagen wird, zeigen wir, für welchen Algorithmentyp quadratische Konvergenz in relativ einfacher Weise bewiesen werden kann. Damit wird Mei Zhen's Konvergenzergebnis erweitert. Außerdem wird eine Beziehung zu dem Zugang von Hoy in [2] aufgezeigt.
    Notes: Abstract By analyzing Mei Zhen's approach to singular nonlinear equations, cf. [1], it is set forth for what kind of algorithm quadratic convergence can be proved in a relatively easy manner. Thus, Mei Zhen's convergence result is extended. In addition, a relation to the approach of Hoy, cf. [2], is revealed.
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    Mathematical programming 48 (1990), S. 221-229 
    ISSN: 1436-4646
    Keywords: 47H15 ; 65H10 ; 65K05 ; 65K10 ; 90C30 ; Classical embedding methods ; continuation property ; Hadamard theorem ; variational inequality ; generalized equation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper establishes a mathematical foundation for application of the well known classical embedding approach to a class of nonsmooth functions, using a recently developed analogue of the derivative in cases where the functions involved fail to be differentiable in the usual sense. As part of this development we show how to obtain an extension to this case of the classical Hadamard theorem giving conditions for a map of ℝ n to itself to be a homeomorphism.
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    Computing 45 (1990), S. 169-173 
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    Keywords: 65H10 ; Inexact Newton method ; nonlinear ABS algorithm
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    Description / Table of Contents: Zusammenfassung Diese Arbeit zeigt, daß der nichtlineare ABS-Algorithmus [1] als unexakte Newton-Methode [3] angesehen werden kann. Aus dieser Sicht wird der abgeschnittene nichtlineare ABS-Algorithmus hergeleitet und seine Konvergenzeigenschaft diskutiert.
    Notes: Abstract This paper shows that the nonlinear ABS algorithm [1] can be viewed as inexact Newton method [3]. From this point of view, the truncated nonlinear ABS algorithm is established and its convergence property is discussed.
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    Computing 42 (1989), S. 171-186 
    ISSN: 1436-5057
    Keywords: 65G10 ; 65H10 ; 65W05 ; CR: G. 1.0 ; G.1.5 ; Parallel methods ; nonlinear systems ; enclosures ; error bounds ; interval iterative methods ; multisplittings
    Source: Springer Online Journal Archives 1860-2000
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    Description / Table of Contents: Zusammenfassung Für gewisse Systeme nichtlinearer GleichungenF(x)=0 entwicklen wir ein Verfahren, welches iterativ enge untere und obere Schranken für die Nullstellen vonF berechnet. Das Verfahren beruht auf einem Multisplitting für bestimmte Matrizen und weist so in natürlcher Weise Parallelität auf. Wir geben Kriterien für die Konvergenz der Schranken gegen die Nullstellen an und untersuchen die Konvergenzgeschwindigkeit.
    Notes: Abstract For some systems of nonlinear equationsF(x)=0 we derive an algorithm which iteratively constructs tight lower and upper bounds for the zeros ofF. The algorithm is based on a multisplitting of certain matrices thus showing a natural parallelism. We prove criteria for the convergence of the bounds towards the zeros and we investigate the speed of convergence.
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    Computing 41 (1989), S. 359-364 
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    Keywords: 65G10 ; 65H10 ; Linear interval equations ; AOR method
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    Description / Table of Contents: Zusammenfassung Diese Arbeit ist durch die Arbeit [7] motiviert, wo das SOR-Verfahren zur Lösung von linearen Intervallgleichungen betrachtet wird. Es ist bekannt, daß das AOR-Verfahren für lineare (“Punkt”) Gleichungssysteme manchmal schneller als das SOR-Verfahren konvergiert. Wir geben einige hinreichende Konvergenzbedingungen für das Intervall-AOR-Verfahren für dieselbe Klasse von Matrizen, die in [7] betrachtet wurde.
    Notes: Abstract This paper is motivated by the paper [7], where the SOR method for solving linear interval equations was considered. It is known that sometimes the AOR method for systems of linear (“point”) equations converges faster than the SOR method. We give some sufficient conditions for the convergence of the interval AOR method for the same class of interval matrices which are considered in [7].
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    Computing 41 (1989), S. 123-129 
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    Keywords: 65H10 ; Brown's method ; banded systems
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    Description / Table of Contents: Zusammenfassung Wir zeigen, daß das Brown-Verfahren in einer Weise implementiert werden kann, die besonders effizient ist, wenn man ein nichtlineares Gleichungssystem zu lösen hat, dessen Jacobi-Matrix voll besetzte Bandstruktur aufweist. Der arithmetische Aufwand für einen Iterationsschritt ist dann im wesentlichen so groß wie der Aufwand beim Gaußalgorithmus zur Lösung linearer Gleichungssysteme mit voll besetzter Bandmatrix.
    Notes: Abstract We show that Brown's method can be implemented in a manner that is particularly efficient if one wants to solve a system of nonlinear equations with dense banded Jacobian. The arithmetic work required for one iteration step is then essentially the same as the arithmetic work required to solve a dense banded linear system by Gaussian elimination.
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    Computing 41 (1989), S. 107-122 
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    Keywords: 65H10 ; Singular nonlinear equations ; Gauss-Newton-like method ; local convergence
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    Description / Table of Contents: Zusammenfassung Ein Gauß-Newton-ähnliches Verfahren zur Lösung singulärer nichtlinearer Gleichungssysteme wird vorgestellt. Die Konvergenzanalyse zeigt, daß das Verfahren lokal quadratisch konvergiert. Der Algorithmus ist effektiv, implementierbar, da die von ihm benötigten Informationen 2. Ordnung nur in der GestaltF″ ab vorkommen.
    Notes: Abstract A Gauss-Newton-like method for solving singular nonlinear equations is presented. The local convergence analysis shows that this method converges quadratically. The algorithm requires second derivative information in the formF″ ab only, which makes it attractive from the viewpoint of computational effort.
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    Computing 41 (1989), S. 149-152 
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    Keywords: 65H10 ; 65G10 ; Krawczyk operator ; centered form ; Moore test ; iterative method
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    Description / Table of Contents: Zusammenfassung Ein optimales komponentenweises Iterationsverfahren vom Krawczyk-Moore-Typ wird eingeführt. Es benutzt die neue zentrische Form von Baumann.
    Notes: Abstract An optimal componentwise Krawczyk-Moore type iteration method is constructed by use of the new centered form of Baumann.
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    Computing 41 (1989), S. 237-260 
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    Keywords: 65H10 ; 65D25 ; Numerical differentiation ; bifurcation analysis ; predictor-corrector branch following ; reduced basis method
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    Description / Table of Contents: Zusammenfassung Hergeleitet werden einfache Differenzenprozesse zur Berechnung der Ableitungenx′(0),x″(0),x (3)(0),… regulärer Lösungskurvenx: ℜ ∋s →x(s) ∈ ℜ n eines nichtlinearen Gleichungssystemesg(x)=0,g∈C k (ℜ n + 1, ℜ n ). Abweichend von üblichen Vorgangsweisen werden dafür nicht mehrere Punkte der Lösungskurve benötigt. Die Ableitungen finden etwa Verwendung bei der Konstruktion von Prädiktoren höherer Ordnung zur Verfolgung vong −1(0) sowie in der Methode der reduzierten Basis.
    Notes: Abstract In this note we develop a simple finite differencing device to calculate approximations of derivativesx′(0),x″(0),x (3)(0), … of regular solution curvesx: ℜ ∋s →x(s) ∈ ℜ n of nonlinear systems of equationsg(x)=0,g∈C k (ℜ n + 1, ℜ n ) without having to compute points on the solution arcx(s). The derivative vectorsx′(0),x″(0),x (3)(0),… can be used in the numerical approximation of the solution setg −1(0) in two ways. On one hand they can be applied to construct higher order predictors to be used in predictor-corrector branch following procedures. On the other they serve as order determining basis functions in the Reduced Basis Method. The performance of the differencing method is demonstrated by some numerical examples.
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    Computing 41 (1989), S. 317-333 
    ISSN: 1436-5057
    Keywords: 65H10 ; 65H05 ; Nonlinear equation solver ; reliable solver ; solver for all roots ; dominating function ; dominated function ; bound of derivatives
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Ein einfaches und zuverlässiges Verfahren zur Nullstellenbestimmung nichtlinearer Funktionen in einem beschränkten GebietD wird formuliert. Die Methode basiert auf einem Ausschließungsprinzip; der Algorithmus untersuchtD und liefert als Resultat kleine Teilgebiete vonD, die alle Nullstellen enthalten. Diese Gebiete bestimmen die Nullstellen bis auf eine im voraus festgelegte Genauigkeit ε. Für den Fall, daß zwei einfache Ausschließungsfunktionen verwendet werden, ist die Laufzeit von der GrößenordnungO(log1/ε). In die Konstruktion der Ausschließungsfunktionen geht globale Information in Form einer SchrankeM für die Ableitungen der Funktion ein. Dies garantiert ein zuverlässiges Verfahren, das alle Nullstellen erfaßt. Der Begriff einer dominanten Funktion wird eingefülhrt, und ein Algorithmus, der auf jedem Teilgebietd vonD die benötigte SchrankeM effektiv berechnet, wird angegeben. Durch Vorausüberlegungen ist es mönglich, für gewisse Funktionenein beschränktes TeilgebietD eines möglicherweise unbeschränkten Definitionsgebietes zu konstruieren, das alle Nullstellen enthält. Das Verfahren wird an drei Beispielen numerisch illustriert.
    Notes: Abstract A simple and reliable solver based on an exclusion method is formulated to find all the zeros of a nonlinear function in a given bounded domainD. The algorithm automatically searchesD and returns small domains which contain all the zeros inD up to some prespecified accuracy ε. The Running Time isO(log1/ε)when two simple exclusion functions are implemented in the solver. Global information in the form of bounds on derivatives,M, is employed in these exclusion functions. This guarantees a reliable result without the risk of missing any zeros. The concept of a Dominating Function is introduced and an algorithm is formulated which computesM on every subdomaind inD automatically and efficiently. Pre-processing can be used for a class of functions to find a bounded subdomain ofD (which may itself be unbounded) which contains all the zeros inD. Three computational examples are given.
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    Computing 40 (1988), S. 229-240 
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    Keywords: 65D32 ; 65H10 ; Symmetric cubature formulas
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    Description / Table of Contents: Zusammenfassung Die Gewichte und Knoten einer symmetrischen Kubaturformel werden durch Lösung eines nichtlinearen Gleichungsystems bestimmt. die Anzahl der Gleichungen und ihre Struktur werden für symmetrische Kubaturformeln für das Quadrat und das Dreieck untersucht. Eine neue Kubaturformel vom Grad 7 mit 12 Knoten wird für das Dreieck angegeben.
    Notes: Abstract The weights and nodes of a symmetric cubature formula are determined by solving a system of nonlinear equations. The number of equations and their structure are investigated for symmetric cubature formulas for the square and the triangle. A new cubature formula of degree 7 with 12 nodes is given for the triangle.
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  • 48
    ISSN: 1436-5057
    Keywords: 65N30 ; 65H10 ; Dirichlet boundary value problem ; nonlinear equation ; finite element solution ; successive overrelaxation method with projection
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    Description / Table of Contents: Zusammenfassung Diese Veröffentlichung ist eine Fortsetzung einer früheren Studie [Computing 38 (1987), S. 117–132]. In dieser Arbeit wird das sukzessive Überrelaxationsverfahren mit Projektion zu finiten Elementlösungen für das Dirichletsche Problem $$\begin{gathered} \Delta u = bu^2 in\Omega , \hfill \\ u = g(x)auf \Gamma . \hfill \\ \end{gathered} $$ beachtet. An einigen numerischen Beispielen wird die Effektivität aufgezeigt.
    Notes: Abstract this study is a continuation of a previous paper [Computing 38 (1987), pp.117–132]. In this paper, we consider the successive overrelaxation method with projection for obtaining finite element solutions applied to the Dirichlet problem of the nonlinear elliptic equation $$\begin{gathered} \Delta u = bu^2 in\Omega , \hfill \\ u = g(x)on\Gamma . \hfill \\ \end{gathered} $$ . Some numerical examples are given to illustrate the effectiveness.
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  • 49
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    Computing 40 (1988), S. 85-89 
    ISSN: 1436-5057
    Keywords: 65H10 ; 65G10 ; Interval arithmetic ; existence test ; Newton iteration
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    Description / Table of Contents: Zusammenfassung Es werden Beziehungen zwischen Moores Test und dem Zwischenwertsatz von Miranda hergeleitet. Als Anwendung wird ein konstruktiver Test von Moore und Kioustelidis mit dem reellen Newton-Verfahren kombiniert, um Nullstellennäherungen mit vorgegebener Genauigkeit zu konstruieren.
    Notes: Abstract We study relations between Moore's interval test and Miranda's theorem. As an application we combine the (real) Newton iteration with a computational test for Miranda's hypothesis by Moore and Kioustelidis to find an approximate solution to the systemf(x)=0 with specified error bounds.
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  • 50
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    Computing 40 (1988), S. 19-27 
    ISSN: 1436-5057
    Keywords: 65H10 ; Singular nonlinear equations ; bordered system ; Gauss-Newton method ; doubled Newton step
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    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung In der Arbeit wird der Gauß-Newton-Schriftt für ein geeignet gewähltes erweitertes nichtlineares System analysiert. Es wird bewiesen, daß ein im Anschluß an eine Folge von Newton-Schritten berechneter Gauß-Newton-Schritt einem doppelten Newton-Schritt mit einer Genauigkeit vonO(‖x−x *‖2) entspricht. Die beim Beweis gewonnenen theoretischen Einsichten können genutzt werden, um einen Gauß-Newton-ähnlichen Algorithmus zur Lösung singulärer Gleichungssysteme abzuleiten.
    Notes: Abstract The Gauss-Newton step belonging to an appropriately chosen bordered nonlinear system is analyzed. It is proved that the Gauss-Newton step calculated after a sequence of Newton steps is equal to the doubled Newton step within the accuracy ofO(‖x−x *‖2). The theoretical insight given by the proof can be exploited to derive a Gauss-Newton-like algorithm for the solution of singular equations.
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  • 51
    ISSN: 1436-5057
    Keywords: 65D32 ; 41A55 ; 65H10 ; Cubature formula ; bifurcation ; continuation ; square
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    Description / Table of Contents: Zusammenfassung Kubaturformeln vom Grad 11 mit minimaler Knotenzahl für das Integral $$\int\limits_{ - 1}^1 { \int\limits_{ - 1}^1 {(1 - x^2 )^\alpha } } (1 - y^2 )^\alpha f(x,y) dxdy \alpha 〉 - 1,$$ die für Rotationen unter einem Winkel von π/2 invariant sind, werden durch ein nichtlineares Gleichungssystem mit 18 Gleichungen und 18 Unbekannten bestimmt. Wir starten mit einer bekannten Lösung für α=0. Durch leichte Variation von α variieren die Knoten und Gewichte der Kubaturformel langsam, ausgenommen für singuläre Lösungen sowie Wendepunkte und Bifurkationspunkte, wo neue Lösungszweige erscheinen. Für dieses Verfahren benutzen wir das Programm AUTO. Wir erhalten überraschend viele Zweige von Kubaturformeln.
    Notes: Abstract Cubature formulae of degree 11 with minimal numbers of knots for the integral $$\int\limits_{ - 1}^1 { \int\limits_{ - 1}^1 {(1 - x^2 )^\alpha } } (1 - y^2 )^\alpha f(x,y) dxdy \alpha 〉 - 1$$ which are invariant under rotation over an angle π/2 are determined by a system of 18 nonlinear equations in 18 unknowns. We start with a known solution for this system for α=0. By varying α smoothly, the knots and weights of the cubature formula vary smoothly except in the singular solutions such as turning points and bifurcation points where new solutions branches arise. We use for this purpose the program AUTO. We obtain surprisingly many branches of cubature formulae.
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  • 52
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    Computing 38 (1987), S. 143-161 
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    Keywords: 65H10 ; Interval arithmetic ; linear systems ; iterative methods
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    Description / Table of Contents: Zusammenfassung Für Gleichungssysteme mit Intervallkoeffizienten und linearer Gestalt werden mittels geeigneter Matrixzerlegungen Iterationsverfahren eingeführt, die unter geeigneten Voraussetzungen im Vergleich zu den in [1] beschriebenen Verfahren für Gleichungssysteme in iterationsfähiger Gestalt verbesserte Konvergenzund Einschließungseigenschaften besitzen. Die Verfahren können auch im Rahmen der Lösung bestimmter nichtlinearer Gleichungssysteme mittels intervallarithmetischer Mittel verwendet werden.
    Notes: Abstract We introduce iterative methods for systems of equations with interval coefficients and linear form by suitable matrix splittings. When compared to the iterative methods for systems amenable to iteration introduced in [1], improved convergence and inclusion properties can be proved under suitable conditions. The method can also be used in the solution of specific nonlinear systems of equations by interval arithmetic methods.
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  • 53
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    Computing 38 (1987), S. 43-57 
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    Keywords: 65F15 ; AMS Secondary ; 65H10 ; invariant subspace ; iterative refinement ; generalized eigenvalue problem
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    Description / Table of Contents: Zusammenfassung In diesem Bericht werden drei Verfahren von Chatelin, Dongarra/Moler/Wilkinson und Stewart für die Verbesserung von Annäherungen von invarianten Unterräumen verglichen. Durch das Wechseln von Variablen zeigen wir, daß, obwohl die drei Verfahren anscheinend unterschiedliche Gleichungen lösen, in Wirklichkeit die gleiche Gleichung gelöst wird, die Riccati-Gleichung. Diese Analyse hat drei Vorteile. Zuerst liefert sie eine gemeinsame Konvergenzbedingung, die die lineare Konvergenz der ersten zwei Verfahren garantiert, und eine etwas stärkere Bedingung für die quadratische Konvergenz des letzten Verfahrens. Zweitens führt sie zu einem Hybridverfahren mit den Vorteilen aller drei. Drittens liefert sie Verfahren und Konvergenzbedingungen für das allgemeine Eigenwertproblem. Diese Verfahren werden auch mit Verfahren verglichen, die für kontrolltheoretische Probleme benutzt werden.
    Notes: Abstract We compare three methods for refining estimates of invariant subspaces, due to Chatelin, Dongarra/Moler/Wilkinson, and Stewart. Even though these methods all apparently solve different equations, we show by changing variables that they all solve the same equation, the Riccati equation. The benefit of this point of view is threefold. First, the same convergence theory applies to all three methods, yielding a single criterion under which the last two methods converge linearly, and a slightly stronger criterion under which the first algorithm converges quadratically. Second, it suggest a hybrid algorithm combining advantages of all three. Third, it leads to algorithms (and convergence criteria) for the generalized eigenvalue problem. These techniques are compared to techniques used in the control systems community.
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  • 54
    ISSN: 1436-5057
    Keywords: 65N30 ; 65H10 ; Nonlinear radiation cooling problem ; finite element solution ; successive overrelaxation method with projection ; convergence
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    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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    Computing 38 (1987), S. 133-141 
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    Keywords: 65H10 ; Nonlinear systems ; Quasi-Newton methods ; sparse matrices ; factorization of matrices
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    Description / Table of Contents: Zusammenfassung Wir stellen in dieser Arbeit ein Verfahren vom Quasi-Newton-Typ für große, dünnbesetzte nichtlineare Gleichungssysteme vor, das die QR-Faktorisierung der näherungsweisen Jacobi-Matrix benutzt. Das Verfahren gehört zu einer allgemeinen Klasse von Algorithmen, für die wir die lokale Konvergenz beweisen. Einige numerische Experimente deuten auf die Verläßlichkeit des neuen Algorithmus hin.
    Notes: Abstract In this paper we present a Quasi-Newton type method, which applies to large and sparse nonlinear systems of equations, and uses the Q-R factorization of the approximate Jacobians. This method belongs to a more general class of algorithms for which we prove a local convergence theorem. Some numerical experiments seem to confirm that the new algorithm is reliable.
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  • 56
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    Computing 39 (1987), S. 233-246 
    ISSN: 1436-5057
    Keywords: 65H10 ; Systems of nonlinear equations ; Newton-like methods ; monotone convergence
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    Description / Table of Contents: Zusammenfassung Wir stellen ein Iterationsverfahren zur Auflösung nichtlinearer Gleichungssysteme vor welches für eine große Klasse von Problemen monoton und überlinear konvergiert. Zur Konstruktion des Verfahrens werden feste Schranken für die zweite Ableitung verwendet. Für konvexe Abbildungen geht das Verfahren in das Newton-Fourier-Verfahren über.
    Notes: Abstract We present an iterative algorithm for solving nonlinear systems of equations which is monotonically and superlinearly convergent for a large class of problems. In the construction of the algorithm we use some fixed bounds of the second derivatives. For convex mappings the algorithm reduces to the Newton-Fourier method.
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  • 57
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    Computing 39 (1987), S. 247-259 
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    Keywords: 65G10 ; 65H10 ; Taylor forms ; interval analysis
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    Description / Table of Contents: Zusammenfassung Die Taylor-Entwicklung, die von Hansen [3] eingeführt wurde, wird für den Gradm verallgemeinert. Ferner geben wir Abschätzungen für die Anzahl der Nullen im Restglied. Dann benützen wir die Entwicklung zur Definition einer Taylor-Form für den Wertebereich einer Funktion in einem Intervall. Wir schätzen die Anzahl der Intervall-Variablen ab, die gegen reelle Variable ausgetauscht werden können. Die Form wird dann für faktorisierbare Formationen implementiert und es werden einige numerische Beispiele angegeben.
    Notes: Abstract The Taylor expansion proposed by Hansen [3] is generalized to degreem and estimates are given for the number of zero entries in the remainder. The expansion is then used to define a Taylor form for the range of a function over an interval and estimates are given for the number of interval variables replaced by real variables due to the special Taylor expansion. The Taylor form is then implemented for factorable functions. Some numerical results are given.
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    Computing 39 (1987), S. 261-270 
    ISSN: 1436-5057
    Keywords: 47H05 ; 65H10 ; 65G10 ; Systems of equations ; iteration methods ; interval operators
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    Description / Table of Contents: Zusammenfassung IntervalloperatorenF werden diskutiert, mit deren Hilfe man durch Iteration eine inklusionsmonotone Intervallfolge erzeugen kann. Für zwei Typen von Intervalloperatoren —K- undN-Operator-kann bewiesen werden, daßX 1⊆X 0 undX k+1 :=F(X k ),k=0,1,…,X k+1 ⊆X k für allek impliziert. Es wird auch die Konvergenzgeschwindigkeit der Intervallfolgen untersucht.
    Notes: Abstract Interval operatorsF for constructing inclusion monotone interval sequences by iteration methods are discussed. IfX 1⊆X 0 andX k+1 :=F(X k ,k=0,1,…, then for two types of operators—aK-and anN-operator-it can be proved thatX k+1 ⊆X k for allk. Also the speed of convergence of the interval sequence will be explored.
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  • 59
    ISSN: 1436-5057
    Keywords: 65N30 ; 65H10 ; Nonlinear radiation cooling problem ; finite element solution ; explicit monotone iterations ; upper and lower bounds
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    Description / Table of Contents: Zusammenfassung In dieser Arbeit beobachten wir das explizite monotone Iterationsverfahren von finiten Elementlösungen für das Radiationskühlungsproblem mit nichtlinearen Randbedingungen. Bei diesem Iterationsverfahren ergeben sich obere und untere Schranken, und eine Konvergenz kann nachgewiesen werden. An einigen numerischen Beispielen wird die Brauchbarkeit gezeigt.
    Notes: Abstract In this paper we consider explicit monotone iterations of the finite element solutions for the radiation cooling problem with the nonlinear boundary conditions. These iterations provide upper and lower bounds, and convergence proofs are given. Finally, we give some numerical examples to demonstrate the effectiveness.
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  • 60
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    Computing 37 (1986), S. 185-193 
    ISSN: 1436-5057
    Keywords: 65H10 ; Nonlinear equations ; Newton's method
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    Description / Table of Contents: Zusammenfassung Der klassische Newtonalgorithmus zur Lösung nichtlinearer Gleichungen erfordert bei jedem Schritt die Lösung einer linearen Gleichung. Wenn diese Gleichungen nur angenähert gelöst werden, dann spricht man von einem angenäherten Newtonschen Verfahren. In der vorliegenden Arbeit werden die Konvergenz und deren Ordnung bei den obengenannten Verfahren untersucht und Abschätzungen der Fehler angegeben. Die Resultate der theoretischen Untersuchungen werden auf Newton-Iterationsverfahren angewandt.
    Notes: Abstract Newton's method for solving non linear operator equations requests at each step the solution of a linear equation. When these equations are solved only approximately we have a so called Approximate Newton Method (A.N.M.). In this paper we examine the convergence and the order of convergence of A.N.M.'s under Kantorovich type hypotheses, giving criteria for controlling the behaviour of the iterations. Moreover a posteriori error estimates are proposed. The application of the general results to the case of Newton-Iterative methods is illustrated.
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    Computing 37 (1986), S. 59-70 
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    Keywords: 65H10 ; Nonlinear equations ; projection methods
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    Description / Table of Contents: Zusammenfassung Wir betrachten eine Block-Version des Nichtlinearen Projektions-Verfahrens mit einer optimalen Kontrolle. Dieses Verfahren wird zur Lösung von Gleichungssystemen verwendet, bei denen die Gleichungsanzahl kleiner oder gleich der Anzahl der Unbekannten ist. Ein lokaler Konvergenzsatz wird bewiesen. Ein numerischer Vergleich mit dem zyklischen Nichtlinearen Projektions-Verfahren wird angestellt.
    Notes: Abstract We consider a block version of the Nonlinear Projection Method under an optimal control. This method is applied to the solution of systems of equations where the number of equation is less than or equal to the number of unknowns. A local convergence theorem is proved. We present a numerical comparison with the cyclic Nonlinear Projection Method.
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  • 62
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    Computing 37 (1986), S. 179-183 
    ISSN: 1436-5057
    Keywords: 65H10 ; 65G10 ; Systems of equations ; interval operators
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    Description / Table of Contents: Zusammenfassung Eine Klasse von IntervalloperatorenN a wird diskutiert. Einer von ihnen —Ň — ist optimal in dem Sinne, daßŇ(X)⊑N a (X) gilt. Mit Hilfe eines solchen Intervalloperators kann die Existenz einer Lösungx * einer Gleichungg(x)=0 bewiesen werden.
    Notes: Abstract A class of interval-Newton-operatorsN a will be discussed. One of them,Ň, is optimal in the manner thatŇ(X)⊑N a (X). With the help of such an interval operator we can given an existence theorem for the solution x* of the equationg(x)=0.
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    Computing 36 (1986), S. 81-90 
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    Keywords: 65H10 ; Key words ; Systems of nonlinear equations ; Newton's method ; monotone convergence
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    Description / Table of Contents: Zusammenfassung Neue hinreichende Bedingungen für die monotone Konvergenz der Newton-Methode für die Lösung nichtlinearer Gleichung werden gegeben. Diese Bedingungen sind affin-invariant und allgemeiner als die Voraussetzungen des Satzes von Baluev.
    Notes: Abstract New sufficient conditions for the monotone convergence of Newton's method for solving nonlinear systems of equations are given. These conditions are affine-invariant and less restrictive than the hypothesis of Baluev's theorem.
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  • 64
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    Computing 34 (1985), S. 243-259 
    ISSN: 1436-5057
    Keywords: 26B99 ; 65H10 ; 47H10 ; 65G10 ; Centered forms ; systems of equations ; interval operators ; fixed-point theorems
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    Description / Table of Contents: Zusammenfassung Zu einer Funktionf:ℝ n →ℝ m werden zentrische Formen betrachtet. Anschließend wird gezeigt, daß die zentrischen und verallgemeinerten zentrischen Formen der Newton-Transformiertens(x):=x−af(x) bekannte Intervalloperatoren darstellen, welche zur lteration von Intervallfolgen benutzt werden. Aus dieser Tatsache ergeben sich Schlußfolgerungen bezüglich der Existenz eines Fixpunktes und eines „besten Intervalloperators”.
    Notes: Abstract Centered forms of a functionf:ℝ n →ℝ m are considered. It is then pointed out that the centered and generalized centered forms of the Newton-transformations(x):=x−af(x) describe known interval operators which have been introduced for the iteration producing sequences of intervals. This fact implies some conclusions with regard to the existence of a fixpoint or the “best interval operator”.
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  • 65
    ISSN: 1436-5057
    Keywords: 65H10 ; Nonlinear systems of equations ; Krawczyk-like algorithms ; interval arithmetics
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    Description / Table of Contents: Zusammenfassung Kürzlich wurden in mehreren Arbeiten die Eigenschaften von Krawczyk-ähnlichen Intervalliterationsverfahren zur Lösung nichtlinearer Gleichungssysteme untersucht (z. B. [2], [3], [5], [6]). Diese Verfahren konvergieren unter verhältnismäßig schwachen Voraussetzungen gegen eine Lösung, falls eine Anfangseinschließung bekannt ist. In der vorliegenden Arbeit beschreiben wir ein Verfahren, welches die Konvergenz für eine wichtige Klasse von Anwendungen unter Verwendung zweiter partieller Ableitungen verbessert. Dieses Verfahren ist insbesondere für große Systeme interessant, deren Jacobi-Matrix außerhalb der Hauptdiagonalen konstant ist.
    Notes: Abstract Recently the properties of Krawczyk-like iterative interval methods for the solution of systems of nonlinear equations have been discussed in several papers (e.g. [2], [3], [5], [6]). These methods converge to a solution under relatively weak conditions provided an initial inclusion vector is known. In the present paper we describe a method that improves the convergence speed for an important class of problems by using second partial derivatives. This method is particularly interesting for large systems with a Jacobi matrix whose off-diagonal coefficients are all constant.
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  • 66
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    Computing 33 (1984), S. 153-164 
    ISSN: 1436-5057
    Keywords: 65H10 ; Nonlinear systems of equations ; symmetric methods ; interval arithmetic
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    Description / Table of Contents: Zusammenfassung Ein Iterationsverfahren für nichtlineare Gleichungssysteme wird eingeführt, welches auf der von linearen Gleichungssystemen her bekannten Idee symmetrischer Verfahren beruht. Dank der Verwendung intervallarithmetischer Hilfsmittel kann die Konvergenz gegen eine Lösung unter relativ schwachen Voraussetzungen bewiesen werden, falls eine Anfangseinschließung der Lösung bekannt ist. Das Symmetriekonzept führt zu einer Verminderung der Rechenzeit im Vergleich zu einigen bekannten Verfahren.
    Notes: Abstract An iterative method for nonlinear systems of equations is presented that is based on the idea of symmetric methods known from linear systems. Due to the use of interval arithmetic the convergence to a solution can be proved under relatively weak conditions provided an initial inclusion of that solution is known. The concept of symmetry leads to a reduction of computation time compared to some well-known methods.
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    Computing 33 (1984), S. 353-362 
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    Keywords: 65H10 ; Nonlinear systems ; Quasi-Newton methods
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    Description / Table of Contents: Zusammenfassung Wir stellen ein neues Quasi-Newton-Verfahren vor zur Lösung von nichtlinearen simultanen Gleichungen. Bei jeder Iteration wird lediglich eine Spalte vonB k verändert, umB k+1 zu erhalten. Dies erlaubt, wohlbekannte Techniken der Linearen Programmierung zur Faktorisierung vonB k zu benützen. Wir beweisen einen Satz über die lokale Konvergenz für die Methode. Der neue Algorithmus wird mit anderen bezüglich seiner numerischen Eigenschaften verglichen.
    Notes: Abstract In this paper we introduce a new Quasi-Newton method for solving nonlinear simultaneous equations. At each iteration only one column ofB k is changed to obtainB k+1 . This permits to use the well-known techniques of Linear Programming for modifying the factorization ofB k . We present a local convergence theorem for a restarted version of the method. The new algorithm is compared numerically with some other methods which were introduced for solving the same kind of problems.
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    Computing 32 (1984), S. 163-166 
    ISSN: 1436-5057
    Keywords: 65H10 ; 5.1 ; Nonlinear equations ; systems ; order of convergence ; Newton's method ; iteration ; nonisolated solutions
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    Description / Table of Contents: Zusammenfassung In dieser kurzen Mitteilung gewinnen wir eine Methode mindestens vierter Ordnung zur Lösung eines singulären Systems nichtlinearer algebraischer Gleichungen. Dies wird durch eine Vergrößerung des Gleichungssystems zu einem höherdimensionalen Gleichungssystem, dessen entsprechende Lösung isoliert ist, erreicht. Dessen Lösung kann durch eine von B. Neta entwickelte Methode bestimmt werden.
    Notes: Abstract In this note, we obtain a method of order at least four to solve a singular system of nonlinear algebraic equations. This is achieved by enlarging the system to a higher dimensional one whose solution is isolated. For the larger system we use a method developed by B. Neta.
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    Computing 33 (1984), S. 37-49 
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    Keywords: 65H10 ; 90C30 ; 15A48 ; Iterative processes ; bestR-orders ; cone radius of concave operators ; spectral radii ; partial ordering
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    Description / Table of Contents: Zusammenfassung Die Berechnung der bestenR-Ordnung von Folgen aus iterativen Näherungsverfahren führt auf die Ermittlung des hier eingeführten Kegelradius bestimmter konkaver Operatoren. Das Hauptergebnis der Arbeit ist die Darstellung des Kegelradius als Infimum der Spektralradien aller den konkaven Operator majorisierenden linearen Operatoren. Diese Charakterisierung ist von numerischem Intersse.
    Notes: Abstract The computation of bestR-orders of sequences produced by iterative methods leads to the determination of the cone radius of certain concave operators. The main result of the paper is the representation of the cone radius as the infimum of spectral radii of all linear operators majorizing the concave operator. This characterization is of numerical interest.
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    Computing 33 (1984), S. 51-64 
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    Keywords: 65H10 ; Nonlinear equations ; difference approximation ; Newton-like methods
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    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Wir befassen uns mit einer Konvergenzanalyse für Newton-ähnliche Verfahren vom Differenztyp zur Lösung der nichtlinearen GleichungF(x)=0, ohne die Voraussetzung, daß die AbleitungF′ Lipschitz-stetig ist. Die Resultate entstehen daraus, daß wir Newton-ähnliche Verfahren vom Differenztyp als approximäre (inexact) Newton-Verfahren ansehen.
    Notes: Abstract We give a local convergence analysis of difference Newton-like methods for solving the nonlinear equationF(x)=0, without assuming Lipschitz continuity of the derivativeF′. The results are obtained by regarding difference Newton-like methods as inexact Newton methods.
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    Computing 33 (1984), S. 75-81 
    ISSN: 1436-5057
    Keywords: 65H10 ; 49D99 ; Key words ; Regula-falsi method ; asymptotic cycles
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung In der Arbeit wird das Konvergenzverhalten der Regula falsi für eine konkrete Gleichung untersucht. Die Menge der Startwerte, für welche die Regula falsi konvergiert, hat eine interessante Struktur, und die Divergenz ist durch einen asymptotischen Zyklus der Ordnung Vier charakterisiert.
    Notes: Abstract In this paper we study the convergence properties of the Regula-falsi method for a specific equation. The set of the starting values for which the Regula-falsi method is convergent has an interesting structure, and the divergence is characterized by an asymptotic cycle of order four.
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  • 72
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    Computing 33 (1984), S. 179-184 
    ISSN: 1436-5057
    Keywords: 65F05 ; 65F15 ; 65H10 ; Algebraic eigenvalue problem ; the Symm-Wilkinson method ; Newton-like method ; a system of nonlinear equations ; convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Hier wird das Symm-Wilkinson-Verfahren diskutiert (ein sogenannter entspannender Algorithmus in [4]) zur Verbesserung eines approximativen einfachen Eigenwerts einern×n Matrix und seines zugehörigen approximativen Eigenvektors, die durch irgendein Verfahren erreicht werden. Das besagte Verfahren ist ein verallgemeinertes Newtonsches Verfahren, das auf ein nichtlineares Gleichungssystem angewandt wird, so daß unter gewöhnlichen Voraussetzungen der Prozeß linear konvergiert. Das Symm-Wilkinson-Verfahren braucht pro Schrittn−1 mehr Multiplikationen als das vereinfachte Newtonsche Verfahren, das auf dieselben Gleichungen angewandt wird. Es scheint also, daß aus der Verwendung jenes Verfahrens kein zusätzlicher Nutzen gezogen werden kann.
    Notes: Abstract Here is discussed the Symm-Wilkinson method (called a relaxed algorithm in [4]) for improving an approximate simple eigenvalue of ann×n matrix and a corresponding approximate eigenvector which were obtained by some method. It is shown that their method is a Newton-like method applied to a system of nonlinear equations so that the process converges linearly under the usual assumptions. The Symm-Wilkinson method needs more multiplications than the standard Newton-like method applied to the same equations byn−1 at each step. Therefore, there does not seem to be any great advantage in using the former in place of the latter.
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  • 73
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    Computing 30 (1983), S. 157-169 
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    Keywords: 65H10 ; 15A48 ; Iterative parallel processes ; best individualR-orders ; ordered positive decomposition
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Für konvergente Folgen {x n,1 },...,{x n,s }, welche über ein System (2) von Ungleichungen miteinander verkoppelt sind, werden die besten individuellenR-Ordnungen τ1,...,τ s bestimmt. Dazu wird gezeigt, daß diese gleich den Spektralradien von bestimmten Matrizen sind, welche aus Exponenten in (2) gebildet werden.
    Notes: Abstract For convergent sequences {x n,1 },...{x n,s } coupled by a system (2) of inequalities the optimal individualR-orders τ1,...,τ s are determined as the spectral radii of certain matrices composed of exponents appearing in (2).
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  • 74
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    Computing 30 (1983), S. 213-223 
    ISSN: 1436-5057
    Keywords: 65H10 ; 65L10 ; Sparse systems of nonlinear equations ; secant methods ; boundary value problems ; multiple shooting method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Es werden Sekantenverfahren für solche schwach besetzten nichtlinearen Gleichungssysteme mit spezieller Struktur angegeben, wie sie zum Beispiel bei der Lösung von Randwertaufgaben für Systeme von gewöhnlichen Differentialgleichungen mit der Mehrzielmethode entstehen. Die angegebenen Verfahren werden mit einem angepaßten Broyden-Verfahren verglichen.
    Notes: Abstract Secant methods for sparse systems of nonlinear equations with a special structure are given, as they arise, e. g., in the solution of boundary value problems for systems of ordinary differential equations by multiple shooting. The presented methods are compared with an adapted Broyden method.
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  • 75
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    Computing 31 (1983), S. 211-230 
    ISSN: 1436-5057
    Keywords: 65D32 ; 41A55 ; 41A63 ; 65H10 ; 68A15 ; Cubature formulas ; systems of non-linear equations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Abstract The paper is concerned with the characterization and calculation of symmetric cubature formulae of degree 2k−1 for two-dimensional product-functionals. The number of knots of the cubature formulae satisfies the following relation: $$\frac{{k(k + 1)}}{2} + \left[ {\frac{k}{2}} \right] \leqslant r \leqslant \frac{{k(k + 1)}}{2} + \left[ {\frac{k}{2}} \right] + 1.$$ The systems of non-linear equations involved are either solved exactly or all solutions are computed with any precision using a program-package for symbolic and algebraic calculations.
    Notes: Zusammenfassung Diese Arbeit befaßt sich mit der Charakterisierung und Berechnung von symmetrischen Kubaturformeln vom Grad 2k−1 für zweidimensionale Produktfunktionale. Die Knotenanzahlr der Kubaturformeln genügt der folgenden Ungleichung: $$\frac{{k(k + 1)}}{2} + \left[ {\frac{k}{2}} \right] \leqslant r \leqslant \frac{{k(k + 1)}}{2} + \left[ {\frac{k}{2}} \right] + 1.$$ Die dabei auftretenden nichtlinearen Gleichungssysteme werden entweder exakt gelöst oder alle Lösungen werden mit beliebiger Genauigkeit mit Hilfe eines Programmpaketes für symbolische und algebraische Berechnungen ermittelt.
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  • 76
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    Computing 31 (1983), S. 255-259 
    ISSN: 1436-5057
    Keywords: 65G10 ; 65H10 ; 65J15 ; Systems of equations ; interval operators ; interval iterations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Bei manchen Intervalliterationen wird zur Konvergenz einer entsprechenden Intervallfolge vorausgesetzt, daß σ(r)〈1 ist, wobei σ den Spektralradius vonr bezeichnet undr eine nichtnegative Lipschitzmatrix ist. In dieser Arbeit werden die Aussagen auf den Fall σ(r)=1 erweitert.
    Notes: Abstract By some interval iterations the condition σ(r)〈1 will be assumed for the convergence of the corresponding interval sequence by which σ denotes the spectral radius ofr, andr is a nonnegative Lipschitz matrix. In this paper the theorems are extended for the case σ (r)=1.
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  • 77
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    Computing 31 (1983), S. 245-253 
    ISSN: 1436-5057
    Keywords: 65G10 ; 65H10 ; 65J15 ; Systems of equations ; interval operators ; interval iterations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Es gibt verschiedene Intervalliterationen unter Verwendung von Intervalloperatoren, welche eine Folge von Intervallen zur Einschließung aller Lösungen einer Gleichungf(x)=0 in einem gegebenen IntervallX 0 liefern und welche die Kenntnis einer Lipschitz-IntervallmatrixL vonf erfordern. In dieser Arbeit werden Existenz-und Konvergenzaussagen für den Fall gemacht, daßL eineM-Intervallmatrix ist.
    Notes: Abstract There are several interval iterations by applying interval operators which supply an interval sequence including all solutions of an equationf(x)=0 in a given intervalX 0 and which require the knowledge of an interval Lipschitz matrixL off. In this paper statements are made about existence and convergence in case thatL is an intervalM-matrix.
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  • 78
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    Computing 28 (1982), S. 43-51 
    ISSN: 1436-5057
    Keywords: spurious solutions ; discretizations ; nonlinear eigenvalue problems ; superlinear functions ; 34B15 ; 65H10 ; 65L10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Es werden endlich dimensionale, nichtlineare Eigenwertprobleme der FormAu=λFu mit einer MatrixA und einem Feld(Fu) i =f(u i ),i=1, ...,m betrachtet. Diese können als Diskretisierung eines entsprechenden Randwertproblems angesehen werden. Wir zeigen, daß diese diskreten Gleichungen dann zusätzliche, positive Lösungszweige (welche in [1,7] beobachtet wurden) aufweisen, wennf hinreichend stark wächst undA −1 mindestens zwei positive Spalten von einem bestimmten Typ besitzt. Ausführlicher, werden die Fällef(u)=e u undf(u)=u α behandelt, für die auch diskrete Verzweigungsdiagramme angegeben werden.
    Notes: Abstract We consider finite dimensional nonlinear eigenvalue problems of the typeAu=λFu whereA is a matrix and(Fu) i =f(u i ),i=1, ...,m. These may be thought of as discretizations of a corresponding boundary value problem. We show that positive, spurious solution branches of the discrete equations (which have been observed in some cases in [1, 7]) typically arise iff increases sufficiently strong and ifA −1 has at least two positive columns of a certain type. We treat in more detail the casesf(u)=e u andf(u)=u α where also discrete bifurcation diagrams are given.
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  • 79
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    Computing 28 (1982), S. 345-361 
    ISSN: 1436-5057
    Keywords: 65H10 ; 65N20 ; Coordinate relaxation ; global convergence ; diagonal dominance ; discrete obstacle problems ; quasilinear elliptic equations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Es werden einige neue Konvergenzsätze für eine allgemeine Klasse von Koordinatenrelaxationen zur Lösung nichtlinearer Gleichungssysteme bewiesen. Dabei wird die Existenz einer Skalierung der abhängigen oder unabhängigen Variablen vorausgesetzt, so daß die entstehende Funktionalmatrix spalten- bzw. zeilendiagonaldominant ist. Einer dieser Sätze wird übertragen auf die „Koordinatenrelaxation mit Projektion” zur Lösung diskretisierter Hindernisprobleme. Schließlich werden Beispiele zur Anwendbarkeit gegeben.
    Notes: Abstract We prove some new theorems on global convergence for a general class of coordinate relaxation schemes to solve systems of nonlinear equations. Those systems are assumed to admit a scaling of the dependent or independent variables such that the arising Jacobian is column or row diagonally dominant, resp. We extend one of these theorems to the case of coordinate relaxation with projection to solve discrete obstacle problems, and give examples for the application.
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  • 80
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    Computing 29 (1982), S. 183-200 
    ISSN: 1436-5057
    Keywords: 65H10 ; 65G05 ; 65D99 ; Automatic verification ; existence ; uniqueness ; inclusion ; rounding error ; condition number ; residue
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Im folgenden wird ein Algorithmus zur Konstruktion einer Einschließung einer Lösung eines nichtlinearen Gleichungssystems angegeben. Im Gegensatz zu bekannten Methoden benötigt der Algorithmus keine schwierig verifizierbaren Voraussetzungen wie etwa die Nichtsingularität einer Matrix. Tatsächlich wird diese Eigenschaft vom Algorithmus automatisch verifiziert. Die Ergebnisse des Algorithmus zeichnen sich durch hohe Genauigkeit aus. Diese wird durch Residuen (eventuell höherer Ordnung) erreicht.
    Notes: Abstract We give an algorithm for constructing an inclusion of the solution of a system of nonlinear equations. In contrast to existing methods, the algorithm does not require properties which are difficult to verify such as the non-singularity of a matrix. In fact this latter property is demonstrated by the algorithm itself. The highly accurate computational results are obtained in terms of a residue of first or higher order of the system.
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    Computing 29 (1982), S. 201-226 
    ISSN: 1436-5057
    Keywords: 65H10 ; 73H05 ; Turning points ; algorithms ; experimental comparison
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung In vielen Gleichgewichtsproblemen ist die Bestimmung der Lage von Umkehrpunkten von Bedeutung, wo möglicherweise ein Stabilitätsverlust eintreten kann. Eine Anzahl von Algorithmen für die Berechnung solcher Punkte ist bekannt. Diese Arbeit enthält experimentelle Vergleichsresultate für insgesamt sechzehn Variationen von zehn solchen Methoden. Hierfür wurden sieben Versuchsprobleme verschiedener Dimension mit 27 Umkehrpunkten benutzt. Die Resultate deuten auf eine Reihe von Schlüssen über den relativen praktischen Wert dieser Methoden.
    Notes: Abstract In the study of many equilibrium problems it is important to determine the location of turning points which may signify a loss of stability. A number of algorithms is known for the computation of such points. In this paper experimental comparisons are presented of a total of sixteen variations of ten such methods. For this a set of seven test problems of varying dimension with a total of 27 turning points were used. The results suggest a number of conclusions about the relative practical merits of these methods.
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    Computing 27 (1981), S. 237-244 
    ISSN: 1436-5057
    Keywords: 65H10 ; 65J15 ; 47H17 ; Nonlinear equations ; Newton method ; Kantorovich theorem ; Error bounds
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Die vorgestellte affin-invariante Version des Kantorovich-Theorems für das Newton-Verfahren umfaßt die Gragg-Tapia-Fehlerschranken, neuere optimale und schärfere obere Schranken, neue optimale und schärfere untere Schranken, und neue Ungleichungen zurq-quadratischen Konvergenz, sämtlich ausgedrückt durch die übliche majorisierende Folge. Für die Schranken werden geschlossene Ausdrücke angegeben.
    Notes: Abstract An affine invariant version of the Kantorovich theorem for Newton's method is presented. The result includes the Gragg-Tapia error bounds, as well as recent optimal and sharper upper bounds, new optimal and sharper lower bounds, and new inequalities showingq-quadratic convergence all in terms of the usual majorizing sequence. Closed form expressions for these bounds are given.
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