• Title/Summary/Keyword: Newton's iteration

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A MESH INDEPENDENCE PRINCIPLE FOR PERTURBED NEWTON-LIKE METHODS AND THEIR DISCRETIZATIONS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.7 no.1
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    • pp.139-159
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    • 2000
  • In this manuscript we study perturbed Newton-like methods for the solution of nonlinear operator equations in a Banach space and their discretized versions in connection with the mesh independence principle. This principle asserts that the behavior of the discretized process is asymptotically the same as that for the original iteration and consequently, the number of steps required by the two processes to converge to within a given tolerance is essentially the same. So far this result has been proved by others using Newton's method for certain classes of boundary value problems and even more generally by considering a Lipschitz uniform discretization. In some of our earlierpapers we extend these results to include Newton-like methods under more general conditions. However, all previous results assume that the iterates can be computed exactly. This is mot true in general. That in why we use perturbed Newton-like methods and even more general conditions. Our results, on the one hand, extend, and on the other hand, make more practical and applicable all previous results.

NEWTON'S METHOD FOR SOLVING A QUADRATIC MATRIX EQUATION WITH SPECIAL COEFFICIENT MATRICES

  • Seo, Sang-Hyup;Seo, Jong-Hyun;Kim, Hyun-Min
    • Honam Mathematical Journal
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    • v.35 no.3
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    • pp.417-433
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    • 2013
  • We consider the iterative solution of a quadratic matrix equation with special coefficient matrices which arises in the quasibirth and death problem. In this paper, we show that the elementwise minimal positive solvent of the quadratic matrix equations can be obtained using Newton's method if there exists a positive solvent and the convergence rate of the Newton iteration is quadratic if the Fr$\acute{e}$chet derivative at the elementwise minimal positive solvent is nonsingular. Although the Fr$\acute{e}$chet derivative is singular, the convergence rate is at least linear. Numerical experiments of the convergence rate are given.

The JFNK method for the PWR's transient simulation considering neutronics, thermal hydraulics and mechanics

  • He, Qingming;Zhang, Yijun;Liu, Zhouyu;Cao, Liangzhi;Wu, Hongchun
    • Nuclear Engineering and Technology
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    • v.52 no.2
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    • pp.258-270
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    • 2020
  • A new task of using the Jacobian-Free-Newton-Krylov (JFNK) method for the PWR core transient simulations involving neutronics, thermal hydraulics and mechanics is conducted. For the transient scenario of PWR, normally the Picard iteration of the coupled coarse-mesh nodal equations and parallel channel TH equations is performed to get the transient solution. In order to solve the coupled equations faster and more stable, the Newton Krylov (NK) method based on the explicit matrix was studied. However, the NK method is hard to be extended to the cases with more physics phenomenon coupled, thus the JFNK based iteration scheme is developed for the nodal method and parallel-channel TH method. The local gap conductance is sensitive to the gap width and will influence the temperature distribution in the fuel rod significantly. To further consider the local gap conductance during the transient scenario, a 1D mechanics model is coupled into the JFNK scheme to account for the fuel thermal expansion effect. To improve the efficiency, the physics-based precondition and scaling technique are developed for the JFNK iteration. Numerical tests show good convergence behavior of the iterations and demonstrate the influence of the fuel thermal expansion effect during the rod ejection problems.

Application of Davidenko's Method to Rigorous Analysis of Leaky Modes in Circular Dielectric Rod Waveguides

  • Kim, Ki-Young;Tae, Heung-Sik;Lee, Jeong-Hae
    • KIEE International Transactions on Electrophysics and Applications
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    • v.3C no.5
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    • pp.199-206
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    • 2003
  • Numerical solutions to complex characteristic equations are quite often required to solve electromagnetic wave problems. In general, two traditional complex root search algorithms, the Newton-Raphson method and the Muller method, are used to produce such solutions. However, when utilizing these two methods, the choice of the initial iteration value is very sensitive, otherwise, the iteration can fail to converge into a solution. Thus, as an alternative approach, where the selection of the initial iteration value is more relaxed and the computation speed is high, Davidenko's method is used to determine accurate complex propagation constants for leaky circular symmetric modes in circular dielectric rod waveguides. Based on a precise determination of the complex propagation constants, the leaky mode characteristics of several lower-order circular symmetric modes are then numerically analyzed. In addition, no modification of the characteristic equation is required for the application of Davidenko's method.

A Study on a Load Flow calculation for Preserved Jacobian Matrix's elements except diagonal terms (Jacobian 행렬의 비 대각 요소를 보존시킬 수 있는 조류계산에 관한 연구)

  • Moon, Yong-Hyun;Lee, Jong-Gi;Choi, Byoung-Kon;Park, Jeong-Do;Ryu, Hun-Su
    • Proceedings of the KIEE Conference
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    • 1998.11a
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    • pp.311-315
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    • 1998
  • Load Flow calculation methods can usually be divided into Gauss-Seidel method, Newton-Raphson method and decoupled method. Load flow calculation is a basic on-line or off-line process for power system planning, operation, control and state analysis. These days Newton-Raphson method is mainly used since it shows remarkable convergence characteristics. It, however, needs considerable calculation time in construction and calculation of inverse Jacobian matrix. In addition to that, Newton-Raphson method tends to fail to converge when system loading is heavy and system has a large R/X ratio. In this paper, matrix equation is used to make algebraic expression and then to solve load flow equation and to modify above defects. And it preserve certain part of Jacobian matrix to shorten the time of calculation. Application of mentioned algorithm to 14 bus, 39 bus, 118 bus systems led to identical result and the number of iteration got by Newton-Raphson method. The effect of time reduction showed about 28%, 30%, at each case of 39 bus, 118 bus system.

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Optimal Power Flow Study by The Newton's Method (뉴톤법에 의한 최적전력 조류계산)

  • Hwang, Kab-Ju
    • Proceedings of the KIEE Conference
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    • 1989.07a
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    • pp.173-178
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    • 1989
  • Optimal Power Flow (OPF) solution by the Newton's method provides a reliable and robust method to classical OPF problems. The major challenge in algorithm development is to identify the binding inequalities efficiently. This paper propose a simple strategy to identify the binding set. From the mechanism of penalty shifting with soft penalty in trial iteration, a active binding sit is identified automatically. This paper also suggests a technique to solve the linear system whore coefficients are presented by the matrix. This implementation is highly efficient for sparsity programming. Case study for 3,5,14,118,190 bus and practrical KEPCO 305 bus system are performed as well.

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An Euler Parameter Updating Method for Multibody Kinematics and Dynamics (다물체의 기구해석 및 동적거동해석을 위한 오일러 매개변수의 교정방법)

  • 김성주;배대성;최창곤;양성모
    • Transactions of the Korean Society of Automotive Engineers
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    • v.4 no.4
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    • pp.9-17
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    • 1996
  • This paper develops a sequential updating method of the Euler parameter generalized coordinates for the machine kinematics and dynamics, The Newton's method is slightly modified so as to utilize the Jacobian matrix with respect to the virtual rotation instead of this with repect to the Euler parameters. An intermediate variable is introduced and the modified Newton's method solves for the variable first. Relational equation of the intermediate variable is then solved for the Euler parameters. The solution process is carried out efficiently by symoblic inversion of the relational equation of the intermediate variable and the iteration equation of the Euler parameter normalization constraint. The proposed method is applied to a kinematic and dynamic analysis with the Generalized Coordinate Partitioning method. Covergence analysis is performed to guarantee the local convergence of the proposed method. To demonstrate the validity and practicalism of the proposed method, kinematic analysis of a motion base system and dynamic analysis of a vehicle are carried out.

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Optimal Power Flow Study by The Newton's Method (뉴톤법에 의한 최적전력 조류계산의 개선)

  • Hwang, Kab-Ju
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.39 no.3
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    • pp.223-231
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    • 1990
  • Optimal Power Flow (OPF) solution by the Newton's method provides a reliable and robust method to classical OPF problems. The major challenge in algorithm development is to identify the binding inequalities efficiently. This paper proposes a simple strategy to identify the binding set. From the mechanism of penalty shifting with soft penalty in trial iteration, an active binding set is identidied automatically. This paper also suggests a technique to solve the linear system whose coefficients are presented in the matrix from. This implementation is highly efficient for sparsity programming. Case studies for 3, 5, 14, 118 bus and practical TPC-190, KEPCO-306 bus systems are performed as well.

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Application of Matrix Adaptive Regularization Method for Human Thorax Image Reconstruction (인체 흉부 영상 복원을 위한 행렬 적응 조정 방법의 적용)

  • Jeon, Min-Ho;Kim, Kyung-Youn
    • Journal of IKEEE
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    • v.19 no.1
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    • pp.33-40
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    • 2015
  • Inverse problem in electrical impedance tomography (EIT) is highly ill-posed therefore prior information is used to mitigate the ill-posedness. Regularization methods are often adopted in solving EIT inverse problem to have satisfactory reconstruction performance. In solving the EIT inverse problem, iterative Gauss-Newton method is generally used due to its accuracy and fast convergence. However, its performance is still suboptimal and mainly depends on the selection of regularization parameter. Although, there are few methods available to determine the regularization parameter such as L-curve method they are sometimes not applicable for all cases. Moreover, regularization parameter is a scalar and it is fixed during iteration process. Therefore, in this paper, a novel method is used to determine the regularization parameter to improve reconstruction performance. Conductivity norm is calculated at each iteration step and it used to obtain the regularization parameter which is a diagonal matrix in this case. The proposed method is applied to human thorax imaging and the reconstruction performance is compared with traditional methods. From numerical results, improved performance of proposed method is seen as compared to conventional methods.

GLOBAL CONVERGENCE OF A MODIFIED BFGS-TYPE METHOD FOR UNCONSTRAINED NON-CONVEX MINIMIZATION

  • Guo, Qiang;Liu, Jian-Guo
    • Journal of applied mathematics & informatics
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    • v.24 no.1_2
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    • pp.325-331
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    • 2007
  • To the unconstrained programme of non-convex function, this article give a modified BFGS algorithm associated with the general line search model. The idea of the algorithm is to modify the approximate Hessian matrix for obtaining the descent direction and guaranteeing the efficacious of the new quasi-Newton iteration equation $B_{k+1}s_k=y^*_k,\;where\;y^*_k$ is the sum of $y_k\;and\;A_ks_k,\;and\;A_k$ is some matrix. The global convergence properties of the algorithm associating with the general form of line search is proved.