• Title/Summary/Keyword: pseudo-Newton's method

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ON THE ORDER AND RATE OF CONVERGENCE FOR PSEUDO-SECANT-NEWTON'S METHOD LOCATING A SIMPLE REAL ZERO

  • Kim, Young Ik
    • Journal of the Chungcheong Mathematical Society
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    • v.19 no.2
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    • pp.133-139
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    • 2006
  • By combining the classical Newton's method with the pseudo-secant method, pseudo-secant-Newton's method is constructed and its order and rate of convergence are investigated. Given a function $f:\mathbb{R}{\rightarrow}\mathbb{R}$ that has a simple real zero ${\alpha}$ and is sufficiently smooth in a small neighborhood of ${\alpha}$, the convergence behavior is analyzed near ${\alpha}$ for pseudo-secant-Newton's method. The order of convergence is shown to be cubic and the rate of convergence is proven to be $\(\frac{f^{{\prime}{\prime}}(\alpha)}{2f^{\prime}(\alpha)}\)^2$. Numerical experiments show the validity of the theory presented here and are confirmed via high-precision programming in Mathematica.

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ASYMPTOTIC ERROR ANALYSIS OF k-FOLD PSEUDO-NEWTON'S METHOD LOCATING A SIMPLE ZERO

  • Kim, Young Ik
    • Journal of the Chungcheong Mathematical Society
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    • v.21 no.4
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    • pp.483-492
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    • 2008
  • The k-fold pseudo-Newton's method is proposed and its convergence behavior is investigated near a simple zero. The order of convergence is proven to be at least k + 2. The asymptotic error constant is explicitly given in terms of k and the corresponding simple zero. High-precison numerical results are successfully implemented via Mathematica and illustrated for various examples.

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EXTENDING THE APPLICATION OF THE SHADOWING LEMMA FOR OPERATORS WITH CHAOTIC BEHAVIOUR

  • Argyros, Ioannis K.
    • East Asian mathematical journal
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    • v.27 no.5
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    • pp.521-525
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    • 2011
  • We use a weaker version of the celebrated Newton-Kantorovich theorem [3] reported by us in [1] to find solutions of discrete dynamical systems involving operators with chaotic behavior. Our results are obtained by extending the application of the shadowing lemma [4], and are given under the same computational cost as before [4]-[6].

The Numerical Solution of Time-Optimal Control Problems by Davidenoko's Method (Davidenko법에 의한 시간최적 제어문제의 수치해석해)

  • Yoon, Joong-sun
    • Journal of the Korean Society for Precision Engineering
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    • v.12 no.5
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    • pp.57-68
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    • 1995
  • A general procedure for the numerical solution of coupled, nonlinear, differential two-point boundary-value problems, solutions of which are crucial to the controller design, has been developed and demonstrated. A fixed-end-points, free-terminal-time, optimal-control problem, which is derived from Pontryagin's Maximum Principle, is solved by an extension of Davidenko's method, a differential form of Newton's method, for algebraic root finding. By a discretization process like finite differences, the differential equations are converted to a nonlinear algebraic system. Davidenko's method reconverts this into a pseudo-time-dependent set of implicitly coupled ODEs suitable for solution by modern, high-performance solvers. Another important advantage of Davidenko's method related to the time-optimal problem is that the terminal time can be computed by treating this unkown as an additional variable and sup- plying the Hamiltonian at the terminal time as an additional equation. Davidenko's method uas used to produce optimal trajectories of a single-degree-of-freedom problem. This numerical method provides switching times for open-loop control, minimized terminal time and optimal input torque sequences. This numerical technique could easily be adapted to the multi-point boundary-value problems.

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Time-domain Seismic Waveform Inversion for Anisotropic media (이방성을 고려한 탄성매질에서의 시간영역 파형역산)

  • Lee, Ho-Yong;Min, Dong-Joo;Kwon, Byung-Doo;Yoo, Hai-Soo
    • 한국지구물리탐사학회:학술대회논문집
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    • 2008.10a
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    • pp.51-56
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    • 2008
  • The waveform inversion for isotropic media has ever been studied since the 1980s, but there has been few studies for anisotropic media. We present a seismic waveform inversion algorithm for 2-D heterogeneous transversely isotropic structures. A cell-based finite difference algorithm for anisotropic media in time domain is adopted. The steepest descent during the non-linear iterative inversion approach is obtained by backpropagating residual errors using a reverse time migration technique. For scaling the gradient of a misfit function, we use the pseudo Hessian matrix which is assumed to neglect the zero-lag auto-correlation terms of impulse responses in the approximate Hessian matrix of the Gauss-Newton method. We demonstrate the use of these waveform inversion algorithm by applying them to a two layer model and the anisotropic Marmousi model data. With numerical examples, we show that it's difficult to converge to the true model when we assumed that anisotropic media are isotropic. Therefore, it is expected that our waveform inversion algorithm for anisotropic media is adequate to interpret real seismic exploration data.

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