• 제목/요약/키워드: pseudo-Newton's method

검색결과 5건 처리시간 0.018초

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

  • Kim, Young Ik
    • 충청수학회지
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    • 제19권2호
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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
    • 충청수학회지
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    • 제21권4호
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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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    • 제27권5호
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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].

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

  • 윤중선
    • 한국정밀공학회지
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    • 제12권5호
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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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이방성을 고려한 탄성매질에서의 시간영역 파형역산 (Time-domain Seismic Waveform Inversion for Anisotropic media)

  • 이호용;민동주;권병두;유해수
    • 한국지구물리탐사학회:학술대회논문집
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    • 한국지구물리탐사학회 2008년도 공동학술대회
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    • pp.51-56
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    • 2008
  • 등방성 매질에서의 파형역산에 대한 연구는 1980년대부터 꾸준히 이루어져 왔으나 이방성 매질에 대한 연구는 그렇지 못하다. 본 연구에서는 이방성 매질에 대한 시간영역 셀기반 유한 차분 모델링 기법을 이용해 2차원 TI 구조에서의 파형역산 알고리듬을 개발하였다. 반복적인 비선형 역산에서 최대 급경사 방향은 역시간 구조보정의 역전파 방법을 이용하여 간접적으로 계산하였고, 이를 정규화 시키기 위해 슈도-헤시안 행렬을 이용하였다. 본 연구에서 제시된 시간영역 파형역산 기법을 이방성 매질을 포함한 2층 구조와 이방성 Marmousi 모형 자료에 적용하고 이를 등방성 매질만을 고려한 기존의 파형역산 결과와 비교하였다. 본 연구의 결과를 통해 이방성 매질을 등방성 매질로 가정하고 파형역산을 수행할 경우 정확한 영상을 얻을 수 없기 때문에, 실제 탐사 자료의 파형역산을 수행할 경우 이방성 매질을 고려해야 좀 더 정확한 지하 구조를 파악할 수 있음을 확인하였다.

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