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A method is presented for calculating solutions to differential equations analytically for a variety of problems in physics. An iteration procedure based on the recently proposed BLUES (Beyond Linear Use of Equation Superposition) function…

斑图形成与孤子 · 物理学 2020-12-09 Jonas Berx , Joseph O. Indekeu

We consider the case of derivative-free algorithms for non-convex optimization, also known as zero order algorithms, that use only function evaluations rather than gradients. For a wide variety of gradient approximators based on finite…

This paper investigates a class of non-autonomous highly oscillatory ordinary differential equations characterized by a linear component inversely proportional to a small parameter $\varepsilon$, with purely imaginary eigenvalues, and an…

数值分析 · 数学 2026-02-05 Zhihao Qi , Weibing Deng , Fuhai Zhu

A novel approach is introduced for deriving exact solutions to nonlinear systems of ordinary differential equations. This method consists of four parts. In the initial part, the examined nonlinear differential equation system is transformed…

可精确求解与可积系统 · 物理学 2025-08-25 Prakash Kumar Das

Recently Ahmadi et al. (2021) and Tagliaferro (2022) proposed some iterative methods for the numerical solution of linear systems which, under the classical hypothesis of strict diagonal dominance, typically converge faster than the Jacobi…

数值分析 · 数学 2024-04-11 Paolo Novati , Fulvio Tagliaferro , Marino Zennaro

An iterative formula based on Newton Method alone is presented for the iterative solutions of equations that ensures convergence in cases where the traditional Newton Method may fail to converge to the desired root. In addition, the method…

数值分析 · 数学 2012-10-30 Ababu Teklemariam Tiruneh

A modification of Newton's method for solving systems of $n$ nonlinear equations is presented. The new matrix-free method relies on a given decomposition of the invertible Jacobian of the residual into invertible sparse local Jacobians…

数值分析 · 数学 2023-05-08 Uwe Naumann

Discovering "good" algorithms for an operation is often considered an art best left to experts. What if there is a simple methodology, an algorithm, for systematically deriving a family of algorithms as well as their cost analyses, so that…

编程语言 · 计算机科学 2018-08-24 Devangi N. Parikh , Margaret E. Myers , Richard Vuduc , Robert A. van de Geijn

Through introducing a new iterative formula for divided differnce using Neville's and Aitken's algorithms,we study new iterative methods for interpolation,numerical differentiation and numerical integration formulas with arbitrary order of…

数值分析 · 数学 2009-09-29 Ramesh Kumar Muthumalai

In this paper the local order of convergence used in iterative methods to solve nonlinear systems of equations is revisited, where shorter alternative analytic proofs of the order based on developments of multilineal functions are shown.…

数值分析 · 数学 2011-06-07 Miquel Grau-Sánchez , Ángela Grau , Jose Luis Diaz-Barrero

This paper explores a method for solving constrained optimization problems when the derivatives of the objective function are unavailable, while the derivatives of the constraints are known. We allow the objective and constraint function to…

最优化与控制 · 数学 2024-02-20 Melody Qiming Xuan , Jorge Nocedal

We present a simple yet powerful technique for forming iterative methods of various convergence orders. Methods of various convergence orders (four, six, eight and ten) are formed through a modest modification of the classical Newton…

数值分析 · 数学 2009-12-22 Sanjay Kumar Khattri

Higher order schemes for stochastic partial differential equations that do not possess commutative noise require the simulation of iterated stochastic integrals. In this work, we propose a derivative-free Milstein type scheme to approximate…

概率论 · 数学 2020-06-16 Claudine von Hallern , Andreas Rößler

In this paper, the Newton-Anderson method, which results from applying an extrapolation technique known as Anderson acceleration to Newton's method, is shown both analytically and numerically to provide superlinear convergence to non-simple…

数值分析 · 数学 2019-11-26 Sara Pollock

In this paper we address the numerical solution of nonlinear ill-posed systems by iterative regularization methods in the classes of Levenberg-Marquardt, trust-region and adaptive quadratic regularization procedures. Both with exact and…

数值分析 · 数学 2015-04-17 Stefania Bellavia , Benedetta Morini

This paper concerns the inclusion of Newton's method into an adaptive finite element method (FEM) for the solution of nonlinear partial differential equations (PDEs). It features an adaptive choice of the damping parameter in the Newton…

数值分析 · 数学 2025-12-23 Philipp Bringmann , Maximilian Brunner , Dirk Praetorius

A q-Gauss-Newton algorithm is an iterative procedure that solves nonlinear unconstrained optimization problems based on minimization of the sum squared errors of the objective function residuals. Main advantage of the algorithm is that it…

最优化与控制 · 数学 2021-05-28 Danijela Protic , Miomir Stankovic

In this article, we introduce two families of novel fractional $\theta$-methods by constructing some new generating functions to discretize the Riemann-Liouville fractional calculus operator $\mathit{I}^{\alpha}$ with a second order…

数值分析 · 数学 2024-10-07 BaoLi Yin , Yang Liu , Hong Li , Zhimin Zhang

The paper develops an optimal regulator for a general class of multi-input affine nonlinear systems minimizing a nonlinear cost functional with infinite horizon. The cost functional is general enough to enforce saturation limits on the…

系统与控制 · 电气工程与系统科学 2020-06-30 Nader Sadegh , Hassan Almubarak

This work investigates finite differences and the use of interpolation models to obtain approximations to the first and second derivatives of a function. Here, it is shown that if a particular set of points is used in the interpolation…

最优化与控制 · 数学 2020-01-24 Ian D. Coope , Rachael Tappenden