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Vol 10, No 1 (2017)

Article

Solving approximately a prediction problem for stochastic jump-diffusion systems

Averina T.A., Rybakov K.A.

Abstract

In this paper, a new approach to solving a prediction problem for nonlinear stochastic differential systems with a Poisson component is discussed. In this approach, the prediction problem is reduced to an analysis of stochastic jump-diffusion systems with terminating and branching paths. The prediction problem can be approximately solved by using numerical methods for stochastic differential equations and methods for modeling inhomogeneous Poisson flows.

Numerical Analysis and Applications. 2017;10(1):1-10
pages 1-10 views

Pseudopolynomial time solvability of a quadratic Euclidean problem of finding a family of disjoint subsets

Galashov A.E., Kel’manov A.V.

Abstract

In this paper, a strongly NP-hard problem of finding a family of disjoint subsets with given cardinalities in a finite set of points from a Euclidean space is considered. Minimization of the sum over all required subsets of the sum of the squared distances from the elements of these subsets to their geometric centers is used as the search criterion. It is proved that if the coordinates of the input points are integer and the space dimension and the number of required subsets are fixed (i.e., bounded by some constants), the problem is a pseudopolynomial time solvable one.

Numerical Analysis and Applications. 2017;10(1):11-16
pages 11-16 views

Estimating the height of a tsunami wave propagating over a parabolic bottom in the ray approximation

Marchuk A.G.

Abstract

In this paper, the kinematics of tsunami wave rays and wavefronts propagating over an uneven bottom is considered. Formulas to determine the wave height along a ray tube are obtained. An exact analytical solution for the trajectory of a wave ray over a parabolic bottom is derived. In the wave-ray approximation, this solution makes it possible to analytically determine the heights of tsunami waves over an area with a sloping bottom. The distribution of wave-height maxima over an area with a parabolic bottom is compared with that obtained by numerical computation with a shallow-water model.

Numerical Analysis and Applications. 2017;10(1):17-27
pages 17-27 views

Numerical simulations for a two-scale model in a porous medium

Mahato H.S.

Abstract

This paper deals with the numerical simulations of a system of diffusion-reaction equations in the context of a porous medium. We start by giving a microscopic model and then the upscaled version (i.e., homogenized or continuum model) of it from the previous works of the author. Since with the help of homogenization we obtain the macroscopic description of amodel that is microscopically heterogeneous, via these numerical simulations, we show that this macroscopic description approximates the microscopicmodel, which contains the heterogeneities and oscillating terms at the pore scale such as diffusion coefficients.

Numerical Analysis and Applications. 2017;10(1):28-36
pages 28-36 views

A modified dual scheme for solving an elastic crack problem

Namm R.V., Tsoy G.I.

Abstract

A dual scheme for solving a crack problem in terms of displacements is considered. The dual solution method is based on a modified Lagrange functional. The convergence of the method is investigated under a natural assumption of H1-regularity of the solution to the crack problem. A duality relation for the primal and dual problems is proposed.

Numerical Analysis and Applications. 2017;10(1):37-46
pages 37-46 views

Semilocal convergence of a continuation method in Banach spaces

Prashanth M., Motsa S.

Abstract

This paper is concerned with the semilocal convergence of a continuation method between two third-order iterative methods, namely, the Halley’s and the convex acceleration of Newton’s method, also known as the Super-Halley’s method. This convergence analysis is discussed using the recurrence relations approach. This approach simplifies the analysis and leads to improved results. The convergence analysis is established under the assumption that the second Frëchet derivative satisfies Lipschitz continuity condition. An existence-uniqueness theorem is given. Also, a closed form of error bound is derived in terms of a real parameter α ∈ [0, 1]. Two numerical examples are worked out to demonstrate the efficacy of our approach. On comparing the existence and uniqueness region and error bounds for the solution obtained by our analysis with those obtained by using majorizing sequences [15], we observed that our analysis gives better results. Further, we have observed that for particular values of the α, our analysis reduces to those for the Halley’s method (α = 0) and the convex acceleration of Newton’s method (α = 1), respectively, with improved results.

Numerical Analysis and Applications. 2017;10(1):47-62
pages 47-62 views

Numerical simulation of equilibrium of an elastic two-layer structure with a through crack

Rudoy E.M., Kazarinov N.A., Slesarenko V.Y.

Abstract

In this paper, a problem of equilibrium of two elastic bodies pasted together along a curve is considered. It is assumed that there is a through crack on a part of the curve. Nonlinear boundary conditions providing mutual non-penetration between the crack faces are set. The main objective of the paper is to construct and test a numerical algorithm for solving the equilibrium problem. The algorithm is based on two approaches: a domain decomposition method and Uzawa method for solving variational inequalities. A numerical experiment illustrates the efficiency of the algorithm.

Numerical Analysis and Applications. 2017;10(1):63-73
pages 63-73 views

Two- and three-point with memory methods for solving nonlinear equations

Jaiswal J.P., Choubey N.

Abstract

The main objective and inspiration in the construction of two- and three-point with memory method is to attain the utmost computational efficiency, without any additional function evaluations. At this juncture, we have modified the existing fourth and eighth order without memory method with optimal order of convergence by means of different approximations of self-accelerating parameters. The parameters have been calculated by Hermite interpolating polynomial, which accelerates the order of convergence of the without memory methods. In particular, the R-order convergence of the proposed two- and three-step with memory methods is increased from four to five and eight to ten. One more advantage of these methods is that the condition f′(x) ≠ 0, in the neighborhood of the required root, imposed on Newton’s method, can be removed. Numerical comparison is also stated to confirm the theoretical results.

Numerical Analysis and Applications. 2017;10(1):74-89
pages 74-89 views

Semi-orthogonal spline-wavelets with derivatives and the algorithm with splitting

Shumilov B.M.

Abstract

This paper deals with the use of a scalar product with derivatives for constructing semi-orthogonal spline-wavelets. The reduction of supports of such wavelets in comparison with the classical semi-orthogonal wavelets is shown. For splines of the third degree, the algorithm of wavelet-transformation in the formof the solution to a three-diagonal systemof linear equations with strict diagonal prevalence has been obtained. The results of numerical experiments on the calculation of derivatives of a discretely given function are presented.

Numerical Analysis and Applications. 2017;10(1):90-100
pages 90-100 views

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