期刊文献+
共找到2篇文章
< 1 >
每页显示 20 50 100
Numerical Solutions of a Generalized Nth Order Boundary Value Problems Using Power Series Approximation Method
1
作者 Ignatius N. Njoseh Ebimene J. Mamadu 《Applied Mathematics》 2016年第11期1215-1224,共10页
In this paper, a new approach called Power Series Approximation Method (PSAM) is developed for the numerical solution of a generalized linear and non-linear higher order Boundary Value Problems (BVPs). The proposed me... In this paper, a new approach called Power Series Approximation Method (PSAM) is developed for the numerical solution of a generalized linear and non-linear higher order Boundary Value Problems (BVPs). The proposed method is efficient and effective on the experimentation on some selected thirteen-order, twelve-order and ten-order boundary value problems as compared with the analytic solutions and other existing methods such as the Homotopy Perturbation Method (HPM) and Variational Iteration Method (VIM) available in the literature. A convergence analysis of PSAM is also provided. 展开更多
关键词 Power Series linear and nonlinear problems Boundary Value Problem (BVP) Numerical Simulation
在线阅读 下载PDF
A STOCHASTIC ALGORITHM FOR FAULT INVERSE PROBLEMS IN ELASTIC HALF SPACE WITH PROOF OF CONVERGENCE
2
作者 Darko Volkov 《Journal of Computational Mathematics》 SCIE CSCD 2022年第6期955-976,共22页
A general stochastic algorithm for solving mixed linear and nonlinear problems was introduced in[11].We show in this paper how it can be used to solve the fault inverse problem,where a planar fault in elastic half-spa... A general stochastic algorithm for solving mixed linear and nonlinear problems was introduced in[11].We show in this paper how it can be used to solve the fault inverse problem,where a planar fault in elastic half-space and a slip on that fault have to be reconstructed from noisy surface displacement measurements.With the parameter giving the plane containing the fault denoted by m and the regularization parameter for the linear part of the inverse problem denoted by C,both modeled as random variables,we derive a formula for the posterior marginal of m.Modeling C as a random variable allows to sweep through a wide range of possible values which was shown to be superior to selecting a fixed value[11].We prove that this posterior marginal of m is convergent as the number of measurement points and the dimension of the space for discretizing slips increase.Simply put,our proof only assumes that the regularized discrete error functional for processing measurements relates to an order 1 quadrature rule and that the union of the finite-dimensional spaces for discretizing slips is dense.Our proof relies on trace class operator theory to show that an adequate sequence of determinants is uniformly bounded.We also explain how our proof can be extended to a whole class of inverse problems,as long as some basic requirements are met.Finally,we show numerical simulations that illustrate the numerical convergence of our algorithm. 展开更多
关键词 Mixed linear and nonlinear inverse problems Bayesian modeling Regularization Approximation to solutions by quadrature Convergence of Random Variables Elasticity equations in unbounded domains
原文传递
上一页 1 下一页 到第
使用帮助 返回顶部