A numerical embedding method was proposed for solving the nonlinear optimization problem. By using the nonsmooth theory, the existence and the continuation of the following path for the corresponding homotopy equation...A numerical embedding method was proposed for solving the nonlinear optimization problem. By using the nonsmooth theory, the existence and the continuation of the following path for the corresponding homotopy equations were proved. Therefore the basic theory for the algorithm of the numerical embedding method for solving the non-linear optimization problem was established. Based on the theoretical results, a numerical embedding algorithm was designed for solving the nonlinear optimization problem, and prove its convergence carefully. Numerical experiments show that the algorithm is effective.展开更多
In this paper a new ODE numerical integration method was successfully applied to solving nonlinear equations. The method is of same simplicity as fixed point iteration, but the efficiency has been significantly improv...In this paper a new ODE numerical integration method was successfully applied to solving nonlinear equations. The method is of same simplicity as fixed point iteration, but the efficiency has been significantly improved, so it is especially suitable for large scale systems. For Brown’s equations, an existing article reported that when the dimension of the equation N = 40, the subroutines they used could not give a solution, as compared with our method, we can easily solve this equation even when N = 100. Other two large equations have the dimension of N = 1000, all the existing available methods have great difficulties to handle them, however, our method proposed in this paper can deal with those tough equations without any difficulties. The sigularity and choosing initial values problems were also mentioned in this paper.展开更多
The classical iterative methods for finding roots of nonlinear equations,like the Newton method,Halley method,and Chebyshev method,have been modified previously to achieve optimal convergence order.However,the Househo...The classical iterative methods for finding roots of nonlinear equations,like the Newton method,Halley method,and Chebyshev method,have been modified previously to achieve optimal convergence order.However,the Householder method has so far not been modified to become optimal.In this study,we shall develop two new optimal Newton-Householder methods without memory.The key idea in the development of the new methods is the avoidance of the need to evaluate the second derivative.The methods fulfill the Kung-Traub conjecture by achieving optimal convergence order four with three functional evaluations and order eight with four functional evaluations.The efficiency indices of the methods show that methods perform better than the classical Householder’s method.With the aid of convergence analysis and numerical analysis,the efficiency of the schemes formulated in this paper has been demonstrated.The dynamical analysis exhibits the stability of the schemes in solving nonlinear equations.Some comparisons with other optimal methods have been conducted to verify the effectiveness,convergence speed,and capability of the suggested methods.展开更多
In this paper,we consider the maximal positive definite solution of the nonlinear matrix equation.By using the idea of Algorithm 2.1 in ZHANG(2013),a new inversion-free method with a stepsize parameter is proposed to ...In this paper,we consider the maximal positive definite solution of the nonlinear matrix equation.By using the idea of Algorithm 2.1 in ZHANG(2013),a new inversion-free method with a stepsize parameter is proposed to obtain the maximal positive definite solution of nonlinear matrix equation X+A^(*)X|^(-α)A=Q with the case 0<α≤1.Based on this method,a new iterative algorithm is developed,and its convergence proof is given.Finally,two numerical examples are provided to show the effectiveness of the proposed method.展开更多
How to accelerate the convergence speed and avoid computing the inversion of a Jacobian matrix is important in the solution of nonlinear algebraic equations(NAEs).This paper develops an approach with a splitting-linea...How to accelerate the convergence speed and avoid computing the inversion of a Jacobian matrix is important in the solution of nonlinear algebraic equations(NAEs).This paper develops an approach with a splitting-linearizing technique based on the nonlinear term to reduce the effect of the nonlinear terms.We decompose the nonlinear terms in the NAEs through a splitting parameter and then linearize the NAEs around the values at the previous step to a linear system.Through the maximal orthogonal projection concept,to minimize a merit function within a selected interval of splitting parameters,the optimal parameters can be quickly determined.In each step,a linear system is solved by the Gaussian elimination method,and the whole iteration procedure is convergent very fast.Several numerical tests show the high performance of the optimal split-linearization iterative method(OSLIM).展开更多
This paper presents nonlinear ordinary differential equations (ODES) of the heavier pellets movement for two phase flow, which actually represent a system of equations. The usual methods of solution such as Runge -Kut...This paper presents nonlinear ordinary differential equations (ODES) of the heavier pellets movement for two phase flow, which actually represent a system of equations. The usual methods of solution such as Runge -Kutta method and it's datum results are discussed. This paper solves ODES of general form using variable mesh-length, linearizing the nonlinear terms by finite analysis method, fuilding an iteration sequence, and amending the nonlinear terms by iteration . The conditions of convergent operation of iteration solution is checked. The movement orbit and velocity of the pellets are calculated. Analysis of research results and it's application examples are illustrated.展开更多
Equivalent staggered-grid(ESG) as a new family of schemes has been utilized in seismic modeling,imaging,and inversion.Traditionally,the Taylor series expansion is often applied to calculate finite-difference(FD) coeff...Equivalent staggered-grid(ESG) as a new family of schemes has been utilized in seismic modeling,imaging,and inversion.Traditionally,the Taylor series expansion is often applied to calculate finite-difference(FD) coefficients on spatial derivatives,but the simulation results suffer serious numerical dispersion on a large frequency zone.We develop an optimized equivalent staggered-grid(OESG) FD method that can simultaneously suppress temporal and spatial dispersion for solving the second-order system of the 3 D elastic wave equation.On the one hand,we consider the coupling relations between wave speeds and spatial derivatives in the elastic wave equation and give three sets of FD coefficients with respect to the P-wave,S-wave,and converted-wave(C-wave) terms.On the other hand,a novel plane wave solution for the 3 D elastic wave equation is derived from the matrix decomposition method to construct the time-space dispersion relations.FD coefficients of the OESG method can be acquired by solving the new dispersion equations based on the Newton iteration method.Finally,we construct a new objective function to analyze P-wave,S-wave,and C-wave dispersion concerning frequencies.The dispersion analyses show that the presented method produces less modeling errors than the traditional ESG method.The synthetic examples demonstrate the effectiveness and superiority of the presented method.展开更多
For solving nonlinear and transcendental equation f(x)=0 , a singnificant improvement on Newton's method is proposed in this paper. New “Newton Like” methods are founded on the basis of Liapunov's methods...For solving nonlinear and transcendental equation f(x)=0 , a singnificant improvement on Newton's method is proposed in this paper. New “Newton Like” methods are founded on the basis of Liapunov's methods of dynamic system. These new methods preserve quadratic convergence and computational efficiency of Newton's method, and remove the monotoneity condition imposed on f(x):f′(x)≠0 .展开更多
The initial alignment error equation of an INS (Inertial Navigation System) with large initial azimuth error has been derived and nonlinear characteristics are included. When azimuth error is fairly small, the nonline...The initial alignment error equation of an INS (Inertial Navigation System) with large initial azimuth error has been derived and nonlinear characteristics are included. When azimuth error is fairly small, the nonlinear equation can be reduced to a linear one. Extended Kalman filter, iterated filter and second order filter formulas are derived for the nonlinear state equation with linear measurement equation. Simulations results show that the accuracy of azimuth error estimation using extended Kalman filter is better than that of using standard Kalman filter while the iterated filter and second order filter can give even better estimation accuracy.展开更多
The parallel algorithms of iterated defect correction methods (PIDeCM’s) are constructed, which are of efficiency and high order B-convergence for general nonlinear stiff systems in ODE’S. As the basis of constructi...The parallel algorithms of iterated defect correction methods (PIDeCM’s) are constructed, which are of efficiency and high order B-convergence for general nonlinear stiff systems in ODE’S. As the basis of constructing and discussing PIDeCM’s. a class of parallel one-leg methods is also investigated, which are of particular efficiency for linear systems.展开更多
In this paper, the matrix algebraic equations involved in the optimal control problem of time-invariant linear Ito stochastic systems, named Riccati- Ito equations in the paper, are investigated. The necessary and suf...In this paper, the matrix algebraic equations involved in the optimal control problem of time-invariant linear Ito stochastic systems, named Riccati- Ito equations in the paper, are investigated. The necessary and sufficient condition for the existence of positive definite solutions of the Riccati- Ito equations is obtained and an iterative solution to the Riccati- Ito equations is also given in the paper thus a complete solution to the basic problem of optimal control of time-invariant linear Ito stochastic systems is then obtained. An example is given at the end of the paper to illustrate the application of the result of the paper.展开更多
A brief review of the works of the author and his co-authors on the application of nonlinear analysis, numerical and analytical methods for solving the nonlinear inverse problems (synthesis problems) for optimizing th...A brief review of the works of the author and his co-authors on the application of nonlinear analysis, numerical and analytical methods for solving the nonlinear inverse problems (synthesis problems) for optimizing the different types of radiating systems, is presented in the paper. The synthesis problems are formulated in variational statements and further they are reduced to research and numerical solution of nonlinear integral equations of Hammerstein type. The existence theorems are proof, the investigation methods of nonuniqueness problem of solutions and numerical algorithms of finding the optimal solutions are proved.展开更多
In this paper, a new iterative method is proposed to solve the generalized Hamilton-Jacobi-Bellman (GHJB) equation through successively approximate it. Firstly, the GHJB equation is converted to an algebraic equation ...In this paper, a new iterative method is proposed to solve the generalized Hamilton-Jacobi-Bellman (GHJB) equation through successively approximate it. Firstly, the GHJB equation is converted to an algebraic equation with the vector norm, which is essentially a set of simultaneous nonlinear equations in the case of dynamic systems. Then, the proposed algorithm solves GHJB equation numerically for points near the origin by considering the linearization of the non-linear equations under a good initial control guess. Finally, the procedure is proved to converge to the optimal stabilizing solution with respect to the iteration variable. In addition, it is shown that the result is a closed-loop control based on this iterative approach. Illustrative examples show that the update control laws will converge to optimal control for nonlinear systems. Index Terms--Generalized Hamilton-Jacobi-Bellman (HJB) equation, iterative method, nonlinear dynamic system, optimal control.展开更多
This study investigates the dynamics of pneumococcal pneumonia using a novel fractal-fractional Susceptible-Carrier-Infected-Recovered model formulated with the Atangana-Baleanu in Caputo(ABC)sense.Unlike traditional ...This study investigates the dynamics of pneumococcal pneumonia using a novel fractal-fractional Susceptible-Carrier-Infected-Recovered model formulated with the Atangana-Baleanu in Caputo(ABC)sense.Unlike traditional epidemiological models that rely on classical or Caputo fractional derivatives,the proposed model incorporates nonlocal memory effects,hereditary properties,and complex transmission dynamics through fractalfractional calculus.The Atangana-Baleanu operator,with its non-singular Mittag-Leffler kernel,ensures a more realistic representation of disease progression compared to classical integer-order models and singular kernel-based fractional models.The study establishes the existence and uniqueness of the proposed system and conducts a comprehensive stability analysis,including local and global stability.Furthermore,numerical simulations illustrate the effectiveness of the ABC operator in capturing long-memory effects and nonlocal interactions in disease transmission.The results provide valuable insights into public health interventions,particularly in optimizing vaccination strategies,treatment approaches,and mitigation measures.By extending epidemiological modeling through fractal-fractional derivatives,this study offers an advanced framework for analyzing infectious disease dynamics with enhanced accuracy and predictive capabilities.展开更多
Based on the Homotopy Analysis Method, a direct numerical method for strongly nonlinear problems was proposed. The 2-D laminar flow over semi-infinite plate was used. The method can give the accurate enough approximat...Based on the Homotopy Analysis Method, a direct numerical method for strongly nonlinear problems was proposed. The 2-D laminar flow over semi-infinite plate was used. The method can give the accurate enough approximations of a strongly nonlinear problem by means of no iteration and can provide a family of iterative formulas with traditional approaches.展开更多
In this article, a finite volume element algorithm is presented and discussed for the numerical solutions of a time-fractional nonlinear fourth-order diffusion equation with time delay. By choosing the second-order sp...In this article, a finite volume element algorithm is presented and discussed for the numerical solutions of a time-fractional nonlinear fourth-order diffusion equation with time delay. By choosing the second-order spatial derivative of the original unknown as an additional variable, the fourth-order problem is transformed into a second-order system. Then the fully discrete finite volume element scheme is formulated by using L1approximation for temporal Caputo derivative and finite volume element method in spatial direction. The unique solvability and stable result of the proposed scheme are proved. A priori estimate of L2-norm with optimal order of convergence O(h2+τ2−α)where τand hare time step length and space mesh parameter, respectively, is obtained. The efficiency of the scheme is supported by some numerical experiments.展开更多
文摘A numerical embedding method was proposed for solving the nonlinear optimization problem. By using the nonsmooth theory, the existence and the continuation of the following path for the corresponding homotopy equations were proved. Therefore the basic theory for the algorithm of the numerical embedding method for solving the non-linear optimization problem was established. Based on the theoretical results, a numerical embedding algorithm was designed for solving the nonlinear optimization problem, and prove its convergence carefully. Numerical experiments show that the algorithm is effective.
文摘In this paper a new ODE numerical integration method was successfully applied to solving nonlinear equations. The method is of same simplicity as fixed point iteration, but the efficiency has been significantly improved, so it is especially suitable for large scale systems. For Brown’s equations, an existing article reported that when the dimension of the equation N = 40, the subroutines they used could not give a solution, as compared with our method, we can easily solve this equation even when N = 100. Other two large equations have the dimension of N = 1000, all the existing available methods have great difficulties to handle them, however, our method proposed in this paper can deal with those tough equations without any difficulties. The sigularity and choosing initial values problems were also mentioned in this paper.
基金This research was supported by Universiti Kebangsaan Malaysia under research grant GUP-2019-033.
文摘The classical iterative methods for finding roots of nonlinear equations,like the Newton method,Halley method,and Chebyshev method,have been modified previously to achieve optimal convergence order.However,the Householder method has so far not been modified to become optimal.In this study,we shall develop two new optimal Newton-Householder methods without memory.The key idea in the development of the new methods is the avoidance of the need to evaluate the second derivative.The methods fulfill the Kung-Traub conjecture by achieving optimal convergence order four with three functional evaluations and order eight with four functional evaluations.The efficiency indices of the methods show that methods perform better than the classical Householder’s method.With the aid of convergence analysis and numerical analysis,the efficiency of the schemes formulated in this paper has been demonstrated.The dynamical analysis exhibits the stability of the schemes in solving nonlinear equations.Some comparisons with other optimal methods have been conducted to verify the effectiveness,convergence speed,and capability of the suggested methods.
基金Supported in part by Natural Science Foundation of Guangxi(2023GXNSFAA026246)in part by the Central Government's Guide to Local Science and Technology Development Fund(GuikeZY23055044)in part by the National Natural Science Foundation of China(62363003)。
文摘In this paper,we consider the maximal positive definite solution of the nonlinear matrix equation.By using the idea of Algorithm 2.1 in ZHANG(2013),a new inversion-free method with a stepsize parameter is proposed to obtain the maximal positive definite solution of nonlinear matrix equation X+A^(*)X|^(-α)A=Q with the case 0<α≤1.Based on this method,a new iterative algorithm is developed,and its convergence proof is given.Finally,two numerical examples are provided to show the effectiveness of the proposed method.
基金support provided by the Ministry of Science and Technology,Taiwan,ROC under Contract No.MOST 110-2221-E-019-044.
文摘How to accelerate the convergence speed and avoid computing the inversion of a Jacobian matrix is important in the solution of nonlinear algebraic equations(NAEs).This paper develops an approach with a splitting-linearizing technique based on the nonlinear term to reduce the effect of the nonlinear terms.We decompose the nonlinear terms in the NAEs through a splitting parameter and then linearize the NAEs around the values at the previous step to a linear system.Through the maximal orthogonal projection concept,to minimize a merit function within a selected interval of splitting parameters,the optimal parameters can be quickly determined.In each step,a linear system is solved by the Gaussian elimination method,and the whole iteration procedure is convergent very fast.Several numerical tests show the high performance of the optimal split-linearization iterative method(OSLIM).
文摘This paper presents nonlinear ordinary differential equations (ODES) of the heavier pellets movement for two phase flow, which actually represent a system of equations. The usual methods of solution such as Runge -Kutta method and it's datum results are discussed. This paper solves ODES of general form using variable mesh-length, linearizing the nonlinear terms by finite analysis method, fuilding an iteration sequence, and amending the nonlinear terms by iteration . The conditions of convergent operation of iteration solution is checked. The movement orbit and velocity of the pellets are calculated. Analysis of research results and it's application examples are illustrated.
文摘Equivalent staggered-grid(ESG) as a new family of schemes has been utilized in seismic modeling,imaging,and inversion.Traditionally,the Taylor series expansion is often applied to calculate finite-difference(FD) coefficients on spatial derivatives,but the simulation results suffer serious numerical dispersion on a large frequency zone.We develop an optimized equivalent staggered-grid(OESG) FD method that can simultaneously suppress temporal and spatial dispersion for solving the second-order system of the 3 D elastic wave equation.On the one hand,we consider the coupling relations between wave speeds and spatial derivatives in the elastic wave equation and give three sets of FD coefficients with respect to the P-wave,S-wave,and converted-wave(C-wave) terms.On the other hand,a novel plane wave solution for the 3 D elastic wave equation is derived from the matrix decomposition method to construct the time-space dispersion relations.FD coefficients of the OESG method can be acquired by solving the new dispersion equations based on the Newton iteration method.Finally,we construct a new objective function to analyze P-wave,S-wave,and C-wave dispersion concerning frequencies.The dispersion analyses show that the presented method produces less modeling errors than the traditional ESG method.The synthetic examples demonstrate the effectiveness and superiority of the presented method.
文摘For solving nonlinear and transcendental equation f(x)=0 , a singnificant improvement on Newton's method is proposed in this paper. New “Newton Like” methods are founded on the basis of Liapunov's methods of dynamic system. These new methods preserve quadratic convergence and computational efficiency of Newton's method, and remove the monotoneity condition imposed on f(x):f′(x)≠0 .
文摘The initial alignment error equation of an INS (Inertial Navigation System) with large initial azimuth error has been derived and nonlinear characteristics are included. When azimuth error is fairly small, the nonlinear equation can be reduced to a linear one. Extended Kalman filter, iterated filter and second order filter formulas are derived for the nonlinear state equation with linear measurement equation. Simulations results show that the accuracy of azimuth error estimation using extended Kalman filter is better than that of using standard Kalman filter while the iterated filter and second order filter can give even better estimation accuracy.
文摘The parallel algorithms of iterated defect correction methods (PIDeCM’s) are constructed, which are of efficiency and high order B-convergence for general nonlinear stiff systems in ODE’S. As the basis of constructing and discussing PIDeCM’s. a class of parallel one-leg methods is also investigated, which are of particular efficiency for linear systems.
文摘In this paper, the matrix algebraic equations involved in the optimal control problem of time-invariant linear Ito stochastic systems, named Riccati- Ito equations in the paper, are investigated. The necessary and sufficient condition for the existence of positive definite solutions of the Riccati- Ito equations is obtained and an iterative solution to the Riccati- Ito equations is also given in the paper thus a complete solution to the basic problem of optimal control of time-invariant linear Ito stochastic systems is then obtained. An example is given at the end of the paper to illustrate the application of the result of the paper.
文摘A brief review of the works of the author and his co-authors on the application of nonlinear analysis, numerical and analytical methods for solving the nonlinear inverse problems (synthesis problems) for optimizing the different types of radiating systems, is presented in the paper. The synthesis problems are formulated in variational statements and further they are reduced to research and numerical solution of nonlinear integral equations of Hammerstein type. The existence theorems are proof, the investigation methods of nonuniqueness problem of solutions and numerical algorithms of finding the optimal solutions are proved.
基金supported by the National Natural Science Foundation of China(U1601202,U1134004,91648108)the Natural Science Foundation of Guangdong Province(2015A030313497,2015A030312008)the Project of Science and Technology of Guangdong Province(2015B010102014,2015B010124001,2015B010104006,2018A030313505)
文摘In this paper, a new iterative method is proposed to solve the generalized Hamilton-Jacobi-Bellman (GHJB) equation through successively approximate it. Firstly, the GHJB equation is converted to an algebraic equation with the vector norm, which is essentially a set of simultaneous nonlinear equations in the case of dynamic systems. Then, the proposed algorithm solves GHJB equation numerically for points near the origin by considering the linearization of the non-linear equations under a good initial control guess. Finally, the procedure is proved to converge to the optimal stabilizing solution with respect to the iteration variable. In addition, it is shown that the result is a closed-loop control based on this iterative approach. Illustrative examples show that the update control laws will converge to optimal control for nonlinear systems. Index Terms--Generalized Hamilton-Jacobi-Bellman (HJB) equation, iterative method, nonlinear dynamic system, optimal control.
基金funded by the Research,Development,and Innovation Authority(RDIA)-Kingdom of Saudi Arabia-with grant number 12803-baha-2023-BU-R-3-1-EI.
文摘This study investigates the dynamics of pneumococcal pneumonia using a novel fractal-fractional Susceptible-Carrier-Infected-Recovered model formulated with the Atangana-Baleanu in Caputo(ABC)sense.Unlike traditional epidemiological models that rely on classical or Caputo fractional derivatives,the proposed model incorporates nonlocal memory effects,hereditary properties,and complex transmission dynamics through fractalfractional calculus.The Atangana-Baleanu operator,with its non-singular Mittag-Leffler kernel,ensures a more realistic representation of disease progression compared to classical integer-order models and singular kernel-based fractional models.The study establishes the existence and uniqueness of the proposed system and conducts a comprehensive stability analysis,including local and global stability.Furthermore,numerical simulations illustrate the effectiveness of the ABC operator in capturing long-memory effects and nonlocal interactions in disease transmission.The results provide valuable insights into public health interventions,particularly in optimizing vaccination strategies,treatment approaches,and mitigation measures.By extending epidemiological modeling through fractal-fractional derivatives,this study offers an advanced framework for analyzing infectious disease dynamics with enhanced accuracy and predictive capabilities.
文摘Based on the Homotopy Analysis Method, a direct numerical method for strongly nonlinear problems was proposed. The 2-D laminar flow over semi-infinite plate was used. The method can give the accurate enough approximations of a strongly nonlinear problem by means of no iteration and can provide a family of iterative formulas with traditional approaches.
文摘In this article, a finite volume element algorithm is presented and discussed for the numerical solutions of a time-fractional nonlinear fourth-order diffusion equation with time delay. By choosing the second-order spatial derivative of the original unknown as an additional variable, the fourth-order problem is transformed into a second-order system. Then the fully discrete finite volume element scheme is formulated by using L1approximation for temporal Caputo derivative and finite volume element method in spatial direction. The unique solvability and stable result of the proposed scheme are proved. A priori estimate of L2-norm with optimal order of convergence O(h2+τ2−α)where τand hare time step length and space mesh parameter, respectively, is obtained. The efficiency of the scheme is supported by some numerical experiments.
