The purpose of the paper is threefold: ลฝ . 1 To develop a useful error bound for the method of alternating projections which is relatively easy to compute and remember; ลฝ . 2 To exhibit a counterexample to a conjecture of Kayalar and Weinert; ลฝ . ลฝ . 3 To show that in the case of at least three
A comparison of rates of convergence for the Modified Alternating Direction Preconditioning (MADP) method
โ Scribed by N.M. Missirlis; D.J. Evans
- Publisher
- Elsevier Science
- Year
- 1985
- Tongue
- English
- Weight
- 703 KB
- Volume
- 27
- Category
- Article
- ISSN
- 0378-4754
No coin nor oath required. For personal study only.
โฆ Synopsis
This paper considers the nwnerical solution of the eEZiptic seZf-adjoint second order and the biharmonic equations using a variety of accelerated versions of the Modified Alternating Direction Preconditioning (MADPi method developed in [4]. The resulting iterative schemes possess rates of convergence which are improved by an order of magnitude as compared with the well known ADI methods. Finally, a survey of numerical experiments and comparisons with existing results, concerned with the solution of Laplace and biharmonic equations in the unit square, are also reported.
๐ SIMILAR VOLUMES
We establish optimal (up to arbitrary ฮต > 0) convergence rates for a finite element formulation of a model second order elliptic boundary value problem in a weighted H 2 Sobolev space with 5th degree Argyris elements. This formulation arises while generalizing to the case of non-smooth domains an un
This note discusses convergence rate of a linearization method for the discretization of stochastic differential equations with multiplicative noise. The method is to approximate the drift coefficient by the local linearization method and the diffusion coefficient by the Euler method. The mixed meth