Although predictor-corrector methods have been extensively applied,they might not meet the requirements of practical applications and engineering tasks,particularly when high accuracy and efficiency are necessary.A no...Although predictor-corrector methods have been extensively applied,they might not meet the requirements of practical applications and engineering tasks,particularly when high accuracy and efficiency are necessary.A novel class of correctors based on feedback-accelerated Picard iteration(FAPI)is proposed to further enhance computational performance.With optimal feedback terms that do not require inversion of matrices,significantly faster convergence speed and higher numerical accuracy are achieved by these correctors compared with their counterparts;however,the computational complexities are comparably low.These advantages enable nonlinear engineering problems to be solved quickly and accurately,even with rough initial guesses from elementary predictors.The proposed method offers flexibility,enabling the use of the generated correctors for either bulk processing of collocation nodes in a domain or successive corrections of a single node in a finite difference approach.In our method,the functional formulas of FAPI are discretized into numerical forms using the collocation approach.These collocated iteration formulas can directly solve nonlinear problems,but they may require significant computational resources because of the manipulation of high-dimensionalmatrices.To address this,the collocated iteration formulas are further converted into finite difference forms,enabling the design of lightweight predictor-corrector algorithms for real-time computation.The generality of the proposed method is illustrated by deriving new correctors for three commonly employed finite-difference approaches:the modified Euler approach,the Adams-Bashforth-Moulton approach,and the implicit Runge-Kutta approach.Subsequently,the updated approaches are tested in solving strongly nonlinear problems,including the Matthieu equation,the Duffing equation,and the low-earth-orbit tracking problem.The numerical findings confirm the computational accuracy and efficiency of the derived predictor-corrector algorithms.展开更多
Let(X,d)be a cone metric space and T:X!X be a mapping.In this paper,we shall introduce the concept of strong T-stability of fixed point iteration procedures with respect to T in cone metric spaces.Also,we will investi...Let(X,d)be a cone metric space and T:X!X be a mapping.In this paper,we shall introduce the concept of strong T-stability of fixed point iteration procedures with respect to T in cone metric spaces.Also,we will investigate some meaningful results on strong T-stability of Picard iterations in cone metric spaces without the assumption of normality.Our main results improve and generalize some related results in the literature.展开更多
Presents an analysis of the generalized Newton method, approximate Newton methods, and splitting methods for solving nonsmooth equations from Picard iteration viewpoint. Details of the radius of the weak Jacobian of P...Presents an analysis of the generalized Newton method, approximate Newton methods, and splitting methods for solving nonsmooth equations from Picard iteration viewpoint. Details of the radius of the weak Jacobian of Picard iteration function; Generalized Jacobian; Generalized Newton methods for piecewise equations.展开更多
It is a well-established fact in the scientific literature that Picard iterations of backward stochastic differential equations with globally Lipschitz continuous nonlinearities converge at least exponentially fast to...It is a well-established fact in the scientific literature that Picard iterations of backward stochastic differential equations with globally Lipschitz continuous nonlinearities converge at least exponentially fast to the solution.In this paper we prove that this convergence is in fact at least square-root factorially fast.We show for one example that no higher convergence speed is possible in general.Moreover,if the nonlinearity is zindependent,then the convergence is even factorially fast.Thus we reveal a phase transition in the speed of convergence of Picard iterations of backward stochastic differential equations.展开更多
We consider the vibration of elastic thin plates under certain reasonable assumptions. We derive the nonlinear equations for this model by the Hamilton Principle. Under the conditions on the hyperbolicity for the init...We consider the vibration of elastic thin plates under certain reasonable assumptions. We derive the nonlinear equations for this model by the Hamilton Principle. Under the conditions on the hyperbolicity for the initial data, we establish the local time wellposedness for the initial and boundary value problem by Picard iteration scheme, and obtain the estimates for the solutions.展开更多
The present study deals with the introduction of an alteration in Legendre wavelets method by availing of the Picard iteration method for system of differential equations and named it Legendre wavelet-Picard method (...The present study deals with the introduction of an alteration in Legendre wavelets method by availing of the Picard iteration method for system of differential equations and named it Legendre wavelet-Picard method (LWPM). Convergence of the proposed method is also discussed. In order to check the competence of the proposed method, basic enzyme kinetics is considered. Systems of nonlinear ordinary differential equations are formed from the considered enzyme-substrate reaction. The results obtained by the proposed LWPM are compared with the numerical results obtained from Runge-Kutta method of order four (RK-4). Numerical results and those obtained by LWPM are in excellent conformance, which would be explained by the help of table and figures. The proposed method is easy and simple to implement as compared to the other existing analytical methods used for solving systems of differential equations arising in biology, physics and engineering.展开更多
A backward stochastic diferential equation is discussed in this paper. Under some weaker conditions than uniformly Lipschitzian condition given by Pardoux and Peng(1990), using Picard interaction and Cauchy sequence, ...A backward stochastic diferential equation is discussed in this paper. Under some weaker conditions than uniformly Lipschitzian condition given by Pardoux and Peng(1990), using Picard interaction and Cauchy sequence, the existence and uniqueness of the solutions to the backward stochastic diferential equation.展开更多
基金work is supported by the Fundamental Research Funds for the Central Universities(No.3102019HTQD014)of Northwestern Polytechnical UniversityFunding of National Key Laboratory of Astronautical Flight DynamicsYoung Talent Support Project of Shaanxi State.
文摘Although predictor-corrector methods have been extensively applied,they might not meet the requirements of practical applications and engineering tasks,particularly when high accuracy and efficiency are necessary.A novel class of correctors based on feedback-accelerated Picard iteration(FAPI)is proposed to further enhance computational performance.With optimal feedback terms that do not require inversion of matrices,significantly faster convergence speed and higher numerical accuracy are achieved by these correctors compared with their counterparts;however,the computational complexities are comparably low.These advantages enable nonlinear engineering problems to be solved quickly and accurately,even with rough initial guesses from elementary predictors.The proposed method offers flexibility,enabling the use of the generated correctors for either bulk processing of collocation nodes in a domain or successive corrections of a single node in a finite difference approach.In our method,the functional formulas of FAPI are discretized into numerical forms using the collocation approach.These collocated iteration formulas can directly solve nonlinear problems,but they may require significant computational resources because of the manipulation of high-dimensionalmatrices.To address this,the collocated iteration formulas are further converted into finite difference forms,enabling the design of lightweight predictor-corrector algorithms for real-time computation.The generality of the proposed method is illustrated by deriving new correctors for three commonly employed finite-difference approaches:the modified Euler approach,the Adams-Bashforth-Moulton approach,and the implicit Runge-Kutta approach.Subsequently,the updated approaches are tested in solving strongly nonlinear problems,including the Matthieu equation,the Duffing equation,and the low-earth-orbit tracking problem.The numerical findings confirm the computational accuracy and efficiency of the derived predictor-corrector algorithms.
基金supported by the Special Basic Cooperative Research Programs of Yunnan Provincial Undergraduate Universities’Association(grant No.202101BA070001-045)the Foundation of Major Basic Research Projects,Hanshan Normal University,China(No.ZD201807).
文摘Let(X,d)be a cone metric space and T:X!X be a mapping.In this paper,we shall introduce the concept of strong T-stability of fixed point iteration procedures with respect to T in cone metric spaces.Also,we will investigate some meaningful results on strong T-stability of Picard iterations in cone metric spaces without the assumption of normality.Our main results improve and generalize some related results in the literature.
基金The research was partly supported by NNSFC(No. 19771047) and NSF of Jiangsu Province (BK97059 ).
文摘Presents an analysis of the generalized Newton method, approximate Newton methods, and splitting methods for solving nonsmooth equations from Picard iteration viewpoint. Details of the radius of the weak Jacobian of Picard iteration function; Generalized Jacobian; Generalized Newton methods for piecewise equations.
文摘It is a well-established fact in the scientific literature that Picard iterations of backward stochastic differential equations with globally Lipschitz continuous nonlinearities converge at least exponentially fast to the solution.In this paper we prove that this convergence is in fact at least square-root factorially fast.We show for one example that no higher convergence speed is possible in general.Moreover,if the nonlinearity is zindependent,then the convergence is even factorially fast.Thus we reveal a phase transition in the speed of convergence of Picard iterations of backward stochastic differential equations.
基金supported in part by Innovation Award by Wuhan University of Technology under a project Grant 20410771supported in part by China Scholarship Council under Grant 201306230035
文摘We consider the vibration of elastic thin plates under certain reasonable assumptions. We derive the nonlinear equations for this model by the Hamilton Principle. Under the conditions on the hyperbolicity for the initial data, we establish the local time wellposedness for the initial and boundary value problem by Picard iteration scheme, and obtain the estimates for the solutions.
文摘The present study deals with the introduction of an alteration in Legendre wavelets method by availing of the Picard iteration method for system of differential equations and named it Legendre wavelet-Picard method (LWPM). Convergence of the proposed method is also discussed. In order to check the competence of the proposed method, basic enzyme kinetics is considered. Systems of nonlinear ordinary differential equations are formed from the considered enzyme-substrate reaction. The results obtained by the proposed LWPM are compared with the numerical results obtained from Runge-Kutta method of order four (RK-4). Numerical results and those obtained by LWPM are in excellent conformance, which would be explained by the help of table and figures. The proposed method is easy and simple to implement as compared to the other existing analytical methods used for solving systems of differential equations arising in biology, physics and engineering.
基金Supported by NNSF of China(10171010)Scientifc Research Fund of Zhejiang Provincial Education Department(Y201329578)
文摘A backward stochastic diferential equation is discussed in this paper. Under some weaker conditions than uniformly Lipschitzian condition given by Pardoux and Peng(1990), using Picard interaction and Cauchy sequence, the existence and uniqueness of the solutions to the backward stochastic diferential equation.