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一类非线性二阶锥规划的非光滑牛顿法
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作者 胡春燕 贵竹青 +1 位作者 朱志斌 朱华丽 《数学杂志》 CSCD 北大核心 2014年第3期589-596,共8页
本文研究了非线性二阶锥规划问题.利用投影映射将非线性二阶锥规划问题的KKT最优性条件转化成非光滑方程组,获得了一个修正的中心路径非光滑牛顿法.在适当的条件下保证方程组的B-次微分在任意点都可逆,并且证明算法具有全局收敛性.
关键词 非线性二阶锥规划 b-次微分 非光滑牛顿法 全局收敛性
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不可微方程的广义牛顿法的收敛性分析
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作者 詹铜霞 徐秀斌 郭晓梅 《绍兴文理学院学报》 2013年第8期9-12,共4页
求不可微非线性方程H(x)=0的解是一类很重要的问题.文章考虑在H能分解成可导部分F与不可导部分G的情况下,利用不可导项的B-次微分替代它的导数构造了一个新的广义牛顿法,并得到了这种算法的局部收敛性.
关键词 广义牛顿法 不可微方程 局部收敛性 b-次微分
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A Novel Approach for Numerical Computation of Fokker-Planck Equation
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作者 Pramod Kumar Brajesh Kumar Singh Shobh Nath Rai 《Journal of Mathematics and System Science》 2016年第7期291-299,共9页
This paper present an implementation of"modified cubic B-spline differential quadrature method (MCB-DQM)" proposed by Arora & Singh (Applied Mathematics and Computation Vol. 224(1) (2013) 161-177) for numer... This paper present an implementation of"modified cubic B-spline differential quadrature method (MCB-DQM)" proposed by Arora & Singh (Applied Mathematics and Computation Vol. 224(1) (2013) 161-177) for numerical computation of Fokker-Planck equations. The modified cubic B-splines are used as set of basis functions in the differential quadrature to compute the weighting coefficients for the spatial derivatives, which reduces Fokker-Planck equation into system of first-order ordinary differential equations (ODEs), in time. The well known SSP-RK43 scheme is then applied to solve the resulting system of ODEs. The efficiency of proposed method has been confirmed by three examples having their exact solutions. This shows that MCB-DQM results are capable of achieving high accuracy. Advantage of the scheme is that it can be applied very smoothly to solve the linear or nonlinear physical problems, and a very less storage space is required which causes less accumulation of numerical errors. 展开更多
关键词 Fokker-Planck equation modified cubic b-spline MCb-DQM SSP-RK43 Thomas algorithm
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