In this paper,we establish a new algorithm to the non-overlapping schwarz domain decomposition methods with changing transmission conditions for solving one dimensional advection reaction diffusion *** precisely,we fi...
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In this paper,we establish a new algorithm to the non-overlapping schwarz domain decomposition methods with changing transmission conditions for solving one dimensional advection reaction diffusion *** precisely,we first describe the new algorithm and prove the convergence results under several natural assumptions on the sequences of parameters which determine the transmission *** we give a simple method to estimate the new value of parameters in each *** interesting advantage of our method is that one may update the better parameters in each iteration to save the computational cost for optimizing the parameters after many *** some numerical experiments are performed to show the behavior of the convergence rate for the new method.
Financial support for water conservancy construction is an important approach to promote the development of water conservancy economy. In order to deal with numerical solution for stock option in water conservancy fin...
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Financial support for water conservancy construction is an important approach to promote the development of water conservancy economy. In order to deal with numerical solution for stock option in water conservancy finance, a hybrid optimization algorithm is proposed. By virtue of the relation between Black-Scholes model and heat equation, a class of heat equations with initial-boundary values is established based on schwarz waveform relaxation algorithm, meanwhile particle swarm optimization algorithm is applied to estimate parameters in option pricing model. In numerical experiments, the hybrid optimization algorithm is used to seek the approximate value of call option based on water concept stock, and it obtains better estimation results than existed methods.
This paper is dedicated to the derivation of multilevel schwarzwaveformrelaxation (SWR) Domain Decomposition Methods (DDM) in real- and imaginary-time for the NonLinear Schrodinger Equation (NLSE). In imaginary-time...
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This paper is dedicated to the derivation of multilevel schwarzwaveformrelaxation (SWR) Domain Decomposition Methods (DDM) in real- and imaginary-time for the NonLinear Schrodinger Equation (NLSE). In imaginary-time, it is shown that the multilevel SWR-DDM accelerates the convergence compared to the one-level SWR-DDM, resulting in an important reduction of the computational time and memory storage. In real-time, the method requires in addition the storage of the solution in overlapping zones at any time, but on coarser discretization levels. The method is numerically validated on the Classical SWR and Robin-based SWR methods, but can however be applied to any SWR-DDM approach. (C) 2018 Elsevier Inc. All rights reserved.
A schwarzwaveformrelaxation (SWR) algorithm is proposed to solve by Domain Decomposition Method (DDM) linear and nonlinear Schrodinger equations. The symbols of the transparent fractional transmission operators invo...
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A schwarzwaveformrelaxation (SWR) algorithm is proposed to solve by Domain Decomposition Method (DDM) linear and nonlinear Schrodinger equations. The symbols of the transparent fractional transmission operators involved in Optimized schwarzwaveformrelaxation (OSWR) algorithms are approximated by low order Lagrange polynomials to derive Lagrange schwarzwaveformrelaxation (LSWR) algorithms based on local transmission operators. The LSWR methods are numerically shown to be computationally efficient, leading to convergence rates almost similar to OSWR techniques. (C) 2016 Published by Elsevier Ltd.
In this article we are interested in the derivation of efficient domain decomposition methods for the viscous primitive equations of the ocean. We consider the rotating three-dimensional incompressible hydrostatic Nav...
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In this article we are interested in the derivation of efficient domain decomposition methods for the viscous primitive equations of the ocean. We consider the rotating three-dimensional incompressible hydrostatic Navier-Stokes equations with free surface. Performing an asymptotic analysis of the system in the regime of small Rossby numbers, we compute an approximate Dirichlet to Neumann operator and build an optimized schwarz waveform relaxation algorithm. We establish that the algorithm is well defined and provide numerical evidence of the convergence of the method.
We are interested in solving time dependent problems using domain decomposition methods. In the classical approach, one discretizes first the time dimension and then one solves a sequence of steady problems by a domai...
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We are interested in solving time dependent problems using domain decomposition methods. In the classical approach, one discretizes first the time dimension and then one solves a sequence of steady problems by a domain decomposition method. In this paper, we treat directly the time dependent problem and we study a schwarz waveform relaxation algorithm for the convection diffusion equation in two dimensions. We introduce the operators on the interfaces which minimize the convergence rate, resulting in an efficient method: numerical results illustrate the performances and show that the corresponding algorithms converge much faster than the classical one. (C) 2004 IMACS. Published by Elsevier B.V. All rights reserved.
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