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Wyświetlanie 1-4 z 4
Tytuł:
A numerical solution for a class of time fractional diffusion equations with delay
Autorzy:
Pimenov, V. G.
Hendy, A. S.
Powiązania:
https://bibliotekanauki.pl/articles/330624.pdf
Data publikacji:
2017
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
fractional diffusion equation
difference scheme
convergence analysis
równanie dyfuzji ułamkowe
schemat różnicowy
analiza zbieżności
Opis:
This paper describes a numerical scheme for a class of fractional diffusion equations with fixed time delay. The study focuses on the uniqueness, convergence and stability of the resulting numerical solution by means of the discrete energy method. The derivation of a linearized difference scheme with convergence order O(τ 2−α + h4) in L ∞-norm is the main purpose of this study. Numerical experiments are carried out to support the obtained theoretical results.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2017, 27, 3; 477-488
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A simple scheme for semi-recursive identification of Hammerstein system nonlinearity by Haar wavelets
Autorzy:
Śliwiński, P.
Hasiewicz, Z.
Wachel, P.
Powiązania:
https://bibliotekanauki.pl/articles/330481.pdf
Data publikacji:
2013
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
Hammerstein system
non parametric recursive identification
Haar orthogonal expansion
convergence analysis
numerical stability
system Hammersteina
identyfikacja rekurencyjna nieparametryczna
analiza zbieżności
stateczność numeryczna
Opis:
A simple semi-recursive routine for nonlinearity recovery in Hammerstein systems is proposed. The identification scheme is based on the Haar wavelet kernel and possesses a simple and compact form. The convergence of the algorithm is established and the asymptotic rate of convergence (independent of the input density smoothness) is shown for piecewise-Lipschitz nonlinearities. The numerical stability of the algorithm is verified. Simulation experiments for a small and moderate number of input-output data are presented and discussed to illustrate the applicability of the routine.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2013, 23, 3; 507-520
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Computing the Stackelberg/Nash equilibria using the extraproximal method: Convergence analysis and implementation details for Markov chains games
Autorzy:
Trejo, K. K.
Clempner, J. B.
Poznyak, A. S.
Powiązania:
https://bibliotekanauki.pl/articles/329722.pdf
Data publikacji:
2015
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
extraproximal method
Stackelberg games
convergence analysis
Markov chains
implementation
gry Stackelberga
analiza zbieżności
łańcuchy Markowa
Opis:
In this paper we present the extraproximal method for computing the Stackelberg/Nash equilibria in a class of ergodic controlled finite Markov chains games. We exemplify the original game formulation in terms of coupled nonlinear programming problems implementing the Lagrange principle. In addition, Tikhonov's regularization method is employed to ensure the convergence of the cost-functions to a Stackelberg/Nash equilibrium point. Then, we transform the problem into a system of equations in the proximal format. We present a two-step iterated procedure for solving the extraproximal method: (a) the first step (the extra-proximal step) consists of a “prediction” which calculates the preliminary position approximation to the equilibrium point, and (b) the second step is designed to find a “basic adjustment” of the previous prediction. The procedure is called the “extraproximal method” because of the use of an extrapolation. Each equation in this system is an optimization problem for which the necessary and efficient condition for a minimum is solved using a quadratic programming method. This solution approach provides a drastically quicker rate of convergence to the equilibrium point. We present the analysis of the convergence as well the rate of convergence of the method, which is one of the main results of this paper. Additionally, the extraproximal method is developed in terms of Markov chains for Stackelberg games. Our goal is to analyze completely a three-player Stackelberg game consisting of a leader and two followers. We provide all the details needed to implement the extraproximal method in an efficient and numerically stable way. For instance, a numerical technique is presented for computing the first step parameter (λ) of the extraproximal method. The usefulness of the approach is successfully demonstrated by a numerical example related to a pricing oligopoly model for airlines companies.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2015, 25, 2; 337-351
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On-line wavelet estimation of Hammerstein system nonlinearity
Autorzy:
Śliwiński, P.
Powiązania:
https://bibliotekanauki.pl/articles/929599.pdf
Data publikacji:
2010
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
system Hammersteina
identyfikacja nieparametryczna
estymacja falkowa
analiza zbieżności
Hammerstein system
on-line nonparametric identification
wavelet estimates
convergence analysis
Opis:
A new algorithm for nonparametric wavelet estimation of Hammerstein system nonlinearity is proposed. The algorithm works in the on-line regime (viz., past measurements are not available) and offers a convenient uniform routine for nonlinearity estimation at an arbitrary point and at any moment of the identification process. The pointwise convergence of the estimate to locally bounded nonlinearities and the rate of this convergence are both established.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2010, 20, 3; 513-523
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-4 z 4

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