12 Papers

NAApr 21, 2008
An iterative scheme for solving nonlinear equations with monotone operators

N. S. Hoang, A. G. Ramm

An iterative scheme for solving ill-posed nonlinear operator equations with monotone operators is introduced and studied in this paper. A Dynamical Systems Method (DSM) algorithm for stable solution of ill-posed operator equations with monotone operators is proposed and its convergence is proved. A new discrepancy principle is proposed and justified. A priori and a posteriori stopping rules for the DSM algorithm are formulated and justified.

NAJan 28, 2009
Dynamical systems gradient method for solving ill-conditioned linear algebraic systems

N. S. Hoang, A. G. Ramm

A version of the Dynamical Systems Method (DSM) for solving ill-conditioned linear algebraic systems is studied in this paper. An {\it a priori} and {\it a posteriori} stopping rules are justified. An algorithm for computing the solution using a spectral decomposition of the left-hand side matrix is proposed. Numerical results show that when a spectral decompositon of the left-hand side matrix is available or not computationally expensive to obtain the new method can be considered as an alternative to the Variational Regularization.

NAMar 27, 2008
Dynamical systems method for solving linear finite-rank operator equations

N. S. Hoang, A. G. Ramm

A version of the Dynamical Systems Method (DSM) for solving ill-conditioned linear algebraic systems is studied in this paper. An {\it a priori} and {\it a posteriori} stopping rules are justified. An iterative scheme is constructed for solving ill-conditioned linear algebraic systems.

NAMar 24, 2008
Solving ill-conditioned linear algebraic systems by the dynamical systems method (DSM)

N. S. Hoang, A. G. Ramm

An iterative scheme for the Dynamical Systems Method (DSM) is given such that one does not have to solve the Cauchy problem occuring in the application of the DSM for solving ill-conditioned linear algebraic systems. The novelty of the algorithm is that the algorithm does not have to find the regularization parameter $a$ by solving a nonlinear equation. Numerical experiments show that DSM competes favorably with the Variational Regularization.

NAJan 28, 2009
The Dynamical Systems Method for solving nonlinear equations with monotone operators

N. S. Hoang, A. G. Ramm

A review of the authors's results is given. Several methods are discussed for solving nonlinear equations $F(u)=f$, where $F$ is a monotone operator in a Hilbert space, and noisy data are given in place of the exact data. A discrepancy principle for solving the equation is formulated and justified. Various versions of the Dynamical Systems Method (DSM) for solving the equation are formulated. These methods consist of a regularized Newton-type method, a gradient-type method, and a simple iteration method. A priori and a posteriori choices of stopping rules for these methods are proposed and justified. Convergence of the solutions, obtained by these methods, to the minimal norm solution to the equation $F(u)=f$ is proved. Iterative schemes with a posteriori choices of stopping rule corresponding to the proposed DSM are formulated. Convergence of these iterative schemes to a solution to equation $F(u)=f$ is justified. New nonlinear differential inequalities are derived and applied to a study of large-time behavior of solutions to evolution equations. Discrete versions of these inequalities are established.

NAFeb 22, 2010
An iterative scheme for solving equations with locally $σ$-inverse monotone operators

N. S. Hoang

An iterative scheme for solving ill-posed nonlinear equations with locally $σ$-inverse monotone operators is studied in this paper. A stopping rule of discrepancy type is proposed. The existence of $u_{n_δ}$ satisfying the proposed stopping rule is proved. The convergence of this element to the minimal-norm solution is justified mathematically.

NAOct 16, 2014
Functionally-fitted explicit pseudo two-step Runge-Kutta-Nyström methods

N. S. Hoang

A general class of functionally-fitted explicit pseudo two-step Runge-Kutta-Nyström (FEPTRKN) methods for solving second-order initial value problems has been studied. These methods can be considered generalized explicit pseudo two-step Runge-Kutta-Nyström (EPTRKN) methods. We proved that an $s$-stage FEPTRKN method has step order $p = s$ and stage order $r = s$ for any set of distinct collocation parameters $(c_i)_{i=1}^s$. Supperconvergence for the accuracy orders of these methods can be obtained if the collocation parameters $(c_i)_{i=1}^s$ satisfy some orthogonality conditions. We proved that an $s$-stage FEPTRKN method can attain accuracy order $p = s + 3$. Numerical experiments have shown that the new FEPTRKN methods work better than do EPTRKN methods on problems whose solutions can be well approximated by the functions in bases on which these FEPTRKN methods are developed.

NAOct 16, 2014
Functionally fitted Runge-Kutta-Nyström methods

N. S. Hoang, R. B. Sidje

We have shown previously that functionally fitted Runge-Kutta (FRK) methods can be studied using a convenient collocation framework. Here, we extend that framework to functionally fitted Runge-Kutta-Nyström (FRKN) methods, shedding further light on the fact that these methods can integrate a second-order differential equation exactly if its solution is a combination of certain basis functions, and that superconvergence can be obtained when the collocation points satisfy some orthogonality conditions. An analysis of their stability is also conducted.

NAMar 3, 2009
Dynamical systems method for solving nonlinear equations with monotone operators

N. S. Hoang, A. G. Ramm

A version of the Dynamical Systems Method (DSM) for solving ill-posed nonlinear equations with monotone operators in a Hilbert space is studied in this paper. An a posteriori stopping rule, based on a discrepancy-type principle is proposed and justified mathematically. The results of two numerical experiments are presented. They show that the proposed version of DSM is numerically efficient. The numerical experiments consist of solving nonlinear integral equations.

NAMar 3, 2009
Dynamical Systems Gradient method for solving nonlinear equations with monotone operators

N. S. Hoang, A. G. Ramm

A version of the Dynamical Systems Gradient Method for solving ill-posed nonlinear monotone operator equations is studied in this paper. A discrepancy principle is proposed and justified. A numerical experiment was carried out with the new stopping rule. Numerical experiments show that the proposed stopping rule is efficient. Equations with monotone operators are of interest in many applications.

NAMar 3, 2009
A discrepancy principle for equations with monotone continuous operators

N. S. Hoang, A. G. Ramm

A discrepancy principle for solving nonlinear equations with monotone operators given noisy data is formulated. The existence and uniqueness of the corresponding regularization parameter $a(δ)$ is proved. Convergence of the solution obtained by the discrepancy principle is justified. The results are obtained under natural assumptions on the nonlinear operator.

NADec 2, 2007
On stable numerical differentiation

N. S. Hoang, A. G. Ramm

Based on a regularized Volterra equation, two different approaches for numerical differentiation are considered. The first approach consists of solving a regularized Volterra equation while the second approach is based on solving a disretized version of the regularized Volterra equation. Numerical experiments show that these methods are efficient and compete favorably with the variational regularization method for stable calculating the derivatives of noisy functions.