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On the block Kaczmarz-Tanabe methods with relaxation parameters for solving linear systems 关于求解线性系统的带松弛参数的块 Kaczmarz-Tanabe 方法
IF 1.7 3区 数学
Numerical Algorithms Pub Date : 2024-08-10 DOI: 10.1007/s11075-024-01907-8
Chuan-gang Kang
{"title":"On the block Kaczmarz-Tanabe methods with relaxation parameters for solving linear systems","authors":"Chuan-gang Kang","doi":"10.1007/s11075-024-01907-8","DOIUrl":"https://doi.org/10.1007/s11075-024-01907-8","url":null,"abstract":"","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":null,"pages":null},"PeriodicalIF":1.7,"publicationDate":"2024-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141919337","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On the block Kaczmarz-Tanabe methods with relaxation parameters for solving linear systems 关于求解线性系统的带松弛参数的块 Kaczmarz-Tanabe 方法
IF 1.7 3区 数学
Numerical Algorithms Pub Date : 2024-08-10 DOI: 10.1007/s11075-024-01907-8
Chuan-gang Kang
{"title":"On the block Kaczmarz-Tanabe methods with relaxation parameters for solving linear systems","authors":"Chuan-gang Kang","doi":"10.1007/s11075-024-01907-8","DOIUrl":"https://doi.org/10.1007/s11075-024-01907-8","url":null,"abstract":"","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":null,"pages":null},"PeriodicalIF":1.7,"publicationDate":"2024-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141919742","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Edge importance in complex networks 复杂网络中边缘的重要性
IF 2.1 3区 数学
Numerical Algorithms Pub Date : 2024-08-09 DOI: 10.1007/s11075-024-01881-1
Silvia Noschese, Lothar Reichel
{"title":"Edge importance in complex networks","authors":"Silvia Noschese, Lothar Reichel","doi":"10.1007/s11075-024-01881-1","DOIUrl":"https://doi.org/10.1007/s11075-024-01881-1","url":null,"abstract":"<p>Complex networks are made up of vertices and edges. The latter connect the vertices. There are several ways to measure the importance of the vertices, e.g., by counting the number of edges that start or end at each vertex, or by using the subgraph centrality of the vertices. It is more difficult to assess the importance of the edges. One approach is to consider the line graph associated with the given network and determine the importance of the vertices of the line graph, but this is fairly complicated except for small networks. This paper compares two approaches to estimate the importance of edges of medium-sized to large networks. One approach computes partial derivatives of the total communicability of the weights of the edges, where a partial derivative of large magnitude indicates that the corresponding edge may be important. Our second approach computes the Perron sensitivity of the edges. A high sensitivity signals that the edge may be important. The performance of these methods and some computational aspects are discussed. Applications of interest include to determine whether a network can be replaced by a network with fewer edges with about the same communicability.</p>","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141935625","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Recovering a space-dependent source term for distributed order time-space fractional diffusion equation 恢复分布阶时空分数扩散方程的空间依赖源项
IF 1.7 3区 数学
Numerical Algorithms Pub Date : 2024-08-09 DOI: 10.1007/s11075-024-01916-7
Kaiyu Lyu, Hao Cheng
{"title":"Recovering a space-dependent source term for distributed order time-space fractional diffusion equation","authors":"Kaiyu Lyu, Hao Cheng","doi":"10.1007/s11075-024-01916-7","DOIUrl":"https://doi.org/10.1007/s11075-024-01916-7","url":null,"abstract":"","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":null,"pages":null},"PeriodicalIF":1.7,"publicationDate":"2024-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141923835","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Estimates of discrete time derivatives for the parabolic-parabolic Robin-Robin coupling method 抛物线-抛物线罗宾-罗宾耦合法的离散时间导数估算
IF 2.1 3区 数学
Numerical Algorithms Pub Date : 2024-08-09 DOI: 10.1007/s11075-024-01902-z
Erik Burman, Rebecca Durst, Miguel A. Fernández, Johnny Guzmán, Sijing Liu
{"title":"Estimates of discrete time derivatives for the parabolic-parabolic Robin-Robin coupling method","authors":"Erik Burman, Rebecca Durst, Miguel A. Fernández, Johnny Guzmán, Sijing Liu","doi":"10.1007/s11075-024-01902-z","DOIUrl":"https://doi.org/10.1007/s11075-024-01902-z","url":null,"abstract":"<p>We consider a loosely coupled, non-iterative Robin-Robin coupling method proposed and analyzed in Burman et al. (J. Numer. Math. <b>31</b>(1):59–77, 2023) for a parabolic-parabolic interface problem and prove estimates for the discrete time derivatives of the scalar field in different norms. When the interface is flat and perpendicular to two of the edges of the domain we prove error estimates in the <span>(H^2)</span>-norm. Such estimates are key ingredients to analyze a defect correction method for the parabolic-parabolic interface problem. Numerical results are shown to support our findings.</p>","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141935624","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Discrete non-commutative hungry Toda lattice and its application in matrix computation 离散非交换饥饿户田网格及其在矩阵计算中的应用
IF 2.1 3区 数学
Numerical Algorithms Pub Date : 2024-08-08 DOI: 10.1007/s11075-024-01915-8
Zheng Wang, Shi-Hao Li, Kang-Ya Lu, Jian-Qing Sun
{"title":"Discrete non-commutative hungry Toda lattice and its application in matrix computation","authors":"Zheng Wang, Shi-Hao Li, Kang-Ya Lu, Jian-Qing Sun","doi":"10.1007/s11075-024-01915-8","DOIUrl":"https://doi.org/10.1007/s11075-024-01915-8","url":null,"abstract":"<p>In this paper, we plan to show an eigenvalue algorithm for block Hessenberg matrices by using the idea of non-commutative integrable systems and matrix-valued orthogonal polynomials. We introduce adjacent families of matrix-valued <span>(theta )</span>-deformed bi-orthogonal polynomials, and derive corresponding discrete non-commutative hungry Toda lattice from discrete spectral transformations for polynomials. It is shown that this discrete system can be used as a pre-precessing algorithm for block Hessenberg matrices. Besides, some convergence analysis and numerical examples of this algorithm are presented.</p>","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-08-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141935553","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Approximate moment functions for logistic stochastic differentialequations 逻辑随机微分方程的近似矩函数
IF 2.1 3区 数学
Numerical Algorithms Pub Date : 2024-08-07 DOI: 10.1007/s11075-024-01911-y
Coşkun Çetin, Jasmina Đorđević
{"title":"Approximate moment functions for logistic stochastic differentialequations","authors":"Coşkun Çetin, Jasmina Đorđević","doi":"10.1007/s11075-024-01911-y","DOIUrl":"https://doi.org/10.1007/s11075-024-01911-y","url":null,"abstract":"<p>In this paper, we introduce a method of successive approximations for moment functions of logistic stochastic differential equations. We first reduce the system of the corresponding moment functions to an infinite system of linear ordinary differential equations. Then, we determine certain upper and lower bounds on the moment functions, and utilize these bounds to solve the resulting systems approximately via suitable truncations, iterations and a local improvement step. After obtaining some general theoretical results on the error norms and describing a general algorithm for logistic SDE, we focus on stochastic Verhulst systems in numerical implementations. We compare their moment approximations with numerical solutions via simulation-based methods that include discretizations of the pathwise solutions as well as other convergent numerical procedures like semi-implicit split-step Euler methods.</p>","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141935554","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A novel higher-order efficient computational method for pricing European and Asian options 为欧洲和亚洲期权定价的新型高阶高效计算方法
IF 2.1 3区 数学
Numerical Algorithms Pub Date : 2024-08-06 DOI: 10.1007/s11075-024-01909-6
Saurabh Bansal, Srinivasan Natesan
{"title":"A novel higher-order efficient computational method for pricing European and Asian options","authors":"Saurabh Bansal, Srinivasan Natesan","doi":"10.1007/s11075-024-01909-6","DOIUrl":"https://doi.org/10.1007/s11075-024-01909-6","url":null,"abstract":"<p>In this article, we present a fourth-order accurate numerical method for solving generalized Black-Scholes PDE describing European and Asian options. Initially, we discretize the time derivative by the Crank-Nicolson scheme, and then the resultant semi-discrete problem by the central difference scheme on uniform meshes. In order to enhance the order of convergence of the proposed scheme, we employ the Richardson extrapolation method, by using two different meshes to solve the fully discrete problem. The stability and convergence are studied. To validate the proposed technique, several numerical experiments are carried out.</p>","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141935555","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Convergence analysis of the augmented Lagrangian method for $$ell _{p}$$ -norm cone optimization problems with $$p ge 2$$ 针对$$p ge 2$$的$$ell _{p}$$-norm圆锥优化问题的增强拉格朗日法的收敛性分析
IF 2.1 3区 数学
Numerical Algorithms Pub Date : 2024-08-06 DOI: 10.1007/s11075-024-01912-x
Benqi Liu, Kai Gong, Liwei Zhang
{"title":"Convergence analysis of the augmented Lagrangian method for $$ell _{p}$$ -norm cone optimization problems with $$p ge 2$$","authors":"Benqi Liu, Kai Gong, Liwei Zhang","doi":"10.1007/s11075-024-01912-x","DOIUrl":"https://doi.org/10.1007/s11075-024-01912-x","url":null,"abstract":"<p>This paper focuses on the convergence analysis of the augmented Lagrangian method (ALM) for <span>(varvec{ell }_{varvec{p}})</span>-norm cone optimization problems. We investigate some properties of the augmented Lagrangian function and <span>(varvec{ell }_{varvec{p}})</span>-norm cone. Moreover, under the Jacobian uniqueness conditions, we prove that the local convergence rate of ALM for solving <span>(varvec{ell }_{varvec{p}})</span>-norm cone optimization problems with <span>(varvec{p} varvec{ge } varvec{2})</span> is proportional to <span>(varvec{1}varvec{/}varvec{r})</span>, where the penalty parameter <span>(varvec{r})</span> is not less than a threshold <span>(varvec{hat{r}})</span>. In numerical simulations, we successfully validate the effectiveness and convergence properties of ALM.</p>","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141935556","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A hybrid algorithm for computing a partial singular value decomposition satisfying a given threshold 计算满足给定阈值的部分奇异值分解的混合算法
IF 2.1 3区 数学
Numerical Algorithms Pub Date : 2024-08-06 DOI: 10.1007/s11075-024-01906-9
James Baglama, Jonathan A. Chávez-Casillas, Vasilije Perović
{"title":"A hybrid algorithm for computing a partial singular value decomposition satisfying a given threshold","authors":"James Baglama, Jonathan A. Chávez-Casillas, Vasilije Perović","doi":"10.1007/s11075-024-01906-9","DOIUrl":"https://doi.org/10.1007/s11075-024-01906-9","url":null,"abstract":"<p>In this paper, we describe a new hybrid algorithm for computing all singular triplets above a given threshold and provide its implementation in MATLAB/Octave and <span>R</span>. The high performance of our codes and ease at which they can be used, either independently or within a larger numerical scheme, are illustrated through several numerical examples with applications to matrix completion and image compression. Well-documented MATLAB and <span>R</span> codes are provided for public use.</p>","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141935622","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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