We develop a one step matrix method in order to obtain approximate solutions of first order systems and non-linear ordinary differential equations, reducible to first order systems. We find a sequence of such solutions that converge to the exact solution. We study the precision, in terms of the local error, of the method by applying it to different well known examples. The advantage of the method over others widely used lies on the simplicity of its implementation.
We propose a high order numerical homogenization method for dissipative ordinary differential equations (ODEs) containing two time scales. Essentially, only first order homogenized model globally in time can be derived. To achieve a high order method, we have to adopt a numerical approach in the framework of the heterogeneous multiscale method (HMM). By a successively refined microscopic solver, the accuracy improvement up to arbitrary order is attained providing input data smooth enough. Based on the formulation of the high order microscopic solver we derived, an iterative formula to calculate the microscopic solver is then proposed. Using the iterative formula, we develop an implementation to the method in an efficient way for practical applications. Several numerical examples are presented to validate the new models and numerical methods.
We consider linear systems $Ax = b$ where $A in mathbb{R}^{m times n}$ consists of normalized rows, $|a_i|_{ell^2} = 1$, and where up to $beta m$ entries of $b$ have been corrupted (possibly by arbitrarily large numbers). Haddock, Needell, Rebrova and Swartworth propose a quantile-based Random Kaczmarz method and show that for certain random matrices $A$ it converges with high likelihood to the true solution. We prove a deterministic version by constructing, for any matrix $A$, a number $beta_A$ such that there is convergence for all perturbations with $beta < beta_A$. Assuming a random matrix heuristic, this proves convergence for tall Gaussian matrices with up to $sim 0.5%$ corruption (a number that can likely be improved).
Often in applications ranging from medical imaging and sensor networks to error correction and data science (and beyond), one needs to solve large-scale linear systems in which a fraction of the measurements have been corrupted. We consider solving such large-scale systems of linear equations $mathbf{A}mathbf{x}=mathbf{b}$ that are inconsistent due to corruptions in the measurement vector $mathbf{b}$. We develop several variants of iterative methods that converge to the solution of the uncorrupted system of equations, even in the presence of large corruptions. These methods make use of a quantile of the absolute values of the residual vector in determining the iterate update. We present both theoretical and empirical results that demonstrate the promise of these iterative approaches.
For a linear matrix function $f$ in $X in R^{mtimes n}$ we consider inhomogeneous linear matrix equations $f(X) = E$ for $E eq 0$ that have or do not have solutions. For such systems we compute optimal norm constrained solutions iteratively using the Conjugate Gradient and Lanczos methods in combination with the More-Sorensen optimizer. We build codes for ten linear matrix equations, of Sylvester, Lyapunov, Stein and structured types and their
Recently developed concept of dissipative measure-valued solution for compressible flows is a suitable tool to describe oscillations and singularities possibly developed in solutions of multidimensional Euler equations. In this paper we study the convergence of the first-order finite volume method based on the exact Riemann solver for the complete compressible Euler equations. Specifically, we derive entropy inequality and prove the consistency of numerical method. Passing to the limit, we show the weak and strong convergence of numerical solutions and identify their limit. The numerical results presented for the spiral, Kelvin-Helmholtz and the Richtmyer-Meshkov problem are consistent with our theoretical analysis.
J.J. Alvarez-Sanchez
,M. Gadella
,L.P. Lara
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(2020)
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"A discussion on the approximate solutions of first order systems of non-linear ordinary equations"
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Manuel Gadella
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