Numerical Discrete Algorithm for Some Nonlinear Problems
نویسندگان
چکیده
In this paper we use the eigenfunctions of the Laplacian to approximate the solution of some nonlinear equations which are used to model natural phenomena (as the Navier-Stokes flow equations, for instance). In this respect we propose a numerical algorithm, combining the Uzawa and Arrow-Hurwitz algorithms. The algorithm proposed here shares features from both algorithms, and it has the following advantages upon them: the usage of a single parameter (like in the Uzawa algorithm) and the fact that the approximative equation is linear (like in Arrow-Hurwitz algorithm). We prove the convergence of the approximate solution to the weak solution of the given equation. Next, we apply a Galerkin-type discretization of this algorithm in order to compute the approximate solution. 1 An Arrow-Hurwicz-Uzawa Type Algorithm In this section we develop a numerical algorithm used to approximate the solution of the stationary nonlinear Navier-Stokes system, combining Uzawa and Arrow-Hurwicz algorithms presented in [6], which represent extensions of the classical Uzawa and Arrow-Hurwicz algorithms that appear in nonlinear optimization problems. We describe the algorithm and prove the convergence
منابع مشابه
A regularization method for solving a nonlinear backward inverse heat conduction problem using discrete mollification method
The present essay scrutinizes the application of discrete mollification as a filtering procedure to solve a nonlinear backward inverse heat conduction problem in one dimensional space. These problems are seriously ill-posed. So, we combine discrete mollification and space marching method to address the ill-posedness of the proposed problem. Moreover, a proof of stability and<b...
متن کاملNumerical algorithm for discrete barrier option pricing in a Black-Scholes model with stationary process
In this article, we propose a numerical algorithm for computing price of discrete single and double barrier option under the emph{Black-Scholes} model. In virtue of some general transformations, the partial differential equations of option pricing in different monitoring dates are converted into simple diffusion equations. The present method is fast compared to alterna...
متن کاملA Trust Region Algorithm for Solving Nonlinear Equations (RESEARCH NOTE)
This paper presents a practical and efficient method to solve large-scale nonlinear equations. The global convergence of this new trust region algorithm is verified. The algorithm is then used to solve the nonlinear equations arising in an Expanded Lagrangian Function (ELF). Numerical results for the implementation of some large-scale problems indicate that the algorithm is efficient for these ...
متن کاملA Discrete Singular Convolution Method for the Seepage Analysis in Porous Media with Irregular Geometry
A novel discrete singular convolution (DSC) formulation is presented for the seepage analysis in irregular geometric porous media. The DSC is a new promising numerical approach which has been recently applied to solve several engineering problems. For a medium with regular geometry, realizing of the DSC for the seepage analysis is straight forward. But DSC implementation for a medium with ir...
متن کاملA numerical scheme for solving nonlinear backward parabolic problems
In this paper a nonlinear backward parabolic problem in one dimensional space is considered. Using a suitable iterative algorithm, the problem is converted to a linear backward parabolic problem. For the corresponding problem, the backward finite differences method with suitable grid size is applied. It is shown that if the coefficients satisfy some special conditions, th...
متن کاملA Particle Swarm Optimization Algorithm for Mixed-Variable Nonlinear Problems
Many engineering design problems involve a combination of both continuous anddiscrete variables. However, the number of studies scarcely exceeds a few on mixed-variableproblems. In this research Particle Swarm Optimization (PSO) algorithm is employed to solve mixedvariablenonlinear problems. PSO is an efficient method of dealing with nonlinear and non-convexoptimization problems. In this paper,...
متن کامل