We propose a new sampling method for 2D and 3D implicit surfaces. The method is based on a stochastic process defined by the Langevin equation with a Gaussian random-force term. Our Langevin equation describes a stochastic-dynamical particle, which develops in time confined around the sampled implicit surface with small width. Its numerically generated solutions can be easily moved onto the sur...

Implicit methods for Hamilton Jacobi Bellman (HJB) partial differential equations give rise to highly nonlinear discretized algebraic equations. The classic policy iteration approach may not be efficient in many circumstances. In this article, we derive sufficient conditions to ensure convergence of a combined fixed point-policy iteration scheme for solution of the discretized equations. Numeri...

This paper investigates diagonally implicit Runge-Kutta methods in which the implicit relations can be solved in parallel and are singly diagonalimplicit on each processor. The algorithms are based on diagonally implicit iteration of fully implicit Runge-Kutta methods of high order. The iteration scheme is chosen in such a way that the resulting algorithm is ^(a)-stable or Z,(a)-stable with a e...

Let K be a subset of a real normed linear space E and let T be a self-mapping on K . T is said to be nonexpansive provided ‖Tx−Ty‖ ‖x− y‖ for all x, y ∈ K . Fixed-point iteration process for nonexpansive mappings in Banach spaces including Mann and Ishikawa iteration processes has been studied extensively by many authors to solve the nonlinear operator equations in Hilbert spaces and Banach spa...

In recent years, implicit stochastic Runge–Kutta (SRK) methods have been developed both for strong and weak approximations. For these methods, the stage values are only given implicitly. However, in practice these implicit equations are solved by iterative schemes such as simple iteration, modified Newton iteration or full Newton iteration. We employ a unifying approach for the construction of ...

Variational inequality theory has become a rich source of inspiration in the pure and applied mathematics. Variational inequalities not only have stimulated new results dealing with nonlinear partial differential equations, but also have been used in a large variety of problems arising in mechanics, physics, optimization and control nonlinear programming, economics and transportation equilibriu...