An iterative algorithm for random Wiener-Hopf equations involving numerical ranges
نویسندگان
چکیده
منابع مشابه
Numerical solution and simulation of random differential equations with Wiener and compound Poisson Processes
Ordinary differential equations(ODEs) with stochastic processes in their vector field, have lots of applications in science and engineering. The main purpose of this article is to investigate the numerical methods for ODEs with Wiener and Compound Poisson processes in more than one dimension. Ordinary differential equations with Ito diffusion which is a solution of an Ito stochastic differentia...
متن کاملthe algorithm for solving the inverse numerical range problem
برد عددی ماتریس مربعی a را با w(a) نشان داده و به این صورت تعریف می کنیم w(a)={x8ax:x ?s1} ، که در آن s1 گوی واحد است. در سال 2009، راسل کاردن مساله برد عددی معکوس را به این صورت مطرح کرده است : برای نقطه z?w(a)، بردار x?s1 را به گونه ای می یابیم که z=x*ax، در این پایان نامه ، الگوریتمی برای حل مساله برد عددی معکوس ارانه می دهیم.
15 صفحه اولAn accelerated gradient based iterative algorithm for solving systems of coupled generalized Sylvester-transpose matrix equations
In this paper, an accelerated gradient based iterative algorithm for solving systems of coupled generalized Sylvester-transpose matrix equations is proposed. The convergence analysis of the algorithm is investigated. We show that the proposed algorithm converges to the exact solution for any initial value under certain assumptions. Finally, some numerical examples are given to demons...
متن کاملAn Efficient Numerical Algorithm For Solving Linear Differential Equations of Arbitrary Order And Coefficients
Referring to one of the recent works of the authors, presented in~cite{differentialbpf}, for numerical solution of linear differential equations, an alternative scheme is proposed in this article to considerably improve the accuracy and efficiency. For this purpose, triangular functions as a set of orthogonal functions are used. By using a special representation of the vector forms of triangula...
متن کاملResearch Article Wiener-Hopf Equations Technique for General Variational Inequalities Involving Relaxed Monotone Mappings and Nonexpansive Mappings
We show that the general variational inequalities are equivalent to the general WienerHopf equations and use this alterative equivalence to suggest and analyze a new iterative method for finding the common element of the set of fixed points of a nonexpansive mapping and the set of solutions of the general variational inequality involving multivalued relaxed monotone operators. Our results impro...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 1994
ISSN: 0893-9659
DOI: 10.1016/0893-9659(94)90027-2