Low Rank Approximate Solutions Obtained from a Different Application of Global Arnoldi̇ Method
نویسندگان
چکیده
The aim of this paper is to examine a numerical method for the computation of approximate solution of the continuous-time algebraic Riccati equation using Krylov subspace matrix. First of all, Global Arnoldi process is initiated to construct an orthonormal basis. In addition, Krylov subspace matrix is employed as projection method because it is one of the frequently referred method in the literature. Lastly, some numerical examples are given in order to explain how this method works.
منابع مشابه
A wavelet method for stochastic Volterra integral equations and its application to general stock model
In this article,we present a wavelet method for solving stochastic Volterra integral equations based on Haar wavelets. First, we approximate all functions involved in the problem by Haar Wavelets then, by substituting the obtained approximations in the problem, using the It^{o} integral formula and collocation points then, the main problem changes into a system of linear or nonlinear equation w...
متن کاملApplication of Homotopy Perturbation Method to Nonlinear Equations Describing Cocurrent and Countercurrent Imbibition in Fractured Porous Media
In oil industry, spontaneous imbibition is an important phenomenon in recovery from fractured reservoirs which can be defined as spontaneous uptake of a wetting fluid into a porous solid. Spontaneous imbibition involves both cocurrent and countercurrent flows. When a matrix block is partially covered by water, oil recovery is dominated by cocurrent imbibition i.e. the production of non wettin...
متن کاملSolitary Wave solutions of the BK equation and ALWW system by using the first integral method
Solitary wave solutions to the Broer-Kaup equations and approximate long water wave equations are considered challenging by using the rst integral method.The exact solutions obtained during the present investigation are new. This method can be applied to nonintegrable equations as well as to integrable ones.
متن کاملOscillation Theory and Numerical Solution of Fourth Order Sturm-Liouville Problems
A shooting method is developed to approximate the eigenvalues and eigenfunctions of a 4th order Sturm-Liouville problem. The main tool is a miss-distance function M(), which counts the number of eigenvalues less than. The method approximates the coeecients of the diierential equation by piecewise-constant functions, which enables an exact solution to be found on each mesh interval. In order to ...
متن کاملSmoothed analysis for low-rank solutions to semidefinite programs in quadratic penalty form
Semidefinite programs (SDP) are important in learning and combinatorial optimization with numerous applica-tions. In pursuit of low-rank solutions and low complexity algorithms, we consider the Burer–Monteiro factorizationapproach for solving SDPs. We show that all approximate local optima are global optima for the penalty formulationof appropriately rank-constrained SDPs as long as...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2013