In this paper, a monotone linear complementarity reformulation of the nonnegative least squares problems in inequality sense is introduced. Then Mehrotra’s predictor-corrector interior point algorithm is applied to solve the resulting monotone linear complementarity problem. Our numerical experiments on several randomly generated test problems show that Mehrotra’s algorithm overperforms the wid...

Mathematical models of transport of radioactive contaminants in flowing groundwater involve large systems of coupled advection dominated transport equations. High-resolution explicit finite volume methods, if applied to advective part of model and combined with appropriate numerical methods for diffusion-dispersionreaction part, can offer precise and monotone numerical solutions, but they requi...

Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift in Hilbert spaces are considered‎. ‎The coefficients are assumed to have linear growth‎. ‎We do not impose coercivity conditions on coefficients‎. ‎A novel method of proof for establishing existence and uniqueness of the mild solution is proposed‎. ‎Examples on stochastic partial differentia...

As part of a continuing program of numerical tests of convergence accelerators, we have compared the iterated Aitken's A2 method, Wynn's e algorithm, Brezinski's 0 algorithm, and Levin's u transform on a broad range of test problems: linearly convergence alternating, monotone, and irregular-sign series, logarithmically convergent series, power method and Bernoulli method sequences, alternating ...

Generator is a concise representation for frequent itemset. And it has the anti-monotone property as the frequent itemset does, which is an important property in real applications. But when itemsets are attached with weights to balance importances between themselves, the anti-monotone property of generator may not hold. Additionally generator with weight may become tough to be dealt with in man...

In this paper we introduce an extension of the Fast Marching Method introduced by Sethian [6] for the eikonal equation modelling front evolutions in normal direction. The new scheme can deal with a time-dependent velocity without any restriction on its sign. This scheme is then used for solving dislocation dynamics problems in which the velocity of the front depends on the position of the front...

We obtain non-symmetric upper and lower bounds on the rate of convergence of general monotone approximation/numerical schemes for parabolic Hamilton Jacobi Bellman Equations by introducing a new notion of consistency. We apply our general results to various schemes including finite difference schemes, splitting methods and the classical approximation by piecewise constant controls.

In this article, we develop a test for the null hypothesis that a real-valued function belongs to a given parametric set against the non-parametric alternative that it is monotone, say decreasing. The method is described in a general model that covers the monotone density model, the monotone regression and the right-censoring model with monotone hazard rate. The criterion for testing is an L p-...

Following the results in Rüschendorf and Uckelmann (2002), we introduce the completely mixable distributions on R and prove that distributions with monotone density and moderate mean are completely mixable. Using this method we solve the minimization problem minXi∼P Ef(X1 + · · ·+ Xn) for convex functions f and marginal distributions P with monotone density. Our results also provide valuable im...