This paper presents an approach for solving a nonlinear stochastic differential equations (NSDEs) using a new basis functions (NBFs). These functions and their operational matrices are used for representing matrix form of the NBFs. With using this method in combination with the collocation method, the NSDEs are reduced a stochastic nonlinear system of equations and unknowns. Then, the error ana...

We survey the quadratic eigenvalue problem, treating its many applications, its mathematical properties, and a variety of numerical solution techniques. Emphasis is given to exploiting both the structure of the matrices in the problem (dense, sparse, real, complex, Hermitian, skew-Hermitian) and the spectral properties of the problem. We classify numerical methods and catalogue available software.

In this paper a nearest doubly stochastic matrix problem is studied. This problem is to find the closest doubly stochastic matrix with the prescribed (1, 1) entry to a given matrix. According to the well-established dual theory in optimization, the dual of the underlying problem is an unconstrained differentiable but not twice differentiable convex optimization problem. A Newton-type method is ...

A modification of the generalized shift-splitting (GSS) method is presented for solving singular saddle point problems. In this kind of modification, the diagonal shift matrix is replaced by a block diagonal matrix which is symmetric positive definite. Semiconvergence of the proposed method is investigated. The induced preconditioner is applied to the saddle point problem and the preconditioned...

In this paper, we study an efficient tridiagonal preconditioner, based on numerical differentiation, applied to the matrix-free truncated Newton method for unconstrained optimization. It is proved that this preconditioner is positive definite for many practical problems. The efficiency of the resulting matrix-free truncated Newton method is demonstrated by results of extensive numerical experim...

In this paper‎, two inverse problems of determining an unknown source term in a parabolic‎ equation are considered‎. ‎First‎, ‎the unknown source term is ‎estimated in the form of a combination of Chebyshev functions‎. ‎Then‎, ‎a numerical algorithm based on Chebyshev polynomials is presented for obtaining the solution of the problem‎. ‎For solving the problem‎, ‎the operational matrices of int...

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 liter...

in this paper, the deformation of a thick-walled circular cylindrical shell of incompressible isotropic elastic material is considered. the shell, which is made of three-term strain energy function is subjected to the combined external and axial loading pressure. in order to obtain the relevant eigenvalues, which is the main objective of the work, the incremental equilibrium equations are so...

This paper considers numerical methods for stability analyses of periodic solutions of ordinary differential equations. Stability of a periodic solution can be determined by the corresponding monodromy matrix and its eigenvalues. Some commonly used numerical methods can produce inaccurate results of them in some cases, for example, near bifurcation points or when one of the eigenvalues is very ...