Hilbert Space Splittings and Iterative Methods

Hilbert Space Splittings and Iterative Methods PDF Author: Michael Griebel
Publisher: Springer Nature
ISBN: 3031743709
Category : Electronic books
Languages : en
Pages : 444

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Book Description
This book is about the theory of so-called Schwarz methods for solving variational problems in a Hilbert space V arising from linear equations and their associated quadratic minimization problems. Schwarz methods are based on the construction of a sequence of approximate solutions by solving auxiliary variational problems on a set of (smaller, finite-dimensional) Hilbert spaces Vi in a certain order, combining them, and using the combined approximations in an iterative procedure. The spaces Vi form a so-called space splitting for V, they need not necessarily be subspaces of V, and their number can be finite or infinite. The convergence behavior of Schwarz methods is influenced by certain properties of the space splittings they are based on. These properties are identified, and a detailed treatment of traditional deterministic and more recent greedy and stochastic orderings in the subproblem solution process is given, together with an investigation of accelerated methods. To illustrate the abstract theory, the numerical linear algebra analogs of the iterative methods covered in the book are discussed. Its standard application to the convergence theory of multilevel and domain decomposition methods for solving PDE problems is explained, and links to optimization theory and online learning algorithms are given. Providing an introduction and overview of iterative methods which are based on problem decompositions and suitable for parallel and distributed computing, the book could serve as the basis for a one- or two-semester course for M.S. and Ph.D. students specializing in numerical analysis and scientific computing. It will also appeal to a wide range of researchers interested in scientific computing in the broadest sense.

Hilbert Space Splittings and Iterative Methods

Hilbert Space Splittings and Iterative Methods PDF Author: Michael Griebel
Publisher: Springer Nature
ISBN: 3031743709
Category : Electronic books
Languages : en
Pages : 444

Get Book Here

Book Description
This book is about the theory of so-called Schwarz methods for solving variational problems in a Hilbert space V arising from linear equations and their associated quadratic minimization problems. Schwarz methods are based on the construction of a sequence of approximate solutions by solving auxiliary variational problems on a set of (smaller, finite-dimensional) Hilbert spaces Vi in a certain order, combining them, and using the combined approximations in an iterative procedure. The spaces Vi form a so-called space splitting for V, they need not necessarily be subspaces of V, and their number can be finite or infinite. The convergence behavior of Schwarz methods is influenced by certain properties of the space splittings they are based on. These properties are identified, and a detailed treatment of traditional deterministic and more recent greedy and stochastic orderings in the subproblem solution process is given, together with an investigation of accelerated methods. To illustrate the abstract theory, the numerical linear algebra analogs of the iterative methods covered in the book are discussed. Its standard application to the convergence theory of multilevel and domain decomposition methods for solving PDE problems is explained, and links to optimization theory and online learning algorithms are given. Providing an introduction and overview of iterative methods which are based on problem decompositions and suitable for parallel and distributed computing, the book could serve as the basis for a one- or two-semester course for M.S. and Ph.D. students specializing in numerical analysis and scientific computing. It will also appeal to a wide range of researchers interested in scientific computing in the broadest sense.

Iterative Methods for Sparse Linear Systems

Iterative Methods for Sparse Linear Systems PDF Author: Yousef Saad
Publisher: SIAM
ISBN: 0898715342
Category : Mathematics
Languages : en
Pages : 537

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Book Description
Mathematics of Computing -- General.

Hilbert Space Splittings and Iterative Methods

Hilbert Space Splittings and Iterative Methods PDF Author: Michael Griebel
Publisher: Springer
ISBN: 9783031743696
Category : Mathematics
Languages : en
Pages : 0

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Book Description
This book is about the theory of so-called Schwarz methods for solving variational problems in a Hilbert space V arising from linear equations and their associated quadratic minimization problems. Schwarz methods are based on the construction of a sequence of approximate solutions by solving auxiliary variational problems on a set of (smaller, finite-dimensional) Hilbert spaces $V_i$ in a certain order, combining them, and using the combined approximations in an iterative procedure. The spaces $V_i$ form a so-called space splitting for V, they need not necessarily be subspaces of V, and their number can be finite or infinite. The convergence behavior of Schwarz methods is influenced by certain properties of the space splittings they are based on. These properties are identified, and a detailed treatment of traditional deterministic and more recent greedy and stochastic orderings in the subproblem solution process is given, together with an investigation of accelerated methods. To illustrate the abstract theory, the numerical linear algebra analogs of the iterative methods covered in the book are discussed. Its standard application to the convergence theory of multilevel and domain decomposition methods for solving PDE problems is explained, and links to optimization theory and online learning algorithms are given. Providing an introduction and overview of iterative methods which are based on problem decompositions and suitable for parallel and distributed computing, the book could serve as the basis for a one- or two-semester course for M.S. and Ph.D. students specializing in numerical analysis and scientific computing. It will also appeal to a wide range of researchers interested in scientific computing in the broadest sense.

New Splitting Iterative Methods for Solving Multidimensional Neutron Transport Equations

New Splitting Iterative Methods for Solving Multidimensional Neutron Transport Equations PDF Author: Jacques Tagoudjeu
Publisher: Universal-Publishers
ISBN: 1599423960
Category : Mathematics
Languages : en
Pages : 161

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Book Description
This thesis focuses on iterative methods for the treatment of the steady state neutron transport equation in slab geometry, bounded convex domain of Rn (n = 2,3) and in 1-D spherical geometry. We introduce a generic Alternate Direction Implicit (ADI)-like iterative method based on positive definite and m-accretive splitting (PAS) for linear operator equations with operators admitting such splitting. This method converges unconditionally and its SOR acceleration yields convergence results similar to those obtained in presence of finite dimensional systems with matrices possessing the Young property A. The proposed methods are illustrated by a numerical example in which an integro-differential problem of transport theory is considered. In the particular case where the positive definite part of the linear equation operator is self-adjoint, an upper bound for the contraction factor of the iterative method, which depends solely on the spectrum of the self-adjoint part is derived. As such, this method has been successfully applied to the neutron transport equation in slab and 2-D cartesian geometry and in 1-D spherical geometry. The self-adjoint and m-accretive splitting leads to a fixed point problem where the operator is a 2 by 2 matrix of operators. An infinite dimensional adaptation of minimal residual and preconditioned minimal residual algorithms using Gauss-Seidel, symmetric Gauss-Seidel and polynomial preconditioning are then applied to solve the matrix operator equation. Theoretical analysis shows that the methods converge unconditionally and upper bounds of the rate of residual decreasing which depend solely on the spectrum of the self-adjoint part of the operator are derived. The convergence of theses solvers is illustrated numerically on a sample neutron transport problem in 2-D geometry. Various test cases, including pure scattering and optically thick domains are considered.

Handbook of Mathematical Methods in Imaging

Handbook of Mathematical Methods in Imaging PDF Author: Otmar Scherzer
Publisher: Springer Science & Business Media
ISBN: 0387929193
Category : Mathematics
Languages : en
Pages : 1626

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Book Description
The Handbook of Mathematical Methods in Imaging provides a comprehensive treatment of the mathematical techniques used in imaging science. The material is grouped into two central themes, namely, Inverse Problems (Algorithmic Reconstruction) and Signal and Image Processing. Each section within the themes covers applications (modeling), mathematics, numerical methods (using a case example) and open questions. Written by experts in the area, the presentation is mathematically rigorous. The entries are cross-referenced for easy navigation through connected topics. Available in both print and electronic forms, the handbook is enhanced by more than 150 illustrations and an extended bibliography. It will benefit students, scientists and researchers in applied mathematics. Engineers and computer scientists working in imaging will also find this handbook useful.

Hilbert Space Methods in Partial Differential Equations

Hilbert Space Methods in Partial Differential Equations PDF Author: Ralph E. Showalter
Publisher: Courier Corporation
ISBN: 0486135799
Category : Mathematics
Languages : en
Pages : 226

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Book Description
This graduate-level text opens with an elementary presentation of Hilbert space theory sufficient for understanding the rest of the book. Additional topics include boundary value problems, evolution equations, optimization, and approximation.1979 edition.

The Krasnosel'skiĭ-Mann Iterative Method

The Krasnosel'skiĭ-Mann Iterative Method PDF Author: Qiao-Li Dong
Publisher: Springer Nature
ISBN: 3030916545
Category : Mathematics
Languages : en
Pages : 128

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Book Description
This brief explores the Krasnosel'skiĭ-Man (KM) iterative method, which has been extensively employed to find fixed points of nonlinear methods.

Variational Methods for the Numerical Solution of Nonlinear Elliptic Problem

Variational Methods for the Numerical Solution of Nonlinear Elliptic Problem PDF Author: Roland Glowinski
Publisher: SIAM
ISBN: 1611973783
Category : Mathematics
Languages : en
Pages : 473

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Book Description
Variational Methods for the Numerical Solution of Nonlinear Elliptic Problems?addresses computational methods that have proven efficient for the solution of a large variety of nonlinear elliptic problems. These methods can be applied to many problems in science and engineering, but this book focuses on their application to problems in continuum mechanics and physics. This book differs from others on the topic by presenting examples of the power and versatility of operator-splitting methods; providing a detailed introduction to alternating direction methods of multipliers and their applicability to the solution of nonlinear (possibly nonsmooth) problems from science and engineering; and showing that nonlinear least-squares methods, combined with operator-splitting and conjugate gradient algorithms, provide efficient tools for the solution of highly nonlinear problems. The book provides useful insights suitable for advanced graduate students, faculty, and researchers in applied and computational mathematics as well as research engineers, mathematical physicists, and systems engineers.

Additive Operator-Difference Schemes

Additive Operator-Difference Schemes PDF Author: Petr N. Vabishchevich
Publisher: Walter de Gruyter
ISBN: 3110321467
Category : Mathematics
Languages : en
Pages : 370

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Book Description
Applied mathematical modeling is concerned with solving unsteady problems. Splitting schemes are attributed to the transition from a complex problem to a chain of simpler problems. This book shows how to construct additive difference schemes (splitting schemes) to solve approximately unsteady multi-dimensional problems for PDEs. Two classes of schemes are highlighted: methods of splitting with respect to spatial variables (alternating direction methods) and schemes of splitting into physical processes. Also regionally additive schemes (domain decomposition methods) and unconditionally stable additive schemes of multi-component splitting are considered for evolutionary equations of first and second order as well as for systems of equations. The book is written for specialists in computational mathematics and mathematical modeling. All topics are presented in a clear and accessible manner.

Splitting Algorithms, Modern Operator Theory, and Applications

Splitting Algorithms, Modern Operator Theory, and Applications PDF Author: Heinz H. Bauschke
Publisher: Springer Nature
ISBN: 3030259390
Category : Mathematics
Languages : en
Pages : 500

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Book Description
This book brings together research articles and state-of-the-art surveys in broad areas of optimization and numerical analysis with particular emphasis on algorithms. The discussion also focuses on advances in monotone operator theory and other topics from variational analysis and nonsmooth optimization, especially as they pertain to algorithms and concrete, implementable methods. The theory of monotone operators is a central framework for understanding and analyzing splitting algorithms. Topics discussed in the volume were presented at the interdisciplinary workshop titled Splitting Algorithms, Modern Operator Theory, and Applications held in Oaxaca, Mexico in September, 2017. Dedicated to Jonathan M. Borwein, one of the most versatile mathematicians in contemporary history, this compilation brings theory together with applications in novel and insightful ways.