Results 31 to 40 of about 641 (184)
A Flexible Extended Krylov Subspace Method for Approximating Markov Functions of Matrices
A flexible extended Krylov subspace method (F-EKSM) is considered for numerical approximation of the action of a matrix function f(A) to a vector b, where the function f is of Markov type.
Shengjie Xu, Fei Xue
doaj +1 more source
Sparse Regularization Least-Squares Reverse Time Migration Based on the Krylov Subspace Method
Least-squares reverse time migration (LSRTM) is an advanced seismic imaging technique that reconstructs subsurface models by minimizing the residuals between simulated and observed data. Mathematically, the LSRTM inversion of the sub-surface reflectivity
Guangshuai Peng +4 more
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A structurally localized ensemble Kalman filtering approach
We derive an inherently localized ensemble Kalman filtering (EnKF) approach, avoiding the need for any auxiliary localization technique. The idea is to first use the variational Bayesian optimization to approximate the (continuous) state analysis probability density function (pdf) by a product of independent marginal pdfs corresponding to small ...
Boujemaa Ait‐El‐Fquih +1 more
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To better simulate the prices of underlying assets and improve the accuracy of pricing financial derivatives, an increasing number of new models are being proposed.
Xu Chen +3 more
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ABSTRACT Structural mechanics field simulation plays a critical role in the vibration characteristic analysis of electrical equipment. Existing structural field analysis of equipment based on numerical simulation faces challenges such as convergence difficulties and prolonged computational time, failing to meet the demand for real‐time prediction of ...
Wanqing Wang +6 more
wiley +1 more source
In many fields of science and engineering, partial differential equation (PDE) constrained optimal control problems are widely used. We mainly solve the optimization problem constrained by the time-periodic eddy current equation in this paper. We propose
Yan-Ran Li, Xin-Hui Shao, Shi-Yu Li
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Solid Mechanics Segregated Solver Acceleration With Jacobian‐Free Newton‐Krylov
ABSTRACT The segregated algorithm is a common approach for finite volumes solvers in solid mechanics, providing a memory‐efficient and straightforward implementation. Due to the inter‐coupling of the components through the source terms, it suffers from a slow convergence behavior in specific scenarios, such as geometries with significantly uneven ...
Andry Monlon +5 more
wiley +1 more source
We introduce a novel method to obtain level densities in large-scale shell-model calculations. Our method is a stochastic estimation of eigenvalue count based on a shifted Krylov-subspace method, which enables us to obtain level densities of huge ...
Noritaka Shimizu +5 more
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Coupled Clustering in Hierarchical Matrices for the Oseen Problem
Fluid flow problems can be modelled by the Navier‐Stokes or, after linearization, by the Oseen equations. Their discretization results in linear systems in saddle point form which are typically very large and need to be solved iteratively. We propose a novel block structure for hierarchical matrices which is then used to build preconditioners for the ...
Jonas Grams, Sabine Le Borne
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On Some Numerical Methods for Solving Large Differential Nonsymmetric Stein Matrix Equations
In this paper, we propose a new numerical method based on the extended block Arnoldi algorithm for solving large-scale differential nonsymmetric Stein matrix equations with low-rank right-hand sides.
Lakhlifa Sadek +2 more
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