Linear convergence of generalized Weiszfeld's method

Computing ◽  
1980 ◽  
Vol 25 (3) ◽  
pp. 243-251 ◽  
Author(s):  
H. Voß ◽  
U. Eckhardt
Keyword(s):  
Linear Convergence ◽  
Weiszfeld’S Method

scholarly journals Convergence rate analysis of an iterative algorithm for solving the multiple-sets split equality problem

2019 ◽  
Vol 2019 (1) ◽  
Author(s):  
Shijie Sun ◽  
Meiling Feng ◽  
Luoyi Shi
Keyword(s):  
Convergence Rate ◽  
Iterative Algorithm ◽  
Sufficient Conditions ◽  
Linear Convergence ◽  
Regularity Property ◽  
Step Size ◽  
Bounded Linear ◽  
Split Equality Problem ◽  
Linear Convergence Rate ◽  
Equality Problem

Abstract This paper considers an iterative algorithm of solving the multiple-sets split equality problem (MSSEP) whose step size is independent of the norm of the related operators, and investigates its sublinear and linear convergence rate. In particular, we present a notion of bounded Hölder regularity property for the MSSEP, which is a generalization of the well-known concept of bounded linear regularity property, and give several sufficient conditions to ensure it. Then we use this property to conclude the sublinear and linear convergence rate of the algorithm. In the end, some numerical experiments are provided to verify the validity of our consequences.

Solving Vlasov-Poisson-Fokker-Planck Equations using NRxx method

2017 ◽  
Vol 21 (3) ◽  
pp. 782-807 ◽  
Author(s):  
Yanli Wang ◽  
Shudao Zhang
Keyword(s):  
Splitting Method ◽  
Linear Convergence ◽  
Mass Conservation ◽  
System A ◽  
Spectral Convergence ◽  
The Stability ◽  
The Moment ◽  
Stability And Accuracy ◽  
Fokker Planck Equations ◽  
Fokker Planck

AbstractWe present a numerical method to solve the Vlasov-Poisson-Fokker-Planck (VPFP) system using the NRxx method proposed in [4, 7, 9]. A globally hyperbolic moment system similar to that in [23] is derived. In this system, the Fokker-Planck (FP) operator term is reduced into the linear combination of the moment coefficients, which can be solved analytically under proper truncation. The non-splitting method, which can keep mass conservation and the balance law of the total momentum, is used to solve the whole system. A numerical problem for the VPFP system with an analytic solution is presented to indicate the spectral convergence with the moment number and the linear convergence with the grid size. Two more numerical experiments are tested to demonstrate the stability and accuracy of the NRxx method when applied to the VPFP system.

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