Exponential Convergence Properties of Autocovariance Matrix Inverses and Latent Vector Prediction Coefficients

1992 ◽  
Vol 13 (4) ◽  
pp. 1067-1084
Author(s):  
John L. Eltinge
Keyword(s):  
Exponential Convergence ◽  
Convergence Properties ◽  
Latent Vector ◽  
Autocovariance Matrix

Convergence properties of hit-and-run samplers

1998 ◽  
Vol 14 (4) ◽  
pp. 767-800
Author(s):  
Claude Bélisle ◽  
Arnon Boneh ◽  
Richard J. Caron
Keyword(s):  
Convergence Properties ◽  
Hit And Run

scholarly journals A fast sparse spectral method for nonlinear integro-differential Volterra equations with general kernels

2021 ◽  
Vol 47 (3) ◽  
Author(s):  
Timon S. Gutleb
Keyword(s):  
Open Source ◽  
Spectral Method ◽  
Jacobi Polynomial ◽  
Numerical Experiments ◽  
Exponential Convergence ◽  
Analytic Solutions ◽  
Convolution Type ◽  
Volterra Equations ◽  
Polynomial Bases ◽  
Sparsity Structure

AbstractWe present a sparse spectral method for nonlinear integro-differential Volterra equations based on the Volterra operator’s banded sparsity structure when acting on specific Jacobi polynomial bases. The method is not restricted to convolution-type kernels of the form K(x, y) = K(x − y) but instead works for general kernels at competitive speeds and with exponential convergence. We provide various numerical experiments based on an open-source implementation for problems with and without known analytic solutions and comparisons with other methods.

scholarly journals Singularly Perturbed Oscillators with Exponential Nonlinearities

2021 ◽  
Author(s):  
S. Jelbart ◽  
K. U. Kristiansen ◽  
P. Szmolyan ◽  
M. Wechselberger
Keyword(s):  
Limit Cycles ◽  
Space Dimension ◽  
Blow Up ◽  
Exponential Convergence ◽  
Model System ◽  
Piecewise Smooth ◽  
Singularly Perturbed ◽  
Model Systems ◽  
Smooth System ◽  
Unique Limit

AbstractSingular exponential nonlinearities of the form $$e^{h(x)\epsilon ^{-1}}$$ e h ( x ) ϵ - 1 with $$\epsilon >0$$ ϵ > 0 small occur in many different applications. These terms have essential singularities for $$\epsilon =0$$ ϵ = 0 leading to very different behaviour depending on the sign of h. In this paper, we consider two prototypical singularly perturbed oscillators with such exponential nonlinearities. We apply a suitable normalization for both systems such that the $$\epsilon \rightarrow 0$$ ϵ → 0 limit is a piecewise smooth system. The convergence to this nonsmooth system is exponential due to the nonlinearities we study. By working on the two model systems we use a blow-up approach to demonstrate that this exponential convergence can be harmless in some cases while in other scenarios it can lead to further degeneracies. For our second model system, we deal with such degeneracies due to exponentially small terms by extending the space dimension, following the approach in Kristiansen (Nonlinearity 30(5): 2138–2184, 2017), and prove—for both systems—existence of (unique) limit cycles by perturbing away from singular cycles having desirable hyperbolicity properties.

scholarly journals Distributed Solving Sylvester equations with an explicit exponential Convergence

2020 ◽  
Vol 53 (2) ◽  
pp. 3260-3265
Author(s):  
Songsong Cheng ◽  
Xianlin Zeng ◽  
Yiguang Hong
Keyword(s):  
Exponential Convergence
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