Convergence rate of Gibbs sampler and its application

2005 ◽  
Vol 48 (10) ◽  
pp. 1430 ◽  
Author(s):  
Kaican LI
Keyword(s):  
Convergence Rate ◽  
Gibbs Sampler

Convergence of Finite Fifference Method for Parabolic Problem

2003 ◽  
Vol 3 (1) ◽  
pp. 45-58 ◽  
Author(s):  
Dejan Bojović
Keyword(s):  
Convergence Rate ◽  
Boundary Value Problem ◽  
Heat Equation ◽  
Parabolic Problem ◽  
Initial Boundary ◽  
Initial Boundary Value Problem ◽  
Variable Coefficients ◽  
Rate Estimate ◽  
Convergence Rate Estimate ◽  
Initial Boundary Value

Abstract In this paper we consider the first initial boundary-value problem for the heat equation with variable coefficients in a domain (0; 1)x(0; 1)x(0; T]. We assume that the solution of the problem and the coefficients of the equation belong to the corresponding anisotropic Sobolev spaces. Convergence rate estimate which is consistent with the smoothness of the data is obtained.

On the approximation of $ \ exp (-x) $ on the half-axis by spline functions in three-point rational interpolants

2019 ◽  
pp. 32-37
Author(s):  
Abdul-Rashid Ramazanov ◽  
V.G. Magomedova
Keyword(s):  
Convergence Rate ◽  
Spline Functions ◽  
Rational Spline ◽  
Rational Interpolants ◽  
Half Axis

For the function $f(x)=\exp(-x)$, $x\in [0,+\infty)$ on grids of nodes $\Delta: 0=x_0<x_1<\dots $ with $x_n\to +\infty$ we construct rational spline-functions such that $R_k(x,f, \Delta)=R_i(x,f)A_{i,k}(x)\linebreak+R_{i-1}(x, f)B_{i,k}(x)$ for $x\in[x_{i-1}, x_i]$ $(i=1,2,\dots)$ and $k=1,2,\dots$ Here $A_{i,k}(x)=(x-x_{i-1})^k/((x-x_{i-1})^k+(x_i-x)^k)$, $B_{i,k}(x)=1-A_{i,k}(x)$, $R_j(x,f)=\alpha_j+\beta_j(x-x_j)+\gamma_j/(x+1)$ $(j=1,2,\dots)$, $R_j(x_m,f)=f(x_m)$ при $m=j-1,j,j+1$; we take $R_0(x,f)\equiv R_1(x,f)$. Bounds for the convergence rate of $R_k(x,f, \Delta)$ with $f(x)=\exp(-x)$, $x\in [0,+\infty)$, are found.

Stability Analysis of the Nanjung Water Diversion Twin Tunnels based on Convergence Measurement

2019 ◽  
Vol 1 (1) ◽  
pp. 49-60
Author(s):  
Simon Heru Prassetyo ◽  
Ganda Marihot Simangunsong ◽  
Ridho Kresna Wattimena ◽  
Made Astawa Rai ◽  
Irwandy Arif ◽  
...  
Keyword(s):  
Stability Analysis ◽  
Convergence Rate ◽  
Critical Strain ◽  
Convergence Rates ◽  
Strain Analysis ◽  
Water Diversion ◽  
Tunnel Face ◽  
Tunnel Stability ◽  
The Stability ◽  
Twin Tunnels

This paper focuses on the stability analysis of the Nanjung Water Diversion Twin Tunnels using convergence measurement. The Nanjung Tunnel is horseshoe-shaped in cross-section, 10.2 m x 9.2 m in dimension, and 230 m in length. The location of the tunnel is in Curug Jompong, Margaasih Subdistrict, Bandung. Convergence monitoring was done for 144 days between February 18 and July 11, 2019. The results of the convergence measurement were recorded and plotted into the curves of convergence vs. day and convergence vs. distance from tunnel face. From these plots, the continuity of the convergence and the convergence rate in the tunnel roof and wall were then analyzed. The convergence rates from each tunnel were also compared to empirical values to determine the level of tunnel stability. In general, the trend of convergence rate shows that the Nanjung Tunnel is stable without any indication of instability. Although there was a spike in the convergence rate at several STA in the measured span, that spike was not replicated by the convergence rate in the other measured spans and it was not continuous. The stability of the Nanjung Tunnel is also confirmed from the critical strain analysis, in which most of the STA measured have strain magnitudes located below the critical strain line and are less than 1%.

scholarly journals A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm

2014 ◽  
Vol 51 (1) ◽  
pp. 1-18 ◽  
Author(s):  
Dawei Hong ◽  
Shushuang Man ◽  
Jean-Camille Birget ◽  
Desmond S. Lun
Keyword(s):  
Brownian Motion ◽  
Convergence Rate ◽  
Fractional Brownian Motion ◽  
Parallel Algorithm ◽  
Uniform Approximation ◽  
Haar Wavelets ◽  
Hurst Index ◽  
Sample Paths ◽  
Vanishing Moment ◽  
Uniform Expansion

We construct a wavelet-based almost-sure uniform approximation of fractional Brownian motion (FBM) (Bt(H))_t∈[0,1] of Hurst index H ∈ (0, 1). Our results show that, by Haar wavelets which merely have one vanishing moment, an almost-sure uniform expansion of FBM for H ∈ (0, 1) can be established. The convergence rate of our approximation is derived. We also describe a parallel algorithm that generates sample paths of an FBM efficiently.

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