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2. Computation of the Impedance of an Infinitely Long Helical Transmission Line by Numerical Methods (Short Papers)
- Author
-
C.T. Carson and D.C. Wynn
- Subjects
Physics ,Radiation ,Numerical analysis ,Mathematical analysis ,Impedance matching ,Quarter-wave impedance transformer ,Condensed Matter Physics ,Characteristic impedance ,Transmission line ,Electronic engineering ,Electrical and Electronic Engineering ,Propagation constant ,Electrical impedance ,Reflections of signals on conducting lines - Abstract
A numerical method is given for the determination of the impedance of an infinitely long thin-wire helix. The propagation constant of the current for zero tangential electric field is found and used in a variational expression for impedance. Asymptotic values of resistance versus pitch are compared with resistances of infinitely long straight-wire antennas.
- Published
- 1974
3. Extension of a Recent Paper by Fox, Henrici and Moler on Eigenvalues of Elliptic Operators
- Author
-
Karl Nickel
- Subjects
Algebra ,Numerical Analysis ,Computational Mathematics ,Quarter period ,Elliptic operator ,Applied Mathematics ,Mathematical analysis ,Extension (predicate logic) ,Eigenvalues and eigenvectors ,Mathematics ,Jacobi elliptic functions - Published
- 1967
4. A Numerical Method for the Solution of the Junction of Cylindrical Waveguides (Short Papers)
- Author
-
H. Oraizi and J. Perini
- Subjects
Radiation ,Offset (computer science) ,business.industry ,Numerical analysis ,Mathematical analysis ,Condensed Matter Physics ,law.invention ,Error function ,Amplitude ,Optics ,Modal ,law ,Boundary value problem ,Electrical and Electronic Engineering ,business ,Waveguide ,Linear equation ,Mathematics - Abstract
In order to solve the waveguide junction problem numerically, we express the fields in the guides by truncated modal expansions and construct an error function which is a measure of the mean-square error in the matching of the boundary conditions at the junction. The minimum of this error leads to a set of linear equations for the modal amplitudes. Offset rectangular waveguides with amplitude and current excitations are studied. A weighting factor which multiplies the error contribution due to the magnetic field is studied, and a criterion for its selection given.
- Published
- 1973
5. COUNTS DELAYED BUT NOT LOST-A NOTE ON A PAPER OF HAIGHT.
- Author
-
Anderson, J. A. and Bithell, J. F.
- Subjects
MIXTURE distributions (Probability theory) ,MARKOV processes ,STOCHASTIC processes ,DISTRIBUTION (Probability theory) ,NUMERICAL analysis ,MATHEMATICAL analysis ,PROBABILITY theory - Abstract
This paper generalizes, by the use of compound distributions, a result of HAIGHT (1966) on counts that are delayed but not lost. An application of Markov chains indicates a simple method of numerical evaluation of the distributions involved. Finally a continuous time analogue is studied. [ABSTRACT FROM AUTHOR]
- Published
- 1967
- Full Text
- View/download PDF
6. ASYMPTOTICALLY OPTIMAL TESTS OF COMPOSITE HYPOTHESIS FOR RANDOMIZED EXPERIMENTS WITH NONCONTROLLED PREDICTOR VARIABLES.
- Author
-
Neyman, Jerzy and Scott, Elizabeth L.
- Subjects
RANDOM variables ,HYPOTHESIS ,DISTRIBUTION (Probability theory) ,MATHEMATICAL analysis ,NUMERICAL analysis ,CHARACTERISTIC functions - Abstract
The paper is concerned with randomized experiments with one treatment. Two randomization schemes are considered: randomized pairs and unrestricted randomization. If effective at all, the treatment is supposed to affect the conditional distribution of the "experimental" variable Y given another variable X, called "predictor". The distribution of X is not affected by the treatment. Using the general theory published elsewhere, the paper deduces the locally asymptotically optimal test of the hypothesis that the treatment has no effect. Apart from the usual difficulties connected with asymptotic tests (how large must N be?), the theory is easily applicable in many "live" cases even though the conditional distribution of Y given X may contain nuisance parameters and be of unusual form. [ABSTRACT FROM AUTHOR]
- Published
- 1965
- Full Text
- View/download PDF
7. ON THE LOADING PROBLEM--A COMMENT.
- Author
-
Lev, Benjamin
- Subjects
ALGORITHMS ,HEURISTIC programming ,MATHEMATICAL programming ,MATHEMATICAL optimization ,RESOURCE allocation ,RESOURCE management ,MATHEMATICAL models ,MATHEMATICAL analysis ,NUMERICAL analysis ,OPERATIONS research ,PROBLEM solving - Abstract
The author responds to the paper "The Loading Problem," by Eilon and Christofides. He focuses on suggesting a solution to the problem. The recommended solution involves a heuristic algorithm that allegedly requires fewer computations than the one proposed by Eilon and Christofides. It is suggested that the simpler algorithm offered by the author reaches mathematical optimization as often as the aforementioned algorithm. It is further proposed that the algorithm presented by Eilon and Christofides cannot be used to solve multi-dimensional programming problems. The author goes on to discuss a numerical analysis that can be used for the allocation of industrial resources. Related mathematical models are discussed in detail. A table comparing the results of the two algorithms is also presented.
- Published
- 1972
- Full Text
- View/download PDF
8. RISK-SENSITIVE MARKOV DECISION PROCESSES.
- Author
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Howard, Ronald A. and Matheson, James E.
- Subjects
MARKOV processes ,ITERATIVE methods (Mathematics) ,STOCHASTIC processes ,DECISION making ,PROBABILITY theory ,NUMERICAL analysis ,RISK ,MATHEMATICAL analysis ,MATHEMATICAL optimization ,MATHEMATICAL models - Abstract
This paper considers the maximization of certain equivalent reward generated by a Markov decision process with constant risk sensitivity. First, value iteration is used to optimize possibly time-varying processes of finite duration. Then a policy iteration procedure is developed to find the stationary policy with highest certain equivalent gain for the infinite duration case. A simple example demonstrates both procedures. [ABSTRACT FROM AUTHOR]
- Published
- 1972
- Full Text
- View/download PDF
9. THE USE OF MULTIPLE RANKING PROCEDURES TO ANALYZE SIMULATIONS OF MANAGEMENT SYSTEMS: A TUTORIAL.
- Author
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Kleijnen, Jack P. C., Naylor, Thomas H., and Seaks, Terry G.
- Subjects
COMPUTER simulation ,SIMULATION methods & models ,SYSTEM analysis ,RANKING (Statistics) ,DATA analysis ,NUMERICAL analysis ,MANAGEMENT science ,MATHEMATICAL models ,MATHEMATICAL analysis ,OPERATIONS research - Abstract
This paper describes the use of multiple ranking procedures to analyze data generated from computer simulation experiments with models of management systems. After outlining the rationale for the use of multiple ranking procedures with computer simulation experiments and defining some basic terminology, we examine several specific multiple ranking procedures. Careful attention is given to the assumptions underlying the different multiple ranking procedures and the extent to which these assumptions are satisfied by the data generated by simulation experiments. An example model is included to illustrate the applicability of multiple ranking procedures to simulation experiments in management science. [ABSTRACT FROM AUTHOR]
- Published
- 1972
- Full Text
- View/download PDF
10. Addendum to a Multiple-Precision Division Algorithm.
- Author
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Mifsud, Charles J. and Bohlen, Michael J.
- Subjects
ALGORITHMS ,DIVISION algebras ,COMPUTATIONAL mathematics ,ALGEBRA ,MATHEMATICAL analysis ,NUMERICAL analysis - Abstract
Presents the author's comments on the paper "A Multiple-Precision Division Algorithm," by C.J. Mifsud, published in the November 1970 issue of the journal "Communications of the ACM." Account of difficulties that arises with the programming and implementation of the algorithm described in the paper; Avoidance of the possibility of overflow in the calculation of trial cipher; Solution to the problems the algorithm described in the paper; Suggestions for additional informative statements that should be inserted in the original algorithm.
- Published
- 1973
- Full Text
- View/download PDF
11. TABLES OF BOUNDS FOR DISTRIBUTIONS WITH MONOTONE HAZARD RATE.
- Author
-
Barlow, Richard E. and Marshall, Albert W.
- Subjects
DISTRIBUTION (Probability theory) ,HYPOTHESIS ,EQUATIONS ,MATHEMATICAL analysis ,NUMERICAL analysis ,OPERATOR theory - Abstract
This paper presents in a form convenient for applications a number of bounds for distributions with monotone hazard rate. These bounds, together with their proofs and various generalizations have been obtained by Barlow and Marshall (1964). However, many of them can be characterized only through solutions of transcendental equations, and machine calculation has been necessary to make them accessible. Section 2 gives a listing of the results, and those without explicit forms are tabulated. Section 3 lists various related bounds which are of interest for purposes of comparison, and for use when the hypothesis of monotone hazard rate is not satisfied. Applications of the bounds are discussed in Section 4, together with some numerical examples. [ABSTRACT FROM AUTHOR]
- Published
- 1965
- Full Text
- View/download PDF
12. AN IMPROVED STARTING ALGORITHM FOR THE FORD-FULKERSON APPROACH TO THE TRANSPORTATION PROBLEM.
- Author
-
Mueller-Merbach, Heiner
- Subjects
TRANSPORTATION problems (Programming) ,ALGORITHMS ,LINEAR programming ,ASSIGNMENT problems (Programming) ,NUMERICAL analysis ,MATHEMATICAL variables ,NETWORK analysis (Planning) ,DISTRIBUTION (Economic theory) ,COST control ,MATHEMATICAL analysis ,LOCATION problems (Programming) ,EDUCATION - Abstract
This paper presents an algorithm for yielding an improved initial dual solution of the transportation problem when the network flow algorithm of Ford and Fulkerson is used. (1) The algorithm is described. (2) It is demonstrated by means of a numerical example. (3) Computational experience is reported. 400 medium-sized (30 X 80; 50 X 60; 50 X 80) test problems with three different kinds of distance matrices and two different kinds of shipment quantity vectors were evaluated. The average improvement over the usual method was about 30%. [ABSTRACT FROM AUTHOR]
- Published
- 1966
- Full Text
- View/download PDF
13. NUMERICAL SOLUTION OF THE PROBLEM OF OPTIMUM DISTRIBUTION OF EFFORT.
- Author
-
Miehle, William
- Subjects
NUMERICAL analysis ,MATHEMATICAL analysis ,COMPUTERS ,TASKS ,MATHEMATICAL optimization ,OPERATIONS research ,EQUATIONS ,ADDITIVE functions ,MATHEMATICS - Abstract
This paper is an extension of previously published work by Bernard O. Koopman to the general case of any number of tasks and any effect function. A systematic method for the numerical calculation of the maximum effect and its corresponding optimum distribution is presented in a form which is also suitable for solution on an automatic digital computer. For the special case of additive returns which saturate, a special graphical or numerical method for any number of tasks is presented with an example worked out in detail A similar method for multiplicative effects is sketched. [ABSTRACT FROM AUTHOR]
- Published
- 1954
- Full Text
- View/download PDF
14. An Algorithm for Filon Quadrature.
- Author
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Chase, Stephen M. and Fosdick, Lloyd D.
- Subjects
ALGORITHMS ,NUMERICAL analysis software ,NUMERICAL integration ,NUMERICAL analysis ,MATHEMATICAL analysis ,COMPUTER programming - Abstract
An algorithm for Filon quadrature is described. Considerable attention has been devoted to an analysis of the round-off and truncation errors. The algorithm includes an automatic error control feature. [ABSTRACT FROM AUTHOR]
- Published
- 1969
- Full Text
- View/download PDF
15. THE RELIABILITY OF DEPENDENT PARALLEL OR STANDBY N-UNIT REDUNDANCIES.
- Author
-
Eiss, Joseph J.
- Subjects
NUMERICAL analysis ,CONTAGIOUS distributions ,MOMENTUM distributions ,QUANTITATIVE research ,STATISTICS ,MATHEMATICAL analysis - Abstract
This paper is concerned with evaluating the reliability of a redundant configuration, given that at any random time its surviving components are operating with failure distributions that are dependent upon the set of failed components. An expression (9) is derived for the reliability of this class of configurations and is then generalized to obtain an expression (23) for the reliability of a similar configuration whose component failure distributions are dependent also upon the time of the last such failure. These expressions are then applied to evaluating the reliability of a stand-by configuration with off-line failures, and the reliability of a parallel configuration for which at least a certain number of components must survive in order that the configuration operate satisfactorily. [ABSTRACT FROM AUTHOR]
- Published
- 1968
- Full Text
- View/download PDF
16. QUEUING PROCESSES AT COMPETING SERVICE FACILITIES.
- Author
-
Sobel, Matthew J.
- Subjects
QUEUING theory ,CUSTOMER service research ,SERVICE industries research ,NUMERICAL analysis ,MATHEMATICAL analysis ,MATHEMATICAL models ,GRAPHIC methods ,DUOPOLIES ,OLIGOPOLIES - Abstract
The queuing models constructed here have the feature that a service facility tends to lose its customers if they often encounter lengthy delays. Structurally, the arrival processes are assumed to depend on past waiting times, hence on past arrival and service processes. The cases investigated include a a service facility with several competitors and a facility with very many competitors; these correspond roughly to oligopoly and to perfect competition in micro-economics. For the duopoly case, approximate analytical solutions are presented along with graphs for numerical solutions. A data sample is given that is moderately consistent with the duopoly model. [ABSTRACT FROM AUTHOR]
- Published
- 1973
- Full Text
- View/download PDF
17. THE POWER OF AN F-TEST IN THE CONTEXT OF A STRUCTURAL EQUATION.
- Author
-
Revankar, Nagesh and Mallela, Parthasaradhi
- Subjects
STATISTICAL hypothesis testing ,MATHEMATICAL analysis ,MATHEMATICAL literature ,MATHEMATICAL variables ,MATHEMATICAL constants ,MATHEMATICAL statistics ,NUMERICAL analysis ,STRUCTURAL analysis (Engineering) ,MATRICES (Mathematics) ,STRUCTURAL dynamics - Abstract
The article discusses the econometric literature suggesting an exact F-test on a specific class of hypothesis in the context of a structural equation. The authors' consideration on is based on the consistency of the test which is similar to the recent asymptotic test, and the unique characteristic which is the possibility of the test to obtain an exact analytical expression for the power. Mathematical equations using different formula including that of matrices, as well as several dependent variables are also presented in the paper.
- Published
- 1972
- Full Text
- View/download PDF
18. A Precise Numerical Analysis Program.
- Author
-
Aberth, Oliver and Willoughby, R.A.
- Subjects
NUMERICAL analysis ,MATHEMATICAL programming ,COMPUTER software ,MATHEMATICAL analysis ,COMPUTER science ,COMPUTER programming - Abstract
A description is given of a program for computing the solution to a small number of standard numerical analysis problems to any specified accuracy, up to a limit of 2000 correct decimal places. Each computed number is bounded in an interval with a multiple precision midpoint. Arithmetic operations involving these numbers are executed according to interval arithmetic concepts, with non-significant digits automatically discarded. Details are supplied of problem specification and problem computation. [ABSTRACT FROM AUTHOR]
- Published
- 1974
- Full Text
- View/download PDF
19. UNIVERSITIES.
- Subjects
UNIVERSITIES & colleges ,COMPUTER systems ,STUDENTS ,COMPUTER training ,MATHEMATICAL analysis ,MACHINE theory ,NUMERICAL analysis - Abstract
The article reports that a National Science Foundation grant of $1.2 million will be used by Purdue University for the purchase and operation of a new time sharing computer system complex and for augmenting the computer center staff. Negotiations are already under way to acquire a Control Data Corp. G500 computer, among the largest commercial computers built in the United States. The system is expected to be installed in the new Mathematical Sciences building in August 1967. The new system will allow researchers to solve much more complicated problems, and will permit Purdue students and staff members from all schools on campus to obtain results from the computer at least five times as fast as heretofore possible. A computer science program leading to a Master of Science degree has been initiated at New Mexico State University beginning with the fall semester, 1967. Both the program and the staff have an interdisciplinary nature with specialization areas including theory of algorithms, automata theory, logical design, threshold logic, numerical analysis, programming languages and systems, and information systems.
- Published
- 1967
20. Cubic Spline Solutions to Fourth-order Boundary Value Problems.
- Author
-
Hoskins, W. D. and Willoughby, R.A.
- Subjects
BOUNDARY value problems ,DIFFERENTIAL equations ,COMPLEX variables ,NUMERICAL analysis ,FINITE differences ,MATHEMATICAL analysis - Abstract
The cubic spline approximation to the fourth-order differential equation y
in + p(x)y" + q(x)y' + r(x)y = t(x) is shown to reduce to the solution of a five-term recurrence relationship. For some special cases the approximation is shown to be simply related to a finite difference representation with a local truncation error of order (1/720)δ³y)?. [ABSTRACT FROM AUTHOR]- Published
- 1973
- Full Text
- View/download PDF
21. George Forsythe and the Development of Computer Science.
- Author
-
Knuth, Donald E.
- Subjects
COMPUTER science ,COMPUTER programming ,MATHEMATICAL analysis ,CYBERNETICS ,COLLEGE teachers ,NUMERICAL analysis - Abstract
This article discusses professor George E. Forsythe's contributions to the establishment of computer science as a recognized discipline. It is generally agreed that he, more than any other man, is responsible for the rapid development of computer science in the world's colleges and universities. His foresight, combined with his untiring efforts to spread the gospel of computing, have had a significant and lasting impact; one might almost regard him as the Martin Luther of the Computer Reformation. His early training and research in numerical analysis was a good blend of theory and practice. Starting in 1948 he worked for the National Bureau of Standards' Institute for Numerical Analysis in Los Angeles, California, where he did extensive programming for the SWAC computer. In 1954 this Institute became part of U.C.L.A. and he put a great deal of energy into the teaching of mathematics and numerical analysis. He also worked on non-numerical problems, such as the tabulation of all possible semi-groups on four elements; at this time, he considered such combinatorial algorithms to be a part of numerical analysis and he regarded automatic programming as another branch. He began to foresee the less obvious implications of programming.
- Published
- 1972
- Full Text
- View/download PDF
22. A General Method of Systematic Interval Computation for Numerical Integration of Initial Value Problems.
- Author
-
Martin, W. C., Paulson, K. C., Sashkin, L., and Traub, J.F.
- Subjects
NUMERICAL solutions to initial value problems ,NUMERICAL analysis ,NUMERICAL integration ,DIFFERENTIAL equations ,BOUNDARY value problems ,MATHEMATICAL analysis - Abstract
A procedure is given for continuously computing and monitoring the step size to be used by a self-starting, pth-order numerical integration method to solve an initial value problem. The procedure uses an estimate of the truncation error to calculate the step size. [ABSTRACT FROM AUTHOR]
- Published
- 1966
- Full Text
- View/download PDF
23. Symbolic Factoring of Polynomials in Several Variables.
- Author
-
Jordan, Dale E., Kain, Richard Y., and Clapp, Lewis C.
- Subjects
POLYNOMIALS ,ALGORITHMS ,FACTORS (Algebra) ,MATHEMATICAL programming ,NUMERICAL analysis ,MATHEMATICAL analysis - Abstract
An algorithm for finding the symbolic factors of multivariate polynomial with integer coefficients is presented. The algorithm is an extension of a technique used by Kronecker in a proof that the prime factoring of any polynomial may be found in a finite number of steps. The algorithm consists of factoring single-variable instances of the given polynomial by Kronecker's method and introducing the remaining variables by interpolation. Techniques for implementing the algorithm and several examples are discussed. The algorithm promises sufficient power to be used efficiently in an online system for symbolic mathematics. [ABSTRACT FROM AUTHOR]
- Published
- 1966
- Full Text
- View/download PDF
24. Finding Zeros of a Polynomial By the Q-D Algorithm.
- Author
-
Henrici, P., Watkins, Bruce O., and Downing, Jr., A. C.
- Subjects
NUMERICAL analysis ,POLYNOMIALS ,ALGEBRA ,MATHEMATICAL analysis ,MATHEMATICS ,STOCHASTIC convergence - Abstract
A method which finds simultaneously all the zeros of a polynomial, developed by H. Rutishauser, has been tested on a number of polynomials with real coefficients. This slowly converging method (the Quotient-Difference (Q-D) algorithm) provides starting values for a Newton or a Bairstow algorithm for more rapid convergence. Necessary and sufficient conditions for the existence of the Q-D scheme ore not completely known; however, failure may occur when zeros have equal, or nearly equal magnitudes. Success was achieved, in most of the cases tried, with the failures usually traceable to the equal magnitude difficulty. In some cases, computer roundoff may result in errors which spoil the scheme. Even if the Q-D algorithm does not give all the zeros, it will usually find a majority of them. [ABSTRACT FROM AUTHOR]
- Published
- 1965
- Full Text
- View/download PDF
25. Applications of Differential Equations in General Problem Solving.
- Author
-
Klopfenstein, R. W.
- Subjects
DIFFERENTIAL equations ,NUMERICAL analysis ,CALCULUS ,BESSEL functions ,MATHEMATICAL analysis ,MATHEMATICS - Abstract
A large class of problems leading to digital computer processing can be formulated in terms of the numerical solution of systems of ordinary differential equations. Powerful methods are in existence for the solution of such systems. A good general purpose routine for the solution of such systems furnishes a powerful tool for processing many problems. This is true from the point of view of ease of programming, ease of debugging, and minimization of computer time. A number of examples are discussed in detail. [ABSTRACT FROM AUTHOR]
- Published
- 1965
- Full Text
- View/download PDF
26. The wave-making resistance of ships: a study of certain series of model experiments
- Author
-
Thomas Henry Havelock
- Subjects
Series (mathematics) ,Numerical analysis ,Mathematical analysis ,Experimental data ,General Medicine ,Measure (mathematics) ,Interpretation (model theory) ,symbols.namesake ,Stern ,Position (vector) ,Calculus ,Froude number ,symbols ,Mathematics - Abstract
1. In a previous communication I proposed a formula for the wave making resistance of ships, and showed that it expressed certain general qualities of experimental results; further, notwithstanding the limitations of theory and the difficulty of interpretation of experimental data, a good numerical agreement was found in several cases with the published results of tank experiments on models when suitable numerical values were given to the coefficients in the formula. This paper records the results of a more systematic study of the numerical values of some of the coefficients, the data being taken from certain recent series of experiments; for the present the discussion is limited to those types of model whose resistance-speed curves show clearly the humps and hollows which are attributed to interference of wave-systems originating at the bow and stern. It has been remarked that although the mode of disturbance is different, the action of the bows of a ship may be roughly compared to that of a travelling pressure-point, and further, that the stern may he regarded in the same way as a negative pressure-point. This point of view originated in the well-known paper of W. Froude on the effect of the length of parallel middle body, and the theory was developed in a later paper by R. E. Froude; from an inspection of experimental results it was seen that the variations in magnitude and position of the oscillations were in directions which agreed with the above interpretation. On account of the lack of an adequate formula, the available data have not yet been examined numerically in any detail; the present investigation aims at supplying this in some measure. Section 2 is theoretical, with some necessary repetition of previous work; Sections 3 and 4 contain a numerical analysis of some available experimental curves. In Section 5 an attempt is made to estimate the effective horse-power of the "Turbinia," in order to illustrate certain points; while in Section 6 the limitations of the interference theory, in the conventional use of the term, are discussed in connection with the residuary resistance curves of finer-ended models.
- Published
- 1910
27. Mathematical Experimentation in Time-Lag Modulation.
- Author
-
Bellman, Richard, Buell, June, Kalaba, Robert, and Traub, J. F.
- Subjects
DELAY differential equations ,FUNCTIONAL differential equations ,NUMERICAL analysis ,DIFFERENTIAL equations ,FUNCTIONAL equations ,MATHEMATICAL analysis - Abstract
Equations of the form du / di = g(u(t), u(h(t))) arise in a number of scientific contexts. The authors point out some interesting properties of the solution of u′(t) = -u(t - 1 - k sin ωt) + sin at. These properties were obtained by means of numerical solution. [ABSTRACT FROM AUTHOR]
- Published
- 1966
- Full Text
- View/download PDF
28. Starting Approximations for Square Root Calculation on IBM System/360.
- Author
-
Fike, C. T.
- Subjects
APPROXIMATION theory ,SQUARE root ,ARITHMETIC ,FUNCTIONAL analysis ,NUMERICAL analysis ,MATHEMATICAL analysis - Abstract
Several starting approximations for square root calculation by Newton's method are presented in a form to facilitate their use In IBM System/360 square root routines. These approximations include several for the range [..., 1], which is the interval of primary interest on IBM System/360. [ABSTRACT FROM AUTHOR]
- Published
- 1966
- Full Text
- View/download PDF
29. THE USE OF NUMERICAL METHODS TO DESCRIBE POPULATION DIFFERENTIATION.
- Author
-
Jardine, N. and Edmonds, J. M.
- Subjects
NUMERICAL analysis ,NUMERICAL calculations ,POPULATION ,TAXONOMY ,CLASSIFICATION ,MATHEMATICAL analysis - Abstract
We discuss, with examples, the use of numerical methods to describe and compare patterns of differentiation between populations of organisms at low taxonomic levels. The role of such methods as adjuncts to the orthodox methods of experimental taxonomy is illustrated by an account of differentiation in Solanum L. Section Solanum (Maurella). [ABSTRACT FROM AUTHOR]
- Published
- 1974
- Full Text
- View/download PDF
30. STUDIES IN THE NUMERICAL ANALYSIS OF COMPLEX RAIN-FOREST COMMUNITIES: V: A COMPARISON OF THE PROPERTIES OF FLORISTIC AND PHYSIOGNOMIC-STRUCTURAL DATA.
- Author
-
Webb, L. J., Tracey, J. G., Williams, W. T., and Lance, G. N.
- Subjects
ECOLOGICAL research ,NUMERICAL analysis ,PHYSIOGNOMY ,VEGETATION classification ,PLANT classification ,MATHEMATICAL analysis - Abstract
This article compares the properties of floristic and physiognomic-structural data in the numerical analysis of complex rain-forest communities. The article discusses previous work on the use of physiognomic-structural characters for the classification of vegetation and environmental types. It analyzes the data by both agglomerative polythetic and divisive monothetic methods. It notes that an analysis of the relative efficiency of recovery of environmental information for descending hierarchical levels provided no support for the familiar suggestion that structural characters are less efficient at lower levels.
- Published
- 1970
- Full Text
- View/download PDF
31. THE RELATION BETWEEN MEAN SQUARE AND BLOCK SIZE IN THE ANALYSIS OF SIMILAR PATTERNS.
- Author
-
Usher, M. B.
- Subjects
PLANT pattern formation ,NUMERICAL analysis ,PATTERN formation (Biology) ,MATHEMATICAL analysis ,PLANT development ,BIOLOGY - Abstract
This article presents a study which investigated the relation between mean square and block size in the analysis of similar plant patterns. Models of basic patterns have been prepared and the analysis of these suggests that the starting point for sampling is of importance. If the series starts towards the centre of a clump there is a strong possibility that the indicated peak mean square will be one block size smaller than the actual. A new method of field sampling is suggested which involves taking a slightly larger series of samples, and performing a number of analyses.
- Published
- 1969
- Full Text
- View/download PDF
32. EXTENDED TABLES OF THE WILCOXON MATCHED PAIR SIGNED RANK STATISTIC.
- Author
-
McCornack, Robert L.
- Subjects
STATISTICS ,STATISTICAL correlation ,PROBABILITY theory ,APPROXIMATION theory ,MATHEMATICAL analysis ,NUMERICAL analysis - Abstract
A table of critical values of the Wilcoxon Signed Rank Statistic is presented for N = 4(1)100 pairs of observations at one-tail probability levels of .00005, .0005, .0025, .005(.005).025, .050(.025).150, and .20(.05).45. Probabilities were computed accurately to at least 6 digits, regardless of the location of the decimal point. Therefore, all critical values are correct as tabled. Normal approximation probabilities were found to be biased, too small at the .05 level but too large at the .005 and .0005 probability levels. Approximation errors were less than 10% for all N >35 for the .05, .025, and .005 one-tail probability levels; but this degree of accuracy was not achieved at the .0005 level for N = 100. [ABSTRACT FROM AUTHOR]
- Published
- 1965
- Full Text
- View/download PDF
33. ON AN EXTREME RANK SUM TEST WITH EARLY DECISION.
- Author
-
Chun, D.
- Subjects
MATHEMATICAL analysis ,HYPOTHESIS ,STATISTICS ,NUMERICAL analysis ,MATHEMATICAL sequences ,MATHEMATICS - Abstract
Where Youden's extreme rank sum test is used, an early decision is often possible by performing the trials in sequence with the following method. After each trial is completed, the greatest lower bound and least upper bound of both extreme rank sums are calculated for all remaining trials. If the critical regions cover either or both intervals of the statistics or the intervals lie completely outside the critical regions, the round-robin test is terminated with the acceptance of the proper hypothesis. [ABSTRACT FROM AUTHOR]
- Published
- 1965
- Full Text
- View/download PDF
34. AN INTERACTIVE APPROACH FOR MULTI-CRITERION OPTIMIZATION WITH AN APPLICATION TO THE OPERATION OF AN ACADEMIC DEPARTMENT.
- Author
-
Geoffrion, A. M., Dyer, J. S., and Feinberg, A.
- Subjects
DECISION making ,HUMAN-machine systems ,MATHEMATICAL optimization ,MATHEMATICAL programming ,MULTIVARIATE analysis ,MATHEMATICAL analysis ,ACADEMIC departments ,NUMERICAL analysis ,MANAGEMENT science - Abstract
An interactive mathematical programming approach to multi-criterion optimization is developed, and then illustrated by an application to the aggregated operating problem of an academic department. [ABSTRACT FROM AUTHOR]
- Published
- 1972
- Full Text
- View/download PDF
35. RELAXATION METHODS FOR PURE AND MIXED INTEGER PROGRAMMING PROBLEMS.
- Author
-
Gorry, G. Anthony, Shapiro, Jeremy F., and Wolsey, Laurence A.
- Subjects
MATHEMATICAL programming ,RELAXATION methods (Mathematics) ,INTEGER programming ,LINEAR programming ,MATHEMATICAL optimization ,MANAGEMENT science ,NUMERICAL analysis ,MATHEMATICAL models ,DETERMINANTS (Mathematics) ,ALGORITHMS ,MATHEMATICAL analysis ,OPERATIONS research - Abstract
The usefulness of group theoretic methods in solving integer programming (IP) problems is extended by procedures for controlling the size of the groups. The main procedure given shows how an optimal linear programming basis can be altered to reduce the magnitude of its determinant thereby reducing the size of the group induced by the basis. An adaption of Benders' mixed IP algorithm is given which uses these methods. Some limited computational experience is given. [ABSTRACT FROM AUTHOR]
- Published
- 1972
- Full Text
- View/download PDF
36. COMPUTATION FOR THE REDISTRIBUTION MODEL WITH SET-UP CHARGE.
- Author
-
Allen, S. G.
- Subjects
INVENTORY accounting ,INVENTORY control ,USER charges ,SHIPMENT of goods ,NUMERICAL analysis ,INDUSTRIAL costs ,MATHEMATICAL models ,DISTRIBUTION (Economic theory) ,MATHEMATICAL analysis ,MARITIME shipping ,DECISION making ,PRODUCT management ,EDUCATION - Abstract
A systematic computation procedure is given for determining redistribution of stock among several user activities when set-up charges are involved. The procedure is divided into two phases, the first of which determines whether any redistributions should be made at all. Then the second phase determines the total amount to be shipped or received at each activity. [ABSTRACT FROM AUTHOR]
- Published
- 1962
- Full Text
- View/download PDF
37. Numerical-Perturbation Method for the Nonlinear Analysis of Structural Vibrations
- Author
-
Donald W. Lobitz, Dean T. Mook, and Ali H. Nayfeh
- Subjects
Split-step method ,Nonlinear system ,Harmonic balance ,Differential equation ,Numerical analysis ,Mathematical analysis ,Aerospace Engineering ,Finite element method ,Multiple-scale analysis ,Numerical integration ,Mathematics - Abstract
A numerical-perturbation method is proposed for the determination of the nonlinear forced response of structural elements. Purely analytical techniques are capable of determining the response of structural elements having simple geometries and simple variations in thickness and properties, but they are not applicable to elements with complicated structure and boundaries. Numerical techniques are effective in determining the linear response of complicated structures, but they are not optimal for determining the nonlinear response of even simple elements when modal interactions take place due to the complicated nature of the response. Therefore, the optimum is a combined numerical and perturbation technique. The present technique is applied to beams with varying cross sections. ~ 4Y large-amplitude deflection of a beam or a plate which is restrained at its ends or along its edges results in some midplane stretching/One must account for this stretching with nonlinear strain-displacement relationships. The nonlinear equations of motion describing this situation were the basis of a number of earlier investigations and are the basis for the present paper as well. The purpose of the present paper is to present a new scheme for determining the response to a harmonic excitation. Emphasis is placed on the case when the frequency of the excitation is near a natural frequency. A convenient way to attack this nonlinear problem involves representing the deflection curve or surface with an expansion in terms of the linear, free-oscillation modes. The deflection is then determined in two steps. First, the damping, the forcing, and the nonlinear terms are deleted and the linear modes (eigenfunctions) and natural frequencies (eigenvalues) are determined. Second, the time-dependent coefficients in the expansion are obtained from a set of coupled, nonlinear, ordinary, second-order differential equations, the linear modes being used to determine the coefficients in these equations. (The procedure is described in detail in Sec. II.) Generally, one cannot obtain the linear modes analytically for structural elements having complicated boundaries and composition, and one cannot easily determine the character of the timedependent coefficients through numerical integration of the set of nonlinear equations. (The results obtained in the present numerical example are typical of the complicated manner in which the steady-state amplitudes of the various modes making up the response can vary with the amplitude and the frequency of the excitation.) Consequently, an optimal procedure involves a numerical method to determine the linear, free-oscillation modes and an analytical method to determine the time-dependent coefficients. The present procedure combines either a finiteelement or a finite-difference method with the method of multiple scales (see, for example, Ref. 1). The following brief review mentions representative examples of the work that was and is
- Published
- 1974
38. Elastic Dislocations in a Layered Half-Space?I. Basic Theory and Numerical Methods
- Author
-
Michael A. Chinnery, Moujahed I. Husseini, and Dushan B. Jovanovich
- Subjects
Physics ,Surface (mathematics) ,Series (mathematics) ,business.industry ,Earth structure ,Numerical analysis ,Mathematical analysis ,engineering.material ,Half-space ,Displacement (vector) ,Geophysics ,Optics ,Geochemistry and Petrology ,engineering ,Point (geometry) ,Dislocation ,business - Abstract
Summary This paper is the first of a series that will examine the effect of earth structure on earthquake displacement, strain and tilt fields at the Earth's surface. Its purpose is to develop the numerical techniques to be applied in the papers that foliow. A general computational procedure for the evaluation of the integral expressions for the surface displacements due to an arbitrary point dislocation source in a layered medium is described. It is shown to be rapid and inexpensive to use, and its accuracy appears to be entirely adequate for practical purposes.
- Published
- 1974
39. Computation of Eigenvalues for Vibrating Beams by Use of a Prüfer Transformation
- Author
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D. O. Banks and G. J. Kurowski
- Subjects
Numerical Analysis ,Applied Mathematics ,Computation ,Mathematical analysis ,Spherical coordinate system ,Mathematics::Spectral Theory ,law.invention ,Vibration ,Computational Mathematics ,Transformation (function) ,Invertible matrix ,law ,Spectrum of a matrix ,Boundary value problem ,Eigenvalues and eigenvectors ,Mathematics - Abstract
In recent papers, the Prufer transformation has been used to calculate the eigenvalues of second order Sturm–Liouville boundary value problems. In the present paper, a Prufer transformation for fourth order vibration problems is devised using four-dimensional spherical coordinates. Some properties of the resulting angular system are investigated. These results are then used to develop a new computational procedure for finding the eigenvalues of a vibrating beam. This procedure is used to compute the eigenvalues of several singular and nonsingular problems.
- Published
- 1973
40. A Unified Approach to Quadrature Rules with Asymptotic Estimates of Their Remainders
- Author
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J. D. Donaldson and David Elliott
- Subjects
Numerical Analysis ,Quadrature domains ,Applied Mathematics ,Mathematical analysis ,Gauss–Laguerre quadrature ,Tanh-sinh quadrature ,Gauss–Kronrod quadrature formula ,Mathematics::Numerical Analysis ,Numerical integration ,Computational Mathematics ,Gauss–Jacobi quadrature ,Applied mathematics ,Gauss–Hermite quadrature ,Mathematics ,Clenshaw–Curtis quadrature - Abstract
The starting point of this paper is a theorem, based on the theory of functions of a complex variable, which essentially gives a representation of the remainder in a quadrature rule as a contour integral. From this theorem it is shown how most of the well-known interpolatory and non-interpolatory quadrature rules may be derived. Some new quadrature rules are also given. The latter part of the paper is devoted to the evaluation of asymptotic estimates of the remainder, by consideration of particular examples. It is shown how this asymptotic analysis frequently gives excellent estimates of the remainder.
- Published
- 1972
41. The Numerical Evaluation of the Cauchy Transform on Simple Closed Curves
- Author
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Kendall Atkinson
- Subjects
Mathematics::Functional Analysis ,Numerical Analysis ,Sequence ,Applied Mathematics ,Numerical analysis ,Uniform convergence ,Mathematical analysis ,Cauchy distribution ,Order (ring theory) ,Function (mathematics) ,Jordan curve theorem ,Numerical integration ,Computational Mathematics ,symbols.namesake ,symbols ,Mathematics ,Mathematical physics - Abstract
Consider the Cauchy transform \[T\varphi (z) = \frac{1}{{\pi i}}\int_\Gamma {\frac{{\varphi (\zeta )d\zeta }}{{\zeta - z}},} \quad z \in \Gamma ,\] in which $\Gamma $ is a simple closed curve with a continuously differentiable parameterization. In order to have direct methods for the numerical solution of equations involving $T\varphi (z)$, it is desirable to have numerical integration methods for evaluating $T\varphi (z)$. In this paper, numerical methods are investigated which are based on replacing $\varphi (z)$ by a uniformly convergent sequence $\varphi _n (z)$; if these approximations are “sufficiently smooth”, then the speed of convergence of $T_n \varphi $ to $T\varphi $ is “essentially the same” as the speed of convergence of $T\varphi _n $ to $\varphi $. Specific methods are analyzed, with $\varphi _n (z)$ defined as a piecewise linear or quadratic interpolating function to $\varphi (z)$ at a given set of nodes on $\Gamma $. Numerical examples conclude the paper.
- Published
- 1972
42. The Approximate Solution of Parabolic Initial Boundary Value Problems by Weighted Least-Squares Methods
- Author
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J. Thomas King
- Subjects
Numerical Analysis ,Computational Mathematics ,Shooting method ,Applied Mathematics ,Mathematical analysis ,Free boundary problem ,Boundary (topology) ,Method of fundamental solutions ,Boundary value problem ,Mixed boundary condition ,Boundary knot method ,Singular boundary method ,Mathematics - Abstract
This paper is primarily concerned with the problem of finding approximants for the solution of initial boundary value problems of parabolic type and obtaining a priori error estimates.Perhaps the most widely used method for the treatment of such problems is that of finite differences. Some difficulties arising in this method are stability of the scheme and the treatment of the boundary. Another approach to this problem is the so-called semidiscrete variational method. As in the finite difference approach, a difficulty in this method is the treatment of boundary values.The methods considered in this paper will be of the least-squares type. Roughly speaking, the method consists in finding that element of a suitable finite-dimensional subspace which best approximates the data of the initial-boundary value problem in a least-squares sense. A principal virtue of this approach is that the elements of the finite-dimensional subspace are not required to satisfy any boundary or initial conditions. A particular cho...
- Published
- 1972
43. Computation of Electromagnetic Fields
- Author
-
A. Wexler
- Subjects
Radiation ,Iterative method ,Numerical analysis ,Mathematical analysis ,Finite difference method ,Finite difference ,Boundary (topology) ,Boundary value problem ,Electrical and Electronic Engineering ,Condensed Matter Physics ,Eigenvalues and eigenvectors ,Finite element method ,Mathematics - Abstract
This paper reviews some of the more useful, current and newly developing methods for the solution of electromagnetic fields. It begins with an introduction to numerical methods in general, including specific references to the mathematical tools required for field analysis, e.g., solution of systems of simultaneous linear equations by direct and iterative means, the matrix eigenvalue problem, finite difference differentiation and integration, error estimates, and common types of boundary conditions. This is followed by a description of finite difference solution of boundary and initial value problems. The paper reviews the mathematical principles behind variational methods, from the Hilbert space point of view, for both eigenvalue and deterministic problems. The significance of natural boundary conditions is pointed out. The Rayleigh-Ritz approach for determining the minimizing sequence is explained, followed by a brief description of the finite element method. The paper concludes with an introduction to the techniques and importance of hybrid computation.
- Published
- 1969
44. On the numerical solution of linear integral equation
- Author
-
Harry Bateman
- Subjects
symbols.namesake ,Series (mathematics) ,Simple (abstract algebra) ,Numerical analysis ,Mathematical analysis ,symbols ,General Medicine ,Function (mathematics) ,Fredholm integral equation ,Integral equation ,Fredholm theory ,Mathematics ,Neumann series - Abstract
The numerical solution of linear integral equations of the types studied by Volterra has formed the subject of a recent memoir by E. T. Whittaker. Numerical methods are needed also for the solution of the linear integral equation studied by Fredholm and Hilbert and the object of this paper is to describe a method which may sometimes be useful. The linear integral equation of the second kind, f(s) = Ф(s) - λ ∫ 1 0 k(s, t) Ф(t)dt , may be solved for the unknown function Ф(t) teither directly or indirectly. In the direct methods of solution the function Ф(t) is expressed by means of infinite series of terms involving repeated integrals. In the so-called method of Neumann only one infinite series is used, while in the more complete method of Fredholm the function Ф(t) is expressed as the ratio of two infinite series which converge for all values of the parameter λ. The method of Neumann has been employed on many occasions to obtain numerical results and is generally more convenient to use than Fredholm’s method on account of the great complexity of the expressions occurring in Fredholm’s series. There are occasions, however, when the Neumann series fails to converge, or converges only slowly, and then some other method such as Fredholm’s must be used. It seems desirable if possible to devise simple approximate methods which possess some of the advantages of Fredholm’s method, because in many cases the evaluation of repeated integrals becomes very tedious and the use of the direct methods of solution becomes impracticable except for a rough approximation.
- Published
- 1922
45. Direct limits of measure spaces
- Author
-
Serge Vasilach
- Subjects
Statistics and Probability ,Direct limits ,Numerical Analysis ,Mathematical analysis ,systems of probability spaces ,measurable spaces ,Direct limit ,measures with values in abelian groups ,Space (mathematics) ,Measure (mathematics) ,Combinatorics ,Family of sets ,Statistics, Probability and Uncertainty ,Abelian group ,Mathematics - Abstract
The present paper is devoted to the study of the direct limits of direct systems of measure (resp. probability) spaces. If I is a right directed preordered set, ( E α ) α ∈ I a family of sets indexed by I, G = ⌣ α∈I E α × {α} the sum of the family ( E α ), M α a σ-algebra in E α for each α ∈ I and M = ⌣ α∈I M α × {{α}} is the sum of the family ( M α ), then it is shown that M is a σ-algebra in G . If E = lim E α is the direct limit of the family ( E α ), if E = lim B ( E α ) the direct limit of the family of power sets ( B ( E α )), if M = lim M α is the direct limit of the family ( M α ), if ( E α , M α ) is a direct system of measurable spaces, then ( E, M) = ( lim E α , lim M α ) is a measurable space. If ( λ α ) α ∈ I is a direct system of measures with values in a complete abelian group, if λ = lim λ α is the direct limit of the family ( λ α ), and if ( E α , M α , λ α ) is a direct system of measure (resp. probability) spaces, then it is shown that the direct limit ( E, M, λ) = ( lim E α , lim M α , lim λ α ) is a measure (resp. probability) space. Further papers will be devoted to the applications of these direct limits in the measure (resp. probability) theory.
- Published
- 1971
46. Elasto-plastic Analysis of Strip Plates by Finite Difference Method
- Author
-
Yuzuru Fujita and Koichiro Yoshida
- Subjects
Deformation (mechanics) ,Physics::Instrumentation and Detectors ,Linearization ,Numerical analysis ,Mathematical analysis ,Finite difference method ,Calculus ,Finite difference ,Elasto plastic ,Square (algebra) ,Mathematics - Abstract
Non-linearity in structural Analysis is caused in most cases by two factors ; one is plastification of material and another is finite deformation. These two factors usually make the analysis so complicated that it is difficult to obtain the exact analytical solutions. Therefore, numerical analysis is used to get approximate solutions. In this paper, as a first step for solving square plates subject to lateral pressure, one approximate numerical procedure is used for solving the same kind of problem of strip plates. This procedure is based on linearization of non-linear equations by the concept of small increment and on solving these linearized equations by finite difference method.From the fact that analysis of strip plates can be regarded with good accuracy as the analysis of square plates subject to lateral pressure, provided that their aspect ratios are over about 3, the strip plates have been investigated by several researchers analytically and experimentally. The comparison showed that the computed load-deflection curve by the procedure in this paper coincided with the experimental ones published previously with fairly good accuracy. Another results of this paper is estimation of the effect of end restraints of strip plates. The behaviour of strip plates with linear and non-linear end restraints were investigated.
- Published
- 1969
47. Cardinal interpolation and spline fucntions V. The B-splines for cardinal Hermite interpolation
- Author
-
A. Sharma and I.J. Schoenberg
- Subjects
Discrete mathematics ,Numerical Analysis ,Hermite spline ,Algebra and Number Theory ,Mathematical analysis ,Monotone cubic interpolation ,Birkhoff interpolation ,Polynomial interpolation ,Cubic Hermite spline ,Hermite interpolation ,Discrete Mathematics and Combinatorics ,Geometry and Topology ,Spline interpolation ,Mathematics ,Trigonometric interpolation - Abstract
In the third paper of this series on cardinal spline interpolation [4] Lipow and Schoenberg study the problem of Hermite interpolation S(v) = Y v , S′(v) = Y v ′,…,S (r−1) (v) = Y v (r−1) for all v . The B-splines are there conspicuous by their absence, although they were found very useful for the case γ = 1 of ordinary (or Lagrange) interpolation (see [5–10]). The purpose of the present paper is to investigate the B-splines for the case of Hermite interpolation (γ > 1). In this sense the present paper is a supplement to [4] and is based on its results. This is done in Part I. Part II is devoted to the special case when we want to solve the problem S(v) = Y v , S′(v) = Y v ′ for all v by quintic spline functions of the class C‴(– ∞, ∞). This is the simplest nontrivial example for the general theory. In Part II we derive an explicit solution for the problem (1), where v = 0, 1,…, n.
- Published
- 1973
48. Partial differential equations for hypergeometric functions of two argument matrices
- Author
-
Robb J. Muirhead and A.G. Constantine
- Subjects
Statistics and Probability ,Numerical Analysis ,Basic hypergeometric series ,Pure mathematics ,Regular singular point ,Confluent hypergeometric function ,Appell series ,Bilateral hypergeometric series ,Mathematical analysis ,Generalized hypergeometric function ,Hypergeometric functions ,Hypergeometric identity ,matrix arguments ,latent roots ,Statistics, Probability and Uncertainty ,Frobenius solution to the hypergeometric equation ,Mathematics - Abstract
In multivariate analysis many of the noncentral latent root distributions can be expressed in terms of hypergeometric functions vFq of two-argument matrices. This paper is concerned with showing that the function 2F1(a, b; c; R, S) satisfies the partial differential equation ∑ i=1 m R i ∂ 2 F ∂R i 2 + ∑ i=1 m ∑ j=1 j≠1 m R i R i −R j ∂F ∂R i +[c− 1 2 (m−1)] ∑ i=1 m ∂F ∂R i −(a+b+2−m) ∑ i=1 m s i 2 ∂F ∂s i − ∑ i=1 m s i 3 ∂F ∂s i 2 − ∑ i=1 m ∑ j=1 j≠1 m s i 3 s i −s j ∂F ∂s i = ab Tr (S)F where R1, R2,…, Rm and s1, s2,…, sm are the latent roots of the m × m symmetric matrices R and S, respectively. Differential equations for the 1F1, 0F1, 1F0 and 0F0 hypergeometric functions are also obtained. Useful applications of these differential equations will be considered in a later paper.
- Published
- 1972
49. A method for solving nonlinear Volterra integral equations of the second kind
- Author
-
Peter Linz
- Subjects
Computational Mathematics ,symbols.namesake ,Algebra and Number Theory ,Applied Mathematics ,Numerical analysis ,Mathematical analysis ,Convergence (routing) ,symbols ,Nyström method ,Nonlinear volterra integral equations ,Integral equation ,Volterra integral equation ,Mathematics - Abstract
The approach given in this paper leads to numerical methods for Volterra integral equations which avoid the need for special starting procedures. Formulae for a typical fourth-order method are derived and some numerical examples presented. A convergence theorem is given for the method described. 1. Introduction. In this paper we consider the numerical solution of the equation
- Published
- 1969
50. A method for numerical integration
- Author
-
C. B. Haselgrove
- Subjects
Algebra and Number Theory ,Applied Mathematics ,Numerical analysis ,Quantum Monte Carlo ,Monte Carlo method ,Mathematical analysis ,Numerical integration ,Hybrid Monte Carlo ,Computational Mathematics ,Applied mathematics ,Monte Carlo integration ,Quasi-Monte Carlo method ,Antithetic variates ,Mathematics - Abstract
veloped for the numerical evaluation of multidimensional integrals. These methods are based on the theory of Diophantine approximation. They are suitable for some problems for which the Monte Carlo method is commonly used and, like the Monte Carlo method, are well fitted for use with an electronic digital computer. We shall show, however, that they are superior to the Monte Carlo method provided that the integrand satisfies certain conditions. We shall also show that they are superior, for integrals in space of several dimensions, to formulas typified by those of Gauss and Simpson; they may be superior even to certain new integration formulas specially constructed for the evaluation of multiple integrals (see for example Hammer [2], who gives a bibliography, and Miller [5], [6], [7]). The method of antithetic variates which is described by Hammersley and others [3], [4] may be used to obtain better estimates than the Monte Carlo method but the author thinks that the method described in the present paper is simpler to apply and gives better results. Various authors have suggested methods which are particular cases of those described in this paper but without the underlying theory. See for example Davis and Rabinowitz [1]. In this section we shall give a short account of the behavior of the error in the Monte Carlo method and the direct-product Gauss-type methods so that we can compare these with the errors of the new methods. We shall not give an account of the method of antithetic variates. Suppose that we wish to estimate the integral We shall denote the vector (x1, x2, * *, Xk) by x. Numerical methods for the evaluation of I involve the calculation of f(x) at a number N of points xi. The most desirable of such methods for use on an electronic computer are those which require the evaluation of f(x) at the smallest number of points xi in order to obtain an estimate with a sufficiently small error. The Monte Carlo method gives as an estimate for I the sum iN - Z f(x)y
- Published
- 1961
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