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Effective Condition Number for Underdetermined Systems and its Application to Neumann Problems, Comparisons of Different Numerical ApproachesWang, Wan-Wei 26 July 2010 (has links)
In this thesis, for the under-determined system Fx = b with the matrix
F ∈m¡Ñn (m ≤ n), new error bounds involving the traditional condition number
and the effective condition number are established. Such error bounds are
simple than those of over-determined system. The errors results implies that
for stability, the condition number and the effective condition numbers are
important if the perturbation of matrix F and vector b are dominant, respectively.
This thesis is also devoted to the application of Neumann problems,
where the consistent condition holds to guarantee the existence of multiple
solutions. For the traditional Neumann conditions, the discrete consistent
condition has to be satisfied to guarantee the existence of numerical solutions.
Such a discrete consistent condition can be removed, to greatly simplify the
numerical algorithms, and to retain the same convergence rates. For Neumann
Problems, we may solve its ordinal discrete linear equations, or the
underdetermined systems by ignoring some dependent equations, or the fixed
variables methods. Moreover, we may choose different equations to be ignored,
and different variables to be fixed. The comparisons of these different
methods and choices are important in applications. In this thesis, the new
comparisons and relations of stability and accuracy are first explored, and
some interesting results and new discoveries are found. Numerical examples
of Neumann problem in 1D are carried out, to support the analysis made.
However, the algorithms and stability analysis can be applied to the complicated
Nuemann problems in 2D and 3D, such as the traction problems in
linear elastic problems.
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True Condition NumberLin, Tzu-Yuan 14 August 2011 (has links)
For linear system Ax = b, the traditional condition number is the worst case for all
b¡¦s and often overestimated in many problems. For a specific b, the effective condition
number is a better upper bound for the relative error of x. But, it is also possible
that this effective condition number is overestimated. In this thesis, we study the true
ratio of the relative error of x to the relative perturbation of b, called the true condition
number. We obtain several new upper bounds and estimates for true condition
number. We also explore to change the system to an equivalent one by shifting b to
minimize its effective condition number. Finally we apply all our results to functional
approximation.
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Stability Analysis of Method of Foundamental Solutions for Laplace's EquationsHuang, Shiu-ling 21 June 2006 (has links)
This thesis consists of two parts. In the first part, to solve the boundary value problems of homogeneous equations, the fundamental solutions (FS) satisfying the homogeneous equations are chosen, and their linear combination is forced to satisfy the exterior and
the interior boundary conditions. To avoid the logarithmic
singularity, the source points of FS are located outside of the solution domain S. This method is called the method of fundamental solutions (MFS). The MFS was first used in Kupradze in 1963. Since then, there have appeared numerous
reports of MFS for computation, but only a few for analysis. The part one of this thesis is to derive the eigenvalues for the Neumann and the Robin boundary conditions in the simple case, and to estimate the bounds of condition number for the mixed boundary conditions in some non-disk domains. The same exponential rates of
Cond are obtained. And to report numerical results for two kinds of cases. (I) MFS for Motz's problem by adding singular functions. (II) MFS for Motz's problem by local refinements of collocation nodes. The values of traditional condition number are huge, and those of effective condition number are moderately large. However,
the expansion coefficients obtained by MFS are scillatingly
large, to cause another kind of instability: subtraction
cancellation errors in the final harmonic solutions. Hence, for practical applications, the errors and the ill-conditioning must be balanced each other. To mitigate the ill-conditioning, it is suggested that the number of FS should not be large, and the distance between the source circle and the partial S should not be far, either.
In the second part, to reduce the severe instability of MFS, the truncated singular value decomposition(TSVD) and Tikhonov regularization(TR) are employed. The computational formulas of the condition number and the effective condition number are derived, and their analysis is explored in detail. Besides, the error analysis of TSVD and TR is also made. Moreover, the combination of
TSVD and TR is proposed and called the truncated Tikhonov
regularization in this thesis, to better remove some effects of infinitesimal sigma_{min} and high frequency eigenvectors.
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