Conditions for the Qualified Convergence of Finite Difference Methods and the Quasi-Reversibility Method for Solving Linear Ill-Posed Cauchy Problems in a Hilbert Space

2019 ◽  
Vol 63 (10) ◽  
pp. 40-54 ◽  
Author(s):  
M. M. Kokurin
2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Mikhail M. Kokurin

Abstract Finite difference semidiscretization methods for solving an ill-posed Cauchy problem in a Hilbert space are investigated. The problems involve linear positively definite selfadjoint operators. We justify an a posteriori scheme for the choice of the time-discretization step and establish accuracy estimates in terms of the error level of input data.


Robotica ◽  
2021 ◽  
pp. 1-12
Author(s):  
Xu-Qian Fan ◽  
Wenyong Gong

Abstract Path planning has been widely investigated by many researchers and engineers for its extensive applications in the real world. In this paper, a biharmonic radial basis potential function (BRBPF) representation is proposed to construct navigation fields in 2D maps with obstacles, and it therefore can guide and design a path joining given start and goal positions with obstacle avoidance. We construct BRBPF by solving a biharmonic equation associated with distance-related boundary conditions using radial basis functions (RBFs). In this way, invalid gradients calculated by finite difference methods in large size grids can be preventable. Furthermore, paths constructed by BRBPF are smoother than paths constructed by harmonic potential functions and other methods, and plenty of experimental results demonstrate that the proposed method is valid and effective.


Mathematics ◽  
2021 ◽  
Vol 9 (3) ◽  
pp. 206
Author(s):  
María Consuelo Casabán ◽  
Rafael Company ◽  
Lucas Jódar

This paper deals with the search for reliable efficient finite difference methods for the numerical solution of random heterogeneous diffusion reaction models with a finite degree of randomness. Efficiency appeals to the computational challenge in the random framework that requires not only the approximating stochastic process solution but also its expectation and variance. After studying positivity and conditional random mean square stability, the computation of the expectation and variance of the approximating stochastic process is not performed directly but through using a set of sampling finite difference schemes coming out by taking realizations of the random scheme and using Monte Carlo technique. Thus, the storage accumulation of symbolic expressions collapsing the approach is avoided keeping reliability. Results are simulated and a procedure for the numerical computation is given.


Sign in / Sign up

Export Citation Format

Share Document