82,268 research outputs found
Optimal space-time adaptive wavelet methods for degenerate parabolic PDEs
We analyze parabolic PDEs with certain type of weakly singular or degenerate time-dependent coefficients and prove existence and uniqueness of weak solutions in an appropriate sense. A localization of the PDEs to a bounded spatial domain is justified. For the numerical solution a space-time wavelet discretization is employed. An optimality result for the iterative solution of the arising systems can be obtained. Finally, applications to fractional Brownian motion models in option pricing are presente
Convergence on Gauss-Seidel iterative methods for linear systems with general H-matrices
It is well known that as a famous type of iterative methods in numerical
linear algebra, Gauss-Seidel iterative methods are convergent for linear
systems with strictly or irreducibly diagonally dominant matrices, invertible
matrices (generalized strictly diagonally dominant matrices) and Hermitian
positive definite matrices. But, the same is not necessarily true for linear
systems with nonstrictly diagonally dominant matrices and general matrices.
This paper firstly proposes some necessary and sufficient conditions for
convergence on Gauss-Seidel iterative methods to establish several new
theoretical results on linear systems with nonstrictly diagonally dominant
matrices and general matrices. Then, the convergence results on
preconditioned Gauss-Seidel (PGS) iterative methods for general matrices
are presented. Finally, some numerical examples are given to demonstrate the
results obtained in this paper
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