Nonparametric-Monte-Carlo Estimates of t-Ratio Distributions in Dynamic Simultaneous Linear Equations Models

1990 ◽  
pp. 160-195
Author(s):  
R. A. L. Carter
Keyword(s):  
Monte Carlo ◽  
Linear Equations ◽  
Simultaneous Linear Equations

An efficient approach to the seismogram synthesis for a basin structure using propagation invariants

1996 ◽  
Vol 86 (2) ◽  
pp. 379-388 ◽  
Author(s):  
H. Takenaka ◽  
M. Ohori ◽  
K. Koketsu ◽  
B. L. N. Kennett
Keyword(s):  
Integral Equation ◽  
Inverse Fourier Transform ◽  
Linear Equations ◽  
Computation Time ◽  
Reduction Technique ◽  
Final Solution ◽  
Space Domain ◽  
New Approach ◽  
Simultaneous Linear Equations ◽  
Single Integral

Abstract The Aki-Larner method is one of the cheapest methods for synthetic seismograms in irregularly layered media. In this article, we propose a new approach for a two-dimensional SH problem, solved originally by Aki and Larner (1970). This new approach is not only based on the Rayleigh ansatz used in the original Aki-Larner method but also uses further information on wave fields, i.e., the propagation invariants. We reduce two coupled integral equations formulated in the original Aki-Larner method to a single integral equation. Applying the trapezoidal rule for numerical integration and collocation matching, this integral equation is discretized to yield a set of simultaneous linear equations. Throughout the derivation of these linear equations, we do not assume the periodicity of the interface, unlike the original Aki-Larner method. But the final solution in the space domain implicitly includes it due to use of the same discretization of the horizontal wavenumber as the discrete wavenumber technique for the inverse Fourier transform from the wavenumber domain to the space domain. The scheme presented in this article is more efficient than the original Aki-Larner method. The computation time and memory required for our scheme are nearly half and one-fourth of those for the original Aki-Larner method. We demonstrate that the band-reduction technique, approximation by considering only coupling between nearby wavenumbers, can accelerate the efficiency of our scheme, although it may degrade the accuracy.

scholarly journals A Quasi-Monte-Carlo-Based Feasible Sequential System of Linear Equations Method for Stochastic Programs with Recourse

2017 ◽  
Vol 2017 ◽  
pp. 1-15
Author(s):  
Changyin Zhou ◽  
Rui Su ◽  
Zhihui Jiang
Keyword(s):  
Monte Carlo ◽  
Linear Equations ◽  
Inequality Constraints ◽  
System Of Linear Equations ◽  
Active Constraint ◽  
Stochastic Programs ◽  
Quasi Monte Carlo ◽  
Sequential System ◽  
Constraint Set ◽  
A New Technique

A two-stage stochastic quadratic programming problem with inequality constraints is considered. By quasi-Monte-Carlo-based approximations of the objective function and its first derivative, a feasible sequential system of linear equations method is proposed. A new technique to update the active constraint set is suggested. We show that the sequence generated by the proposed algorithm converges globally to a Karush-Kuhn-Tucker (KKT) point of the problem. In particular, the convergence rate is locally superlinear under some additional conditions.

scholarly journals A method of accelerating stationary iterative methods for solving linear systems

1988 ◽  
Vol 30 (1) ◽  
pp. 1-23
Author(s):  
G. K. Robinson
Keyword(s):  
Quadratic Forms ◽  
Simple Technique ◽  
Linear Equations ◽  
Full Rank ◽  
Systems Of Equations ◽  
Linear Combinations ◽  
Simultaneous Linear Equations ◽  
Large Systems ◽  
Stationary Iterative Methods ◽  
Refined Version

AbstractThe speed of convergence of stationary iterative techniques for solving simultaneous linear equations may be increased by using a method similar to conjugate gradients but which does not require the stationary iterative technique to be symmetrisable. The method of refinement is to find linear combinations of iterates from a stationary technique which minimise a quadratic form. This basic method may be used in several ways to construct refined versions of the simple technique. In particular, quadratic forms of much less than full rank may be used. It is suggested that the method is likely to be competitive with other techniques when the number of linear equations is very large and little is known about the properties of the system of equations. A refined version of the Gauss-Seidel technique was found to converge satisfactorily for two large systems of equations arising in the estimation of genetic merit of dairy cattle.

Simultaneous Linear Equations

2009 ◽  
pp. 43-91
Author(s):  
Richard Bronson ◽  
Gabriel B. Costa
Keyword(s):  
Linear Equations ◽  
Simultaneous Linear Equations
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