Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9511489 | Applied Numerical Mathematics | 2005 | 12 Pages |
Abstract
In this paper, we propose a new method which could be considered as a modification of the Îk-method introduced for solving nonlinear fixed point problems. At each iteration of the new scheme, we evaluate the Îk steplength once and we use it twice. Various numerical results illustrate the efficiency of the new scheme. They concern the solution of a reaction-diffusion problem which exhibits a bifurcation. An additional example, involving a mixture of Poisson distributions, will be given and suggest that the new scheme could be adapted with success for an important statistical problem called the expectation-maximization problem.
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Physical Sciences and Engineering
Mathematics
Computational Mathematics
Authors
Ch. Roland, R. Varadhan,