2009Journal of marine science and technologyOpen access

NOVEL METHODS FOR SOLVING SEVERELY ILL-POSED LINEAR EQUATIONS SYSTEM

Chein‐Shan Liu, Chih‐Wen Chang

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Abstract

We treat an ill-posed system of linear equations by transforming it into a linear system of stiff ordinary differential equations (SODEs), adding a differential term on the left-hand side. In order to overcome the difficulty of numerical instability when integrating the SODEs, Liu [20] has combined nonstandard finite difference method and group-preserving scheme, namely the nonstandard group-preserving scheme (NGPS), to obtain an unconditional stable numerical method for SODEs. This paper applies the NGPS to the SODEs resulting from the ill-posed linear equations, and proves that the new algorithms are unconditional stable. To strengthen accuracy, an L-curve is used to select a suitable regularization parameter. Moreover, we also combine the NGPS with a newly developed fictitious time integration method (FTIM) from Liu and Atluri [29] to solve the ill-posed linear equations. Several numerical examples are examined and compared with exact solutions, revealing that the new algorithms have better computational efficiency and accuracy even for the highly ill-conditioned linear equations with a large disturbance on the given data.

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We treat an ill-posed system of linear equations by transforming it into a linear system of stiff ordinary differential equations (SODEs), adding a differential term on the left-hand side. In order to overcome the difficulty of numerical instability when integrating the SODEs, Liu [20] has combined nonstandard finite difference method and group-preserving scheme, namely the nonstandard group-preserving scheme (NGPS), to obtain an unconditional stable numerical method for SODEs. This paper applies the NGPS to the SODEs resulting from the ill-posed linear equations, and proves that the new algorithms are unconditional stable. To strengthen accuracy, an L-curve is used to select a suitable regularization parameter. Moreover, we also combine the NGPS with a newly developed fictitious time integration method (FTIM) from Liu and Atluri [29] to solve the ill-posed linear equations. Several numerical examples are examined and compared with exact solutions, revealing that the new algorithms have better computational efficiency and accuracy even for the highly ill-conditioned linear equations with a large disturbance on the given data.

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Available abstract

We treat an ill-posed system of linear equations by transforming it into a linear system of stiff ordinary differential equations (SODEs), adding a differential term on the left-hand side. In order to overcome the difficulty of numerical instability when integrating the SODEs, Liu [20] has combined nonstandard finite difference method and group-preserving scheme, namely the nonstandard group-preserving scheme (NGPS), to obtain an unconditional stable numerical method for SODEs. This paper applies the NGPS to the SODEs resulting from the ill-posed linear equations, and proves that the new algorithms are unconditional stable. To strengthen accuracy, an L-curve is used to select a suitable regularization parameter. Moreover, we also combine the NGPS with a newly developed fictitious time integration method (FTIM) from Liu and Atluri [29] to solve the ill-posed linear equations. Several numerical examples are examined and compared with exact solutions, revealing that the new algorithms have better computational efficiency and accuracy even for the highly ill-conditioned linear equations with a large disturbance on the given data.

Key concepts: Mathematics, Regularization (linguistics), Applied mathematics, Numerical stability, Numerical analysis, Linear system, Ordinary differential equation, Linear equation

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