The Mathematical Institute, University of Oxford, Eprints Archive

On the relationship between convergence rates of discrete and continuous dynamical systems

Hauser, Raphael and Nedic, Jelena (2004) On the relationship between convergence rates of discrete and continuous dynamical systems. Technical Report. Unspecified. (Submitted)

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Abstract

Considering iterative sequences that arise when the approximate solution to a numerical problem is updated by evaluating a vector field at the current iterate, we derive necessary and sufficient conditions for this procedure to converge to a stationary point of the vector field at different Q-rates. These conditions are characterised in terms of the differential properties of the vector field and the asymptotic dynamical behaviour of the associated continuous dynamical system.

Raphael Hauser was supported through grant GR/S34472 from the Engineering and Physical Sciences Research Council of the UK.

Jelena Nedic was supported through the Clarendon Fund, Oxford University Press and ORS award, Universities UK.

Item Type:Technical Report (Technical Report)
Subjects:A - C > Approximations and expansions
O - Z > Operations research, mathematical programming
O - Z > Ordinary differential equations
D - G > Dynamical systems and ergodic theory
H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1180
Deposited By:Lotti Ekert
Deposited On:18 May 2011 08:15
Last Modified:18 May 2011 08:15

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