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論文名稱 Title |
對於全次數同倫連續法中路線跟蹤的適性步長控制 Adaptive stepsize control in path tracking for total degree homotopy continuation method |
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系所名稱 Department |
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畢業學年期 Year, semester |
語文別 Language |
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學位類別 Degree |
頁數 Number of pages |
68 |
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研究生 Author |
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指導教授 Advisor |
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召集委員 Convenor |
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口試委員 Advisory Committee |
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口試日期 Date of Exam |
2012-06-28 |
繳交日期 Date of Submission |
2012-07-06 |
關鍵字 Keywords |
孤立解、多項式方程組、連續法、預測與校正、適性調整步長 continuation method, isolated solutions, polynomial equations, adaptive stepsize control, prediction and correction |
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統計 Statistics |
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中文摘要 |
以同倫連續法求聯立多項式方程系統的所有孤立解之理論已被 Garcia, Zangwill 和 Drexler 提出,其中最典型的是全次數同倫連續法。追蹤同倫曲線分為預測與校正兩部分, 本論文我們比較不同預測方法在全次數同倫連續法中的效能,包括 Runge-Kutta method, Adams-Bashforth method and cubic Hermite method。此外,我們設計了一套適性調整步長的演算法,此演算法是依據牛頓法校正過程中所提供的資訊,從實驗數據上發現此方法兼顧效率與穩定性。 最後將它運用在解隨機乘積同倫法的特徵值問題上 |
Abstract |
The theory of solving polynomial systems by homotopy continuation method has been proposed by Garcia, Zangwill and Drexler, and the most typical method in this category is total degree homotpy. The numerical implementation of tracking homotopy curves can be taken as two parts: prediction and correction. In this thesis we compare the performance of several prediction methods in the total degree homotopy, including Runge-Kutta method, Adams-Bashforth method and cubic Hermite method. In addition, we design an adaptive stepsize control algorithm in path tracking, which is based on the information obtained during Newton correction process. The numerical experiment shows that the stepsize control algorithm is quite efficient and reliable in path tracking. In the end we employ the algorithm for solving eigenvalue problems by random product homotopy method |
目次 Table of Contents |
摘要i Abstract ii 1 Introduction 1 2 Preliminary 4 2.1 Continuationmethod . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 2.2 Predictionmethod . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.2.1 Runge-Kuttamethod . . . . . . . . . . . . . . . . . . . . . . . 5 2.2.2 cubic Hermite interpolation method . . . . . . . . . . . . . . . 7 2.2.3 Adams-Bashforthmethod . . . . . . . . . . . . . . . . . . . . 8 2.3 Newtonmethod . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 3 Numerical experiments of Fixed Stepsize 12 4 Adaptive stepsize control 26 5 Numerical Results of adaptive stepsize control 31 5.1 Polynomial equations . . . . . . . . . . . . . . . . . . . . . . . . . . . 31 5.2 Deficient polynomial equations . . . . . . . . . . . . . . . . . . . . . . 39 6 Applications 41 7 Conclusion 43 References 44 A Appendix 46 A.1 The comparison of mathematical software for solving polynomial equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46 A.2 Solving polynomial equations bymanual . . . . . . . . . . . . . . . . 47 A.3 The local truncation error of numericalmethods . . . . . . . . . . . . 54 |
參考文獻 References |
[1] C. B. GARCIA and W. I. ZANGWILL(1979). Finding all solutions to polynomial systems and other systems of equations. Math. Programming 16, 159-176. [2] T. Y. Li , Tim Sauer , James A. Yorke(1987). The random product homotopy and deficient polynomial systems. Numer. Math. 51, 481-500. [3] Li, T.Y., Sauer, T.(1987). Homotopy methods for generalized eigenvalue problems. Linear. Algebra Appl. 91, 65-74. [4] T. Y. LI , TIM SAUER, J. A. YORKE(1989). The cheater’s homotopy : an efficient procedure for solving systems of polynomial equations. SIAM J. NUMER. ANAL. Vol. 26 5, 1241-1251. [5] T. L. Lee, T. Y. Li, C. H. Tsai(2008). HOM4PS-2.0: a software package for solving polynomial systems by the polyhedral homotopy continuation method. Springer-Verlag . [6] Bj‥ork G, Fr‥oberg R(1991). A faster way to count the solutions of inhomogeneous systems of algebraic equations. J Symb Comput 12 3, 329-336. [7] Boege W, Gebauer R, Kredel H(1986). Some examples for solving systems of algebraic equations by calculating Groebner bases. J Symb Comput 2 , 83-98. [8] Morgan AP(1987). Solving polynomial systems using continuation for engineering and scientific problems. Prentice-Hall, New Jersey. [9] Noonburg VW(1989). A neural network modeled by an adaptive Lotka–Volterra system. SIAM J Appl Math 49, 1779-1792. [10] T. Y. Li(2003). Numerical solution of polynomial systems by homotopy continuation methods. Handbook of Numerical Analysis XI, 209-304. [11] F. J. Drexler(1978). A homotopy method for the calculation of all zerodimensional polynomial ideals, in Continuation Methods. (H. Wacker, Ed.) Academic, New York, 69-93. [12] C. B. Garcia, W. I. Zangwill(1979). Determining all solutions to certain systems of nonlinear equations. Math. Oper. Res. 4, 1-14. [13] A. Morgan(1986). A homotopy for solving polynomial systems. Appl. Math. Comput. , 87-92. [14] T. Y. Li, T. Sauer, J. Yorke(1987). Numerical solution of a class of deficient polynomial systems. SIAM J. Numer. Anal. 24, 435-451. [15] J. H. Verner(1978). Explicit Runge-Kutta methods with estimates of the local truncation error. SIAM J. Numer. Anal. 15(4), 435-451. [16] A. P. Morgan, A. J. Sommese(1987), (1992). Computing all solutions to polynomial systems using homotopy continuation. Appl. Math. Comput. 24(2), 115- 138. Errata: Appl. Math. Comput. 51, 209. [17] Daniel J. Bates, Jonathan D. Hauenstrin, Andrew J. Sommese(2011). Efficient path tracking methods. Numer Algor. 58, 451-459. |
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