Title of article :
Convergence of the fixed point theorem with random parameters
Author/Authors :
F. Poirion، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
Solving stochastic non-linear dynamical problems represents a formidable task which, in many cases,
can be achieved solely through numerical simulation techniques. This is true for high dimensional as
well as low dimensional problems. One method to deal with the non-linearity is to use the xed point
theorem which gives the convergence conditions of the iterative scheme towards the equilibrium point
of the equation. In this paper we look at the particular case where the equilibrium equation depends
on a random variable. This case arises for instance in the study of coupled non-linear dynamical systems
when structural uncertainties are introduced in the dynamical systems. We give almost sure and Lp
convergence conditions for the simulation iterative scheme
Keywords :
uncertainty , almost sure convergence , Random variable , iterative method
Journal title :
International Journal for Numerical Methods in Engineering
Journal title :
International Journal for Numerical Methods in Engineering