Arnoldi iterationIn numerical linear algebra, the Arnoldi iteration is an eigenvalue algorithm and an important example of an iterative method. Arnoldi finds an approximation to the eigenvalues and eigenvectors of general (possibly non-Hermitian) matrices by constructing an orthonormal basis of the Krylov subspace, which makes it particularly useful when dealing with large sparse matrices. The Arnoldi method belongs to a class of linear algebra algorithms that give a partial result after a small number of iterations, in contrast to so-called direct methods which must complete to give any useful results (see for example, Householder transformation).
Fixed-point iterationIn numerical analysis, fixed-point iteration is a method of computing fixed points of a function. More specifically, given a function defined on the real numbers with real values and given a point in the domain of , the fixed-point iteration is which gives rise to the sequence of iterated function applications which is hoped to converge to a point . If is continuous, then one can prove that the obtained is a fixed point of , i.e., More generally, the function can be defined on any metric space with values in that same space.
Principe de DirichletEn mathématiques, le principe de Dirichlet (en théorie du potentiel), dû au mathématicien allemand Lejeune Dirichlet, énonce l'existence d'une fonction u(x) solution de l'équation de Poisson sur un domaine de avec les conditions aux limites et plus précisément qu'alors u minimise l'énergie de Dirichlet parmi toutes les fonctions deux fois différentiables telles que sur (à condition qu'il existe au moins une fonction pour laquelle l'intégrale de Dirichlet soit finie). Comme l'intégrale de Dirichlet est minorée, elle possède une borne inférieure.
Costate equationThe costate equation is related to the state equation used in optimal control. It is also referred to as auxiliary, adjoint, influence, or multiplier equation. It is stated as a vector of first order differential equations where the right-hand side is the vector of partial derivatives of the negative of the Hamiltonian with respect to the state variables. The costate variables can be interpreted as Lagrange multipliers associated with the state equations.