This study places a significant emphasis on assessing the efficiency of numerical methods, specifically in the context of solving linear equations of the form Ax = b, where A is a square matrix, x is a solvent vector, and b is a column vector representing real-world phenomena. The investigation compares the effectiveness of the Refined Successive Over Relaxation (RSOR) method to the standard Successive Over-relaxation (SOR) method. The core evaluation criteria encompass computational time (in seconds), convergence behavior, and the number of iterations necessary to approximate the solvents of five distinct real-world phenomena: Model Problem 1 (MP1) involving an Electrical Circuit, Model Problem 2 (MP2) focusing on Beam Deflection, Model Problem 3 (MP3) addressing Damped Vibrations of a Stretching Spring, Model Problem 4 (MP4) dealing with Linear Springs and Masses, and Model Problem 5 (MP5) focusing on Temperature Distribution on Heated Plate. The RSOR method generally outperforms the SOR method, particularly with a constant relaxation parameter (ω) in the range 1.0 < ω < 1.2. The RSOR method is favored for its robustness and efficiency with less need for fine-tuning ω, whereas the SOR method can achieve superior performance if the optimal ω is found, although this often requires time-consuming trial and error. Despite the potential for better performance with an optimal ω, the RSOR method’s consistent results make it the more practical choice in many cases. The study also explores the stability of the systems of linear equations arising from these phenomena by calculating their condition numbers (K(A)). More interestingly, the results reveal that all systems MP1 to MP4 exhibit instability when subjected to even modest perturbations, shedding light on potential challenges in their solvents. This research not only underscores the advantages of the RSOR method but also emphasizes the importance of understanding the stability of numerical solvents in the context of real-world problems. Additionally, the results for MP5 demonstrates that tiny changes to the original matrix’s coefficients have no effect on the desired solvent because the perturbed matrix’s condition number is the same as the original matrix’s, making the problem well-structured. The problem becomes ill-conditioned if there is an increase or decrement to the matrix’s coefficients that is bigger than 10−5. In summary, Sparse systems are sensitive to perturbations, resulting in instability. If the tolerance |k(A0i) − k(Ai)| > 10−5 for all positive integers i, then the problem becomes poorly structured.
Published in | American Journal of Applied Mathematics (Volume 12, Issue 6) |
DOI | 10.11648/j.ajam.20241206.12 |
Page(s) | 214-235 |
Creative Commons |
This is an Open Access article, distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium or format, provided the original work is properly cited. |
Copyright |
Copyright © The Author(s), 2024. Published by Science Publishing Group |
Systems of Linear Equations, Solvents, SOR, RSOR, Real World Phenomena, Sensitivity Analysis
[1] | Abdullahi, I., & Ndanusa, A. (2020). A new modified preconditioned Accelerated Over-relaxation (AOR) iterative method for L-Matrix linear algebraic systems. Science World Journal, 15(2), 45-50. |
[2] | Abdullahi, R., & Muhammad, R. (2021). Refinement of Preconditioned Over-relaxation algorithm for solution of the linear algebraic system Ax=b. 16(3). |
[3] | Allahviranloo, T. (2005). Successive over relaxation iterative method for fuzzy system of linear equations. Applied Mathematics and Computation, 162(1), 189-196. |
[4] | Bai, Z.-Z., Parlett, B. N., & Wang, Z.-Q. (2005). On generalized successive overrelaxation methods for augmented linear systems. Numerische Mathematik, 102(1), 1-38. |
[5] | Bai, Z. Z., & Chi, X. B. (2003). Asymptotically optimal successive over-relaxation methods for systems of linear equations. Journal of Computational Mathematics, 603-612. |
[6] | Carre, B. A. (1961). The determination of the optimum accelerating factor for successive over-relaxation. The computer journal, 4(1), 73-78. |
[7] | Chicone, C. (2006). Ordinary differential equations with applications (Vol. 34). Springer Science & Business Media. |
[8] | Constantinescu, R., Poenaru, R. C., Pop, F., & Popescu, P. G. (2019). A new version of KSOR method with lower number of iterations and lower spectral radius. Soft Computing, 23(22), 11729- 11736. |
[9] | Dehghan, M., & Hajarian, M. (2011). Improving preconditioned SOR-type iterative methods for L- matrices. International Journal for numerical methods in biomedical engineering, 27(5), 774-784. |
[10] | Dihoum, B. E., Flijah, L. A. A., Al-Qiblawi, S. S., & Owen, S. A. (2022). Comparison Of Jacobi Iteration Method And Gauss-Seidel Iteration Method In Solving Fuzzy Linear Equation Systems Using A Computer. Journal of Algebraic Statistics, 13(2), 711-722. |
[11] | Emmanuel, F. S. (2015). On Some Iterative Methods for Solving Systems of Linear Equations. Computational and Applied Mathematics. Vol. 1, No. 2, 2015, pp. 21-28. |
[12] | Epelman, M., & Freund, R. M. (2000). Condition number complexity of an elementary algorithm for computing a reliable solution of a conic linear system. Mathematical Programming, 88(3), 451-485. |
[13] | Faruk, A. I., & Ndanusa, A. (2019). Improvements of Successive Over-relaxation (SOR) methods for L- matrices. Savanna Journal of Basic and Applied Sciences, 1(2), pp. 218-223. |
[14] | Gonfa, G. (2016). Refined iterative method for solving system of linear equations. American Journal of Computational and Applied Mathematics, 6(3), 144-147. |
[15] | Hadjidimos, A. (2000). Successive overrelaxation (SOR) and related methods. Journal of Computational and Applied Mathematics, 123(1-2), 177-199. |
[16] | Kincaid, D. R., & Young, D. M. (1972). The Modified Successive Overrelaxation with Fixed Parameters. |
[17] | Kiusalaas, J. (2005). Numerical Methods in engineering with Matlab. |
[18] | Kulsrud, H. E. (1961). A practical technique for the determination of the optimum relaxation factor of the successive over-relaxation method. Communications of the ACM, 4(4), 184-187. |
[19] | Kyurkchiev, N., & Iliev, A. (2014). A Refinement of some Overrelaxation Algorithms for Solving a System of Linear Equations. Serdica Journal of Computing, 7(3), 245-256. |
[20] | Lanczos, C. (1952). Solution of Systems of Linear Equations by Minimized Iterations. Journal of Research of the National Bureau of Standards, 49, 33-53. |
[21] | Lisanu Assefa, W., & Woldeselassie Teklehaymanot, A. (2021). Second Refinement of Accelerated over Relaxation Method for the Solution of Linear System. Pure and Applied Mathematics Journal, 10(1), 32. |
[22] | Lotfy, H. M. S., Taha, A. A., & Youssef, I. K. (2019). Fuzzy linear systems via boundary value problem. Soft Computing, 23(19), 9647-9655. |
[23] | Mai, T.-Z., & Wu, L. (2013). The successive over relaxation method in multi-layer grid refinement scheme. |
[24] | Mayaki, Z., & Ndanusa, A. (2019). Modified successive overrelaxation (SOR) type methods for M-matrices. Science World Journal, 14(4), 1-5. |
[25] | Mayooran, T., & Light, E. (2016). Applying the Successive Over-relaxation Method to a Real World Problems. American Journal of Applied Mathematics and Statistics. |
[26] | Mehtre, V. V., & Singh, A. (2019). Jacobi and Gauss- Seidel Iterative Methods for the Solution of Systems of Linear Equations Comparison. 6(7). |
[27] | Muleta, H., & Gofe, G. (2018). Refinement of Generalized Accelerated Over Relaxation Method for Solving System of Linear Equations Based on the Nekrassov-Mehmke1-Method. 13(2). |
[28] | Ndanusa, A., & Adeboye, K. R. (2012). Preconditioned SOR iterative methods for L-matrices. American Journal of Computational and Applied Mathematics, 2(6): 300- 305. |
[29] | Ndanusa, A., & Al-Mustapha, K. A. (2021). The SOR iterative method for new preconditioned linear algebraic systems. 9th (Online) International Conference on Applied Analysis and Mathematical Modeling. |
[30] | Rice, J. R. (1966). A Theory of Condition. SIAM Journal on Numerical Analysis, 3(2), 287-310. |
[31] | Vatti, V. K., & Gonfa, G. G. (2011). Refinement of generalized Jacobi (RGJ) method for solving system of linear equations. International Journal of Contemporary Mathematical Sciences, 6(3), 109-116. |
[32] | Xu, M. M., Sulaiman, J., & Ali, L. H. (2021). Refinement of SOR method for the rational finite difference solution of first-order Fredholm integro-differential equations. In AIP Conference Proceedings (Vol. 2423, No. 1). AIP Publishing. |
[33] | Young, D. (1954). Iterative methods for solving partial difference equations of elliptic type. Transactions of the American Mathematical Society, 76(1), 92-111. |
[34] | Young, D. M. (1950). Iterative Methods for Solving Partial Difference Equations of Elliptic Type. Ph. D. Thesis. 1950. 74 p. |
[35] | Young, D. M. (1977). On the accelerated SSOR method for solving large linear systems. Advances in Mathematics, 23(3), 215-271. |
[36] | Audu, K. J., Yahaya, Y. A., Adeboye, K. R., & Abubakar, U. Y. (2021). Refinement of Extended Accelerated Over-Relaxation Method for Solution of Linear Systems. Nigeria Annals of Pure and Applied Sciences, 4(1), 50- 56. |
[37] | Youssef, I. K., & Taha, A. A. (2013). On the modified successive overrelaxation method. Applied Mathematics and Computation, 219(9), 4601-4613. |
APA Style
Kigodi, O. J., Chacha, C. S., Mtunya, A. P. (2024). Exploring Solvents and Sensitivity of Systems of Linear Equations Arising from Real World Phenomena Via Optimal Successive Over-relaxation Method. American Journal of Applied Mathematics, 12(6), 214-235. https://doi.org/10.11648/j.ajam.20241206.12
ACS Style
Kigodi, O. J.; Chacha, C. S.; Mtunya, A. P. Exploring Solvents and Sensitivity of Systems of Linear Equations Arising from Real World Phenomena Via Optimal Successive Over-relaxation Method. Am. J. Appl. Math. 2024, 12(6), 214-235. doi: 10.11648/j.ajam.20241206.12
@article{10.11648/j.ajam.20241206.12, author = {Odeli John Kigodi and Chacha Stephen Chacha and Adeline Peter Mtunya}, title = {Exploring Solvents and Sensitivity of Systems of Linear Equations Arising from Real World Phenomena Via Optimal Successive Over-relaxation Method}, journal = {American Journal of Applied Mathematics}, volume = {12}, number = {6}, pages = {214-235}, doi = {10.11648/j.ajam.20241206.12}, url = {https://doi.org/10.11648/j.ajam.20241206.12}, eprint = {https://article.sciencepublishinggroup.com/pdf/10.11648.j.ajam.20241206.12}, abstract = {This study places a significant emphasis on assessing the efficiency of numerical methods, specifically in the context of solving linear equations of the form Ax = b, where A is a square matrix, x is a solvent vector, and b is a column vector representing real-world phenomena. The investigation compares the effectiveness of the Refined Successive Over Relaxation (RSOR) method to the standard Successive Over-relaxation (SOR) method. The core evaluation criteria encompass computational time (in seconds), convergence behavior, and the number of iterations necessary to approximate the solvents of five distinct real-world phenomena: Model Problem 1 (MP1) involving an Electrical Circuit, Model Problem 2 (MP2) focusing on Beam Deflection, Model Problem 3 (MP3) addressing Damped Vibrations of a Stretching Spring, Model Problem 4 (MP4) dealing with Linear Springs and Masses, and Model Problem 5 (MP5) focusing on Temperature Distribution on Heated Plate. The RSOR method generally outperforms the SOR method, particularly with a constant relaxation parameter (ω) in the range 1.0 ω ω, whereas the SOR method can achieve superior performance if the optimal ω is found, although this often requires time-consuming trial and error. Despite the potential for better performance with an optimal ω, the RSOR method’s consistent results make it the more practical choice in many cases. The study also explores the stability of the systems of linear equations arising from these phenomena by calculating their condition numbers (K(A)). More interestingly, the results reveal that all systems MP1 to MP4 exhibit instability when subjected to even modest perturbations, shedding light on potential challenges in their solvents. This research not only underscores the advantages of the RSOR method but also emphasizes the importance of understanding the stability of numerical solvents in the context of real-world problems. Additionally, the results for MP5 demonstrates that tiny changes to the original matrix’s coefficients have no effect on the desired solvent because the perturbed matrix’s condition number is the same as the original matrix’s, making the problem well-structured. The problem becomes ill-conditioned if there is an increase or decrement to the matrix’s coefficients that is bigger than 10−5. In summary, Sparse systems are sensitive to perturbations, resulting in instability. If the tolerance |k(A0i) − k(Ai)| > 10−5 for all positive integers i, then the problem becomes poorly structured. }, year = {2024} }
TY - JOUR T1 - Exploring Solvents and Sensitivity of Systems of Linear Equations Arising from Real World Phenomena Via Optimal Successive Over-relaxation Method AU - Odeli John Kigodi AU - Chacha Stephen Chacha AU - Adeline Peter Mtunya Y1 - 2024/11/18 PY - 2024 N1 - https://doi.org/10.11648/j.ajam.20241206.12 DO - 10.11648/j.ajam.20241206.12 T2 - American Journal of Applied Mathematics JF - American Journal of Applied Mathematics JO - American Journal of Applied Mathematics SP - 214 EP - 235 PB - Science Publishing Group SN - 2330-006X UR - https://doi.org/10.11648/j.ajam.20241206.12 AB - This study places a significant emphasis on assessing the efficiency of numerical methods, specifically in the context of solving linear equations of the form Ax = b, where A is a square matrix, x is a solvent vector, and b is a column vector representing real-world phenomena. The investigation compares the effectiveness of the Refined Successive Over Relaxation (RSOR) method to the standard Successive Over-relaxation (SOR) method. The core evaluation criteria encompass computational time (in seconds), convergence behavior, and the number of iterations necessary to approximate the solvents of five distinct real-world phenomena: Model Problem 1 (MP1) involving an Electrical Circuit, Model Problem 2 (MP2) focusing on Beam Deflection, Model Problem 3 (MP3) addressing Damped Vibrations of a Stretching Spring, Model Problem 4 (MP4) dealing with Linear Springs and Masses, and Model Problem 5 (MP5) focusing on Temperature Distribution on Heated Plate. The RSOR method generally outperforms the SOR method, particularly with a constant relaxation parameter (ω) in the range 1.0 ω ω, whereas the SOR method can achieve superior performance if the optimal ω is found, although this often requires time-consuming trial and error. Despite the potential for better performance with an optimal ω, the RSOR method’s consistent results make it the more practical choice in many cases. The study also explores the stability of the systems of linear equations arising from these phenomena by calculating their condition numbers (K(A)). More interestingly, the results reveal that all systems MP1 to MP4 exhibit instability when subjected to even modest perturbations, shedding light on potential challenges in their solvents. This research not only underscores the advantages of the RSOR method but also emphasizes the importance of understanding the stability of numerical solvents in the context of real-world problems. Additionally, the results for MP5 demonstrates that tiny changes to the original matrix’s coefficients have no effect on the desired solvent because the perturbed matrix’s condition number is the same as the original matrix’s, making the problem well-structured. The problem becomes ill-conditioned if there is an increase or decrement to the matrix’s coefficients that is bigger than 10−5. In summary, Sparse systems are sensitive to perturbations, resulting in instability. If the tolerance |k(A0i) − k(Ai)| > 10−5 for all positive integers i, then the problem becomes poorly structured. VL - 12 IS - 6 ER -