request for algorithm

Hi everybody, I am really desperate on this and would certainly appreciate
any recommendations/suggestions. I am looking for practical problems
that can be solved by means of N-dimensional iterative algorithms,
N>=3 (e.g. 3D space domain, 2D space domain+time domain, 3D space
domain+time domain etc), where in each iteration one computes the value
at a point U(x,y,z,...) with the aid of "previous" points. For instance,
U(x-1,y,z,...), U(x,y-1,z,...), U(x-1,y,z-1,...), U(x,y-2,z-3,...) are
all welcome, but e.g. U(x+1,y,z,...), U(x-1,y+1,z,...) are not. Any
algorithm name/URL/physical problem will do, I am willing to delve into
the details myself.

For instance, I have been looking into time/space discretizations of
initial value problems/boundary value problems, such as the Poisson
equation, but when using only previous points convergence gives me
a rough time. I really don't mind reduced accuracy of the one-sided
discretization compared to a central alternative one, as long as the
algorithm ensures convergence. Any ideas?
.

Relevant Pages

  • Re: request for algorithm
    ... >that can be solved by means of N-dimensional iterative algorithms, ... but when using only previous points convergence gives me ... >algorithm ensures convergence. ...
    (sci.math.num-analysis)
  • Re: How to prove that a random sort algorithm converges?
    ... There are more than one way to prove the algorithm. ... We need to define what is the convergence criterion. ... It's not necessary to speak of "termination". ... probability 1" is better than saying "the algorithm will converge". ...
    (sci.math)
  • Re: request for algorithm
    ... but when using only previous points convergence gives me ... > discretization compared to a central alternative one, ... > algorithm ensures convergence. ... because by nature the flow of information comes from every ...
    (sci.math.num-analysis)
  • =?utf-8?q?Re:_Q(=CE=BB)-learning_algorithm_question?=
    ... The attitude is exactly as you wrote - maximum value for a state-action ... how to describe the algorithm more scientifically; ... How can I prove convergence or divergence? ...
    (comp.ai.games)
  • Re: time-series smoothing
    ... >I note that the Nelder-Mean algorithm is mentioned in Numerical Recipes ... >has provided a variety of convergence proofs for direct search ... one of which looks like a variant of the Nelder-Mead ...
    (sci.stat.edu)