Exploring the Planar Circular Restricted Three-body Problem with Prolate Primaries

We numerically investigate the convergence properties of the circu- lar restricted three-body problem with prolate primaries, by using the Newton- Raphson iterative scheme. In particular, we examine how the oblateness co- efficient A influences several aspects of the method, such as its speed and efficiency. Color-coded diagrams are used for revealing the basins of conver- gence on the configuration space. Additionally, we compute the degree of fractality of the convergence basins on the physical plane, as a function of the oblateness coefficient, by using different computational tools, such as the uncertainty dimension and the (boundary) basin entropy.     

Overlapping Schwarz Waveform Relaxation for the Heat Equation in N Dimensions

We analyze overlapping Schwarz waveform relaxation for the heat equation in n spatial dimensions. We prove linear convergence of the algorithm on unbounded time intervals and superlinear convergence on bounded time intervals. In both cases the convergence rates are shown to depend on the size of the overlap. The linear convergence result depends also on the number of subdomains because it is limited by the classical steady state result of overlapping Schwarz for elliptic problems. However the superlinear convergence result is independent of the number of subdomains. Thus overlapping Schwarz waveform relaxation does not need a coarse space for robust convergence independent of the number of subdomains, if the algorithm is in the superlinear convergence regime. Numerical experiments confirm our analysis. We also briefly describe how our results can be extended to more general parabolic problems.     

Fourier analysis of schwarz alternating methods for piecewise hermite bicubic orthogonal spline collocation

The rates of convergence of two Schwarz alternating methods are analyzed for the iterative solution of a discrete problem which arises when orthogonal spline collocation with piecewise Hermite bicubics is applied to the Dirichlet problem for Poisson's equation on a rectangle. In the first method, the rectangle is divided into two overlapping subrectangles, while three overlapping subrectangles are used in the second method. Fourier analysis is used to obtain explicit formulas for the convergence factors by which theH ¹-norm of the errors is reduced in one iteration of the Schwarz methods. It is shown numerically that while these factors depend on the size of overlap, they are independent of the partition stepsize. Results of numerical experiments are presented which confirm the established rates of convergence of the Schwarz methods.This research was supported in part by funds from the National Science Foundation grant CCR-9103451.     

Overlapping Schwarz waveform relaxation method for the solution of the reaction-diffusion equation

We are interested in solving time dependent problems using domain decomposition methods. In the classical approach, one discretizes first the time dimension and then one solves a sequence of steady problems by a domain decomposition method. In this article, we treat directly the time dependent problem and we study a Schwarz waveform relaxation algorithm for the convection diffusion equation. We study the convergence of the overlapping Schwarz waveform relaxation method for solving the reaction-diffusion equation over multi-overlapped subdomains. Also we will show that the method converges linearly and superlinearly over long and short time intervals, and the convergence depends on the size of overlap. Numerical results are presented from solutions of a specific model problems to demonstrate the convergence, linear and superlinear, and the role of the overlap size.     

Iterative continuous maximum-likelihood reconstruction method

In this paper we continue our studying of the iterative maximum-likelihood reconstruction method. We consider only the continuous case and show some convergence properties of the algorithm. In the discrete case convergence has already been proved. An example demonstrating divergence of the iterative method shows how to handle the continuous case.     

A conforming finite element method for overlapping and nonmatching grids

In this paper we propose a finite element method for nonmatching overlapping grids based on the partition of unity. Both overlapping and nonoverlapping cases are considered. We prove that the new method admits an optimal convergence rate. The error bounds are in terms of local mesh sizes and they depend on neither the overlapping size of the subdomains nor the ratio of the mesh sizes from different subdomains. Our results are valid for multiple subdomains and any spatial dimensions.

     

Globally convergent methods for semi-infinite programming

Recently developed methods for nonlinear semi-infinite programming problems have only local convergence properties. In this paper, we show how the convergence can be globalized by the use of an exact penalty function. Both convergence and rate of convergence results are established.     

Overlapping Schwarz waveform relaxation method for the solution of the convection–diffusion equation

In this article we study the convergence of the overlapping Schwarz wave form relaxation method for solving the convection–diffusion equation over multi-overlapped subdomains. It is shown that the method converges linearly and superlinearly over long and short time intervals, and the convergence depends on the size of the overlap. Numerical results are presented from solving specific types of model problems to demonstrate the convergence and the role of the size of the overlap. Copyright © 2007 John Wiley & Sons, Ltd.     

Analyticity without differentiability

In this article we derive all salient properties of analytic functions, including the analytic version of the inverse function theorem, using only the most elementary convergence properties of series. Not even the notion of differentiability is required to do so. Instead, analytical arguments are replaced by combinatorial arguments exhibiting properties of formal power series. Along the way, we show how formal power series can be used to solve combinatorial problems and also derive some results in calculus with a minimum of analytical machinery.     

Local convergence of filter methods for equality constrained non-linear programming

In Gonzaga et al. [A globally convergent filter method for nonlinear programming, SIAM J. Optimiz. 14 (2003), pp. 646–669] we discuss general conditions to ensure global convergence of inexact restoration filter algorithms for non-linear programming. In this article we show how to avoid the Maratos effect by means of a second-order correction. The algorithms are based on feasibility and optimality phases, which can be either independent or not. The optimality phase differs from the original one only when a full Newton step for the tangential minimization of the Lagrangian is efficient but not acceptable by the filter method. In this case a second-order corrector step tries to produce an acceptable point keeping the efficiency of the rejected step. The resulting point is tested by trust region criteria. Under the usual hypotheses, the algorithm inherits the quadratic convergence properties of the feasibility and optimality phases. This article includes a comparison between classical Sequential Quadratic Programming (SQP) and Inexact Restoration (IR) iterations, showing that both methods share the same asymptotic convergence properties.     

Partition of Unity for a Class of Nonlinear Parabolic Equation on Overlapping Non-Matching Grids

A class of nonlinear parabolic equation on a polygonal domain Ω  R2 is inves- tigated in this paper. We introduce a finite element method on overlapping non-matching grids for the nonlinear parabolic equation based on the partition of unity method. We give the construction and convergence analysis for the semi-discrete and the fully discrete finite element methods. Moreover, we prove that the error of the discrete variational problem has good approximation properties. Our results are valid for any spatial dimensions. A numerical example to illustrate the theoretical results is also given.     

Nonmonotone filter DQMM method for the system of nonlinear equations

In this paper, we propose a nonmonotone filter Diagonalized Quasi-Newton Multiplier (DQMM) method for solving system of nonlinear equations. The system of nonlinear equations is transformed into a constrained nonlinear programming problem which is then solved by nonmonotone filter DQMM method. A nonmonotone criterion is used to speed up the convergence progress in some ill-conditioned cases. Under reasonable conditions, we give the global convergence properties. The numerical experiments are reported to show the effectiveness of the proposed algorithm.     

A delay differential equation solver based on a continuous Runge–Kutta method with defect control

We have recently developed a generic approach for solving neutral delay differential equations based on the use of a continuous Runge–Kutta formula with defect control and investigated its convergence properties. In this paper, we describe a method, DDVERK, which implements this approach and justify the strategies and heuristics that have been adopted. In particular we show how the assumptions related to error control, stepsize control, and discontinuity detection (required for convergence) can be efficiently realized for a particular sixth-order numerical method. Summaries of extensive testing are also reported. This revised version was published online in August 2006 with corrections to the Cover Date.     

Overlap functions

In this paper we address a key issue in scenario classification, where classifying concepts show a natural overlapping. In fact, overlapping needs to be evaluated whenever classes are not crisp, in order to be able to check if a certain classification structure fits reality and still can be useful for our declared decision making purposes. In this paper we address an object recognition problem, where the best classification with respect to background is the one with less overlapping between the class object and the class background. In particular, in this paper we present the basic properties that must be fulfilled by overlap functions, associated to the degree of overlapping between two classes. In order to define these overlap functions we take as reference properties like migrativity, homogeneity of order 1 and homogeneity of order 2. Hence we define overlap functions, proposing a construction method and analyzing the conditions ensuring that t-norms are overlap functions. In addition, we present a characterization of migrative and strict overlap functions by means of automorphisms.     

Approximate factorizations with modified S/P consistently ordered M-factors

Preconditioned iterative methods are widely used to solve linear systems such as those arising from the finite element formulation of boundary value problems and approximate factorizations are widely used as preconditioners. The ordering of the unknowns is therefore an important issue because it has a strong influence on the convergence behaviour of the iteration method while it is also a decisive aspect for their parallel implementation. Consistent orderings are attractive for parallel implementations and it has been shown that some subclasses of these orderings also enhance the convergence behaviour of the associated iteration methods. This has in particular been shown for the so-called S/P consistent orderings. A wider definition of this class of orderings has recently been proposed and we investigate here how approximate factorizations should be implemented when using such more general orderings (still called S/P consistent) in order to keep their expected high convergence properties. A simple practical conclusion is suggested, supported by both theoretical and numerical arguments.     

A class of piecewise interpolating functions based on barycentric coordinates

Piecewise interpolation methods, as spline or Hermite cubic interpolation methods, define the interpolant function by means of polynomial pieces and ensure that some regularity conditions are guaranteed at the break-points. In this work, we propose a novel class of piecewise interpolating functions whose expression depends on the barycentric coordinates and a suitable weight function. The underlying idea is to specialize to the 1D settings some aspects of techniques widely used in multi-dimensional interpolation, namely Shepard’s, barycentric and triangle-based blending methods. We show the properties of convergence for the interpolating functions and discuss how, in some cases, the properties of regularity that characterize the weight function are reflected on the interpolant function. Numerical experiments, applied to some case studies and real scenarios, show the benefit of our method compared to other interpolant models.     

Stability and convergence properties of Bergman kernel methods for numerical conformal mapping

Summary In this paper we study the stability and convergence properties of Bergman kernel methods, for the numerical conformal mapping of simply and doubly-connected domains. In particular, by using certain wellknown results of Carleman, we establish a characterization of the level of instability in the methods, in terms of the geometry of the domain under consideration. We also explain how certain known convergence results can provide some theoretical justification of the observed improvement in accuracy which is achieved by the methods, when the basis set used contains functions that reflect the main singular behaviour of the conformal map.     

Some Properties of Methods of Centers

Huard's method of centers is a method that solves constrained convex problems by means of unconstrained problems. In this paper we give some properties of this method, we analyse its convergence and rate of convergence and suggest some other variants and techniques to improve the speed of convergence.     

Discretized Multisplitting AOR Waveform Relaxation Algorithms for Initial Value Problem of Systems of ODEs

1.IntroductionInthedevelopmentofnewelectricalcircuits,thesimulationofthebehaviourofthecircuithasbecomeanessentialtoolforelectricalengineers.Fromthelayoutofthecircuitanonlinearsystemofordinarydifferentialequationsisgeneratedwhichdescribesthedynamicalbehaviourofthecircuit.Inthesimulationofverylargescaleintegrated(VLSI)circuitsthedimensionofthesystemofODEscanbecomeverylarge.Moreoversincethesystemisstiff,solvingthesesystemsisaverycomputionallyintensivetaskandtheuseofsupercomputersbecomesin-evit…     

Piecewise polynomial collocation for linear boundary value problems of fractional differential equations

We consider a class of boundary value problems for linear multi-term fractional differential equations which involve Caputo-type fractional derivatives. Using an integral equation reformulation of the boundary value problem, some regularity properties of the exact solution are derived. Based on these properties, the numerical solution of boundary value problems by piecewise polynomial collocation methods is discussed. In particular, we study the attainable order of convergence of proposed algorithms and show how the convergence rate depends on the choice of the grid and collocation points. Theoretical results are verified by two numerical examples.