Spectral methods based on Hermite functions for linear hyperbolic equations

We consider the approximation by spectral and pseudo‐spectral methods of the solution of the Cauchy problem for a scalar linear hyperbolic equation in one space dimension posed in the whole real line. To deal with the fact that the domain of the equation is unbounded, we use Hermite functions as orthogonal basis. Under certain conditions on the coefficients of the equation, we prove the spectral convergence rate of the approximate solutions for regular initial data in a weighted space related to the Hermite functions. Numerical evidence of this convergence is also presented. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2012     

Dynamic contact of a beam against rigid obstacles: Convergence of a velocity-based approximation and numerical results

Motivated by the study of vibrations due to looseness of joints, we consider the motion of a beam between rigid obstacles. Due to the non-penetrability condition, the dynamics is described by a hyperbolic fourth order variational inequality. We build a family of fully discretized approximations of this problem by combining some classical space discretizations with velocity based time-stepping algorithms for discrete mechanical systems subjected to unilateral constraints. We prove the stability and the convergence of these numerical methods. Finally we propose some examples of implementation using either Hermite or B-spline finite element approximations.     

Some progress in spectral methods

In this paper,we review some results on the spectral methods.We frst consider the Jacobi spectral method and the generalized Jacobi spectral method for various problems,including degenerated and singular diferential equations.Then we present the generalized Jacobi quasi-orthogonal approximation and its applications to the spectral element methods for high order problems with mixed inhomogeneous boundary conditions.We also discuss the related spectral methods for non-rectangular domains and the irrational spectral methods for unbounded domains.Next,we consider the Hermite spectral method and the generalized Hermite spectral method with their applications.Finally,we consider the Laguerre spectral method and the generalized Laguerre spectral method for many problems defned on unbounded domains.We also present the generalized Laguerre quasi-orthogonal approximation and its applications to certain problems of non-standard type and exterior problems.     

Wave functions and eigenvalues of charge carriers in a nanotube in a neighborhood of the Dirac point in the presence of a longitudinal electric field

Based on the Hamiltonian for charge carriers in carbon nanotubes with finite lengths, we obtain eigenvalues and eigenfunctions in a neighborhood of the Dirac points (wave functions written analogously to the two-component Dirac wave function are expressed in terms of Hermite polynomials, and the spectrum is equidistant) in the presence of a longitudinal electric field. We express the solution in terms of the Hermite functions in the case of carbon nanotubes with infinite lengths. Based on the obtained wave function for an elongated nanotube, we consider the problem of determining the coefficient of charge carrier transport through the nanotube. The results of finding the transport coefficient can also be applied to other nanoparticles, in particular, to carbon chains and nanotapes. We propose to use the eigenvalues and eigenfunctions of nanotubes with finite lengths to consider the problem of radiation generation in a nonlinear medium based on an array of such noninteracting nanotubes.     

Hermite spectral and pseudospectral methods for numerical differentiation

A numerical differentiation problem for a given function with noisy data is discussed in this paper. A mollification method based on spanned by Hermite functions is proposed and the mollification parameter is chosen by a discrepancy principle. The convergence estimates of the derivatives are obtained. To get a practical approach, we also derive corresponding results for pseudospectral (Hermite-Gauss interpolation) approximations. Numerical examples are given to show the efficiency of the method.     

The eigenvalues of Hermite and rational spectral differentiation matrices

Summary We derive expressions for the eigenvalues of spectral differentiation matrices for unbounded domains. In particular, we consider Galerkin and collocation methods based on Hermite functions as well as rational functions (a Fourier series combined with a cotangent mapping). We show that (i) first derivative matrices have purely imaginary eigenvalues and second derivative matrices have real and negative eigenvalues, (ii) for the Hermite method the eigenvalues are determined by the roots of the Hermite polynomials and for the rational method they are determined by the Laguerre polynomials, and (iii) the Hermite method has attractive stability properties in the sense of small condition numbers and spectral radii.     

A stabilized Hermite spectral method for second‐order differential equations in unbounded domains

A stabilized Hermite spectral method, which uses the Hermite polynomials as trial functions, is presented for the heat equation and the generalized Burgers equation in unbounded domains. In order to overcome instability that may occur in direct Hermite spectral methods, a time‐dependent scaling factor is employed in the Hermite expansions. The stability of the scheme is examined and optimal error estimates are derived. Numerical experiments are given to confirm the theoretical results.© 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

A Class Hermite Pseudospectral Approximate with ω（x） ≡1 and Application to Reaction-diffusion Equation

In this paper, we continue the discussion of [12] to establish the Hermite pseudospectral method with weight ω（x） = 1. As an application, we consider the pseudospectral approximation of the reaction-diffusion equation on the whole line, we prove the existence of the approximate attractor and give the error estimate for the approximate solution.     

Fourier-Padé approximations and filtering for spectral simulations of an incompressible Boussinesq convection problem

In this paper, we present rational approximations based on Fourier series representation. For periodic piecewise analytic functions, the well-known Gibbs phenomenon hampers the convergence of the standard Fourier method. Here, for a given set of the Fourier coefficients from a periodic piecewise analytic function, we define Fourier-Padé-Galerkin and Fourier-Padé collocation methods by expressing the coefficients for the rational approximations using the Fourier data. We show that those methods converge exponentially in the smooth region and successfully reduce the Gibbs oscillations as the degrees of the denominators and the numerators of the Padé approximants increase.

Numerical results are demonstrated in several examples. The collocation method is applied as a postprocessing step to the standard pseudospectral simulations for the one-dimensional inviscid Burgers' equation and the two-dimensional incompressible inviscid Boussinesq convection flow.

     

Combined Hermite spectral-finite difference method for the Fokker-Planck equation

The convergence of a class of combined spectral-finite difference methods using Hermite basis, applied to the Fokker-Planck equation, is studied. It is shown that the Hermite based spectral methods are convergent with spectral accuracy in weighted Sobolev space. Numerical results indicating the spectral convergence rate are presented. A velocity scaling factor is used in the Hermite basis and is shown to improve the accuracy and effectiveness of the Hermite spectral approximation, with no increase in workload. Some basic analysis for the selection of the scaling factors is also presented.

     

广义Korteweg-de Vries-Burgers方程组的谱方法及其误差估计

引言 近十多年来,偏微分方程的谱方法发展迅速,主要是由于在谱方法计算中应用了快速Pourier变换(FFT),减少了计算量,使之具有实用价值.谱方法的另一优点是具有“无穷阶”的快敛速,即,若原微分方程的解是无穷可微的,则合适的(半离散)谱方法逼近的收敛性比N~(-1)的任何幂次都快(这里N是所取基函数的个数).郭本瑜提供了证明KdV-Burgers方程谱方法格式产格误差估计的技巧,并在[6]中推广到二维涡度方程,证     

Comparison of Pseudospectral and Spectral Approximation

The accuracy of pseudospectral (collocation) approximation is compared to spectral (Galerkin) approximation in some simple model problems. It is found that both approximations give similar errors, despite the inclusion of aliasing terms in pseudospectral approximation.     

Discrete approximations to spherically symmetric distributions

Summary We consider the approximation of spherically symmetric distributions in ^d by linear combinations of Heaviside step functions or Dirac delta functions. The approximations are required to faithfully reproduce as many moments as possible. We discuss stable methods of computing such approximations, taking advantage of the close connection with Gauss-Christoffel quadrature. Numerical results are presented for the distributions of Maxwell, Bose-Einstein, and Fermi-Dirac.Dedicated to Fritz Bauer on the occasion of his 60th birthdayWork supported in part by the National Science Foundation under Grant MCS-7927158A1     

JACOBI PSEUDOSPECTRAL METHOD FOR FOURTH ORDER PROBLEMS

In this paper, we investigate Jacobi pseudospectral method for fourth order problems. We establish some basic results on the Jacobi-Gauss-type interpolations in non-uniformly weighted Sobolev spaces, which serve as important tools in analysis of numerical quadratures, and numerical methods of differential and integral equations. Then we propose Jacobi pseudospectral schemes for several singular problems and multiple-dimensional problems of fourth order. Numerical results demonstrate the spectral accuracy of these schemes, and coincide well with theoretical analysis.     

On algebraic multi-level methods for non-symmetric systems - Comparison results

We establish theoretical comparison results for algebraic multi-level methods applied to non-singular non-symmetric M-matrices. We consider two types of multi-level approximate block factorizations or AMG methods, the AMLI and the MAMLI method. We compare the spectral radii of the iteration matrices of these methods. This comparison shows, that the spectral radius of the MAMLI method is less than or equal to the spectral radius of the AMLI method. Moreover, we establish how the quality of the approximations in the block factorization effects the spectral radii of the iteration matrices. We prove comparisons results for different approximations of the fine grid block as well as for the used Schur complement. We also establish a theoretical comparison between the AMG methods and the classical block Jacobi and block Gauss-Seidel methods.     

多维区域中非线性偏微分方程的修正Laguerre谱与拟谱方法

研究多维区域中非线性偏微分方程的谱与拟谱方法．建立了修正Laguerre正交逼近与插值结果,这些结果对于建立和分析无界区域中的数值方法起着重要的作用．作为结果的一个应用,研究了二维无界区域中的Logistic方程的修正Laguerre谱格式,证明了它的稳定性和收敛性．数值试验结果表明所提出方法具有很高的精度,与理论分析结果完全吻合．     

Approximations of Solutions to Abstract Neutral Functional Differential Equation

In the present work, we study the approximations of solutions to the abstract neutral functional differential equations with bounded delay. We consider an associated integral equation and a sequence of approximate integral equations. We establish the existence and uniqueness of the solutions to every approximate integral equation using the fixed point arguments. We then prove the convergence of the solutions of the approximate integral equations to the solution of the associated integral equation. Next, we consider the Faedo–Galerkin approximations of the solutions and prove some convergence results. Finally, we demonstrate the application of the results established.     

An analytical proof of Hardy-like inequalities related to the Dirac operator

We prove some sharp Hardy-type inequalities related to the Dirac operator by elementary, direct methods. Some of these inequalities have been obtained previously using spectral information about the Dirac-Coulomb operator. Our results are stated under optimal conditions on the asymptotics of the potentials near zero and near infinity.     

Block Krylov Subspace Methods for Solving Large Sylvester Equations

In the present paper, we propose block Krylov subspace methods for solving the Sylvester matrix equation AX–XB=C. We first consider the case when A is large and B is of small size. We use block Krylov subspace methods such as the block Arnoldi and the block Lanczos algorithms to compute approximations to the solution of the Sylvester matrix equation. When both matrices are large and the right-hand side matrix is of small rank, we will show how to extract low-rank approximations. We give some theoretical results such as perturbation results and bounds of the norm of the error. Numerical experiments will also be given to show the effectiveness of these block methods.     

An approximate solution of the MHD Falkner–Skan flow by Hermite functions pseudospectral method

Based on a new approximation method, namely pseudospectral method, a solution for the three order nonlinear ordinary differential laminar boundary layer Falkner–Skan equation has been obtained on the semi-infinite domain. The proposed approach is equipped by the orthogonal Hermite functions that have perfect properties to achieve this goal. This method solves the problem on the semi-infinite domain without truncating it to a finite domain and transforming domain of the problem to a finite domain. In addition, this method reduces solution of the problem to solution of a system of algebraic equations. We also present the comparison of this work with numerical results and show that the present method is applicable.