Eigen‐frequencies in thin elastic 3‐D domains and Reissner–Mindlin plate models

The eigen‐frequencies of elastic three‐dimensional thin plates are addressed and compared to the eigen‐frequencies of two‐dimensional Reissner–Mindlin plate models obtained by dimension reduction. The qualitative mathematical analysis is supported by quantitative numerical data obtained by the p‐version finite element method. The mathematical analysis establishes an asymptotic expansion for the eigen‐frequencies in power series of the thickness parameter. Such results are new for orthotropic materials and for the Reissner–Mindlin model. The 3‐D and R–M asymptotics have a common first term but differ in their second terms. Numerical experiments for clamped plates show that for isotropic materials and relatively thin plates the Reissner–Mindlin eigen‐frequencies provide a good approximation to the three‐dimensional eigen‐frequencies. However, for some anisotropic materials this is no longer the case, and relative errors of the order of 30 per cent are obtained even for relatively thin plates. Moreover, we showed that no shear correction factor is known to be optimal in the sense that it provides the best approximation of the R–M eigen‐frequencies to their 3‐D counterparts uniformly (for all relevant thicknesses range). Copyright © 2002 John Wiley & Sons, Ltd.     

Asymptotic Initial-Value Method for Singularly-Perturbed Boundary-Value Problems for Second-Order Ordinary Differential Equations

A computational method is presented to solve a class of nonturning-point singularly-perturbed two-point boundary-value problems for second-order ordinary differential equations with a small parameter multiplying the highest derivative, subject to Dirichlet-type boundary conditions. In this method, first we construct a zeroth order asymptotic expansion for the solution of the given boundary-value problem. Then, this problem is integrated to get an equivalent initial-value problem for first-order ordinary differential equations. This initial-value problem is solved by either a classical method or a fitted operator method after approximating some of the terms in the differential equations by using the zeroth order asymptotic expansion. This method is effective and easy to implement. An error estimate is derived for the numerical solution. Examples are given to illustrate the method.     

Numerical solution of a nonuniquely solvable Volterra integral equation using extrapolation methods

In this work the numerical solution of a Volterra integral equation with a certain weakly singular kernel, depending on a real parameter μ, is considered. Although for certain values of μ this equation possesses an infinite set of solutions, we have been able to prove that Euler's method converges to a particular solution. It is also shown that the error allows an asymptotic expansion in fractional powers of the stepsize, so that general extrapolation algorithms, like the E-algorithm, can be applied to improve the numerical results. This is illustrated by means of some examples.     

Nonlinear Chebyshev fitting from the solution of ordinary differential equations

The nonlinear Chebyshev approximation of real-valued data is considered where the approximating functions are generated from the solution of parameter dependent initial value problems in ordinary differential equations. A theory for this process applied to the approximation of continuous functions on a continuum is developed by the authors in [17]. This is briefly described and extended to approximation on a discrete set. A much simplified proof of the local Haar condition is given. Some algorithmic details are described along with numerical examples of best approximations computed by the Exchange algorithm and a Gauss-Newton type method.     

Robin Approximation of Dirichlet Boundary Value Problems

This paper describes the rate of convergence of solutions of Robin boundary value problems of an elliptic equation to the solution of a Dirichlet problem as a boundary parameter decreases to zero. The results are found using representations for solutions of the equations in terms of Steklov eigenfunctions. Particular interest is in the case where the Dirichlet data is only in L²(?Ω,dσ). Various approximation bounds are obtained and the rate of convergence of the Robin approximations in the H¹ and L² norms are shown to have convergence rates that depend on the regularity of the Dirichlet data.     

Inverse Problem for a Class of Two-Dimensional Diffusion Equations with Piecewise Constant Coefficients

In this paper, we consider an inverse problem for a class of two-dimensional diffusion equations with piecewise constant coefficients. This problem is studied using an explicit formula for the relevant spectral measures and an asymptotic expansion of the solution of the diffusion equations. A numerical method that reduces the inverse problem to a sequence of nonlinear least-square problems is proposed and tested on synthetic data.     

The Euler-Maclaurin Formula in Presence of a Logarithmic Singularity

In this short note we prove an extension of the Euler-Maclaurin expansion for general rectangular composite quadrature rules in one dimension when the derivative of the integrand has a logarithmic singularity. We show that a correction series has to be added to the formula, but that the asymptotic expansion in powers of the discretization parameter still holds.     

On the uniform convergence of a finite difference scheme for time dependent singularly perturbed reaction-diffusion problems

In this work we are interested in the numerical approximation of 1D parabolic singularly perturbed problems of reaction-diffusion type. To approximate the multiscale solution of this problem we use a numerical scheme combining the classical backward Euler method and central differencing. The scheme is defined on some special meshes which are the tensor product of a uniform mesh in time and a special mesh in space, condensing the mesh points in the boundary layer regions. In this paper three different meshes of Shishkin, Bahkvalov and Vulanovic type are used, proving the uniform convergence with respect to the diffusion parameter. The analysis of the uniform convergence is based on a new study of the asymptotic behavior of the solution of the semidiscrete problems, which are obtained after the time discretization by the Euler method. Some numerical results are showed corroborating in practice the theoretical results on the uniform convergence and the order of the method.     

A combination between the reduced basis method and the ANOVA expansion: On the computation of sensitivity indices

We consider a method to efficiently evaluate in a real-time context an output based on the numerical solution of a partial differential equation depending on a large number of parameters. We state a result allowing to improve the computational performance of a three-step RB–ANOVA–RB method. This is a combination of the reduced basis (RB) method and the analysis of variations (ANOVA) expansion, aiming at compressing the parameter space without affecting the accuracy of the output. The idea of this method is to compute a first (coarse) RB approximation of the output of interest involving all the parameter components, but with a large tolerance on the a posteriori error estimate; then, we evaluate the ANOVA expansion of the output and freeze the least important parameter components; finally, considering a restricted model involving just the retained parameter components, we compute a second (fine) RB approximation with a smaller tolerance on the a posteriori error estimate. The fine RB approximation entails lower computational costs than the coarse one, because of the reduction of parameter dimensionality. Our result provides a criterion to avoid the computation of those terms in the ANOVA expansion that are related to the interaction between parameters in the bilinear form, thus making the RB–ANOVA–RB procedure computationally more feasible.     

Helly’s Principle and Its Application to an Infinite-Horizon Optimal Control Problem

In this paper, a numerical method is presented to solve singularly-perturbed two-point boundary-value problems for second-order ordinary differential equations with a discontinuous source term. First, an asymptotic expansion approximation of the solution of the boundary-value problem is constructed using the basic ideas of the well-known WKB perturbation method. Then, some initial-value problems and terminal-value problems are constructed such that their solutions are the terms of this asymptotic expansion. These initial-value problems and terminal-value problems are singularly-perturbed problems and therefore fitted mesh method (Shishkin mesh) are used to solve these problems. Necessary error estimates are derived and examples are provided to illustrate the method.     

Numerical analysis of convergent perturbation expansions in quantum theory

We present the results of a numerical analysis of the convergence of the new perturbation expansion recently proposed by Belokurov, Solovyev, and Shavgulidze. Two particular examples are considered: the anharmonic oscillator in quantum mechanics and the renormalization group β-function in field theory. It is shown that in the first case, the series converges to an exact value in a wide range of expansion parameters. This range can be enlarged with the help of the Padé approximation. In field theory, the results have a stronger dependence on the regularization parameter. We discuss an algorithm for choosing this parameter that produces stable results. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 110, No. 2, pp. 291–297, February, 1997.     

On computing uniformly valid approximations for viscous waves on a plane beach

Existing expansions for the near- and far-field flow of linear waves in a viscous liquid on a plane beach are supplemented by an approximation in the intermediate region which enables the flow to be matched from the shore line to infinity. Methods of computation are discussed and incorporated are recent improvements on the performance of numerical computation of oscillatory integrals. Sidi's user-friendly W-transform (1988) and Köhler's parameter optimisation (this journal, 1993) for generalised Newton—Cotes quadrature are found to be significant elements particularly with regard to the inversion of the Kontorovich—Lebedev transform. Comprehensive computations are undertaken and diagrams shown to display the behaviour of the stream function for all depths. An attempt is also made to construct a composite expansion of the vorticity and this is computed on a ray bisecting the wedge.     

The coupling of hyperbolic and elliptic boundary value problems with variable coefficients

We consider a one‐dimensional coupled problem for elliptic second‐order ODEs with natural transmission conditions. In one subinterval, the coefficient ϵ>0 of the second derivative tends to zero. Then the equation becomes there hyperbolic and the natural transmission conditions are not fulfilled anymore. The solution of the degenerate coupled problem with a flux transmission condition is corrected by an internal boundary layer term taking into account the viscosity ϵ. By using singular perturbation techniques, we show that the remainders in our first‐order asymptotic expansion converge to zero uniformly. Our analysis provides an a posteriori correction procedure for the numerical treatment of exterior viscous compressible flow problems with coupled Navier–Stokes/Euler models. Copyright © 2000 John Wiley & Sons, Ltd.     

An approach to solving axially symmetric problems for spherical orthotropic bodies

A series expansion method is developed in which the small parameter is the deviation of the spherically orthotropic properties of deformable bodies from their transversally isotropic properties. The problem is reduced to a rigorous analytic solution of inhomogeneous boundary value problems. The efficiency of the approximation technique developed here and its practical convergence are examined in a centrally symmetric problem for an orthotropic sphere which permits an exact analytic solution. Institute of Mechanics, National Academy of Sciences of Ukraine, Kiev. Translated from Teoreticheskaya i Prikladnaya Mekhanika, No. 29, pp. 17–24, 1999.     

Calcul de lʼespérance de la solution dʼune EDP stochastique unidimensionnelle à lʼaide dʼune base réduite

In this Note, we present an efficient method to approximate the expectation of the response of a one-dimensional elliptic problem with stochastic inputs. In conventional methods, the computational effort and cost of the approximation of the response can be dramatic. Our method presented here is based on the Karhunen–Loève (K-L) expansion of the inverse of the diffusion parameter, allowing us to build a base of random variables in reduced numbers, from which we construct a projected solution. We show that the expectation of this projected solution is a good approximation, and give an a priori error estimate. A numerical example is presented to show the efficiency of this approach.     

Exact solution of a boundary value problem describing the uniform cylindrical or spherical piston motion

In this paper, we construct the exact solution for fluid motion caused by the uniform expansion of a cylindrical or spherical piston into still air. Following Lighthill [1], we introduce velocity potential into the analysis and seek a similarity form of the solution. We find both numerical and analytic solutions of the second order nonlinear differential equation, with the boundary conditions at the shock and at the piston. The results obtained from the analytic solutions justify numerical solution and the approximate solution of Lighthill [1]. We find that although the approximate solution of Lighthill [1] gives remarkably good numerical results, the analytic form of that solution is not mathematically satisfactory. We also find that in case of spherical piston motion Lighthill’s [1] solution differs significantly from that of our analytic and numerical solutions. We use Pade′ approximation to extend the radius of convergence of the series solution. We also carry out some local analysis at the boundary to obtain some singular solutions.     

On the application of the method of matching asymptotic expansions to a singular system of ordinary differential equations with a small parameter

We consider a bisingular initial value problem for a system of ordinary differential equations with a single small parameter, the asymptotics of whose solution can be constructed in the form of power-logarithmic series on several boundary layers and an external layer. To use the method of matching asymptotic expansions, we prove theorems that permit one to make the passage between two adjacent layers and obtain a uniform estimate of the approximation to the solution by a composite asymptotic expansion.     

A generalized inverse method for asymptotic linear programming

Consider a linear program in which the entries of the coefficient matrix vary linearly with time. To study the behavior of optimal solutions as time goes to infinity, it is convenient to express the inverse of the basis matrix as a series expansion of powers of the time parameter. We show that an algorithm of Wilkinson (1982) for solving singular differential equations can be used to obtain such an expansion efficiently. The resolvent expansions of dynamic programming are a special case of this method.     

Asymptotic expansions in enzyme reactions with high enzyme concentrations

In this paper, we find a new asymptotic expansion valid in enzymatic reactions, where the total amount of enzyme exceeds greatly the total amount of substrate. In such a case, it is well known that the Michaelis–Menten approximation is no longer valid; therefore our asymptotic expansion, which improves known results, is a new tool to approximate in a closed form the concentrations of the reactants in the presence of an enzyme excess. Copyright © 2011 John Wiley & Sons, Ltd.     

Computation of the inverse Laplace transform based on a collocation method which uses only real values

We develop a numerical algorithm for inverting a Laplace transform (LT), based on Laguerre polynomial series expansion of the inverse function under the assumption that the LT is known on the real axis only. The method belongs to the class of Collocation methods (C-methods), and is applicable when the LT function is regular at infinity. Difficulties associated with these problems are due to their intrinsic ill-posedness. The main contribution of this paper is to provide computable estimates of truncation, discretization, conditioning and roundoff errors introduced by numerical computations. Moreover, we introduce the pseudoaccuracy which will be used by the numerical algorithm in order to provide uniform scaled accuracy of the computed approximation for any x   with respect to e^σx${\mathrm{e}}^{\sigma x}$. These estimates are then employed to dynamically truncate the series expansion. In other words, the number of the terms of the series acts like the regularization parameter which provides the trade-off between errors.