A Fast Galerkin Scheme for Linear Integro-differential Equations

We describe an expansion method for the solution of first orderand second order ordinary integro-differential equations, whichis a generalization of the Fast Galerkin scheme for second kindintegral equations (Delves, 1977a; Delves, Abd-Elal & Hendry,1979). The method retains the O(N² In N) operation count ofthat scheme, and pays particular attention to the way in whichthe boundary conditions are incorporated, with the aim of retainingalso the stable structure of the Fast Galerkin equations, andits very rapid convergence. An error analysis, and numericalexamples, indicate that these aims are met.     

Semidiscrete finite element Galerkin approximations to the equations of motion arising in the Oldroyd model

In this paper, a semidiscrete finite element Galerkin methodfor the equations of motion arising in the 2D Oldroyd modelof viscoelastic fluids with zero forcing function is analysed.Some new a priori bounds for the exact solutions are derivedunder realistically assumed conditions on the data. Moreover,the long-time behaviour of the solution is established. By introducinga Stokes–Volterra projection, optimal error bounds forthe velocity in the L(L²) as well as in the L(H¹)-norms andfor the pressure in the L(L²)-norm are derived which are validuniformly in time t > 0.     

On the Approximate Solution of a Diffusion Problem by Galerkin Methods

Discrete-time Galerkin methods are considered for the approximatesolution of a parabolic initial boundary value problem whicharises, for example, in problems involving the diffusion ofa solute into a solid from a stirred solution of fixed volume.Optimal error estimates in the L² and H¹ norms are derived forthe Crank-Nicolson Galerkin method. For the one space variablecase optimal L estimates are also obtained. Results of numericalexperiments are presented and comparisons with finite differenceapproximations are made.     

Sparse convolution quadrature for time domain boundary integral formulations of the wave equation

S. A. Sauter Institut für Mathematik, Universität Zürich, Winterthurerstrasse 190, CH-8057 Zürich, Switzerland ^{Many important physical applications are governed by the waveequation. The formulation as time domain boundary integral equationsinvolves retarded potentials. For the numerical solution ofthis problem, we employ the convolution quadrature method forthe discretization in time and the Galerkin boundary elementmethod for the space discretization. We introduce a simple apriori cut-off strategy where small entries of the system matricesare replaced by zero. The threshold for the cut-off is determinedby an a priori analysis which will be developed in this paper.This analysis will also allow to estimate the effect of additionalperturbations such as panel clustering and numerical integrationon the overall discretization error. This method reduces thestorage complexity for time domain integral equations from O(M2N)to O(M2N logM), where N denotes the number of time steps andM is the dimension of the boundary element space.}     

Improving the Stability of Predictor-Corrector Methods by Residue Smoothing

Residue smoothing is usually applied in order to acceleratethe convergence of iteration processes. Here, we show that residuesmoothing can also be used in order to increase the stabilityregion of predictor-corrector methods. We shall concentrateon increasing the real stability boundary. The iteration parametersand the smoothing operators are chosen such that the stabilityboundary becomes as large as c(m, q)m²4^g where m is the numberof right-hand side evaluations per step, q the number of smoothingoperations applied to each right-hand side evaluation, and c(m,q) a slowly varying function of m and q, of magnitude 1.3 ina typical case. Numerical results show that, for a variety oflinear and nonlinear parabolic equations in one and two spatialdimensions, these smoothed predictor-corrector methods are atleast competitive with conventional implicit methods.     

A Finite Element Galerkin Method for a Unidimensional Single-Phase Nonlinear Stefan Problem with Dirichlet Boundary Conditions

Based on straightening the free boundary, an H¹-Galerkin methodis proposed and analysed for a single-phase nonlinear Stefanproblem with Dirichlet boundary conditions. Optimal H¹ estimatesfor continuous-time Galerkin approximations are derived.     

An a posteriori error indicator for discontinuous Galerkin discretizations of H(curl)-elliptic partial differential equations

^** Email: paul.houston{at}nottingham.ac.uk^*** Corresponding author. Email: ilaria.perugia{at}unipv.it^**** Email: schoetzau{at}math.ubc.ca We introduce a residual-based a posteriori error indicator fordiscontinuous Galerkin discretizations of H(curl; )-ellipticboundary value problems that arise in eddy current models. Weshow that the indicator is both reliable and efficient withrespect to the approximation error measured in terms of a naturalenergy norm. We validate the performance of the indicator withinan adaptive mesh refinement procedure and show its asymptoticexactness for a range of test problems.     

Use of extrapolation for improving the order of convergence of eigenelement approximations

We consider the approximation of the eigenelements of a compactintegral operator defined on C[0, 1] with a smooth kernel. Weuse the iterated collocation method based on r Gauss pointsand piecewise polynomials of degree r – 1 on each subintervalof a nonuniform partition of [0, 1]. We obtain asymptotic expansionsfor the arithmetic means of m eigenvalues and also for the associatedspectral projections. Using Richardson extrapolation, we showthat the order of convergence O(h^2r) in the iterated collocationmethod can be improved to O(h^2r+2). Similar results hold forthe Nyström method and for the iterated Galerkin method.We illustrate the improvement in the order of convergence bynumerical experiments.     

A Fast Method for the Solution of Fredholm Integral Equations

Methods described to date for the solution of linear Fredholmintegral equations have a computing time requirement of O(N³),where N is the number of expansion functions or discretizationpoints used. We describe here a Tchebychev expansion method,based on the FFT, which reduces this time to O(N² ln N), andreport some comparative timings obtained with it. We give alsoboth a priori and a posteriori error estimates which are cheapto compute, and which appear more reliable than those used previously.     

A Fast Direct Method for the Least Squares Solution of Slightly Overdetermined Sets of Linear Equations

Noble (1969) has described a method for the solution of N+Mlinear equations in N unknowns, which is based on an initialpartitioning of the matrix A, and which requires only the solutionof square sets of equations. He assumed rank (A) = N. We describehere an efficient implementation of Noble's method, and showthat it generalizes in a simple way to cover also rank deficientproblems. In the common case that the equation is only slightlyoverdetermined (M << N) the resulting algorithm is muchfaster than the standard methods based on M.G.S. or Householderreduction of A, or on the normal equations, and has a very similaroperation count to the algorithm of Cline (1973). Slightly overdetermined systems arise from Galerkin methodsfor non-Hermitian partial differential equations. In these systems,rank (A) = N and advantage can be taken of the structure ofthe matrix A to yield a least squares solution in (N²) operations.     

Locking-free DGFEM for elasticity problems in polygons

The h-version of the discontinuous Galerkin finite element method(h-DGFEM) for nearly incompressible linear elasticity problemsin polygons is analysed. It is proved that the scheme is robust(locking-free) with respect to volume locking, even in the absenceof H²-regularity of the solution. Furthermore, it is shown thatan appropriate choice of the finite element meshes leads torobust and optimal algebraic convergence rates of the DGFEMeven if the exact solutions do not belong to H².     

An error estimate for a finite-element scheme for a phase field model

In this paper we propose a fully discrete finite-element schemeto solve a non-linear system of parabolic equations for a phasefield model and demonstrate an error estimate of optimal orderin L² for this scheme. This error estimate conforms with thenumerical results presented at the end of this paper.     

Optimum Runge-Kutta-Fehlberg Methods for Second-order Differential Equations

^* Presently at Deparment of Mathematics, Indian Institute of Technology, Madras, India. The optimum Runge-Kutta method of a particular order is theone whose truncation error is minimum. In this paper, we havederived optimum Runge-Kutta mehtods of 0(h^m+4), 0(h^m+5) and0(h^m+6) for m = 0(1)8, which can be directly used for solvingthe second order differential equation yⁿ = f(x, y, y'). Thesemethods are based on a transformation similar to that of Fehlbergand require two, three and four evaluations of f(x, y, y') respectively,for each step. The numercial solutions of one example obtainedwith these methods are given. It has been assumed that f(x,y, y')is sufficiently differentiable in the entire region ofintegration.     

A posteriori estimates for approximations of time-dependent Stokes equations

Charalambos Makridakis ^{In this paper, we derive a posteriori error estimates for space-discreteapproximations of the time-dependent Stokes equations. By usingan appropriate Stokes reconstruction operator, we are able towrite an auxiliary error equation, in pointwise form, that satisfiesthe exact divergence-free condition. Thus, standard energy estimatesfrom partial differential equation theory can be applied directly,and yield a posteriori estimates that rely on available correspondingestimates for the stationary Stokes equation. Estimates of optimalorder in L(L2) and L(H1) for the velocity are derived for finite-elementand finite-volume approximations.}     

Application of Spline Functions to Systems of Volterra Integral Equations of the First and Second Kinds

Continuous approximations to the solution of systems of Volterraintegral equations of the first and second kinds are soughtby methods using spline functions of degree m, deficiency-(k—1),i.e. in C^m—k, and a fixed quadrature rule of degree p-1,p m-1. The resulting method is called an (m, k)-method. Thestability behaviour of the (m, 1)- and the (m, m)-method isstudied for arbitrarily finite m. Also studied is the stabilityof the (m, m-1)-method for second-kind systems. Convergenceresults and asymptotic formulae for the discretization errorare obtained.     

A Characterization of Fredholm Pseudo-Differential Operators

We give a necessary and sufficient condition on an ellipticsymbol of order m to ensure that the unique closed extensionin L^p(Rⁿ) for 1 < p < , of the pseudo-differential operatorT, initially defined on the Schwartz space, is a Fredholm operatorfrom L^p(Rⁿ) into L^p(Rⁿ) with domain H^{m, p}, where H^{m, p} is theL^p Sobolev space of order m.     

The Computation of all the Derivatives of a B-spline Basis

Splines are currently much used in the field of interpolationto functions and their derivatives. In this context for a givenargument two relationships between derivatives of B-spline basesof consecutive orders are derived. Using these relationshipsit is shown there are (K—1)!((K—m1)!m!) schemesfor the evaluation of the mth derivative of a B-spline basisof order k. Analyses of error growth in terms of a matrix notationare carried out in order to see which of the schemes is themost numerically stable, for uniform or highly non-uniform knotsets. The computation of the B-spline basis of order ^K and its(K—1)th derivative are shown to have small a priori relativeerror bounds.     

Multiplicative groups used for coding QAM signals

Recently, some multiplicative groups of algebraic integers wereused to obtain quadrature amplitude modulation (QAM) signalspaces and to design error-correcting codes. This paper showsthat one subgroup of the multiplicative group of units in thealgebraic integer ring of each quadratic number field with uniquefactorization property Q(m), modulo the ideal (2ⁿ), can be usedto obtain a QAM signal space of 2^2n–2 points with goodgeometrical properties, where n 3, m 1 (mod 8) and m is asquare-free rational integer. These QAM signals can be codedsuch that a differentially coherent method can be applied todemodulate the QAM signals. The multiplicative subgroups canalso be used to construct block codes over Gaussian integerswhich are able to correct some error patterns.     

Explicit Error Bounds for Periodic Splines of Odd Order on a Uniform Mesh

The dependence relationships connecting equal interval splinesand their derivatives are analysed to obtain the form of theerror term when the spline is replaced by a general function.The defining equations for periodic splines of odd order ona uniform mesh are then expressed in terms of a positive definitecirculant matrix A and attainable bounds determined for thecondition number of A and for the norm of A^-1. In conjunctionwith the error term associated with the dependence relationships,this enables explicit error bounds to be established for thederivatives at the knots of the spline function. Some subsidiary results in the paper also relate to B-splineson a uniform mesh.     

Total Flux Estimates for a Finite-Element Approximation of Parabolic Equations

An initial-boundary-value problem for a parabolic equation ina domain x (0, T) with prescribed Dirichlet data on is approximatedusing a continuous-time Galerkin finite-element scheme. It isshown that the total flux across ₁= can be approximated withan error of O(h^k) when is a curved domain in Rⁿ (n = 2 or 3)and isoparametric elements having approximation power h^k inthe L² norm are used.