On some topological properties of numerical algorithms

A result quantity in a numerical algorithm is considered as a function of the input data, roundoff and truncation errors. In order to investigate this functional relationship using the methods of mathematical analysis a structural model of the numerical algorithm calledR-automaton is introduced. It is shown that the functional dependence defined by anR-automaton is a continuous rational function in a neighborhood of any data point except in a point set, the Lebesgue measure of which is zero. An effective general-purpose algorithm is presented to compute the derivative of any result quantity with respect to the individual roundoff and truncation errors. Some ways of generalizing theR-automation model without losing the results achieved are finally suggested.     

Alternating group explicit method for the diffusion equation

A new alternating group explicit method is presented for the finite difference solution of the diffusion equation. The new method uses stable asymmetric approximations to the partial differential equation which, when coupled in groups of two adjacent points on the grid, result in implicit equations which can be easily converted to explicit form and which offer many advantages. By judicious alternation of this strategy on the grid points of the domain an algorithm which possesses unconditional stability is obtained. This approach also results in more accurate solutions because of truncation error cancellations. The stability, consistency, convergence and truncation error of the new method are briefly discussed and the results of numerical experiments presented.     

Time step selection for the numerical solution of boundary value problems for parabolic equations

An algorithm is proposed for selecting a time step for the numerical solution of boundary value problems for parabolic equations. The solution is found by applying unconditionally stable implicit schemes, while the time step is selected using the solution produced by an explicit scheme. Explicit computational formulas are based on truncation error estimation at a new time level. Numerical results for a model parabolic boundary value problem are presented, which demonstrate the performance of the time step selection algorithm.     

微分本构粘弹性轴向运动弦线横向振动分析的差分法

给出了微分本构粘弹性轴向运动弦线横向振动数值仿真的一种差分法．文中建立了具有微分本构的粘弹性运动弦线的横向振动模型;通过对系统的控制方程和本构方程在不同的分数节点离散,得到一种新的差分方法．利用这一方法,弦线振动方程的数值计算过程可以交替地显式进行,且有较小的截断误差和好的数值稳定性．与通用的方法比较,新的方法计算简单、方便．文中利用方程的不变量检验了数值结果的可靠性,并利用这一方法给出了一类弦线模型的参数振动分析．     

Numerical analysis of discrete fractional integrodifferential structural dampers

This paper develops solution algorithms enabling the handling of the dynamic response of nonlinear structures contained discretely attached dampers modelled by fractional integrodifferential operators of the Grunwald-Liouville-Riemann type. The development consists of two levels of formulation, namely: (i) numerical approximations of fractional operators and, (ii) the establishment of global level implicit schemes enabling the solution to nonlinear structural formulations. To generalize the overall results, error estimates are derived for the fractional operator approximation algorithm. These enable an ongoing optimization of solution efficiency for a given error tolerance. To benchmark the scheme, the results of several numerical experiments are presented. These illustrate the numerical characteristics of the overall formulation.     

A consistency check for estimating truncation error due to upstream differencing

A simple method is developed for checking the consistency—i.e., the degree of self-consistent numerical accuracy—of fluid dynamic computations which use upstream differencing for the convection terms. By applying the method to computed results, a quantitative estimate of the size of the first-order truncation error can be made, thus obviating the need for grid-dependence tests based on successive grid refinement. Alternatively, the method can be used to determine the grid size appropriate to an acceptable range of truncation error. In regions of relatively small velocity gradient, a direct consistency check can be achieved by applying a straightforward graphical procedure to computed results. The same graphical construction can be used in the general case to make an adequate first-order consistency check on the convective flux computation. The method is particularly useful in rationalizing empirical turning procedures used to calibrate upstream-difference numerical models in terms of measured results.     

Duffing's equation and nonlinear resonance

The phenomenon of nonlinear resonance (sometimes called the ‘jump phenomenon’) is examined and second-order van der Pol plane analysis is employed to indicate that this phenomenon is not a feature of the equation, but rather the result of accumulated round-off error, truncation error and algorithm error that distorts the true bounded solution onto an unbounded one. This is a common occurrence when numerically solving differential equations with initial values very close to a separatrix that distinguishes between stable (bounded) solutions and unstable (unbounded) solutions. This numerical phenomenon is not discussed in most texts and it is the purpose of this article to describe the effect is such a way as to make it suitable for beginning students to understand why things happen the way they do. Given the modern trend for computer laboratory projects in beginning differential equations courses, it is important for students to be aware of one of the common failings of numerical solutions.     

用小波网络辨识离散非线性系统

本文用具紧支集的尺度函数之张量乘积构成人工神经网络的基函数,再由这个小波神经网络辨识静态与动态的离散线性系统,并且证明了依所给的方法产生的模型是收敛的.最后,用一个仿真例子,说明如何实现算法及算法的效果.     

The construction of high order convergent look-ahead finite difference formulas for Zhang Neural Networks

ABSTRACT

Zhang Neural Networks rely on convergent 1-step ahead finite difference formulas of which very few are known. Those which are known have been constructed in ad-hoc ways and suffer from low truncation error orders. This paper develops a constructive method to find convergent look-ahead finite difference schemes of higher truncation error orders. The method consists of seeding the free variables of a linear system comprised of Taylor expansion coefficients followed by a minimization algorithm for the maximal magnitude root of the formula's characteristic polynomial. This helps us find new convergent 1-step ahead finite difference formulas of any truncation error order. Once a polynomial has been found with roots inside the complex unit circle and no repeated roots on it, the associated look-ahead ZNN discretization formula is convergent and can be used for solving any discretized ZNN based model. Our method recreates and validates the few known convergent formulas, all of which have truncation error orders at most 4. It also creates new convergent 1-step ahead difference formulas with truncation error orders 5 through 8.     

On an algorithm of Milne and Reynolds

The Milne-Reynolds averaging technique is extended to all weakly stable methods of numerical integration of ordinary differential equations, and a numerical example is presented. Also, a Milne-Reynolds average is given which reduces by a factor ofO(h ^2l+1) the unstable component of the error arising with Milne's methods without changing the order of the truncation error. The average is given explicitly forl=1,2.     

Numerical solutions of Burgers–Huxley equation by exact finite difference and NSFD schemes

In this paper, numerical solution of the Burgers–Huxley (BH) equation is presented based on the nonstandard finite difference (NSFD) scheme. At first, two exact finite difference schemes for BH equation obtained. Moreover an NSFD scheme is presented for this equation. The positivity, boundedness and local truncation error of the scheme are discussed. Finally, the numerical results of the proposed method with those of some available methods compared.     

Estimates of the error in Gauss-Legendre quadrature for double integrals

Error estimates are a very important aspect of numerical integration. It is desirable to know what level of truncation error might be expected for a given number of integration points. Here, we determine estimates for the truncation error when Gauss-Legendre quadrature is applied to the numerical evaluation of two dimensional integrals which arise in the boundary element method. Two examples are considered; one where the integrand contains poles, when its definition is extended into the complex plane, and another which contains branch points. In both cases we obtain error estimates which agree with the actual error to at least one significant digit.     

改进的Cotes公式及其误差分析

The truncation error of improved Cotes formula is presented in this paper.It also displays an analysis on convergence order of improved Cotes formula.Examples of numerical calculation is given in the end.     

Accurate evaluation algorithm for bivariate polynomial in Bernstein–Bézier form

In this paper it is presented a compensated de Casteljau algorithm to accurately evaluate a bivariate polynomial in Bernstein–Bézier form. The principle is to apply error-free transformations to improve the traditional de Casteljau algorithm. A forward error and a running error analysis are performed. Finally, some numerical experiments illustrate the accuracy of the proposed algorithm in ill-conditioned problems.     

二维广义非线性Sine-Gordon方程的一个ADI格式

本文对二维广义非线性Sine-Gordon方程提出了一个带参数的ADI格式,其精度为O(τ2 h1),有效的降低了计算量,并证明了格式的稳定性与收敛性,最后通过参数的不同选取给出了数值算例,结果表明本文的格式是有效的和可靠的.     

Estimates of the error in Gauss–Legendre quadrature for double integrals

Error estimates are a very important aspect of numerical integration. It is desirable to know what level of truncation error might be expected for a given number of integration points. Here, we determine estimates for the truncation error when Gauss–Legendre quadrature is applied to the numerical evaluation of two dimensional integrals which arise in the boundary element method. Two examples are considered; one where the integrand contains poles, when its definition is extended into the complex plane, and another which contains branch points. In both cases we obtain error estimates which agree with the actual error to at least one significant digit.     

A parametric symmetric linear four-step method for the efficient integration of the Schrödinger equation and related oscillatory problems

In this article, we develop an explicit symmetric linear phase-fitted four-step method with a free coefficient as parameter. The parameter is used for the optimization of the method in order to solve efficiently the Schrödinger equation and related oscillatory problems. We evaluate the local truncation error and the interval of periodicity as functions of the parameter. We reveal a direct relationship between the periodicity interval and the local truncation error. We also measure the efficiency of the new method for a wide range of possible values of the parameter and compare it to other well known methods from the literature. The analysis and the numerical results help us to determine the optimal values of the parameter, which render the new method highly efficient.     

A parametric spline scheme for the nonlinear Schrödinger equation

We develop a numerical method based on parametric adaptive quintic spline functions for solving the nonlinear Schrödinger (NLS) equation. The truncation error is theoretically analyzed. Based on the von Neumann method and the linearization technique, stability analysis of the method is studied and the method is shown to be unconditionally stable. Two invariants of motion related to mass and momentum are calculated to determine the conservation properties of the problem. Finally, some numerical tests are presented to illustrate the method’s efficiency.     

Hyperplane method for reachable state estimation for linear time-invariant systems

A numerical algorithm is presented for generating inner and outer approximations for the set of reachable states for linear time-invariant systems. The algorithm is based on analytical results characterizing the solutions to a class of optimization problems which determine supporting hyperplanes for the reachable set. Explicit bounds on the truncation error for the finite-time case yield a set of so-called -supporting hyperplanes which can be generated to approximate the infinite-time reachable set within an arbitrary degree of accuracy. At the same time, an inner approximation is generated as the convex hull of points on the boundary of the finite-time reachable set. Numerical results are presented to illustrate the hyperplane method. The concluding section discusses directions for future work and applications of the method to problems in trajectory planning in servo systems.This research was supported in part by Digital Equipment Corporation through the American Electronics Association Fellowship Loan Program and by the National Science Foundation under Grant No. ECS-84-04607.     

An alternative to the Bathe algorithm

This paper presents a new composite sub-steps algorithm for solving reliable numerical responses in structural dynamics. The newly developed algorithm is a two sub-steps, second-order accurate and unconditionally stable implicit algorithm with the same numerical properties as the Bathe algorithm. The detailed analysis of the stability and numerical accuracy is presented for the new algorithm, which shows that its numerical characteristics are identical to those of the Bathe algorithm. Hence, the new sub-steps scheme could be considered as an alternative to the Bathe algorithm. Meanwhile, the new algorithm possesses the following properties: (a) it produces the same accurate solutions as the Bathe algorithm for solving linear and nonlinear problems; (b) it does not involve any artificial parameters and additional variables, such as the Lagrange multipliers; (c) The identical effective stiffness matrices can be obtained inside two sub-steps; (d) it is a self-starting algorithm. Some numerical experiments are given to show the superiority of the new algorithm and the Bathe algorithm over the dissipative CH-α algorithm and the non-dissipative trapezoidal rule.