A Nyström Method for the Eigenvalue Problem of a Class of Noncompact Operators

We consider the eigenvalue problem of certain kind of noncompact linear operators given as the sum of a multiplication and a kernel operator. Under the assumption that there is a unique (up to normalization) positive eigenfunction f _p , we propose a combination of the finite section and Nyström methods for approximation of f _p and the corresponding eigenvalue. It is proved that the proposed method is convergent. Some examples of the problem are solved numerically using the proposed method.     

A Spectrum Perturbation Problem and Its Applications to Waves Above an Underwater Ridge

We consider the problem of perturbing the spectrum of a pseudodifferential operator of a real variable in Hardy-type spaces by a compact operator with a small norm. Under some very general requirements on the operators, we prove the existence theorem for an eigenfunction of multiplicity one and prove that the problem is Fredholm in the L ₂ (R) space. Illustrating this theory, we discuss the linear problem of gravitational-capillary surface waves running along an underwater ridge. Assuming the liquid ideal, incompressible, and vortex-free, we show that the waves along the underwater ridge propagate so that their amplitude decays exponentially with a small positive exponent in the direction transverse to the ridge. Moreover, capillarity plays no essential role in a linear approximation.     

Convergence acceleration of series through a variational approach

By means of a variational approach we find new series representations both for well-known mathematical constants, such as π and the Catalan constant, and for mathematical functions, such as the Riemann zeta function. The series that we have found are all exponentially convergent and provide quite useful analytical approximations. With limited effort our method can be applied to obtain similar exponentially convergent series for a large class of mathematical functions.     

Numerical approximations and solution techniques for the space-time Riesz–Caputo fractional advection-diffusion equation

In this paper, we consider a space-time Riesz–Caputo fractional advection-diffusion equation. The equation is obtained from the standard advection-diffusion equation by replacing the first-order time derivative by the Caputo fractional derivative of order α ∈ (0,1], the first-order and second-order space derivatives by the Riesz fractional derivatives of order β ₁ ∈ (0,1) and β ₂ ∈ (1,2], respectively. We present an explicit difference approximation and an implicit difference approximation for the equation with initial and boundary conditions in a finite domain. Using mathematical induction, we prove that the implicit difference approximation is unconditionally stable and convergent, but the explicit difference approximation is conditionally stable and convergent. We also present two solution techniques: a Richardson extrapolation method is used to obtain higher order accuracy and the short-memory principle is used to investigate the effect of the amount of computations. A numerical example is given; the numerical results are in good agreement with theoretical analysis.     

On a method for computing waveguide scattering matrices in the presence of point spectrum

A waveguide occupies a domain G in ? ⁿ⁺¹, n ? 1, having several cylindrical outlets to infinity. The waveguide is described by a general elliptic boundary value problem that is self-adjoint with respect to the Green formula and contains a spectral parameter µ. As an approximation to a row of the scattering matrix S(µ) we suggest a minimizer of a quadratic functional J ^R (·, µ). To construct such a functional, we solve an auxiliary boundary value problem in the bounded domain obtained by cutting off, at a distance R, the waveguide outlets to infinity. It is proved that, if a finite interval [µ₁, µ₂] of the continuous spectrum contains no thresholds, then, as R → ∞, the minimizer tends to the row of the scattering matrix at an exponential rate uniformly with respect to µ ∈ [µ₁, µ₂]. The interval may contain some waveguide eigenvalues whose eigenfunctions exponentially decay at infinity.     

A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties

We present a null-space primal-dual interior-point algorithm for solving nonlinear optimization problems with general inequality and equality constraints. The algorithm approximately solves a sequence of equality constrained barrier subproblems by computing a range-space step and a null-space step in every iteration. The ℓ₂ penalty function is taken as the merit function. Under very mild conditions on range-space steps and approximate Hessians, without assuming any regularity, it is proved that either every limit point of the iterate sequence is a Karush-Kuhn-Tucker point of the barrier subproblem and the penalty parameter remains bounded, or there exists a limit point that is either an infeasible stationary point of minimizing the ℓ ₂ norm of violations of constraints of the original problem, or a Fritz-John point of the original problem. In addition, we analyze the local convergence properties of the algorithm, and prove that by suitably controlling the exactness of range-space steps and selecting the barrier parameter and Hessian approximation, the algorithm generates a superlinearly or quadratically convergent step. The conditions on guaranteeing that all slack variables are still positive for a full step are presented.     

Refinable Functions with Exponential Decay: An?Approach via Cascade Algorithms

Refinable functions with exponential decay arise from applications such as the Butterworth filters in signal processing. Refinable functions with exponential decay also play an important role in the study of Riesz bases of wavelets generated from multiresolution analysis. A fundamental problem is whether the standard solution of a refinement equation with an exponentially decaying mask has exponential decay. We investigate this fundamental problem by considering cascade algorithms in weighted L _p spaces (1≤p≤∞). We give some sufficient conditions for the cascade algorithm associated with an exponentially decaying mask to converge in weighted L _p spaces. Consequently, we prove that the refinable functions associated with the Butterworth filters are continuous functions with exponential decay. By analyzing spectral properties of the transition operator associated with an exponentially decaying mask, we find a characterization for the corresponding refinable function to lie in weighted L ₂ spaces. The general theory is applied to an interesting example of bivariate refinable functions with exponential decay, which can be viewed as an extension of the Butterworth filters.     

On the Numerical Stability of Fourier Extensions

An effective means to approximate an analytic, nonperiodic function on a bounded interval is by using a Fourier series on a larger domain. When constructed appropriately, this so-called Fourier extension is known to converge geometrically fast in the truncation parameter. Unfortunately, computing a Fourier extension requires solving an ill-conditioned linear system, and hence one might expect such rapid convergence to be destroyed when carrying out computations in finite precision. The purpose of this paper is to show that this is not the case. Specifically, we show that Fourier extensions are actually numerically stable when implemented in finite arithmetic, and achieve a convergence rate that is at least superalgebraic. Thus, in this instance, ill-conditioning of the linear system does not prohibit a good approximation.In the second part of this paper we consider the issue of computing Fourier extensions from equispaced data. A result of Platte et al. (SIAM Rev. 53(2):308–318, 2011) states that no method for this problem can be both numerically stable and exponentially convergent. We explain how Fourier extensions relate to this theoretical barrier, and demonstrate that they are particularly well suited for this problem: namely, they obtain at least superalgebraic convergence in a numerically stable manner.     

Approximate multiplication in adaptive wavelet methods

Cohen, Dahmen and DeVore designed in [Adaptive wavelet methods for elliptic operator equations: convergence rates, Math. Comp., 2001, 70(233), 27–75] and [Adaptive wavelet methods II¶beyond the elliptic case, Found. Comput. Math., 2002, 2(3), 203–245] a general concept for solving operator equations. Its essential steps are: transformation of the variational formulation into the well-conditioned infinite-dimensional l ₂-problem, finding the convergent iteration process for the l ₂-problem and finally using its finite dimensional approximation which works with an inexact right-hand side and approximate matrix-vector multiplication. In our contribution, we pay attention to approximate matrix-vector multiplication which is enabled by an off-diagonal decay of entries of the wavelet stiffness matrices. We propose a more efficient technique which better utilizes actual decay of matrix and vector entries and we also prove that this multiplication algorithm is asymptotically optimal in the sense that storage and number of floating point operations, needed to resolve the problem with desired accuracy, remain proportional to the problem size when the resolution of the discretization is refined.     

Approximation of periodic solutions for a dissipative hyperbolic equation

This paper studies the numerical approximation of periodic solutions for an exponentially stable linear hyperbolic equation in the presence of a periodic external force $f$ . These approximations are obtained by combining a fixed point algorithm with the Galerkin method. It is known that the energy of the usual discrete models does not decay uniformly with respect to the mesh size. Our aim is to analyze this phenomenon’s consequences on the convergence of the approximation method and its error estimates. We prove that, under appropriate regularity assumptions on $f$ , the approximation method is always convergent. However, our error estimates show that the convergence’s properties are improved if a numerically vanishing viscosity is added to the system. The same is true if the nonhomogeneous term $f$ is monochromatic. To illustrate our theoretical results we present several numerical simulations with finite element approximations of the wave equation in one or two dimensional domains and with different forcing terms.