Exact order of Hoffman’s error bounds for elliptic quadratic inequalities derived from vector-valued Chebyshev approximation

In this paper, we introduce the exact order of Hoffman’s error bounds for approximate solutions of elliptic quadratic inequalities. Elliptic quadratic inequalities are closely related to Chebyshev approximation of vector-valued functions (including complex-valued functions). The set of Chebyshev approximations of a vector-valued function defined on a finite set is shown to be Hausdorff strongly unique of order exactly 2 ^s for some nonnegative integer s. As a consequence, the exact order of Hoffman’s error bounds for approximate solutions of elliptic quadratic inequalities is exactly 2 ^-s for some nonnegative integer s. The integer s, called the order of deficiency (which is computable), quantifies how much the Abadie constraint qualification is violated by the elliptic quadratic inequalities. Received: April 15, 1999 / Accepted: February 21, 2000?Published online July 20, 2000     

Interpolatory product quadratures for Cauchy principal value integrals with Freud weights

Summary. We prove convergence results and error estimates for interpolatory product quadrature formulas for Cauchy principal value integrals on the real line with Freud–type weight functions. The formulas are based on polynomial interpolation at the zeros of orthogonal polynomials associated with the weight function under consideration. As a by–product, we obtain new bounds for the derivative of the functions of the second kind for these weight functions. Received July 15, 1997 / Revised version received August 25, 1998     

Error bounds for the finite element approximation of an incompressible material in an unbounded domain

Summary. In this paper we design high-order local artificial boundary conditions and present error bounds for the finite element approximation of an incompressible elastic material in an unbounded domain. The finite element approximation is formulated in a bounded computational domain using a nonlocal approximate artificial boundary condition or a local one. In fact there are a family of nonlocal approximate artificial boundary conditions with increasing accuracy (and computational cost) and a family of local ones for a given artificial boundary. Our error bounds indicate how the errors of the finite element approximations depend on the mesh size, the terms used in the approximate artificial boundary condition and the location of the artificial boundary. Numerical examples of an incompressible elastic material outside a circle in the plane is presented. Numerical results demonstrate the performance of our error bounds. Received August 31, 1998 / Revised version received November 6, 2001 / Published online March 8, 2002     

High dimensional integration of smooth functions over cubes

Summary. We construct a new algorithm for the numerical integration of functions that are defined on a -dimensional cube. It is based on the Clenshaw-Curtis rule for and on Smolyak's construction. This way we make the best use of the smoothness properties of any (nonperiodic) function. We prove error bounds showing that our algorithm is almost optimal (up to logarithmic factors) for different classes of functions with bounded mixed derivative. Numerical results show that the new method is very competitive, in particular for smooth integrands and . Received April 3, 1995 / Revised version received November 27, 1995     

Minimally supported error representations and approximation by the constants

Summary. Distribution theory is used to construct minimally supported Peano kernel type representations for linear functionals such as the error in multivariate Hermite interpolation. The simplest case is that of representing the error in approximation to f by the constant polynomial f(a) in terms of integrals of the first order derivatives of f. This is discussed in detail. Here it is shown that suprisingly there exist many representations which are not minimally supported, and involve the integration of first order derivatives over multidimensional regions. The distance of smooth functions from the constants in the uniform norm is estimated using our representations for the error. Received June 30, 1997 / Revised version received April 6, 1999 / Published online February 17, 2000     

Peano kernels and bounds for the error constants of Gaussian and related quadrature rules for Cauchy principal value integrals

Summary. We show that, if (), the error term of every modified positive interpolatory quadrature rule for Cauchy principal value integrals of the type , , fulfills uniformly for all , and hence it is of optimal order of magnitude in the classes (). Here, is a weight function with the property . We give explicit upper bounds for the Peano-type error constants of such rules. This improves and completes earlier results by Criscuolo and Mastroianni (Calcolo 22 (1985), 391–441 and Numer. Math. 54 (1989), 445–461) and Ioakimidis (Math. Comp. 44 (1985), 191–198). For the special case of the Gaussian rule, we show that the restriction can be dropped. The results are based on a new representation of the Peano kernels of these formulae via the Peano kernels of the underlying classical quadrature formulae. This representation may also be useful in connection with some different problems. Received November 21, 1994     

Asymptotic error expansion of wavelet approximations of smooth functions II

Summary. We generalize earlier results concerning an asymptotic error expansion of wavelet approximations. The properties of the monowavelets, which are the building blocks for the error expansion, are studied in more detail, and connections between spline wavelets and Euler and Bernoulli polynomials are pointed out. The expansion is used to compare the error for different wavelet families. We prove that the leading terms of the expansion only depend on the multiresolution subspaces and not on how the complementary subspaces are chosen. Consequently, for a fixed set of subspaces , the leading terms do not depend on the fact whether the wavelets are orthogonal or not. We also show that Daubechies' orthogonal wavelets need, in general, one level more than spline wavelets to obtain an approximation with a prescribed accuracy. These results are illustrated with numerical examples. Received May 3, 1993 / Revised version received January 31, 1994     

Some equivalent definitions of high order Sobolev spaces on stratified groups and generalizations to metric spaces

Recently, in the article [LW], the authors use the notion of polynomials in metric spaces of homogeneous type (in the sense of Coifman-Weiss) to prove a relationship between high order Poincaré inequalities and representation formulas involving fractional integrals of high order, assuming only that is a doubling measure and that geodesics exist. Motivated by this and by recent work in [H], [FHK], [KS] and [FLW] about first order Sobolev spaces in metric spaces, we define Sobolev spaces of high order in such metric spaces . We prove that several definitions are equivalent if functions of polynomial type exist. In the case of stratified groups, where polynomials do exist, we show that our spaces are equivalent to the Sobolev spaces defined by Folland and Stein in [FS]. Our results also give some alternate definitions of Sobolev spaces in the classical Euclidean case. Received: 10 February 1999 / Published online: 1 February 2002     

An analysis of finite element locking in a parameter dependent model problem

Summary. We consider the bilinear finite element approximation of smooth solutions to a simple parameter dependent elliptic model problem, the problem of highly anisotropic heat conduction. We show that under favorable circumstances that depend on both the finite element mesh and on the type of boundary conditions, the effect of parametric locking of the standard FEM can be reduced by a simple variational crime. In our analysis we split the error in two orthogonal components, the approximation error and the consistency error, and obtain different bounds for these separate components. Also some numerical results are shown. Received September 6, 1999 / Revised version received March 28, 2000 / Published online April 5, 2001     

Rigorous computational shadowing of orbits of ordinary differential equations

Summary. The existence of a true orbit near a numerically computed approximate orbit -- shadowing -- of autonomous system of ordinary differential equations is investigated. A general shadowing theorem for finite time, which guarantees the existence of shadowing in ordinary differential equations and provides error bounds for the distance between the true and the approximate orbit in terms of computable quantities, is proved. The practical use and the effectiveness of this theorem is demonstrated in the numerical computations of chaotic orbits of the Lorenz equations. Received December 15, 1993     

Quasi-norm error bounds for the finite element approximation of a non-Newtonian flow

Summary. We consider the finite element approximation of a non-Newtonian flow, where the viscosity obeys a general law including the Carreau or power law. For sufficiently regular solutions we prove energy type error bounds for the velocity and pressure. These bounds improve on existing results in the literature. A key step in the analysis is to prove abstract error bounds initially in a quasi-norm, which naturally arises in degenerate problems of this type. Received May 25, 1993 / Revised version received January 11, 1994     

Error bounds for Romberg quadrature

Denote by the error of a Romberg quadrature rule applied to the function f. We determine approximately the constants in the bounds of the types and for all classical Romberg rules. By a comparison with the corresponding constants of the Gaussian rule we give the statement “The Gaussian quadrature rule is better than the Romberg method” a precise meaning. Received September 10, 1997 / Revised version received February 16, 1998     

Finite element approximation of a semilinear elliptic problem with a singular nonlinearity

Given , we consider the following problem: find , such that where or 3, and in . We prove and error bounds for the standard continuous piecewise linear Galerkin finite element approximation with a (weakly) acute triangulation. Our bounds are nearly optimal. In addition, for d = 1 and 2 and we analyze a more practical scheme involving numerical integration on the nonlinear term. We obtain nearly optimal and error bounds for d = 1. For this case we also present some numerical results. Received July 4, 1996 / Revised version received December 18, 1997     

On the Zero-Divergence of Equidistant Lagrange Interpolation

 In 1942, P. Szász published the surprising result that if a function f is of bounded variation on [−1, 1] and continuous at 0 then the sequence of the equidistant Lagrange interpolation polynomials converges at 0 to . In the present note we give a construction of a function continuous on [−1, 1] whose Lagrange polynomials diverge at 0. Moreover, we show that the rate of divergence attains almost the maximal possible rate. (Received 2 February 2000)     

Error bounds and estimates for eigenvalues of integral equations. II

Summary In a previous paper computable error bounds and dominant error terms are derived for the approximation of simple eigenvalues of non-symmetric integral equations. In this note an alternative analysis is presented leading to equivalent dominant error terms with error bounds which are quicker to calculate than those derived previously.     

Estimating quadrature errors for analytic functions using kernel representations and biorthogonal systems

Summary. For analytic functions the remainder term of quadrature rules can be represented as a contour integral with a complex kernel function. From this representation different remainder term estimates involving the kernel are obtained. It is studied in detail how polynomial biorthogonal systems can be applied to derive sharp bounds for the kernel function. It is shown that these bounds are practical to use and can easily be computed. Finally, various numerical examples are presented. Received March 11, 1998 / Revised version January 22, 1999/ Published online November 17, 1999     

Multivariate Padé-Bergman approximants

Summary. We define the multivariate Padé-Bergman approximants (also called Padé approximants) and prove a natural generalization of de Montessus de Ballore theorem. Numerous definitions of multivariate Padé approximants have already been introduced. Unfortunately, they all failed to generalize de Montessus de Ballore theorem: either spurious singularities appeared (like the homogeneous Padé [3,4], or no general convergence can be obtained due to the lack of consistency (like the equation lattice Padé type [3]). Recently a new definition based on a least squares approach shows its ability to obtain the desired convergence [6]. We improve this initial work in two directions. First, we propose to use Bergman spaces on polydiscs as a natural framework for stating the least squares problem. This simplifies some proofs and leads us to the multivariate Padé approximants. Second, we pay a great attention to the zero-set of multivariate polynomials in order to find weaker (although natural) hypothesis on the class of functions within the scope of our convergence theorem. For that, we use classical tools from both algebraic geometry (Nullstellensatz) and complex analysis (analytic sets, germs). Received December 4, 2001 / Revised version received January 2, 2002 / Published online April 17, 2002     

Asymptotic expansions of the error of spline Galerkin boundary element methods

Summary. In this paper we analyse the existence of asymptotic expansions of the error of Galerkin methods with splines of arbitrary degree for the approximate solution of integral equations with logarithmic kernels. These expansions are obtained in terms of an interpolation operator and are useful for the application of Richardson extrapolation and for obtaining sharper error bounds. We also present and analyse a family of fully discrete spline Galerkin methods for the solution of the same equations. Following the analysis of Galerkin methods, we show the existence of asymptotic expansions of the error. Received May 18, 1995 / Revised version received April 11, 1996     

Spaces of distributions, interpolation by translates of a basis function and error estimates

Summary. Interpolation with translates of a basis function is a common process in approximation theory. The most elementary form of the interpolant consists of a linear combination of all translates by interpolation points of a single basis function. Frequently, low degree polynomials are added to the interpolant. One of the significant features of this type of interpolant is that it is often the solution of a variational problem. In this paper we concentrate on developing a wide variety of spaces for which a variational theory is available. For each of these spaces, we show that there is a natural choice of basis function. We also show how the theory leads to efficient ways of calculating the interpolant and to new error estimates. Received December 10, 1996 / Revised version received August 29, 1997     

$L^1$-Stability and error estimates for approximate Hamilton-Jacobi solutions

Summary.   We study the -stability and error estimates of general approximate solutions for the Cauchy problem associated with multidimensional Hamilton-Jacobi (H-J) equations. For strictly convex Hamiltonians, we obtain a priori error estimates in terms of the truncation errors and the initial perturbation errors. We then demonstrate this general theory for two types of approximations: approximate solutions constructed by the vanishing viscosity method, and by Godunov-type finite difference methods. If we let denote the `small scale' of such approximations (– the viscosity amplitude , the spatial grad-size , etc.), then our -error estimates are of , and are sharper than the classical -results of order one half, . The main building blocks of our theory are the notions of the semi-concave stability condition and -measure of the truncation error. The whole theory could be viewed as a multidimensional extension of the -stability theory for one-dimensional nonlinear conservation laws developed by Tadmor et. al. [34,24,25]. In addition, we construct new Godunov-type schemes for H-J equations which consist of an exact evolution operator and a global projection operator. Here, we restrict our attention to linear projection operators (first-order schemes). We note, however, that our convergence theory applies equally well to nonlinear projections used in the context of modern high-resolution conservation laws. We prove semi-concave stability and obtain -bounds on their associated truncation errors; -convergence of order one then follows. Second-order (central) Godunov-type schemes are also constructed. Numerical experiments are performed; errors and orders are calculated to confirm our -theory. Received April 20, 1998 / Revised version received November 8, 1999 / Published online August 24, 2000