A note on the error growth in the numerical integration of periodic orbits

The aim of this note is to extend the analysis of B. Cano and J. M. Sanz-Serna [2] on the global error behaviour of general one step methods in the numerical integration of a periodic orbit to the case that such a periodic orbit can be embedded into a family of periodic orbits. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Fourth-Order Symmetric DIRK Methods for Periodic Stiff Problems

New symmetric DIRK methods specially adapted to the numerical integration of first-order stiff ODE systems with periodic solutions are obtained. Our interest is focused on the dispersion (phase errors) of the dominant components in the numerical oscillations when these methods are applied to the homogeneous linear test model. Based on this homogeneous test model we derive the dispersion conditions for symmetric DIRK methods as well as symmetric stability functions with real poles and maximal dispersion order. Two new fourth-order symmetric methods with four and five stages are obtained. One of the methods is fourth-order dispersive whereas the other method is symplectic and sixth-order dispersive. These methods have been applied to a number of test problems (linear as well as nonlinear) and some numerical results are presented to show their efficiency when they are compared with the symplectic DIRK method derived by Sanz-Serna and Abia (SIAM J. Numer. Anal. 28 (1991) 1081–1096).     

Optimal H1 Estimates for two Time-discrete Galerkin Approximations of a Nonlinear Schrodinger Equation

We prove optimal H¹ estimates for the backward Euler and Crank-Nicolsondiscretizations of the Galerkin finite element method appliedto a nonlinear Schrödinger equation. As a by-product, wealso obtain new pointwise error bounds. The analysis relieson a nonlinear stability theory recently developed by López-Marcos& Sanz-Serna 1991.     

A New Approach to the Algebraic Structures for Integration Methods

The analysis of compositions of Runge-Kutta methods involves manipulations of functions defined on rooted trees. Existing formulations due to Butcher [1972], Hairer and Wanner [1974], and Murua and Sanz-Serna [1999], while equivalent, differ in details. The subject of the present paper is a new recursive formulation of the composition rules. This both simplifies and extends the existing approaches. Instead of using the order conditions based on trees, we propose the construction of the order conditions using a suitably chosen basis on the tree space. In particular, the linear structure of the tree space gives a representation of the C and D simplifying assumptions on trees which is not restricted to Runge-Kutta methods. A proof of the group structure of the set of elementary weight functions satisfying the D simplifying assumptions is also given is this paper.     

Discrete artificial boundary conditions for nonlinear Schrödinger equations

In this work we construct and analyze discrete artificial boundary conditions (ABCs) for different finite difference schemes to solve nonlinear Schrödinger equations. These new discrete boundary conditions are motivated by the continuous ABCs recently obtained by the potential strategy of Szeftel. Since these new nonlinear ABCs are based on the discrete ABCs for the linear problem we first review the well-known results for the linear Schrödinger equation. We present our approach for a couple of finite difference schemes, including the Crank–Nicholson scheme, the Dùran–Sanz-Serna scheme, the DuFort–Frankel method and several split-step (fractional-step) methods such as the Lie splitting, the Strang splitting and the relaxation scheme of Besse. Finally, several numerical tests illustrate the accuracy and stability of our new discrete approach for the considered finite difference schemes.     

Analysis of a supraconvergent cell vertex finite-volume method for one-dimensional convection-diffusion problems

In this paper we analyze a cell vertex finite-volume methodfor linear and non-linear convection-diffusion problems in onedimension. For linear problems, the stability proof relies oncompactness arguments developed by Grigorieff. However, Grigorieff'sideas have had to be extended to account for non-compact schemes.The analysis establishes second-order convergence of both theapproximate solution and its gradient This is despite the factthat the scheme is only first-order consistent. The analysisof the linear problem is taken over to non-linear problems viathe theory of Lpez-Marcos and Sanz-Serna. Numerical experimentsare provided which back up the analysis.     

A Gautschi-type method for oscillatory second-order differential equations

Summary. We study a numerical method for second-order differential equations in which high-frequency oscillations are generated by a linear part. For example, semilinear wave equations are of this type. The numerical scheme is based on the requirement that it solves linear problems with constant inhomogeneity exactly. We prove that the method admits second-order error bounds which are independent of the product of the step size with the frequencies. Our analysis also provides new insight into the m ollified impulse method of García-Archilla, Sanz-Serna, and Skeel. We include results of numerical experiments with the sine-Gordon equation. Received January 21, 1998 / Published online: June 29, 1999     

河床流体模型方程的稳定化有限差分法及非线性稳定性分析

1 引言本文考虑如下问题: μ(x+2π,t)=μ(x,t), x∈R,t∈[0,τ], (1.2) μ(x,0) =μ_0(x) β,ε,σ∈R,ε,σ>0. (1.3) 该模型描述河床流体流动,其中μ(x,t)为实值函数,它代表河床流体中微粒沉淀(concen—tration)在空间方向上的周期小扰动。G.H.Ganser和D.A.Drew用摄动法对该问题进行了分析,认为该问题是非线性不稳定的。 数值研究表明,对该问题,采用通常的差分方法和Galerkin有限元是不稳定的。文     

A Galerkin/Least-Square Finite Element Approximation of Branches of Nonsingular Solutions of the Stationary Navier-Stokes Equations

In the author's previous paper [13], a Galerkin/Least-Square type finite element method was proposed and analyzed for the stationary N-S equations. The method is consistent and stable for any combination of discrete velocity and pressure spaces (without requiring the Babuska-Brezzi stability condition). Under the condition that the solution of N-S equations is unique (i.e. in the case of sufficient viscosity or small data), the existence, uniqueness and convergence (at optimal rate) of discrete solution were proved. In this paper, we further investigate the established Galerkin/Least-Square finite element method for the stationary N-S equations. By applying and extending the results of Lopez-Marcos and Sanz-Serna [15], an existence theorem and error estimates are proved in the case of branches of nonsingular solutions.     

KAM theorem of symplectic algorithms for Hamiltonian systems

Summary. In this paper we prove that an analog of the celebrated KAM theorem holds for symplectic algorithms, which Channel and Scovel (1990), Feng Kang (1991) and Sanz-Serna and Calvo (1994) suggested a few years ago. The main results consist of the existence of invariant tori, with a smooth foliation structure, of a symplectic numerical algorithm when it applies to a generic integrable Hamiltonian system if the system is analytic and the time-step size of the algorithm is s ufficiently small. This existence result also implies that the algorithm, when it is applied to a generic integrable system, possesses n independent smooth invariant functions which are in involution and well-defined on the set filled by the invariant tori in the sense of Whitney. The invariant tori are just the level sets of these functions. Some quantitative results about the numerical invariant tori of the algorithm approximating the exact ones of the system are also given. Received December 27, 1997 / Revised version received July 15, 1998 / Published online: July 7, 1999     

Crank-Nicolson method for the numerical solution of models of excitability

We analyze a Crank-Nicolson scheme for a family of nonlinear parabolic partial differential equations. These equations cover a wide class of models of excitability, in particular the Hodgkin Huxley equations. To do the analysis, we have in mind the general discretization framework introduced by López-Marcos and Sanz-Serna [in Numerical Treatment of Differential Equations, K. Strehemel, Ed., Teubner-Texte zur Mathematik, Leipzig, 1988, p. 216]. We study consistency, stability and convergence properties of the scheme. We use a technique of modified functions, introduced by Strang [Numer. Math. 6 , 37 (1964)], in the study of consistency. Stability is derived by means of the energy method. Finally we obtain existence and convergence of numerical approximations by means of a result due to Stetter (Analysis of Discretization Methods for Ordinary Differential Equations. Springer-Verlag, Berlin, 1973). We show that the method has optimal order of accuracy in the discrete H¹ norm. © 1994 John Wiley & Sons, Inc.     

The Conley conjecture for the cotangent bundle

We prove the Conley conjecture for cotangent bundles of oriented, closed manifolds, and Hamiltonians which are quadratic at infinity, i.e., we show that such Hamiltonians have infinitely many periodic orbits. For the conservative systems, similar results have been proven by Lu and Mazzucchelli using convex Hamiltonians and Lagrangian methods. Our proof uses Floer homological methods from Ginzburg’s proof of the Conley conjecture for closed symplectically aspherical manifolds.     

Cusp closing in rank one symmetric spaces

We investigate conditions under which cusps of pinched negative curvature can be closed as manifolds or orbifolds with nonpositive sectional curvature. We show that all cusps of complex hyperbolic type can be closed in this way whereas cusps of quaternionic or Cayley hyperbolic type cannot be closed. For cusps of real hyperbolic type we derive necessary and sufficient closing conditions. In this context we prove that a noncompact finite volume quotient of a rank one symmetric space can be approximated in the Gromov Hausdorff topology by closed orbifolds with nonpositive curvature if and only if it is real or complex hyperbolic. Using cusp closing methods we obtain new examples of real analytic manifolds of nonpositive sectional curvature and rank one containing flats. By the same methods we get an explicit resolution of the singularities in the Baily-Borel resp. Siu-Yau compactification of finite volume quotients of the complex hyperbolic space.Oblatum 2-IX-1994 & 7-VIII-1995     

Cusp closing in rank one symmetric spaces

We investigate conditions under which cusps of pinched negative curvature can be closed as manifolds or orbifolds with nonpositive sectional curvature. We show that all cusps of complex hyperbolic type can be closed in this way whereas cusps of quaternionic or Cayley hyperbolic type cannot be closed. For cusps of real hyperbolic type we derive necessary and sufficient closing conditions. In this context we prove that a noncompact finite volume quotient of a rank one symmetric space can be approximated in the Gromov Hausdorff topology by closed orbifolds with nonpositive curvature if and only if it is real or complex hyperbolic. Using cusp closing methods we obtain new examples of real analytic manifolds of nonpositive sectional curvature and rank one containing flats. By the same methods we get an explicit resolution of the singularities in the Baily–Borel resp.Siu–Yau compactification of finite volume quotients of the complex hyperbolic space. Oblatum 2-IX-1994 & 7-VIII-1995     

The type numbers of closed geodesics

This is a short survey on the type numbers of closed geodesics, on applications of the Morse theory to proving the existence of closed geodesics and on the recent progress in applying variational methods to the periodic problem for Finsler and magnetic geodesics.     

The commutant of the Volterra operator

It is proved by elementary methods that the strongly closed algebra generated by the Volterra operator V is the commutant of V.     

形式演绎系统L~*中封闭理论的性质及其应用

本文在模糊命题演算的形式演绎系统L~*中引入了封闭理论的概念,讨论了封闭理论的基本性质,并利用封闭理论给出了形式演绎系统L~*的基于公式集的完备性的证明.首先,在形式演绎系统L~*中引入了封闭理论的概念,给出了理论封闭化扩张的方法;其次,在形式演绎系统L~*中引入了完全封闭理论的概念,证明了满足相关条件的完全封闭理论的存在性;第三,对形式演绎系统L~*中的封闭理论确定的同余关系性质进行了讨论,在公式集中引入了强同余关系的概念,给出了封闭理论和强同余关系相互决定的方法;第四,在形式演绎系统L~*中证明了封闭理论型L~*-Lindenbaum代数是R_0代数,并且封闭理论型L~*-Lindenbaum代数是全序的当且仅当封闭理论是完全的;最后,利用完全封闭理论型L~*-Lindenbaum代数完成了形式系统L~*完备性的证明,并改进了原有的结果.     

Closed Newton–Cotes trigonometrically-fitted formulae of high order for long-time integration of orbital problems

The connection between closed Newton–Cotes, trigonometrically-fitted differential methods and symplectic integrators is studied in this paper. Several one-step symplectic integrators have been obtained based on symplectic geometry, as is shown in the literature. However, the study of multi-step symplectic integrators is very limited. The well-known open Newton–Cotes differential methods are presented as multilayer symplectic integrators by Zhu et al. [W. Zhu, X. Zhao, Y. Tang, Journal of Chem. Phys. 104 (1996), 2275]. The construction of multi-step symplectic integrators based on the open Newton–Cotes integration methods is investigated by Chiou and Wu [J.C. Chiou, S.D. Wu, Journal of Chemical Physics 107 (1997), 6894]. The closed Newton–Cotes formulae are studied in this paper and presented as symplectic multilayer structures. We also develop trigonometrically-fitted symplectic methods which are based on the closed Newton–Cotes formulae. We apply the symplectic schemes in order to solve Hamilton’s equations of motion which are linear in position and momentum. We observe that the Hamiltonian energy of the system remains almost constant as the integration proceeds. Finally we apply the new developed methods to an orbital problem in order to show the efficiency of this new methodology.     

闭模糊拟阵模糊圈的算法研究

用闭模糊拟阵的基本序列来研究和描述它的模糊圈,找到了从闭模糊拟阵的模糊相关集或模糊独立集计算模糊圈的方法,并给出了相应的算法.     

Iterative Regularization Methods for the Multiple-Sets Split Feasibility Problem in Hilbert Spaces

In this paper, we introduce iterative regularization methods for solving the multiple-sets split feasibility problem, that is to find a point closest to a family of closed convex subsets in one space such that its image under a bounded linear mapping will be closest to another family of closed convex subsets in the image space. We consider the cases, when the families are either finite or infinite. We also give two numerical examples for illustrating our main method.