Implementation of a restarted Krylov subspace method for the evaluation of matrix functions

A new implementation of restarted Krylov subspace methods for evaluating f(A)b for a function f, a matrix A and a vector b is proposed. In contrast to an implementation proposed previously, it requires constant work and constant storage space per restart cycle. The convergence behavior of this scheme is discussed and a new stopping criterion based on an error indicator is given. The performance of the implementation is illustrated for three parabolic initial value problems, requiring the evaluation of exp(A)b.     

Numerical methods based on multipoint Hermite interpolating polynomials for solving the Cauchy problem for stiff systems of ordinary differential equations

Families of A-, L-, and L(δ)-stable methods are constructed for solving the Cauchy problem for a system of ordinary differential equations (ODEs). The L(δ)-stability of a method with a parameter δ ∈ (0, 1) is defined. The methods are based on the representation of the right-hand sides of an ODE system at the step h in terms of two-or three-point Hermite interpolating polynomials. Comparative results are reported for some test problems. The multipoint Hermite interpolating polynomials are used to derive formulas for evaluating definite integrals. Error estimates are given.     

On interpolation with products of positive definite functions

In this paper we consider the problem of scattered data interpolation for multivariate functions. In order to solve this problem, linear combinations of products of positive definite kernel functions are used. The theory of reproducing kernels is applied. In particular, it follows from this theory that the interpolating functions are solutions of some varational problems.     

Estimates for the Lebesgue functions and the Nevai formula for the sinc-approximations of continuous functions on an interval

We obtain some upper and lower estimates for the sequences of the Lebesgue functions and constants of the Whittaker operators

$L_n (f,x) = \sum\limits_{k = 0}^n {\frac{{\sin (nx - k\pi )}}{{nx - k\pi }}} f\left( {\frac{{k\pi }}{n}} \right)$

for continuous functions. We give an analog of Nevai’s formula for the Lagrange-Chebyshev and Lagrange-Laguerre interpolation polynomials for the operators under consideration. Its “local” version is established.

     

Interpolation of functions by the least squares method

We study the norm of a best quadratic trigonometric approximation operator on a finite uniform grid. Dedicated to the memory of my scientific adviser, Professor S. B. Stechkin Translated fromMatematicheskie Zametki, Vol. 66, No. 3, pp. 372–379, September, 1999.     

Gap functions and global error bounds for set-valued variational inequalities

The set-valued variational inequality problem is very useful in economics theory and nonsmooth optimization. In this paper, we introduce some gap functions for set-valued variational inequality problems under suitable assumptions. By using these gap functions we derive global error bounds for the solution of the set-valued variational inequality problems. Our results not only generalize the previously known results for classical variational inequalities from single-valued case to set-valued, but also present a way to construct gap functions and derive global error bounds for set-valued variational inequality problems.     

A numerical technique for solving a class of fractional variational problems

This paper presents a numerical method for solving a class of fractional variational problems (FVPs) with multiple dependent variables, multi order fractional derivatives and a group of boundary conditions. The fractional derivative in the problem is in the Caputo sense. In the presented method, the given optimization problem reduces to a system of algebraic equations using polynomial basis functions. An approximate solution for the FVP is achieved by solving the system. The choice of polynomial basis functions provides the method with such a flexibility that initial and boundary conditions can be easily imposed. We extensively discuss the convergence of the method and finally present illustrative examples to demonstrate validity and applicability of the new technique.     

A new approach to interpolating scaling functions

We present a new method to construct interpolating refinable functions in higher dimensions. The approach is based on the solutions to specific Lagrange interpolation problems by polynomials and applies to a large class of scaling matrices. The resulting scaling functions automatically satisfy certain Strang-Fix conditions. Several examples are discussed.     

Refined-mesh interpolation method for functions with a boundary-layer component

Linear and quadratic spline interpolation methods for a one-variable function with a boundary-layer component are examined. It is shown that the interpolation method for such a function leads to considerable errors when applied on a uniform mesh. The error of linear and quadratic spline interpolations on meshes that are refined in the boundary layer is estimated. Numerical results are presented.     

On a new condition for strictly positive definite functions on spheres

Recently, Xu and Cheney (1992) have proved that if all the Legendre coefficients of a zonal function defined on a sphere are positive then the function is strictly positive definite. It will be shown in this paper that, even if finitely many of the Legendre coefficients are zero, the strict positive definiteness can be assured. The results are based on approximation properties of singular integrals, and provide also a completely different proof of the results of Xu and Cheney.

     

Gap functions for vector variational inequalities

In this article, we intend to study several scalar-valued gap functions for Stampacchia and Minty-type vector variational inequalities. We first introduce gap functions based on a scalarization technique and then develop a gap function without any scalarizing parameter. We then develop its regularized version and under mild conditions develop an error bound for vector variational inequalities with strongly monotone data. Further, we introduce the notion of a partial gap function which satisfies all, but one of the properties of the usual gap function. However, the partial gap function is convex and we provide upper and lower estimates of its directional derivative.     

On a variational method for univalent functions

In the paper, the construction of a variational method for univalent functions is suggested; this construction uses the factorization theorem. As a consequence, an analog of the Goluzin variational formula is obtained.     

A simple method for smoothing functions and compressing Hermite data

Let =(a=x₀<x₁<<x_n=b) be a partition of an interval [a,b] of R, and let f be a piecewise function of class C^k on [a,b] except at knots x_i where it is only of class , k_ik. We study in this paper a novel method which smooth the function f at x_i, 0in. We first define a new basis of the space of polynomials of degree 2k+1, and we describe algorithms for smoothing the function f. Then, as an application, we give a recursive computation of classical Hermite spline interpolants, and we present a method which allows us to compress Hermite data. The most part of these results are illustrated by some numerical examples. AMS subject classification 41A05, 41A15, 65D05, 65D07, 65D10     

Discontinuous Galerkin finite element method for a nonlinear boundary value problem

In this paper, we investigate the a priori and a posteriori error estimates for the discontinuous Galerkin finite element approximation to a regularization version of the variational inequality of the second kind. We show the optimal error estimates in the DG-norm （stronger than the H1 norm） and the L2 norm, respectively. Furthermore, some residual-based a posteriori error estimators are established which provide global upper bounds and local lower bounds on the discretization error. These a posteriori analysis results can be applied to develop the adaptive DG methods.     

Finite volume method for the variational inequalities of first and second kinds

We propose and analyze the finite volume method for solving the variational inequalities of first and second kinds. The stability and convergence analysis are given for this method. For the elliptic obstacle problem, we derive the optimal error estimate in the H¹‐norm. For the simplified friction problem, we establish an abstract H¹‐error estimate, which implies the convergence if the exact solution u∈H¹(Ω) and the optimal error estimate if u∈H^{1 + α}(Ω),0 < α≤2. Copyright © 2015 John Wiley & Sons, Ltd.     

Approximation of discrete functions and Chebyshev polynomials orthogonal on the uniform grid

Let _N+2m ={−m, −m+1, …, −1, 0, 1, …,N−1,N, …,N−1+m}. The present paper is devoted to the approximation of discrete functions of the formf : _N+2m → ℝ by algebraic polynomials on the grid Ω _N ={0, 1, …,N−1}. On the basis of two systems of Chebyshev polynomials orthogonal on the sets Ω _N+m and Ω _N , respectively, we construct a linear operatorY _{n+2m, N} =Y _{n+2m, N} (f), acting in the space of discrete functions as an algebraic polynomial of degree at mostn+2m for which the following estimate holds (x ε Ω _N ):

Software for interpolating and modelling unknown functions

Software has been developed for fitting a stochastic process model to multi-dimensional data. Applications include contouring, cross-section plotting and optimization. The behaviour of the variance and the gradient of the interpolating function in the near neighbourhood of closely adjacent data points has been investigated.     

New estimates for Ritz vectors

The following estimate for the Rayleigh-Ritz method is proved:

Here is a bounded self-adjoint operator in a real Hilbert/euclidian space, one of its eigenpairs, a trial subspace for the Rayleigh-Ritz method, and a Ritz pair. This inequality makes it possible to analyze the fine structure of the error of the Rayleigh-Ritz method, in particular, it shows that if an eigenvector is close to the trial subspace with accuracy and a Ritz vector is an approximation to another eigenvector, with a different eigenvalue. Generalizations of the estimate to the cases of eigenspaces and invariant subspaces are suggested, and estimates of approximation of eigenspaces and invariant subspaces are proved.

     

Optimal method for truncating a chain of equations for two-time Green’s functions

We use an example of a chain of equations describing a system of Bose particles with pairwise interaction to develop a method for decoupling the chain at its second element. We obtain an approximation of the interacting-modes type, which results in a system of nonlinear equations for one-, two-, and three-particle functions. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 147, No. 3, pp. 503–510, June, 2006.     

Korovkin-type approximation in spaces of vector-valued and set-valued functions

We consider some Korovkin-type approximation results for sequences of linear continuous operators in spaces of vector-valued and set-valued continuous functions without assuming the existence of the limit operator. Even in spaces of real continuous functions, where similar results have already been established, we replace the positivity assumption with a weaker condition. We also give some quantitative estimate of the convergence and some applications where previous results cannot be applied.