Analysis of subdivision schemes for nets of functions by proximity and controllability

In this paper we develop tools for the analysis of net subdivision schemes, schemes which recursively refine nets of bivariate continuous functions defined on grids of lines, and generate denser and denser nets. Sufficient conditions for the convergence of such a sequence of refined nets, and for the smoothness of the limit function, are derived in terms of proximity to a bivariate linear subdivision scheme refining points, under conditions controlling some aspects of the univariate functions of the generated nets. Approximation orders of net subdivision schemes, which are in proximity with positive schemes refining points are also derived. The paper concludes with the construction of a family of blending spline-type net subdivision schemes, and with their analysis by the tools presented in the paper. This family is a new example of net subdivision schemes generating C¹ limits with approximation order 2.     

Convergence of relaxation schemes to the equations of elastodynamics

We study the effect of approximation matrices to semi-discrete relaxation schemes for the equations of one-dimensional elastodynamics. We consider a semi-discrete relaxation scheme and establish convergence using the theory of compensated compactness. Then we study the convergence of an associated relaxation-diffusion system, inspired by the scheme. Numerical comparisons of fully-discrete schemes are carried out.

     

Finite-difference analysis of fully dynamic problems for saturated porous media

Finite-difference methods, using staggered grids in space, are considered for the numerical approximation of fully dynamic poroelasticity problems. First, a family of second-order schemes in time is analyzed. A priori estimates for displacements in discrete energy norms are obtained and the corresponding convergence results are proved. Numerical examples are given to illustrate the convergence properties of these methods. As in the case of an incompressible fluid and small permeability, these schemes suffer from spurious oscillations in time, a first order scheme is proposed and analyzed. For this new scheme a priori estimates and convergence results are also given. Finally, numerical examples in one and two dimensions are presented to show the good monotonicity properties of this method.     

Error and convergence of two numerical schemes for stochastic differential equations

We examine the convergence and error rate of two stochastic numerical schemes using the method of proof used by G. N. Mil'shtein 1 . © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006.     

A New Method for the Analysis of Univariate Nonuniform Subdivision Schemes

This paper presents a new method for the analysis of convergence and smoothness of univariate nonuniform subdivision schemes. The analysis involves ideas from the theory of asymptotically equivalent subdivision schemes and nonuniform Laurent polynomial representation together with a new perturbation result. Application of the new method is presented for the analysis of interpolatory subdivision schemes based upon extended Chebyshev systems and for a class of smoothly varying schemes.     

Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations

We obtain nonsymmetric upper and lower bounds on the rate of convergence of general monotone approximation/numerical schemes for parabolic Hamilton-Jacobi-Bellman equations by introducing a new notion of consistency. Our results are robust and general - they improve and extend earlier results by Krylov, Barles, and Jakobsen. We apply our general results to various schemes including Crank-Nicholson type finite difference schemes, splitting methods, and the classical approximation by piecewise constant controls. In the first two cases our results are new, and in the last two cases the results are obtained by a new method which we develop here.

     

Two Novel Classes of Arbitrary High-Order Structure-Preserving Algorithms for Canonical Hamiltonian Systems

In this paper, we systematically construct two classes of structure-preserving schemes with arbitrary order of accuracy for canonical Hamiltonian systems. The one class is the symplectic scheme, which contains two new families of parameterized symplectic schemes that are derived by basing on the generating function method and the symmetric composition method, respectively. Each member in these schemes is symplectic for any fixed parameter. A more general form of generating functions is introduced, which generalizes the three classical generating functions that are widely used to construct symplectic algorithms. The other class is a novel family of energy and quadratic invariants preserving schemes, which is devised by adjusting the parameter in parameterized symplectic schemes to guarantee energy conservation at each time step. The existence of the solutions of these schemes is verified. Numerical experiments demonstrate the theoretical analysis and conservation of the proposed schemes.     

Convergence of Finite Volume Schemes for Hamilton-Jacobi Equations with Dirichlet Boundary Conditions

We study numerical methods for time-dependent Hamilton-Jacobi equations with weak Dirichlet boundary conditions. We first propose a new class of abstract monotone approximation schemes and get a convergence rate of 1/2 . Then, according to the abstract convergence results, by newly constructing monotone finite volume approximations on interior and boundary points, we obtain convergent finite volume schemes for time-dependent Hamilton-Jacobi equations with weak Dirichlet boundary conditions. Finally give some numerical results.     

Subdivision Schemes and Irregular Grids

The present paper deals with subdivision schemes associated with irregular grids. We first give a sufficient condition concerning the difference scheme to obtain convergence. This condition generalizes a necessary and sufficient condition for convergence known in the case of uniform and stationary schemes associated with a regular grid. Through this sufficient condition, convergence of a given subdivision scheme can be proved by comparison with another scheme. Indeed, when two schemes are equivalent in some sense, and when one satisfies the sufficient condition for convergence, the other also satisfies it and it therefore converges too. We also study the smoothness of the limit functions produced by a scheme which satisfies the sufficient condition. Finally, the results are applied to the study of Lagrange interpolating subdivision schemes of any degree, with respect to particular irregular grids.     

On a Class of Non-commutative Imprimitive Association Schemes of Rank 6

Many facts about group theory can be generalized to the context of the theory of association schemes. In particular, association schemes with fewer than 6 elements are all commutative. While there is a nonabelian group with 6 elements which is unique up to isomorphism, there are infinitely many isomorphism classes of non-commutative association schemes with 6 elements. All examples previously known to us are imprimitive, and fall into three classes which are reasonably well understood. In this paper, we construct a fourth class of noncommutative, imprimitive association schemes of rank 6.     

以中心- 迎风数值格式研究具有外力项的p 系统

本文以半离散中心- 迎风数值格式研究具有外力项的p 系统. 中心型数值格式用来处理双曲型守恒律或系统的优势是快速且简单, 因为不需要使用近似Riemann 解, 也不需要做特征分解. 我们的数值模拟验证了理论研究结果: 具有外力项的p 系统的解的收敛及爆破行为, 同时也指出一些尚待理论研究的问题.     

Weakly nonoscillatory schemes for scalar conservation laws

A new class of Godunov-type numerical methods (called here weakly nonoscillatory or WNO) for solving nonlinear scalar conservation laws in one space dimension is introduced. This new class generalizes the classical nonoscillatory schemes. In particular, it contains modified versions of Min-Mod and UNO. Under certain conditions, convergence and error estimates for WNO methods are proved.

     

Compact difference schemes for heat equation with Neumann boundary conditions (II)

This is the further work on compact finite difference schemes for heat equation with Neumann boundary conditions subsequent to the paper, [Sun, Numer Methods Partial Differential Equations (NMPDE) 25 (2009), 1320–1341]. A different compact difference scheme for the one‐dimensional linear heat equation is developed. Truncation errors of the proposed scheme are O(τ² + h⁴) for interior mesh point approximation and O(τ² + h³) for the boundary condition approximation with the uniform partition. The new obtained scheme is similar to the one given by Liao et al. (NMPDE 22 (2006), 600–616), while the major difference lies in no extension of source terms to outside the computational domain any longer. Compared with ones obtained by Zhao et al. (NMPDE 23 (2007), 949–959) and Dai (NMPDE 27 (2011), 436–446), numerical solutions at all mesh points including two boundary points are computed in our new scheme. The significant advantage of this work is to provide a rigorous analysis of convergence order for the obtained compact difference scheme using discrete energy method. The global accuracy is O(τ² + h⁴) in discrete maximum norm, although the spatial approximation order at the Neumann boundary is one lower than that for interior mesh points. The analytical techniques are important and can be successfully used to solve the open problem presented by Sun (NMPDE 25 (2009), 1320–1341), where analyzed theoretical convergence order of the scheme by Liao et al. (NMPDE 22 (2006), 600–616) is only O(τ² + h^3.5) while the numerical accuracy is O(τ² + h⁴), and convergence order of theoretical analysis for the scheme by Zhao et al. (NMPDE 23 (2007), 949–959) is O(τ² + h^2.5), while the actual numerical accuracy is O(τ² + h³). Following the procedure used for the new obtained difference scheme in this work, convergence orders of these two schemes can be proved rigorously to be O(τ² + h⁴) and O(τ² + h³), respectively. Meanwhile, extension to the case involving the nonlinear reaction term is also discussed, and the global convergence order O(τ² + h⁴) is proved. A compact ADI difference scheme for solving two‐dimensional case is derived. Finally, several examples are given to demonstrate the numerical accuracy of new obtained compact difference schemes. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Sobolev空间中与非齐次细分方程相关的细分格式的收敛阶

研究如下形式的非齐次细分方程,其中向量值函数是未知的,g是给定的紧支集向量值函数,a 是一个具有有限长的r×r矩阵值序列,称为细分面具,M是一个s×s整数矩阵, 并且满足limn→∞M-n=0.我们在Sobolev空间(Wpk(Rs))r(1≤p≤∞)中研究与非齐次细分方程相关的细分格式的收敛性和收敛阶.选择具有紧支集向量值函数,定义n=1,2,….这个叠代过程称为细分格式(详见文献[1-29]).     

Weak exponential schemes for stochastic differential equations with additive noise

^** Email: cmora{at}ing-mat.udec.cl This paper develops weak exponential schemes for the numericalsolution of stochastic differential equations (SDEs) with additivenoise. In particular, this work provides first and second-ordermethods which use at each iteration the product of the exponentialof the Jacobian of the drift term with a vector. The articlealso addresses the rate of convergence of the new schemes. Moreover,numerical experiments illustrate that the numerical methodsintroduced here are a good alternative to the standard integratorsfor the long time integration of SDEs whose solutions by thecommon explicit schemes exhibit instabilities.     

Explicit second-order accurate schemes for the nonlinear Schrödinger equations

We consider three-level explicit schemes for solving the nonlinear variable coefficient Schrödinger-type equation. Using spectral and energy methods we establish the stability and convergence of these schemes. The existence of discrete conservation laws is investigated. General results are applied for the DuFort-Frankel and leap-frog diffenrence schemes.     

A ESTIMATE OF THE RATE OF ENTROPY DISSIPATION OF HIGH RESOLUTION MUSCL TYPE GODUNOV SCHEMES

1.IntroductionLetusconsidertheCauchyproblemsfornonlinearhyperbolicscalarconservationlaws:wheref:W~WisLipschitzcontinuousfunctions,andtheinitialdata"o(x)isagivenfunctioninLI(R)nLoo(R).Asitiswell--known,thisproblemingeneraldoesnotadmitsmoothsolution,so...     

Parameter choice methods using minimization schemes

Regularization is typically based on the choice of some parametric family of nearby solutions, and the choice of this family is a task in itself. Then, a suitable parameter must be chosen in order to find an approximation of good quality. We focus on the second task. There exist deterministic and stochastic models for describing noise and solutions in inverse problems. We will establish a unified framework for treating different settings for the analysis of inverse problems, which allows us to prove the convergence and optimality of parameter choice schemes based on minimization in a generic way. We show that the well known quasi-optimality criterion falls in this class. Furthermore we present a new parameter choice method and prove its convergence by using this newly established tool.     

On Some Methods for Unconditionally Secure Key Distribution and Broadcast Encryption

This paper provides an exposition of methods by which a trusted authority can distribute keys and/or broadcast a message over a network, so that each member of a privileged subset of users can compute a specified key or decrypt the broadcast message. Moreover, this is done in such a way that no coalition is able to recover any information on a key or broadcast message they are not supposed to know. The problems are studied using the tools of information theory, so the security provided is unconditional (i.e., not based on any computational assumption).We begin by surveying some useful schemes for key distribution that have been presented in the literature, giving background and examples (but not too many proofs). In particular, we look more closely at the attractive concept of key distribution patterns, and present a new method for making these schemes more efficient through the use of resilient functions. Then we present a general approach to the construction of broadcast schemes that combines key predistribution schemes with secret sharing schemes. We discuss the Fiat-Naor Broadcast Scheme, as well as other, new schemes that can be constructed using this approach.     

An approximation of stochastic hyperbolic equations: case with Wiener process

In the present paper, the two‐step difference scheme for the Cauchy problem for the stochastic hyperbolic equation is presented. The convergence estimate for the solution of the difference scheme is established. In applications, the convergence estimates for the solution of difference schemes for the numerical solution of four problems for hyperbolic equations are obtained. The theoretical statements for the solution of this difference scheme are supported by the results of the numerical experiment. Copyright © 2012 John Wiley & Sons, Ltd.