Solution of axisymmetric Maxwell equations

In this article, we study the static and time‐dependent Maxwell equations in axisymmetric geometry. Using the mathematical tools introduced in (Math. Meth. Appl. Sci. 2002; 25 : 49), we investigate the decoupled problems induced in a meridian half‐plane, and the splitting of the solution in a regular part and a singular part, the former being in the Sobolev space H¹ component‐wise. It is proven that the singular parts are related to singularities of Laplace‐like or wave‐like operators. We infer from these characterizations: (i) the finite dimension of the space of singular fields; (ii) global space and space–time regularity results for the electromagnetic field. This paper is the continuation of (Modél. Math. Anal. Numér. 1998; 32 : 359, Math. Meth. Appl. Sci. 2002; 25 : 49). Copyright © 2003 John Wiley & Sons, Ltd.     

On the solution of Maxwell's equations in polygonal domains

This paper is concerned with the structure of the singular and regular parts of the solution of time‐harmonic Maxwell's equations in polygonal plane domains and their effective numerical treatment. The asymptotic behaviour of the solution near corner points of the domain is studied by means of discrete Fourier transformation and it is proved that the solution of the boundary value problem does not belong locally to H² when the boundary of the domain has non‐acute angles. A splitting of the solution into a regular part belonging to the space H², and an explicitly described singular part is presented. For the numerical treatment of the boundary value problem, we propose a finite element discretization which combines local mesh grading and the singular field methods and derive a priori error estimates that show optimal convergence as known for the classical finite element method for problems with regular solutions. Copyright © 2006 John Wiley & Sons, Ltd.     

Space‐time spectral method for two‐dimensional semilinear parabolic equations

In this paper, a high‐order accurate numerical method for two‐dimensional semilinear parabolic equations is presented. We apply a Galerkin–Legendre spectral method for discretizing spatial derivatives and a spectral collocation method for the time integration of the resulting nonlinear system of ordinary differential equations. Our formulation can be made arbitrarily high‐order accurate in both space and time. Optimal a priori error bound is derived in the L²‐norm for the semidiscrete formulation. Extensive numerical results are presented to demonstrate the convergence property of the method, show our formulation have spectrally accurate in both space and time. John Wiley & Sons, Ltd.     

Maxwell and Lamé eigenvalues on polyhedra

In a convex polyhedron, a part of the Lamé eigenvalues with hard simple support boundary conditions does not depend on the Lamé coefficients and coincides with the Maxwell eigenvalues. The other eigenvalues depend linearly on a parameter s linked to the Lamé coefficients and the associated eigenmodes are the gradients of the Laplace–Dirichlet eigenfunctions. In a non‐convex polyhedron, such a splitting of the spectrum disappears partly or completely, in relation with the non‐H² singularities of the Laplace–Dirichlet eigenfunctions. From the Maxwell equations point of view, this means that in a non‐convex polyhedron, the spectrum cannot be approximated by finite element methods using H¹ elements. Similar properties hold in polygons. We give numerical results for two L‐shaped domains. Copyright © 1999 John Wiley & Sons, Ltd.     

A note on the Schrödinger smoothing effect

The Kato–Yajima smoothing estimate is a smoothing weighted L² estimate with a singular power weight for the Schrödinger propagator. The weight has been generalized relatively recently to Morrey–Campanato weights. In this paper we make this generalization more sharp in terms of the so‐called Kerman–Sawyer weights. Our result is based on a more sharpened Fourier restriction estimate in a weighted L² space. Obtained results are also extended to the fractional Schrödinger propagator.     

Spectral collocation methods for nonlinear weakly singular Volterra integro‐differential equations

In this paper, a spectral collocation approximation is proposed for neutral and nonlinear weakly singular Volterra integro‐differential equations (VIDEs) with non‐smooth solutions. We use some suitable variable transformations to change the original equation into a new equation, so that the solution of the resulting equation possesses better regularity, and the the Jacobi orthogonal polynomial theory can be applied conveniently. Under reasonable assumptions on the nonlinearity, we carry out a rigorous error analysis in L^∞ norm and weighted L² norm. To perform the numerical simulations, some test examples (linear and nonlinear) are considered with nonsmooth solutions, and numerical results are presented. Further more, the comparative study of the proposed methods with some existing numerical methods is provided.     

Determining the temperature from incomplete boundary data

An iterative procedure for determining temperature fields from Cauchy data given on a part of the boundary is presented. At each iteration step, a series of mixed well‐posed boundary value problems are solved for the heat operator and its adjoint. A convergence proof of this method in a weighted L²‐space is included, as well as a stopping criteria for the case of noisy data. Moreover, a solvability result in a weighted Sobolev space for a parabolic initial boundary value problem of second order with mixed boundary conditions is presented. Regularity of the solution is proved. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A layer adaptive B‐spline collocation method for singularly perturbed one‐dimensional parabolic problem with a boundary turning point

In this article, we develop a parameter uniform numerical method for a class of singularly perturbed parabolic equations with a multiple boundary turning point on a rectangular domain. The coefficient of the first derivative with respect to x is given by the formula a₀(x, t)x^p, where a₀(x, t) ≥ α > 0 and the parameter p ∈ [1,∞) takes the arbitrary value. For small values of the parameter ε, the solution of this particular class of problem exhibits the parabolic boundary layer in a neighborhood of the boundary x = 0 of the domain. We use the implicit Euler method to discretize the temporal variable on uniform mesh and a B‐spline collocation method defined on piecewise uniform Shishkin mesh to discretize the spatial variable. Asymptotic bounds for the derivatives of the solution are established by decomposing the solution into smooth and singular component. These bounds are applied in the convergence analysis of the proposed scheme on Shishkin mesh. The resulting method is boundary layer resolving and has been shown almost second‐order accurate in space and first‐order accurate in time. It is also shown that the proposed method is uniformly convergent with respect to the singular perturbation parameter ε. Some numerical results are given to confirm the predicted theory and comparison of numerical results made with a scheme consisting of a standard upwind finite difference operator on a piecewise uniform Shishkin mesh. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1143–1164, 2011     

On the independence number of the Erdős‐Rényi and projective norm graphs and a related hypergraph

The Erd?s‐Rényi and Projective Norm graphs are algebraically defined graphs that have proved useful in supplying constructions in extremal graph theory and Ramsey theory. Their eigenvalues have been computed and this yields an upper bound on their independence number. Here we show that in many cases, this upper bound is sharp in the order of magnitude. Our result for the Erd?s‐Rényi graph has the following reformulation: the maximum size of a family of mutually non‐orthogonal lines in a vector space of dimension three over the finite field of order q is of order q^3/2. We also prove that every subset of vertices of size greater than q^2/2 + q^3/2 + O(q) in the Erd?s‐Rényi graph contains a triangle. This shows that an old construction of Parsons is asymptotically sharp. Several related results and open problems are provided. © 2007 Wiley Periodicals, Inc. J Graph Theory 56: 113–127, 2007     

A twisted factorization method for symmetric SVD of a complex symmetric tridiagonal matrix

This paper presents an O(n²) method based on the twisted factorization for computing the Takagi vectors of an n‐by‐n complex symmetric tridiagonal matrix with known singular values. Since the singular values can be obtained in O(n²) flops, the total cost of symmetric singular value decomposition or the Takagi factorization is O(n²) flops. An analysis shows the accuracy and orthogonality of Takagi vectors. Also, techniques for a practical implementation of our method are proposed. Our preliminary numerical experiments have verified our analysis and demonstrated that the twisted factorization method is much more efficient than the implicit QR method, divide‐and‐conquer method and Matlab singular value decomposition subroutine with comparable accuracy. Copyright © 2009 John Wiley & Sons, Ltd.     

A P0–P0 weak Galerkin finite element method for solving singularly perturbed reaction–diffusion problems

This paper investigates the lowest-order weak Galerkin finite element (WGFE) method for solving reaction–diffusion equations with singular perturbations in two and three space dimensions. The system of linear equations for the new scheme is positive definite, and one might readily get the well-posedness of the system. Our numerical experiments confirmed our error analysis that our WGFE method of the lowest order could deliver numerical approximations of the order O(h^1/2) and O(h) in H¹ and L² norms, respectively.     

Investigations of nonstandard,Mickens‐type,finite‐difference schemes for singular boundary value problems in cylindrical or spherical coordinates

It is well known that standard finite‐difference schemes for singular boundary value problems involving the Laplacian have difficulty capturing the singular (??(1/r) or ??(log r)) behavior of the solution near the origin (r = 0). New nonstandard finite‐difference schemes that can capture this behavior exactly for certain singular boundary value problems encountered in theoretical aerodynamics are presented here. These schemes are special cases of nonstandard finite differences which have been extensively researched by Professor Ronald E. Mickens of Clark Atlanta University in their most general form. Several examples of these “Mickens‐type” finite differences that illustrate both their accuracy and utility for singular boundary value problems in both cylindrical and spherical co‐ordinates are investigated. The numerical results generated by the Mickens‐type schemes are compared favorably with solutions obtained from standard finite‐difference schemes. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 380–398, 2003.     

On the Discrete Poincaré–Friedrichs Inequalities for Nonconforming Approximations of the Sobolev Space H 1

We present a direct proof of the discrete Poincaré–Friedrichs inequalities for a class of nonconforming approximations of the Sobolev space H ¹(Ω), indicate optimal values of the constants in these inequalities, and extend the discrete Friedrichs inequality onto domains only bounded in one direction. We consider a polygonal domain Ω in two or three space dimensions and its shape-regular simplicial triangulation. The nonconforming approximations of H ¹(Ω) consist of functions from H ¹ on each element such that the mean values of their traces on interelement boundaries coincide. The key idea is to extend the proof of the discrete Poincaré–Friedrichs inequalities for piecewise constant functions used in the finite volume method. The results have applications in the analysis of nonconforming numerical methods, such as nonconforming finite element or discontinuous Galerkin methods.     

A fourth‐order H1‐Galerkin mixed finite element method for Kuramoto–Sivashinsky equation

A H¹‐Galerkin mixed finite element method is applied to the Kuramoto–Sivashinsky equation by using a splitting technique, which results in a coupled system. The method described in this article may also be considered as a Petrov–Galerkin method with cubic spline space as trial space and piecewise linear space as test space, since the second derivative of a cubic spline is a linear spline. Optimal‐order error estimates are obtained without any restriction on the mesh for both semi‐discrete and fully discrete schemes. The advantage of this method over that presented in Manickam et al., Comput. Math. Appl. vol. 35(6) (1998) pp. 5–25; for the same problem is that the size (i.e., (n + 1) × (n + 1)) of each resulting linear system is less than half of the size of the linear system of the earlier method, where n is the number of subintervals in the partition. Further, there is a requirement of less regularity on exact solution in this method. The results are validated with numerical examples. Finally, instability behavior of the solution is numerically captured with this method.     

Some temporal second order difference schemes for fractional wave equations

In this article, motivated by Alikhanov's new work (Alikhanov, J Comput Phys 280 (2015), 424–438), some difference schemes are proposed for both one‐dimensional and two‐dimensional time‐fractional wave equations. The obtained schemes can achieve second‐order numerical accuracy both in time and in space. The unconditional convergence and stability of these schemes in the discrete H¹‐norm are proved by the discrete energy method. The spatial compact difference schemes with the results on the convergence and stability are also presented. In addition, the three‐dimensional problem is briefly mentioned. Numerical examples illustrate the efficiency of the proposed schemes. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 970–1001, 2016     

Computing the conditioning of the components of a linear least‐squares solution

In this paper, we address the accuracy of the results for the overdetermined full rank linear least‐squares problem. We recall theoretical results obtained in (SIAM J. Matrix Anal. Appl. 2007; 29 (2):413–433) on conditioning of the least‐squares solution and the components of the solution when the matrix perturbations are measured in Frobenius or spectral norms. Then we define computable estimates for these condition numbers and we interpret them in terms of statistical quantities when the regression matrix and the right‐hand side are perturbed. In particular, we show that in the classical linear statistical model, the ratio of the variance of one component of the solution by the variance of the right‐hand side is exactly the condition number of this solution component when only perturbations on the right‐hand side are considered. We explain how to compute the variance–covariance matrix and the least‐squares conditioning using the libraries LAPACK (LAPACK Users' Guide (3rd edn). SIAM: Philadelphia, 1999) and ScaLAPACK (ScaLAPACK Users' Guide. SIAM: Philadelphia, 1997) and we give the corresponding computational cost. Finally we present a small historical numerical example that was used by Laplace (Théorie Analytique des Probabilités. Mme Ve Courcier, 1820; 497–530) for computing the mass of Jupiter and a physical application if the area of space geodesy. Copyright © 2008 John Wiley & Sons, Ltd.     

Unconditional superconvergent analysis of a new mixed finite element method for Ginzburg–Landau equation

In this article, unconditional superconvergent analysis of a linearized fully discrete mixed finite element method is presented for a class of Ginzburg–Landau equation based on the bilinear element and zero‐order Nédélec's element pair (Q₁₁/Q₀₁ × Q₁₀). First, a time‐discrete system is introduced to split the error into temporal error and spatial error, and the corresponding error estimates are deduced rigorously. Second, the unconditional superclose and optimal estimate of order O(h² + τ) for u in H¹‐norm and p = ?u in L²‐norm are derived respectively without the restrictions on the ratio between h and τ, where h is the subdivision parameter and τ, the time step. Third, the global superconvergent results are obtained by interpolated postprocessing technique. Finally, some numerical results are carried out to confirm the theoretical analysis.     

Scaled discrete derivatives of singularly perturbed elliptic problems

Numerical approximations to the solution of a singularly perturbed elliptic convection–diffusion problem in two space dimensions are generated using a monotone finite difference operator on a tensor product of piecewise‐uniform Shishkin meshes. The bilinear interpolants of these numerical approximations are parameter‐uniformly convergent to the solution of the continuous problem, in the pointwise maximum norm. In this article, discrete approximations to the first derivatives of the solution are shown to be globally first‐order (up to logarithmic factors) uniformly convergent, when the errors are scaled within the analytical layers of the continuous problem. Numerical results are presented to illustrate the theoretical error bounds established in an appropriated weighted C¹–norm. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 225–252, 2015     

Martingale Representation of Functionals of Lévy Processes

Abstract

The main focus of the paper is a Clark–Ocone–Haussman formula for Lévy processes. First a difference operator is defined via the Fock space representation of L ²(P), then from this definition a Clark–Ocone–Haussman type formula is derived. We also derive some explicit chaos expansions for some common functionals. Later we prove that the difference operator defined via the Fock space representation and the difference operator defined by Picard [Picard, J. Formules de dualitésur l'espace de Poisson. Ann. Inst. Henri Poincaré 1996, 32 (4), 509–548] are equal. Finally, we give an example of how the Clark–Ocone–Haussman formula can be used to solve a hedging problem in a financial market modelled by a Lévy process.