A method for the numerical solution of the one-dimensional inverse Stefan problem

Summary In this paper we suggest the use of complete families of solutions of the heat equation for the numerical solution of the inverse Stefan problem. Our approach leads to linear optimization problems which can be established and solved easily. Convergence results are proved. In a final section the method is applied to some examples.     

An inverse problem in population dynamics

The evolution of population densities of two interacting species in presence of diffusion phenomena is governed by a system of semilinear Volterra integrodifferential parabolic equations. In this system there are time convolution integrals, accounting for past history effects, which are essentially characterized by kernels depending on time only. These delay kernels can be viewed as entries of a 2x2 matrix K. The inverse problem of determining K via suitable population measurements is analyzed.     

An approximation technique for the numerical solution of a Stefan problem

Summary A nonlinear approximation technique for the numerical solution of certain free boundary problems is proposed. The method is shown for a degenerate one-dimensional Stefan problem. For this problem, an error estimate, which is independent of the used algorithm, is derived. Numerical examples are discussed.This paper was written when the author held a 1 1/2 year postdoctoral position at the Department of Mathematics and Applied Mathematics Institute of the University of Delaware     

Global optimization using interval analysis — the multi-dimensional case

Summary We show how interval analysis can be used to compute the global minimum of a twice continuously differentiable function ofn variables over ann-dimensional parallelopiped with sides parallel to the coordinate axes. Our method provides infallible bounds on both the globally minimum value of the function and the point(s) at which the minimum occurs.     

Large time behaviors of hot spots for the heat equation with a potential

We consider the Cauchy problem of the heat equation with a potential which behaves like the inverse square at infinity. In this paper we study the large time behavior of hot spots of the solutions for the Cauchy problem, by using the asymptotic behavior of the potential at the space infinity.     

On some boundary element methods for the heat equation

Summary The object of this paper is to study some boundary element methods for the heat equation. Two approaches are considered. The first, based on the heat potential, has been studied numerically by previous authors. Here the convergence analysis in one space dimension is presented. In the second approach, the heat equation is first descretized in time and the resulting elliptic problem is put in the boundary formulation. A straight forward implicit method and Crank-Nicolson's method are thus studied. Again convergence in one space dimension is proved.     

Explicit relation between the solutions of the heat and the Hermite heat equation

There are lots of results on the solutions of the heat equation but much less on those of the Hermite heat equation due to that its coefficients are not constant and even not bounded. In this paper, we find an explicit relation between the solutions of these two equations, thus all known results on the heat equation can be transferred to results on the Hermite heat equation, which should be a completely new idea to study the Hermite equation. Some examples are given to show that known results on the Hermite equation are obtained easily by this method, even improved. There is also a new uniqueness theorem with a very general condition for the Hermite equation, which answers a question in a paper in Proc. Japan Acad. (2005). Supported partially by 973 project (2004CB318000)     

A discrete sampling inversion scheme for the heat equation

Summary We present a simple and extremely accurate procedure for approximating initial temperature for the heat equation on the line using a discrete time and spatial sampling. The procedure is based on the sinc expansion which for functions in a particular class yields a uniform exponential error bound with exponent depending on the number of spatial sample locations chosen. Further the temperature need only be sampled at one and the same temporal value for each of the spatial sampling points. ForN spatial sample points, the approximation is reduced to solving a linear system with a (2N+1)×(2N+1) coefficient matrix. This matrix is a symmetric centrosymmetric Toeplitz matrix and hence can be determined by computing only 2N+1 values using quadratures.Supported in part by a grant from the Texas State Advanced Research ProgramSupported by NSF MONTS grant #ISP8011449Supported in part by grants from NSA, NASA and TATRP     

Reconstruction of spatial heat sources in heat conduction problems

In this short article, we consider the problem of recovering unknown spatial heat sources in heat equations. Applying Tikhonov's regularization approach, we define and obtain stable solutions to approximate the unknown sources from overspecified non-smooth data. We will also conduct numerical computations to demonstrate the applicability of our approximation.     

The use of splines and singular functions in an integral equation method for conformal mapping

Summary We consider the integral equation method of Symm for the conformal mapping of simply-connected domains. For the numerical solution, we examine the use of spline functions of various degrees for the approximation of the source density . In particular, we consider ways for overcoming the difficulties associated with corner singularities. For this we modify the spline approximation and in the neighborhood of each corner, where a boundary singularity occurs, we approximate by a function which reflects the main singular behaviour of the source density. The singular functions are then blended with the splines, which approximate on the remainder of the boundary, so that the global approximating function has continuity of appropriate order at the transition points between the two types of approximation. We show, by means of numerical examples, that such approximations overcome the difficulties associated with corner singularities and lead to numerical results of high accuracy.     

Point approximation of a space-homogeneous transport equation

Summary We present an approximation method of a space-homogeneous transport equation which we prove is convergent. The method is very promising for numerical computation. Comparison of a numerical computation with an exact solution is given for the Master equation.     

A variable metric algorithm for unconstrained minimization without evaluation of derivatives

Summary This paper presents a modification of the BFGS-method for unconstrained minimization that avoids computation of derivatives. The gradients are approximated by the aid of differences of function values. These approximations are calculated in such a way that a complete convergence proof can be given. The presented algorithm is implementable, no exact line search is required. It is shown that, if the objective function is convex and some usually required conditions hold, the algorithm converges to a solution. If the Hessian matrix of the objective function is positive definite and satisfies a Lipschitz-condition in a neighbourhood of the solution, then the rate of convergence is superlinear.     

N-dimensional characteristic problem for the Mangeron equation of non-integer order

In the paper we consider a n-dimensional characteristic problem for a certain partial differential equation of non-integer order.We prove the existence and uniqueness of a solution of the problem in the spaces of integrable and continious functions, respectively. Morever, we give sufficient conditions under which the set of solutions is not empty and relatively compact in the space of integrable functions     

Linear algorithms for testing the sign stability of a matrix and for findingZ-maximum matchings in acyclic graphs

Summary Ann×n real matrixA=(a _ij ) isstable if each eigenvalue has negative real part, andsign stable (orqualitatively stable) if each matrix B with the same sign-pattern asA is stable, regardless of the magnitudes ofB's entries. Sign stability is of special interest whenA is associated with certain models from ecology or economics in which the actual magnitudes of thea _ij may be very difficult to determine. Using a characterization due to Quirk and Ruppert, and to Jeffries, an efficient algorithm is developed for testing the sign stability ofA. Its time-and-space-complexity are both 0(n ²), and whenA is properly presented that is reduced to 0(max{n, number of nonzero entries ofA}). Part of the algorithm involves maximum matchings, and that subject is treated for its own sake in two final sections.     

Determinant identities for Laplace matrices

We show that every minor of an n×n Laplace matrix, i.e., a symmetric matrix whose row- and column sums are 0, can be written in terms of those minors that are obtained by deleting two rows and the corresponding columns. The proof is based on a classical determinant identity due to Sylvester. Furthermore, we show how our result can be applied in the context of electrical networks and spanning tree enumeration.     

Line search by curve fitting in minimization algorithms

Summary Consider an unconstrained minimization of an uniformly convex functionf(z). Let be an algorithm that, for solving it constructs a sequence {z _i} withz _i+1 =z _i + ⁽ⁱ⁾ h _i ,h _i R ⁿ , ⁽ⁱ⁾ R ⁼ and –h _i ^T f(z _i ) > 0. For any algorithm that converges linearly and that uses parabolic or cubic interpolations for the line search, upper bounds on the number of function evaluations needed to approximate the minimum off(z) within a given accuracy, are calculated. The obtained results allow to compare the line search procedure under investigation.     

The wavelet transform on Sobolev spaces and its approximation properties

Summary We extend the continuous wavelet transform to Sobolev spacesH ^s() for arbitrary reals and show that the transformed distribution lies in the fiber spaces . This generalisation of the wavelet transform naturally leads to a unitary operator between these spaces.Further the asymptotic behaviour of the transforms ofL ₂-functions for small scaling parameters is examined. In special cases the wevelet transform converges to a generalized derivative of its argument. We also discuss the consequences for the discrete wavelet transform arising from this property. Numerical examples illustrate the main result.Supported by the Deutsche Forschungsgemeinschaft under grant Lo 310/2-4     

A characterization of multivariate quasi-interpolation formulas and its applications

Summary Let be a compactly supported function on ^s andS () the linear space withgenerator ; that is,S () is the linear span of the multiinteger translates of . It is well known that corresponding to a generator there are infinitely many quasi-interpolation formulas. A characterization of these formulas is presented which allows for their direct calculation in a variety of forms suitable to particular applications, and in addition, provides a clear formulation of the difficult problem of minimally supported quasi-interpolants. We introduce a generalization of interpolation called -interpolation and a notion of higher order quasi-interpolation called -approximation. A characterization of -approximants similar to that of quasi-interpolants is obtained with similar applications. Among these applications are estimating least-squares approximants without matrix inversion, surface fitting to incomplete or semi-scattered discrete data, and constructing generators with one-point quasi-interpolation formulas. It will be seen that the exact values of the generator at the multi-integers ^s facilitates the above study. An algorithm to yield this information for box splines is discussed.Supported by the National Science Foundation and the U.S. Army Research Office     

On best cubature formulas and spline interpolation

Summary A general cubature formula with an arbitrary preassigned weight function is derived using monosplines and integration by parts. The problem of determining the best cubature is formulated in terms of monosplines of least deviation and a solution to the problem is given by Theorem 3 below. This theorem may also be viewed as an optimal property of a new kind of two-dimensional spline interpolation.This work was done while the author was working at CERN, Geneva, Switzerland