Numerical procedure for solving a minimization eigenvalue problem

A numerical procedure for solving the left eigenvalue problem

On the asymptotic stability ofθ-methods for delay differential equations

Stability regions of -methods for the linear delay differential test equations

Uniformly convergent difference schemes for singularly perturbed parabolic diffusion-convection problems without turning points

We consider first the initial-boundary value problem for the parabolic equation

A generalization of Arcangeli's method for ill-posed problems leading to optimal rates

Schock (1984) considered a general a posteriori parameter choice strategy for the regularization of ill-posed problems which provide nearly the optimal rate of convergence. We improve the result of Schock and give a class of parameter choice strategies leading to optimal rates As a particular case we prove that the Arcangeli's method do give optimal rate of convergence.     

An a posteriori parameter choice for simplified regularization of ill-posed problems

An a posteriori parameter choice strategy is proposed for the simplified regularization of ill-posed problems where no information about the smoothness of the unknown solution is required. If the smoothness of the solution is known then, as a particular case, the optimal rate is achieved. Our result also includes a recent result of Guacanme (1990).     

Optimal interval refinement near singularities

Summary The approximability of a real analytic function on the standard interval [–1, 1] by polynomials depends essentially only on the size of its ellipse of analyticity. If the interval is subdivided byn+1 points, the same holds for each subinterval. For a fixed singularity, it becomes a purely geometric question to find how the partition has to be chosen such that the worst rate of approximation attains its minimum. We prove that for anyn their exists a unique optimal partition, which solves a nonlinear difference equation. We give an asymptotic expression for it.     

Minimum relative error approximations for 1/t

Summary We give explicit solutions to the problem of minimizing the relative error for polynomial approximations to 1/t on arbitrary finite subintervals of (0, ). We give a simple algorithm, using synthetic division, for computing practical representations of the best approximating polynomials. The resulting polynomials also minimize the absolute error in a related functional equation. We show that, for any continuous function with no zeros on the interval of interest, the geometric convergence rates for best absolute error and best relative error approximants must be equal. The approximation polynomials for 1/t are useful for finding suitably precise initial approximations in iterative methods for computing reciprocals on computers.     

An algorithm for segment approximation

Summary An algorithm for computing a set of knots which is optimal for the segment approximation problem is developed. The method yields a sequence of real numbers which converges to the minimal deviation and a corresponding sequence of knot sets. This sequence splits into at most two subsequences which converge to leveled sets of knots. Such knot sets are optimal. Numerical results concerning piecewise polynomial approximation are given.     

Pointwise rational approximation and iterative methods for III-posed problems

Summary We study the connection between the pointwise approximation of the zero function by rational functions and iterative methods for the approximate solution of ill-posed linear equations. Results are presented on convergence, stability and saturation phenomena.Dedicated to Professor Dr. G. Hämmerlin on the occasion of his 60th birthday     

A study on weighted mean summability

In the present paper, a general theorem on summability factors of infinite series has been proved. Also we have obtained a new result concerning the |C,1;δ| _k summability factors.     

Bivariate quasi-interpolating splines with applications in numerical integration

Numerical methods for the evaluation of 2D integrals, based on bivariate quasi-interpolating splines, with a four directional mesh, are presented and convergence results are derived. Moreover an application to 2D singular integrals, defined in the Hadamard finite part sense, is proposed and studied. Conferenza tenuta il giorno 11 Maggio 1998     

Singular solutions of a transmission problem in plane linear elasticity for wedge-shaped regions

In plane elasticity, when two different wedge-shaped elastic materials (isotropic, homogeneous) are bonded together along a common edge and subject to tractions on the boundary, the stress field will become infinite at the apex. In fact, asymptotically, the displacementu satisfies

On a nonsmooth version of Newton’s method using locally lipschitzian operators

In this study we are concerned with the problem of approximating a locally unique solution of an operator equation in Banach space using Newton’s method. The differentiability of the operator involved is not assumed. We provide a semilocal convergence analysis utilized to solve problems that were not covered before. Numerical examples are also provided to justify our approach.     

Truncation error bounds for modified continued fractions with applications to special functions

Much recent work has been done to investigate convergence of modified continued fractions (MCF's), following the proof by Thron and Waadeland [35] in 1980 that a limit-periodic MCFK(a _n , 1;x ₁), with andnth approximant

The number of lattice rules

A lattice rule is a quadrature rule for integration over ans-dimensional hypercube that employsN abscissas located on a lattice, chosen to conform to certain specifications. In this paper we determine the numberv _s(N) of distinctN-points-dimensional lattice rules. We show that, in general,

The average a posteriori error of numerical methods

Summary The definition of the average error of numerical methods (by example of a quadrature formula to approximateS(f)= f d on a function classF) is difficult, because on many important setsF there is no natural probability measure in the sense of an equidistribution. We define the average a posteriori error of an approximation by an averaging process over the set of possible information, which is used by (in the example of a quadrature formula,N(F)={(f(a ₁), ...,f/fF} is the set of posible information). This approach has the practical advantage that the averaging process is related only to finite dimensional sets and uses only the usual Lebesgue measure. As an application of the theory I consider the numerical integration of functions of the classF={f:[0,1]/f(x)–f(y)||x–y|}. For arbitrary (fixed) knotsa _i we determine the optimal coefficientsc _i for the approximation and compute the resulting average error. The latter is minimal for the knots . (It is well known that the maximal error is minimal for the knotsa _i .) Then the adaptive methods for the same problem and methods for seeking the maximum of a Lipschitz function are considered. While adaptive methods are not better when considering the maximal error (this is valid for our examples as well as for many others) this is in general not the case with the average error.     

On solving implicit differential equations on parallel computers

We construct and analyse integration methods for solving initial value problems for implicit differential equations (IDEs) that can be efficiently used on parallel computer systems. We construct an IDE method for general IDEs of arbitrarily high index, and two methods that can be applied to partitioned IDEs. The partitioned IDE methods both exploit the special form of the problem and converge faster than the general IDE method. The first partitioned IDE method is suitable for higher-index problems, the second partitioned IDE method only applies to index 1 problems, but is considerably less expensive on parallel computers. This paper presents the results presented in June 1995 at the Seminario Matematico e Fisico organized by the Mathematics Department of the Polytechnics University of Milano. Conferenza tenuta da P.J. van der Houwen il 5 giugno 1995     

Power series equivalent to rational functions: A shifting-origin kronecker type theorem,and normality of Padé tables

Letf(z) be a function analytic in a neighbourhood of zero. For each pair of non-negative integers (m, n), form then byn Toeplitz determinantD(m/n) whose entries are the Maclaurin series coefficients off, namely,

Convergence of LR algorithm for a one-point spectrum tridiagonal matrix

We prove convergence for the basic LR algorithm on a real unreduced tridiagonal matrix with a one-point spectrum—the Jordan form is one big Jordan block. First we develop properties of eigenvector matrices. We also show how to deal with the singular case.     

On a generalised<Emphasis Type="Italic">ε</Emphasis>-control problem in Banach space

In this paper a linearε-control problem for a general objective function is considered by functional analytic approach. Existence and uniqueness of solutions are shown. The characterization of the solution is given in terms of a hyperplane.