Uniform boundary controllability of a semi-discrete 1-D wave equation

Summary. A numerical scheme for the controlled semi-discrete 1-D wave equation is considered. We analyze the convergence of the boundary controls of the semi-discrete equations to a control of the continuous wave equation when the mesh size tends to zero. We prove that, if the high modes of the discrete initial data have been filtered out, there exists a sequence of uniformly bounded controls and any weak limit of this sequence is a control for the continuous problem. The number of the eliminated frequencies depends on the mesh size and the regularity of the continuous initial data. The case of the HUM controls is also discussed. Received March 3, 2001 / Published online October 17, 2001     

Computing the confluent hypergeometric function, M(a,b,x)

Summary. The confluent hypergeometric function, M(a,b,x), arises naturally in both statistics and physics. Although analytically well-behaved, extreme but practically useful combinations of parameters create extreme computational difficulties. A brief review of known analytic and computational results highlights some difficult regions, including , with x much larger than b. Existing power series and integral representations may fail to converge numerically, while asymptotic series representations may diverge before achieving the accuracy desired. Continued fraction representations help somewhat. Variable precision can circumvent the problem, but with reductions in speed and convenience. In some cases, known analytic properties allow transforming a difficult computation into an easier one. The combination of existing computational forms and transformations still leaves gaps. For , two new power series, in terms of Gamma and Beta cumulative distribution functions respectively, help in some cases. Numerical evaluations highlight the abilities and limitations of existing and new methods. Overall, a rational approximation due to Luke and the new Gamma-based series provide the best performance. Received August 16, 1999 / Revised version received September 15, 2000 / Published online May 4, 2001     

Stability analysis of\theta -methods for neutral functional-differential equations

Summary. This paper deals with the subject of numerical stability for the neutral functional-differential equation It is proved that numerical solutions generated by -methods are convergent if . However, our numerical experiment suggests that they are divergent when is large. In order to obtain convergent numerical solutions when , we use -methods to obtain approximants to some high order derivative of the exact solution, then we use the Taylor expansion with integral remainder to obtain approximants to the exact solution. Since the equation under consideration has unbounded time lags, it is in general difficult to investigate numerically the long time dynamical behaviour of the exact solution due to limited computer (random access) memory. To avoid this problem we transform the equation under consideration into a neutral equation with constant time lags. Using the later equation as a test model, we prove that the linear -method is -stable, i.e., the numerical solution tends to zero for any constant stepsize as long as and , if and only if , and that the one-leg -method is -stable if . We also find out that inappropriate stepsize causes spurious solution in the marginal case where and . Received May 6, 1994     

On the asymptotic stability properties of Runge-Kutta methods for delay differential equations

Summary. In this paper asymptotic stability properties of Runge-Kutta (R-K) methods for delay differential equations (DDEs) are considered with respect to the following test equation: where and is a continuous real-valued function. In the last few years, stability properties of R-K methods applied to DDEs have been studied by numerous authors who have considered regions of asymptotic stability for “any positive delay” (and thus independent of the specific value of ). In this work we direct attention at the dependence of stability regions on a fixed delay . In particular, natural Runge-Kutta methods for DDEs are extensively examined. Received April 15, 1996 / Revised version received August 8, 1996     

$C^1$ error estimation on the boundary for an exterior Neumann problem in $\mathbb R^3$

Summary.   In this paper we establish a error estimation on the boundary for the solution of an exterior Neumann problem in . To solve this problem we consider an integral representation which depends from the solution of a boundary integral equation. We use a full piecewise linear discretisation which on one hand leads to a simple numerical algorithm but on the other hand the error analysis becomes more difficult due to the singularity of the integral kernel. We construct a particular approximation for the solution of the boundary integral equation, for the solution of the Neumann problem and its gradient on the boundary and estimate their error. Received May 11, 1998 / Revised version received July 7, 1999 / Published online August 24, 2000     

Optimal $\mathcal{L}^2$ error bounds for MITC3 type element

Summary. In this paper, we derive the optimal error bounds for the stabilized MITC3 element [3], the MIN3 type element [7] and the T3BL element [8]. In this way we have solved the problem proposed recently in [5] in a positive manner. Moreover, we estimate the difference between stabilized MITC3 and MIN3 and show it is of order uniform in the plate thickness. Received May 31, 2000 / Revised version received April 2, 2001 / Published online September 19, 2001     

Zeros of the partial sums of $\cos(z)$ and $\sin(z)$ II

Summary.   We study here in detail the location of the real and complex zeros of the partial sums of and , which extends results of Szeg? (1924) and Kappert (1996). Received November 9, 2000 / Published online August 17, 2001     

A stable and conservative finite difference scheme for the Cahn-Hilliard equation

Summary. We propose a stable and conservative finite difference scheme to solve numerically the Cahn-Hilliard equation which describes a phase separation phenomenon. Numerical solutions to the equation is hard to obtain because it is a nonlinear and nearly ill-posed problem. We design a new difference scheme based on a general strategy proposed recently by Furihata and Mori. The new scheme inherits characteristic properties, the conservation of mass and the decrease of the total energy, from the equation. The decrease of the total energy implies boundedness of discretized Sobolev norm of the solution. This in turn implies, by discretized Sobolev's lemma, boundedness of max norm of the solution, and hence the stability of the solution. An error estimate for the solution is obtained and the order is . Numerical examples demonstrate the effectiveness of the proposed scheme. Received July 22, 1997 / Revised version received October 19, 1999 / Published online August 2, 2000     

The Euler-Maclaurin expansion and finite-part integrals

In this paper we compare G(p), the Mellin transform (together with its analytic continuation), and , the related Hadamard finite-part integral of a function g(x), which decays exponentially at infinity and has specified singular behavior at the origin. Except when p is a nonpositive integer, these coincide. When p is a nonpositive integer, is well defined, but G(p) has a pole. We show that the terms in the Laurent expansion about this pole can be simply expressed in terms of the Hadamard finite-part integral of a related function. This circumstance is exploited to provide a conceptually uniform proof of the various generalizations of the Euler-Maclaurin expansion for the quadrature error functional. Received June 11, 1997 / Revised version received December 15, 1997     

Four positive solutions for the semilinear elliptic equation: -\Delta u+u=a(x)u^p+f(x) in {\mathbb R}^N

We consider the existence of positive solutions of the following semilinear elliptic problem in : where , , , and . Under the conditions: 1° for all , 2° as , 3° there exist and such that 4°, we show that (*) has at least four positive solutions for sufficiently small but . Received December 11, 1998 / Accepted July 16, 1999 / Published online April 6, 2000     

A primal mixed formulation for exterior transmission problems in ${\bf R}^2$

Summary.   We combine a primal mixed finite element approach with a Dirichlet-to-Neumann mapping (arising from the boundary integral equation method) to study the weak solvability and Galerkin approximations of a class of linear exterior transmission problems in potential theory. Our results are mainly based on the Babuska-Brezzi theory for variational problems with constraints. We establish the uniqueness of solution for the continuous and discrete formulations, and show that finite element subspac es of Lagrange type satisfy the discrete compatibility conditions. In addition, we provide the error analysis, including polygonal approximations of the domain, and prove strong convergence of the Galerkin solutions. Moreover, under additional regularity assumptions on the solution of the continuous formulation, we obtain the asymptotic rate of convergence O(h). Received August 25, 1998 / Revised version received March 8, 2000 / Published online October 16, 2000     

A finite difference scheme on a non commutative group

Summary. We propose and analyze a finite difference scheme for the Kohn Laplacian operator associated with the Heisenberg group, which is a degenerate elliptic operator of H?rmander type. We give a complete analysis for a periodic problem in a cube. In particular, we prove a discrete Poincaré-Wiertinger inequality which yields the stability. Numerical tests are presented. Received June 1, 1999 / Revised version received June 7, 2000 / Published online March 20, 2001     

A posteriori error estimation with the finite element method of lines for a nonlinear parabolic equation in one space dimension

Summary. Convergence of a posteriori error estimates to the true error for the semidiscrete finite element method of lines is shown for a nonlinear parabolic initial-boundary value problem. Received June 15, 1997 / Revised version received May 15, 1998 / Published online: June 29, 1999     

On the multistep time discretization of linear\newline initial-boundary value problems and their boundary integral equations

Summary. Convergence estimates in terms of the data are shown for multistep methods applied to non-homogeneous linear initial-boundary value problems. Similar error bounds are derived for a new class of time-discrete and fully discrete approximation schemes for boundary integral equations of such problems, e.g., for the single-layer potential equation of the wave equation. In both cases, the results are obtained from convergence and stability estimates for operational quadrature approximations of convolutions. These estimates, which are also proved here, depend on bounds of the Laplace transform of the (distributional) convolution kernel outside the stability region scaled by the time stepsize, and on the smoothness of the data. Received January 18, 1993 / Revised version received September 15, 1993     

Mathematical analysis of a structure-preserving approximation of the bidimensional vorticity equation

Summary. We show the consistency and the convergence of a spectral approximation of the bidimensional vorticity equation, proposed by V. Zeitlin in[13] and studied numerically by I. Szunyogh, B. Kadar, and D. Dévényi in [12], whose main feature is that it preserves the Hamiltonian structure of the vorticity equation. Received February 22, 2000 / Revised version received October 23, 2000 / Published online June 20, 2001     

On an a posteriori parameter choice strategy for Tikhonov regularization of nonlinear ill-posed problems

Summary. In the study of the choice of the regularization parameter for Tikhonov regularization of nonlinear ill-posed problems, Scherzer, Engl and Kunisch proposed an a posteriori strategy in 1993. To prove the optimality of the strategy, they imposed many very restrictive conditions on the problem under consideration. Their results are difficult to apply to concrete problems since one can not make sure whether their assumptions are valid. In this paper we give a further study on this strategy, and show that Tikhonov regularization is order optimal for each with the regularization parameter chosen according to this strategy under some simple and easy-checking assumptions. This paper weakens the conditions needed in the existing results, and provides a theoretical guidance to numerical experiments. Received August 8, 1997 / Revised version received January 26, 1998     

Galerkin and weighted Galerkin methods for a forward-backward heat equation

Summary. Galerkin and weighted Galerkin methods are proposed for the numerical solution of parabolic partial differential equations where the diffusion coefficient takes different signs. The approach is based on a simultaneous discretization of space and time variables by using continuous finite element methods. Under some simple assumptions, error estimates and some numerical results for both Galerkin and weighted Galerkin methods are presented. Comparisons with the previous methods show that new methods not only can be used to solve a wider class of equations but also require less regularity for the solution and need fewer computations. Received March 3, 1995     

A new line-search step based on the Weierstrass \wp-function for minimizing a class of logarithmic barrier functions

Summary. We define the notion of self-concordance of order two for the restriction of a logarithmic barrier function to a given line. Based on this notion we prove an inner approximation of the domain of , as well as a lower bound of the distance from a point $t$ to the minimum of . These results provide the theoretical tools to develop a simple and efficient search step for finding the minimum of the barrier function along a given line. The new bound on the size of the line-search step is better than the optimal bound known for the case of a self-concordant function (of order one). We conclude with some numerical examples that illustrate the promise of the new line-search step. Received May 24, 1993 / Revised version received February 1994     

Stability and error estimates for the $\theta$-method for strongly monotone and infinitely stiff evolution equations

Summary.   For evolution equations with a strongly monotone operator we derive unconditional stability and discretization error estimates valid for all . For the -method, with , we prove an error estimate , if , where is the maximal integration step for an arbitrary choice of sequence of steps and with no assumptions about the existence of the Jacobian as well as other derivatives of the operator , and an optimal estimate under some additional relation between neighboring steps. The first result is an improvement over the implicit midpoint method , for which an order reduction to sometimes may occur for infinitely stiff problems. Numerical tests illustrate the results. Received March 10, 1999 / Revised version received April 3, 2000 / Published online February 5, 2001     

Prewavelet analysis of the heat equation

Summary. We consider the heat equation in a smooth domain of R with Dirichlet and Neumann boundary conditions. It is solved by using its integral formulation with double-layer potentials, where the unknown , the jump of the solution through the boundary, belongs to an anisotropic Sobolev space. We approximate by the Galerkin method and use a prewavelet basis on , which characterizes the anisotropic space. The use of prewavelets allows to compress the stiffness matrix from to when N is the size of the matrix, and the condition number of the compressed matrix is uniformly bounded as the initial one in the prewavelet basis. Finally we show that the compressed scheme converges as fast as the Galerkin one, even for the Dirichlet problem which does not admit a coercive variational formulation. Received April 16, 1999 / Published online August 2, 2000