A Gaussian Quadrature Method for the Numerical Solution of the Goursat Problem

The author considers the numerical solution of the Goursat problemby using the cartesian product Gauss two point rule. Considerablesavings in time over other O(h⁵) methods is given. Three computationalexamples are considered.     

Notes on the Numerical Solution of the Biharmonic Equation

It is shown that the solution of the differenced form of theDirichlet problem for the biharmonic equation by iteration isachieved in O(h^–1)log h² steps of iteration where h isa step-size parameter from the mesh.     

Optimum Runge-Kutta-Fehlberg Methods for Second-order Differential Equations

^* Presently at Deparment of Mathematics, Indian Institute of Technology, Madras, India. The optimum Runge-Kutta method of a particular order is theone whose truncation error is minimum. In this paper, we havederived optimum Runge-Kutta mehtods of 0(h^m+4), 0(h^m+5) and0(h^m+6) for m = 0(1)8, which can be directly used for solvingthe second order differential equation yⁿ = f(x, y, y'). Thesemethods are based on a transformation similar to that of Fehlbergand require two, three and four evaluations of f(x, y, y') respectively,for each step. The numercial solutions of one example obtainedwith these methods are given. It has been assumed that f(x,y, y')is sufficiently differentiable in the entire region ofintegration.     

On the Sloan iteration applied to integral equations of the first kind

When the piecewise constant collocation method is used to solvean integral equation of the first kind with logarithmic kernel,the convergence rate is O(h) in the L₂ norm. In this note weshow that O(h³) or O(h⁵) convergence in any Sobolev norm (andthus, for example, in L) may be obtained by a simple cheap postprocessingof the original collocation solution. The construction of thepostprocessor is based on writing the first kind equation asa second kind equation, and applying the Sloan iteration tothe latter equation. The theoretical convergence rates are verifiedin a numerical example.     

A Sixth-order Tridiagonal Finite Difference Method for General Non-linear Two-point Boundary Value Problems

We present a sixth-order finite difference method for the generalsecond-order non-linear differential equation Y"=f(x, y, y')subject to the boundary conditions y(a) = A, y(b) = B. In thecase of linear differential equations, our finite differencescheme leads to tridiagonal linear systems. We establish, underappropriate conditions, O(h⁶)-convergence of the finite differencescheme. Numerical examples are given to illustrate the methodand its sixth-order convergence.     

On the Solution of Some Elliptic Difference Equations

Iterative methods for the solution of some nonlinear ellipticdifference systems, approximating the first boundary value problemare considered. If h > 0 is the network step in the spaceof variables x = (x₁, x₂,..., x_p) and 2m is the order of theoriginal boundary value problem, then the iterative methodsproposed give solution of accuracy with the expenditure ofO(|In | h^–(p+m–)) and O(|In | |In h| h^–p)arithmetic operations in the case of a general region and arectangular parallelepiped respectively. In the case p = 2 theestimate O(|In | h^{–[2+ (m/2)]}) is obtained if the regionis made up of rectangles with sides parallel to the co-ordinateaxes.     

Increased Accuracy Cubic Spline Solutions to Two-Point Boundary Value Problems

The relation between finite difference approximation and cubicspline solutions of a two-point boundary value problem for thedifferential equation y' +f(x)y^'+g(x)y = r(x) has been consideredin a previous paper. The present paper extends the analysisto the integral equation formulation of the problem. It is shownthat an improvement in accuracy (local truncation error O(h⁶)rather than O(h⁴)) now results from a cubic spline approximationand that for the particular case f(x) 0 the resulting recurrencerelations have a form and accuracy similar to the well-knownNumerov formula. For this case also a formula with local truncationerror O(h⁸) is derived.     

Use of extrapolation for improving the order of convergence of eigenelement approximations

We consider the approximation of the eigenelements of a compactintegral operator defined on C[0, 1] with a smooth kernel. Weuse the iterated collocation method based on r Gauss pointsand piecewise polynomials of degree r – 1 on each subintervalof a nonuniform partition of [0, 1]. We obtain asymptotic expansionsfor the arithmetic means of m eigenvalues and also for the associatedspectral projections. Using Richardson extrapolation, we showthat the order of convergence O(h^2r) in the iterated collocationmethod can be improved to O(h^2r+2). Similar results hold forthe Nyström method and for the iterated Galerkin method.We illustrate the improvement in the order of convergence bynumerical experiments.     

Compact High-Order Finite Differences for Interface Problems in One Dimension

This paper is concerned with the construction and analysis ofcompact finite difference approximations to the model linearsource problem –(pu')' + qu = f where the functions p,q, and f can have jump discontinuities at a finite number ofpoints. Explicit formulae that give O(h²) O(h³) and O(h⁴) accuracyare derived, and a procedure for computing three-point schemesof any prescribed order of accuracy is presented. A rigoroustruncation and discretization error analysis is offered. Numericalresults are also given.     

Two Interpolatory Cubic Splines

The third order and the uniform cubic spline are defined andshown to have O(h³) and O(h⁴) convergence respectively whenused for interpolation.     

A Fourth-order Tridiagonal Finite Difference Method for General Non-linear Two-point Boundary Value Problems with Mixed Boundary Conditions

We present a new fourth-order finite difference method for thegeneral second-order non-linear differential equation y^N = f(x,y, y') subject to mixed two-point boundary conditions. An interestingfeature of our method is that each discretization of the differentialequation at an interior grid point is based on just three evaluationsof f. We establish, under appropriate conditions, O(h⁴)-convergenceof the finite difference scheme. In the case of linear differentialequations, our finite difference scheme leads to tridiagonallinear systems. Numerical examples are considered to demonstratecomputationally the fourth order of the method.     

Locking-free DGFEM for elasticity problems in polygons

The h-version of the discontinuous Galerkin finite element method(h-DGFEM) for nearly incompressible linear elasticity problemsin polygons is analysed. It is proved that the scheme is robust(locking-free) with respect to volume locking, even in the absenceof H²-regularity of the solution. Furthermore, it is shown thatan appropriate choice of the finite element meshes leads torobust and optimal algebraic convergence rates of the DGFEMeven if the exact solutions do not belong to H².     

A Fourth-order Tridiagonal Finite Difference Method for General Two-point Boundary Value Problems with Non-linear Boundary Conditions

We present a fourth-order finite difference method for the generalsecond-order nonlinear differential equation y^" = f(x, y, y‘)subject to non-linear two-point boundary conditions g₁(y(a), — y^’()) = 0, g₂(y(b), y'(b)) = 0. When both the differential equation and the boundary conditionsare linear, the method leads to a tridiagonal linear system.We show that the finite difference method is O(h⁴)-convergent.Numerical examples are given to illustrate the method and itsfourth-order convergence. The present paper extends the methodgiven in Chawla (1978) to the case of non-linear boundary conditions.     

Error estimates for the approximate solutions of a nonlinear hyperbolic equation given by finite volume schemes

This paper is devoted to the study of an error estimate of thefinite volume, approximation to the solution u L(R_N x R) ofthe equation u_t + div(Vf(u)) = 0, where v is a vector functiondepending on time and space. A 'h' error estimate for an initialvalue in BV(R^N) is shown for a large variety of finite volumemonotonous flux schemes, with an explicit or implicit time discretization.For this purpose, the error estimate is given for the generalsetting of approximate entropy solutions, where the error isexpressed in terms of measures in R^N and R^N x R. The study ofthe implicit schemes involves the study of the existence anduniqueness of the approximate solution. The cases where an 'h'error estimate can be achieved are also discussed.     

On Semihereditary Maximal Orders

Let A be an order integral over a valuation ring V in a centralsimple F-algebra, where F is the fraction field of V. We showthat (a) if (V^h, F^h) is the Henselization of (V, F), then Ais a semihereditary maximal order if and only if A_VV^h is a semihereditarymaximal order, generalizing the result by Haile, Morandi andWadsworth, and (b) if J(V) is a principal ideal of V, then asemihereditary V-order is an intersection of finitely many conjugatesemihereditary maximal orders; if not, then there is only onemaximal order containing the V-order. 1991 Mathematics SubjectClassification 16H05.     

Implicit finite difference schemes for a linear model of well-reservoir coupling

Standard reservoir models usually consider wells as Dirac measuresover an interval length. Moreover, the well-reservoir couplingis taken into account under quite simplified assumptions. Mostrecently, however, attention has been drawn to the fact thatin some situations, such as those related to non-vertical wells,these simplifications do not allow us to model some relevantmechanisms of the coupled flow. Therefore, more complex alternativemodels have been proposed recently in the oil reservoir simulationliterature. A linearized version for the well-reservoir couplingcan be written, in an appropriate functional setting, in theform U'(t) + AU(t) = F(t). In this work we discuss implicitin time discretizations of this equation, of the form { Uⁿ⁺¹_h - Uⁿ_h÷+A_hUⁿ⁺¹_h = Fⁿ⁼¹_h, U⁰_h=U_0.h We propose two different approximations, corresponding to first-and second-order spatial truncation errors, and we establishthe convergence of both approximations.     

Total Flux Estimates for a Finite-Element Approximation of Parabolic Equations

An initial-boundary-value problem for a parabolic equation ina domain x (0, T) with prescribed Dirichlet data on is approximatedusing a continuous-time Galerkin finite-element scheme. It isshown that the total flux across ₁= can be approximated withan error of O(h^k) when is a curved domain in Rⁿ (n = 2 or 3)and isoparametric elements having approximation power h^k inthe L² norm are used.     

On the numerical quadrature of highly-oscillating integrals I: Fourier transforms

Highly-oscillatory integrals are allegedly difficult to calculate.The main assertion of this paper is that that impression isincorrect. As long as appropriate quadrature methods are used,their accuracy increases when oscillation becomes faster andsuitable choice of quadrature points renders this welcome phenomenonmore pronounced. We focus our analysis on Filon-type quadratureand analyse its behaviour in a range of frequency regimes forintegrals of the form ₀^h f(x)e^{i x} w(x)d x, where h>0 issmall and | | large. Our analysis is applied to modified Magnus methods for highly-oscillatoryordinary differential equations. Received 6 June 2003. Revised 14 October 2003.     

Funk-Hecke Formula for Orthogonal Polynomials on Spheres and on Balls

Analogues of the Funk–Hecke formula for spherical harmonicsare proved for Dunkl's h-harmonics associated to the reflectiongroups, and for orthogonal polynomials related to h-harmonicson the unit ball. In particular, an analogue and its applicationare discussed for the weight function (1–|x|²)^µ–1/2on the unit ball in R^d. 2000 Mathematics Subject Classification33C50, 33C55, 42C10.     

On Extensions of Myers' Theorem

Let M be a compact Riemannian manifold, and let h be a smoothfunction on M. Let p^h(x) = inf||–₁(Ric_x(,)–2Hess(h_x(,)).Here Ric_x denotes the Ricci curvature at x and Hess(h) is theHessian of h. Then M has finite fundamental group if ^h–p^h<0. Here ^h =:+2L_h is the Bismut-Witten Laplacian. This leadsto a quick proof of recent results on extension of Myers' theoremto manifolds with mostly positive curvature. There is also asimilar result for noncompact manifolds.