Two Families of Approximation Schemes for Delay Systems

Based on the Trotter-Kato approximation theorem for strongly continuous semigroups we develop a general framework for the approximation of delay systems. Using this general framework we construct two families of concrete approximation schemes. Approximation of the state is done by functions which are piecewise polynomials on a mesh (m-th order splines of deficiency m). For the two families we also prove convergence of the adjoint semigroups and uniform exponential stability, properties which are essential for approximation of linear quadratic control problems involving delay systems. The characteristic matrix of the delay system is in both cases approximated by matrices of the same structure but with the exponential function replaced by approximations where Padé fractions in the main diagonal resp. in the diagonal below the main diagonal of the Padé table for the exponential function play an essential role.     

Essentially negative news about positive systems

In this paper the discretisation of switched and non-switched linear positive systems using Padé approximations is considered. Padé approximations to the matrix exponential are sometimes used by control engineers for discretising continuous time systems and for control system design. We observe that this method of approximation is not suited for the discretisation of positive dynamic systems, for two key reasons. First, certain types of Lyapunov stability are not, in general, preserved. Secondly, and more seriously, positivity need not be preserved, even when stability is. Finally we present an alternative approximation to the matrix exponential which preserves positivity, and linear and quadratic stability.     

Error autocorrection in rational approximation and interval estimates. [A survey of results.]

The error autocorrection effect means that in a calculation all the intermediate errors compensate each other, so the final result is much more accurate than the intermediate results. In this case standard interval estimates (in the framework of interval analysis including the so-called a posteriori interval analysis of Yu. Matijasevich) are too pessimistic. We shall discuss a very strong form of the effect which appears in rational approximations to functions. The error autocorrection effect occurs in all efficient methods of rational approximation (e.g., best approxmations, Padé approximations, multipoint Padé approximations, linear and nonlinear Padé-Chebyshev approximations, etc.), where very significant errors in the approximant coefficients do not affect the accuracy of this approximant. The reason is that the errors in the coefficients of the rational approximant are not distributed in an arbitrary way, but form a collection of coefficients for a new rational approximant to the same approximated function. The understanding of this mechanism allows to decrease the approximation error by varying the approximation procedure depending on the form of the approximant. Results of computer experiments are presented. The effect of error autocorrection indicates that variations of an approximated function under some deformations of rather a general type may have little effect on the corresponding rational approximant viewed as a function (whereas the coefficients of the approximant can have very significant changes). Accordingly, while deforming a function for which good rational approximation is possible, the corresponding approximant’s error can rapidly increase, so the property of having good rational approximation is not stable under small deformations of the approximated functions. This property is “individual”, in the sense that it holds for specific functions.     

On parallel algorithms for semidiscretized parabolic partial differential equations based on subdiagonal Padé approximations

It is well known that methods for solving semidiscretized parabolic partial differential equations based on the second-order diagonal [1/1] Padé approximation (the Crank–Nicolson or trapezoidal method) can produce poor numerical results when a time discretization is imposed with steps that are “too large” relative to the spatial discretization. A monotonicity property is established for all diagonal Padé approximants from which it is shown that corresponding higher-order methods suffer a similar time step restriction as the [1/1] Padé. Next, various high-order methods based on subdiagonal Padé approximations are presented which, through a partial fraction expansion, are no more complicated to implement than the first-order implicit Euler method based on the [0/1] Padé approximation; moreover, the resulting algorithms are free of a time step restriction intrinsic to those based on diagonal Padé approximations. Numerical results confirm this when various test problems from the literature are implemented on a Multiple Instruction Multiple Data (MIMD) machine such as an Alliant FX/8. © 1993 John Wiley & Sons, Inc.     

QD-Type algorithms for the nonnormal Newton-Padé approximation table

It is well known that solutions of the rational interpolation problem or Newton-Padé approximation problem can be represented with the help of continued fractions if certain normality assumptions are satisfied. By comparing two interpolating continued fractions, one obtains a recursive QD-type scheme for computing the required coefficients. In this paper a uniform approach is given for two different interpolating continued fractions of ascending and descending type, generalizing ideas of Rutishauser, Gragg, Claessens, and others. In the nonnormal case some of the interpolants are equal yielding so-called singular blocks. By appropriate “skips” in the Newton-Padé table modified interpolating continued fractions are derived which involve polynomials known from the Kronecker algorithm and from the Werner-Gutknecht algorithm as well as from the modification of the cross-rule proposed recently by the authors. A corresponding QD-type algorithm for the nonnormal Newton-Padé table is presented. Finally, the particular case of Padé approximation is discussed where—as in Cordellier's modified cross-rule—the given recurrence relations become simpler.     

Perron fractions : an algorithm for computing the Padé table

A set of rhombus rules is given for generating the coefficients of the Perron fractions whose convergents form sawtooth sequences in the Padé table of a normal series. The coefficients of the Perron fractions for the reciprocal series are also derived, without finding the reciprocal series, and hence the Padé table for the series is obtained.     

Rational approximation of analytic functions

The paper provides an overview of the author’s contribution to the theory of constructive rational approximations of analytic functions. The results presented are related to the convergence theory of Padé approximants and of more general rational interpolation processes, which significantly expand the classical theory’s framework of continuous fractions, to inverse problems in the theory of Padé approximants, to the application of multipoint Padé approximants (solutions of Cauchy-Jacobi interpolation problem) in explorations connected with the rate of Chebyshev rational approximation of analytic functions and to the asymptotic properties of Padé-Hermite approximation for systems of Markov type functions.     

A new look at the Padé table and the different methods for computing its elements

In this paper a survey is given of several algorithms for the computation of the Padé table of a formal power series. Those algorithms are studied which are based on certain relationships between adjacent elements in the Padé table. A new proof for the algorithms of Baker, Longman and for Gragg's variant of the qd-algorithm is given. A variant of Watson's algorithm is derived. The techniques used in this survey give some new ideas concerning the structure of the Padé table and the different ways to compute the elements of the table.     

Kronecker type theorems,normality and continuity of the multivariate Padé operator

Summary. For univariate functions the Kronecker theorem, stating the equivalence between the existence of an infinite block in the table of Padé approximants and the approximated function being rational, is well-known. In [Lubi88] Lubinsky proved that if is not rational, then its Padé table is normal almost everywhere: for an at most countable set of points the Taylor series expansion of is such that it generates a non-normal Padé table. This implies that the Padé operator is an almost always continuous operator because it is continuous when computing a normal Padé approximant [Wuyt81]. In this paper we generalize the above results to the case of multivariate Padé approximation. We distinguish between two different approaches for the definition of multivariate Padé approximants: the general order one introduced in [Levi76, CuVe84] and the so-called homogeneous one discussed in [Cuyt84]. Received December 19, 1994     

A look-ahead method for computing vector Padé-Hermite approximants

In this paper, we present an algorithm to compute vector Padé-Hermite approximants along a sequence of perfect points in the vector Padé-Hermite table. We show the connection to matrix Padé approximants. The algorithm is used to compute the solution of a block Hankel system of linear equations.     

Computation of the Chebyshev-Padé table

A recursive method is given for the computation of the coefficients in the Chebyshev-Padé table. This is a table, recently defined by Clenshaw and Lord for Chebyshev series, which is analogous to the Padé table for power series. The method enables one to compute the whole of the triangular part of the table which derives from the given number of terms in the original Chebyshev series taken into account. The recursive method given by Clenshaw and Lord only enables one to compute the coefficients in half of this table.     

Padé Approximations of and preservation of quadratic Lyapunov functions

We investigate whether or not quadratic Lyapunov functions are preserved under Padé approximations. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Introduction to the improved functional epsilon algorithm

This paper introduces the improved functional epsilon algorithm. We have defined this new method in principle of the modified Aitken Δ² algorithm. Moreover, we have found that the improved functional epsilon algorithm has remarkable precision of the approximation of the exact solution and there exists a relationship with the integral Padé approximant. The use of the improved functional epsilon algorithm for accelerating the convergence of sequence of functions is demonstrated. The relationship of the improved functional epsilon algorithm with the integral Padé approximant is also demonstrated. Moreover, we illustrate the similarity between the integral Padé approximant and the modified Aitken Δ² algorithm; thus we have shown that the integral Padé approximant is a natural generalisation of modified Aitken Δ² algorithm.     

Division algorithms for continued fractions and the Padé table

It is known [26] that the Viskovatoff algorithm can be generalized to cover the computation of continued fractions whose successive convergents form the Padé approximants of a descending staircase or diagonal, even in the case of a non-normal Padé table. It is the intention of the author to generalize this idea to other paths of the Padé table and in this way link together some algorithms scattered in literature.     

A generalization of the QD algorithm

A new algorithm for the rational Hermite interpolation table is described. This algorithm reduces to the qd algorithm of Rutishauser in the Padé case. Moreover it shares several properties with Rutishauser's algorithm.     

Approximants de Padé simultanés de logarithmes

Simultaneous Padé-approximants of logarithms give simultaneous diophantine approximations for logarithms of rational numbers close to 1. Lower bounds for linear forms of logarithms with integer coefficients are derived.     

A-acceptable exponentially fitted combinations of three Padé approximations

It is considered whether a linear combination of three A-acceptable Padé approximations to the exponential function remains A-acceptable when it is exponentially fitted to two distinct negative points. The results of Iserles [5] regarding linear combinations of two A-acceptable Padé approximations are generalized.     

High-order compact solvers for the three-dimensional Poisson equation

New compact approximation schemes for the Laplace operator of fourth- and sixth-order are proposed. The schemes are based on a Padé approximation of the Taylor expansion for the discretized Laplace operator. The new schemes are compared with other finite difference approximations in several benchmark problems. It is found that the new schemes exhibit a very good performance and are highly accurate. Especially on large grids they outperform noncompact schemes.     

Biorthogonal vector sequence transformations and Padé approximation of vector series

The aim of this paper is to provide a quite general framework for vector sequence transformations. The methodology presented covers other strategies for deriving such transformations. When applied to the partial sums of a formal power series with vector coefficients, these transformations lead to rational approximations in the Padé style.