Approximating the jump discontinuities of a function by its Fourier-Jacobi coefficients

In the present paper we generalize Eckhoff's method, i.e., the method for approximating the locations of discontinuities and the associated jumps of a piecewise smooth function by means of its Fourier-Chebyshev coefficients.

A new method enables us to approximate the locations of discontinuities and the associated jumps of a discontinuous function, which belongs to a restricted class of the piecewise smooth functions, by means of its Fourier-Jacobi coefficients for arbitrary indices. Approximations to the locations of discontinuities and the associated jumps are found as solutions of algebraic equations. It is shown as well that the locations of discontinuities and the associated jumps are recovered exactly for piecewise constant functions with a finite number of discontinuities.

In addition, we study the accuracy of the approximations and present some numerical examples.

     

An analytic approximation of solutions of stochastic differential delay equations with Markovian switching

In this paper, we are concerned with the stochastic differential delay equations with Markovian switching (SDDEwMSs). As stochastic differential equations with Markovian switching (SDEwMSs), most SDDEwMSs cannot be solved explicitly. Therefore, numerical solutions, such as EM method, stochastic Theta method, Split-Step Backward Euler method and Caratheodory’s approximations, have become an important issue in the study of SDDEwMSs. The key contribution of this paper is to investigate the strong convergence between the true solutions and the numerical solutions to SDDEwMSs in the sense of the L^p-norm when the drift and diffusion coefficients are Taylor approximations.     

Adaptive Wavelet Methods for Elliptic Operator Equations with Nonlinear Terms

We present an adaptive wavelet method for the numerical solution of elliptic operator equations with nonlinear terms. This method is developed based on tree approximations for the solution of the equations and adaptive fast reconstruction of nonlinear functionals of wavelet expansions. We introduce a constructive greedy scheme for the construction of such tree approximations. Adaptive strategies of both continuous and discrete versions are proposed. We prove that these adaptive methods generate approximate solutions with optimal order in both of convergence and computational complexity when the solutions have certain degree of Besov regularity.     

Approximation of solutions to operator equations in spaces of smooth functions and in spaces of distributions

The Galerkin method, in particular, the Galerkin method with finite elements (called finite element method) is widely used for numerical solution of differential equations. The Galerkin method allows us to obtain approximations of weak solutions only. However, there arises in applications a rich variety of problems where approximations of smooth solutions and solutions in the sense of distributions have to be found. This article is devoted to the employment of the Petrov–Galerkin method for solving such problems. The article contains general results on the Petrov–Galerkin approximations of solutions to linear and nonlinear operator equations. The problem on construction of the subspaces, which ensure the convergence of the approximations, is investigated. We apply the general results to two‐dimensional (2D) and 3D problems of the elasticity, to a parabolic problem, and to a nonlinear problem of the plasticity. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 406–450, 2014     

A HIGH ORDER METHOD FOR NON-SMOOTH FREDHOLM EQUATIONS

1.IntroductionConsidertheequationwherek(s,t)=k(f)tandf(s)aregiven,uistheunknownsolution.SinceitisrelatedcloselytoWiener-Hopfequationsandisveryimportantinpractice,therearemanynumericalresultsaboutit(e.g.[1--11]).Itiswellknownthattheaccuracyoftheapproximati…     

A step size control algorithm for the weak approximation of stochastic differential equations

A vriable step size control algorithm for the weak approximation of stochastic differential equations is introduced. The algorithm is based on embedded Runge–Kutta methods which yield two approximations of different orders with a negligible additional computational effort. The difference of these two approximations is used as an estimator for the local error of the less precise approximation. Some numerical results are presented to illustrate the effectiveness of the introduced step size control method.      

Approximating nonstationaryPh(t)/M(t)/s/c queueing systems

Nonstationary phase processes are defined and a surrogate distribution approximation (SDA) method for analyzing transient and nonstationary queueing systems with nonstationary phase arrival processes is presented. Regardless of system capacityc, the SDA method requires the numerical solution of only 6K differential equations, whereK is the number of phases in the arrival process, compared to theK(c+1) Kolmogorov forward equations required for the classical method of solution. Time-dependent approximations of mean and variance of the number of entities in the system and the number of busy servers are obtained. Empirical test results over a wide range of systems indicate the SDA is quite accurate.This research was partially funded by National Science Foundation grant ECS-8404409.     

Explicit jump immersed interface method for virtual material design of the effective elastic moduli of composite materials

Virtual material design is the microscopic variation of materials in the computer, followed by the numerical evaluation of the effect of this variation on the material’s macroscopic properties. The goal of this procedure is an in some sense improved material. Here, we give examples regarding the dependence of the effective elastic moduli of a composite material on the geometry of the shape of an inclusion. A new approach on how to solve such interface problems avoids mesh generation and gives second order accurate results even in the vicinity of the interface. The Explicit Jump Immersed Interface Method is a finite difference method for elliptic partial differential equations that works on an equidistant Cartesian grid in spite of non-grid aligned discontinuities in equation parameters and solution. Near discontinuities, the standard finite difference approximations are modified by adding correction terms that involve jumps in the function and its derivatives. This work derives the correction terms for two dimensional linear elasticity with piecewise constant coefficients, i.e. for composite materials. It demonstrates numerically convergence and approximation properties of the method.      

Space–time discontinuous Galerkin finite element method for shallow water flows

A space–time discontinuous Galerkin (DG) finite element method is presented for the shallow water equations over varying bottom topography. The method results in nonlinear equations per element, which are solved locally by establishing the element communication with a numerical HLLC flux. To deal with spurious oscillations around discontinuities, we employ a dissipation operator only around discontinuities using Krivodonova's discontinuity detector. The numerical scheme is verified by comparing numerical and exact solutions, and validated against a laboratory experiment involving flow through a contraction. We conclude that the method is second order accurate in both space and time for linear polynomials.     

Nonlinear Chebyshev fitting from the solution of ordinary differential equations

The nonlinear Chebyshev approximation of real-valued data is considered where the approximating functions are generated from the solution of parameter dependent initial value problems in ordinary differential equations. A theory for this process applied to the approximation of continuous functions on a continuum is developed by the authors in [17]. This is briefly described and extended to approximation on a discrete set. A much simplified proof of the local Haar condition is given. Some algorithmic details are described along with numerical examples of best approximations computed by the Exchange algorithm and a Gauss-Newton type method.     

Iterated solutions of linear operator equations with the Tau method

The Tau Method produces polynomial approximations of solutions of differential equations. The purpose of this paper is (i) to extend the recursive formulation of this method to general linear operator equations defined in a separable Hilbert space, and (ii) to develop an iterative refinement procedure which improves on the accuracy of Tau approximations. Applications to Fredholm integral equations demonstrate the effectiveness of this technique.

     

BEM with linear complexity for the classical boundary integral operators

Alternative representations of boundary integral operators corresponding to elliptic boundary value problems are developed as a starting point for numerical approximations as, e.g., Galerkin boundary elements including numerical quadrature and panel-clustering. These representations have the advantage that the integrands of the integral operators have a reduced singular behaviour allowing one to choose the order of the numerical approximations much lower than for the classical formulations. Low-order discretisations for the single layer integral equations as well as for the classical double layer potential and the hypersingular integral equation are considered. We will present fully discrete Galerkin boundary element methods where the storage amount and the CPU time grow only linearly with respect to the number of unknowns.

     

A posteriori error estimation and error control for finite element approximations of the time-dependent Navier–Stokes equations

We present an approach to estimate numerical errors in finite element approximations of the time-dependent Navier–Stokes equations along with a strategy to control these errors. The error estimators and the error control procedure are based on the residuals of the Navier–Stokes equations, which are shown to be comparable to error components in the velocity variable. The present methodology applies to the estimation of numerical errors due to the spatial discretization only. Its performance is demonstrated for two-dimensional channel flows past a cylinder in the periodic regime.     

A comparison of the monomial method and the S-system method for solving systems of algebraic equations

Two numerical methods for solving systems of equations have recently been proposed: a method based on monomial approximations (the “monomial method”) and a technique based on S-system methodology (the “S-system method”). The two methods have been shown to be fundamentally identical, that is, they are both equivalent to Newton's method operating on a transformed version of the system of equations. Yet, when applied specifically to algebraic systems of equations, they have significant computational differences that may impact the relative computational efficiency of the two methods. These computational differences are described. A combinatorial strategy for locating many, and sometimes all, solutions to a system of nonlinear equations has also been suggested previously. This paper further investigates the effectiveness of this strategy when applied to either of the two methods.     

Recurrence Relations for the Coefficients in Ultraspherical Series Solutions of Ordinary Differential Equations

A method is presented for obtaining recurrence relations for the coefficients in ultraspherical series of linear differential equations. This method applies Doha's method (1985) to generate polynomial approximations in terms of ultraspherical polynomials of $y(zx), -1\leq x\leq 1,z\in C,|z|\leq 1$, where y is a solution of a linear differential equation. In particular, rational approximations of $y(z)$ result if $x$ is set equal to unity. Two numerical examples are given to illustrate the application of the method to first and second order differential equations. In general, the rational approximations obtained by this method are better than the corresponding polynomial approximations, and compare favourably with Pade approximants.     

A Tau method with perturbed boundary conditions for certain ordinary differential equations

Ortiz' recursive formulation of the Lanczos Tau method (TM) is a powerful and efficient technique for producing polynomial approximations for initial or boundary value problems. The method consists in obtaining a polynomial which satisfies (i) aperturbed version of the given differential equation, and (ii) the imposed supplementary conditionsexactly. This paper introduces a new form of the TM, (denoted by PTM), for a restricted class of differential equations, in which the differential equations as well as the supplementary conditions areperturbed simultaneously. PTM is compared to the classical TM from the point of view of their errors: it is found that the PTM error is smaller and more oscillatory than that of the TM; we further find that approximations nearly as accurate as minimax polynomial approximations can be constructed by means of the PTM. Detailed formulae are derived for the polynomial approximations in TM and PTM, based on Canonical Polynomials. Moreover, various limiting properties of Tau coefficients are established and it is shown that the perturbation in PTM behaves asymptotically proprtional to a Chebyshev polynomial. Dedicated to Eduardo L. Ortiz on the occasion of his 70th birthday     

On element-by-element Schur complement approximations

We discuss a methodology to construct sparse approximations of Schur complements of two-by-two block matrices arising in Finite Element discretizations of partial differential equations. Earlier results from [2] are extended to more general symmetric positive definite matrices of two-by-two block form. The applicability of the method for general symmetric and nonsymmetric matrices is analysed. The paper demonstrates the applicability of the presented method providing extensive numerical experiments.     

An efficient meshfree point collocation moving least squares method to solve the interface problems with nonhomogeneous jump conditions

We are going to study a simple and effective method for the numerical solution of the closed interface boundary value problem with both discontinuities in the solution and its derivatives. It uses a strong‐form meshfree method based on the moving least squares (MLS) approximation. In this method, for the solution of elliptic equation, the second‐order derivatives of the shape functions are needed in constructing the global stiffness matrix. It is well‐known that the calculation of full derivatives of the MLS approximation, especially in high dimensions, is quite costly. In the current work, we apply the diffuse derivatives using an efficient technique. In this technique, we calculate the higher‐order derivatives using the approximation of lower‐order derivatives, instead of calculating directly derivatives. This technique can improve the accuracy of meshfree point collocation method for interface problems with nonhomogeneous jump conditions and can efficiently estimate diffuse derivatives of second‐ and higher‐orders using only linear basis functions. To introduce the appropriate discontinuous shape functions in the vicinity of interface, we choose the visibility criterion method that modifies the support of weight function in MLS approximation and leads to an efficient computational procedure for the solution of closed interface problems. The proposed method is applied for elliptic and biharmonic interface problems. For the biharmonic equation, we use a mixed scheme, which replaces this equation by a coupled elliptic system. Also the application of the present method to elasticity equation with discontinuities in the coefficients across a closed interface has been provided. Representative numerical examples demonstrate the accuracy and robustness of the proposed methodology for the closed interface problems. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1031–1053, 2015     

微分方程右函数间断及其处理方法

§1.引言 现代电气、化工、生物工程和航天飞行器、航空飞行器、核反应工程等都是复杂的系统工程.在这类工程的科学研究和工程设计中,经常需要用常微分方程组的初值问题来建立系统运动行为的数学模型.为了获得研究和设计的数据,需要进行科学工程计算和动