Symmetric Boundary Value Methods for Second Order Initial and Boundary Value Problems

We introduce symmetric Boundary Value Methods for the solution of second order initial and boundary value problems (in particular Hamiltonian problems). We study the conditioning of the methods and link it to the boundary loci of the roots of the associated characteristic polynomial. Some numerical tests are provided to assess their reliability. Dedicated to the memory of Professor Aldo Cossu     

On Multistep Methods for Differential Equations of Fractional Order

This paper concerns with numerical methods for the treatment of differential equations of fractional order. Our attention is concentrated on fractional multistep methods of both implicit and explicit type, for which order conditions and stability properties are investigated. Dedicated to the memory of Professor Aldo Cossu     

Extrapolation with spline-collocation methods for two-point boundary-value problems I: Proposals and justifications

Asymptotic expansions for the error in some spline interpolation schemes are used to derive asymptotic expansions for the truncation errors in some spline-collocation methods for two-point boundary-value problems. This raises the possibility of using Richardson extrapolation or iterated deferred corrections to develop efficient high-order algorithms based on low-order collocation in analogy with similar codes based on low-order finite difference methods; some specific such procedures are proposed.This research was supported in part by the United States Office of Naval Research under Contract N00014-67-A-0126-0015.     

Energy-preserving methods for Poisson systems

We present and analyze energy-conserving methods for the numerical integration of IVPs of Poisson type that are able to preserve some Casimirs. Their derivation and analysis is done following the ideas of Hamiltonian BVMs (HBVMs) (see Brugnano et al. [10] and references therein). It is seen that the proposed approach allows us to obtain the methods recently derived in Cohen and Hairer (2011) [17], giving an alternative derivation of such methods and a new proof of their order. Sufficient conditions that ensure the existence of a unique solution of the implicit equations defining the formulae are given. A study of the implementation of the methods is provided. In particular, order and preservation properties when the involved integrals are approximated by means of a quadrature formula, are derived.     

Convergence of the Lambert-McLeod trajectory solver and of the celf method

Summary A trajectory problem is an initial value problemd y/dt=f(y),y(0)= where the interest lies in obtaining the curve traced by the solution (the trajectory), rather than in finding the actual correspondanc between values of the parametert and points on that curve. We prove the convergence of the Lambert-McLeod scheme for the numerical integration of trajectory problems. We also study the CELF method, an explicit procedure for the integration in time of semidiscretizations of PDEs which has some useful conservation properties. The proofs rely on the concept of restricted stability introduced by Stetter. In order to show the convergence of the methods, an idea of Strang is also employed, whereby the numerical solution is compared with a suitable perturbation of the theoretical solution, rather than with the theoretical solution itself.     

On the stability of the one-step exact collocation methods for the numerical solution of the second kind Volterra integral equation

The purpose of this paper is to analyze the stability properties of one-step collocation methods for the second kind Volterra integral equation through application to the basic test and the convolution test equation.Stability regions are determined when the collocation parameters are symmetric and when they are zeros of ultraspherical polynomials.     

Two-sided estimates on singular values for a class of integral operators on the semi-axis

(Quasi)-norms inC _p andC _{p, w} of weighted operators of the integration of (fractional) order are estimated. It is shown that, in most cases, the estimates obtained are sharp both in order and in function classes for the weight function involved.     

An existence and uniqueness theorem for one optimal control problem

In this paper we investigate the existence and uniqueness for an optimal control problem with processes described by a quasilinear parabolic equation with controls in coefficients and the right side of this equation.     

Second order parallel algorithms for piecewise smooth displacement kernels

Second order parallel algorithms for Fredholm integral equations with piecewise smooth displacement kernels are derived. One is based on a difference scheme of Runge-Kutta type for an unusual partial differential equations for continuous functions of two variables. The other is based on the trapezoidal quadrature rule applied to a modified integral equations. It is found that the Runge-Kutta type algorithm exhibits certain advantages.The work of these authors was supported in part by the NSF Grant DMS-9007030The work of this author was supported in part by a grant from the National Science and Engineering Research Council of Canada     

A supraconvergent scheme for the Korteweg-de Vries equation

Summary A finite-difference method for the integration of the Korteweg-de Vries equation on irregular grids is analyzed. Under periodic boundary conditions, the method is shown to be supraconvergent in the sense that, though being inconsistent, it is second order convergent. However, such a convergence only takes place on grids with an odd number of points per period. When a grid with an even number of points is used, the inconsistency of the method leads to divergence. Numerical results backing the analysis are presented.     

Accelerated Gauss-Newton algorithms for nonlinear least squares problems

Recent theoretical and practical investigations have shown that the Gauss-Newton algorithm is the method of choice for the numerical solution of nonlinear least squares parameter estimation problems. It is shown that when line searches are included, the Gauss-Newton algorithm behaves asymptotically like steepest descent, for a special choice of parameterization. Based on this a conjugate gradient acceleration is developed. It converges fast also for those large residual problems, where the original Gauss-Newton algorithm has a slow rate of convergence. Several numerical test examples are reported, verifying the applicability of the theory.     

A note on error expressions for reflected and averaged implicit Runge-Kutta methods

In addition to their usefulness in the numerical solution of initial value ODE's, the implicit Runge-Kutta (IRK) methods are also important for the solution of two-point boundary value problems. Recently, several classes of modified IRK methods which improve significantly on the efficiency of the standard IRK methods in this application have been presented. One such class is the Averaged IRK methods; a member of the class is obtained by applying an averaging operation to a non-symmetric IRK method and its reflection. In this paper we investigate the forms of the error expressions for reflected and averaged IRK methods. Our first result relates the expression for the local error of the reflected method to that of the original method. The main result of this paper relates the error expression of an averaged method to that of the method upon which it is based. We apply these results to show that for each member of the class of the averaged methods, there exists an embedded lower order method which can be used for error estimation, in a formula-pair fashion.This work was supported by the Natural Science and Engineering Research Council of Canada.     

Ergodic theorems for noncommutative dynamical systems

Recently, E.C. Lance extended the pointwise ergodic theorem to actions of the group of integers on von Neumann algebras. Our purpose is to extend other pointwise ergodic theorems to von Neumann algebra context: the Dunford-Schwartz-Zygmund pointwise ergodic theorem, the pointwise ergodic theorem for connected amenable locally compact groups, the Wiener's local ergodic theorem for ₊ ^d and for general Lie groups.     

Order conditions for canonical Runge-Kutta-Nyström methods

We are concerned with Runge-Kutta-Nyström methods for the integration of second order systems of the special formd ² y/dt ²=f(y). If the functionf is the gradient of a scalar field, then the system is Hamiltonian and it may be advantageous to integrate it by a so-called canonical Runge-Kutta-Nyström formula. We show that the equations that must be imposed on the coefficients of the method to ensure canonicity are simplifying assumptions that lower the number of independent order conditions. We count the number of order conditions, both for general and for canonical Runge-Kutta-Nyström formulae.This research has been supported by Junta de Castilla y León under project 1031-89 and by Dirección General de Investigación Científica y Técnica under project PB89-0351.     

On the Convergence of LMF-type Methods for SODEs

In a previous paper [3], some numerical methods for stochastic ordinary differential equations (SODEs), based on Linear Multistep Formulae (LMF), were proposed. Nevertheless, a formal proof for the convergence of such methods is still lacking. We here provide such a proof, based on a matrix formulation of the discrete problem, which allows some more insight in the structure of LMF-type methods for SODEs.     

On polynomial collocation for Cauchy singular integral equations with fixed singularities

In this paper we consider a polynomial collocation method for the numerical solution of Cauchy singular integral equations with fixed singularities over the interval, where the fixed singularities are supposed to be of Mellin convolution type. For the stability and convergence of this method in weightedL ² spaces, we derive necessary and sufficient conditions.     

Upper bound for transversals of tripartite hypergraphs

We prove 2 7/9v for 3-partite hypergraphs. (This is an improvement of the trivial bound 3v.)