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.     

On the Approximate Solution of a Diffusion Problem by Galerkin Methods

Discrete-time Galerkin methods are considered for the approximatesolution of a parabolic initial boundary value problem whicharises, for example, in problems involving the diffusion ofa solute into a solid from a stirred solution of fixed volume.Optimal error estimates in the L² and H¹ norms are derived forthe Crank-Nicolson Galerkin method. For the one space variablecase optimal L estimates are also obtained. Results of numericalexperiments are presented and comparisons with finite differenceapproximations are made.     

An algebraic loop theorem and the decomposition of PD3-pairs

Let (Y, X) denote a three-dimensional Poincaré pair (PD³-pair).By the work of Eckmann, Müller and Linnell we may suppose,up to a homotopy equivalence, that the boundary X is a closed2-manifold. We show that if a component of X fails to be ₁-injectivein Y, then there is an essential simple loop in X which is nullhomotopicin Y. It follows that there is a finite process of attaching2-disks along essential simple loops on X, and filling sphericalcomponents of X, which transforms (Y, X) into a PD³-pair (Y',X') with aspherical incompressible boundary X' and such that₁(Y) = ₁(Y'). The PD³-pair (Y', X') then admits a canonicaldecomposition as a connected sum of a finite number of asphericalPD³-pairs with incompressible boundary, together with a PD³-pairhaving virtually free (possibly finite) fundamental group andboundary a (possibly empty) disjoint union of projective planes.     

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.     

Convergence rates for the coupling of FEM and collocation BEM

We prove convergence of the coupling of finite and boundaryelements where Galerkin's methd is used for finite elementsand collocation for boundary elements. We consider linear ellipticboundary value problems in two dimensions, in particular problemsin elasticity. The mesh width k of the boundary elements andthe mesh width h of the finite elements are required to satisfykßh with suitable ß. Asymptotic error estimatesin the energy norm and in the L²-norm are derived. Numericalexamples are included.     

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.     

A finite element method for a unidimensional single-phase nonlinear free boundary problem in groundwater flow

Consider a unidimensional, single-phase nonlinear Stefan problemwith nonlinear source and permeance terms, and a Dirichlet boundarycondition depending on the free boundary function. This problemis important in groundwater flow. By immobilizing the free boundarywith the help of a Landau-type transformation, together witha homogeneous transformation dealing with the nonhomogeneousDirichlet boundary condition, an H¹-finite element method forthe problem is proposed and analyzed. Global existence of theapproximate solution is established, and optimal error estimatesin L², L, H¹ and H² norms are derived for both semi-discreteand fully discrete schemes.     

Approximation Numbers of Sobolev Embedding Operators on an Interval

Consider the Sobolev embedding operator from the space of functionsin W^1,p(I) with average zero into L^p, where I is a finite intervaland p>1. This operator plays an important role in recentwork. The operator norm and its approximation numbers in closedform are calculated. The closed form of the norm and approximationnumbers of several similar Sobolev embedding operators on afinite interval have recently been found. It is proved in thepaper that most of these operator norms and approximation numberson a finite interval are the same.     

A posteriori L2 error estimation on anisotropic tetrahedral finite element meshes

A new a posteriori L₂ norm error estimator is proposed for thePoisson equation. The error estimator can be applied to anisotropictetrahedral or triangular finite element meshes. The estimatoris rigorously analysed for Dirichlet and Neumann boundary conditions. The lower error bound relies on specifically designed anisotropicbubble functions and the corresponding inverse inequalities.The upper error bound utilizes non-standard anisotropic interpolationestimates. Its proof requires H² regularity of the Poisson problem,and its quality depends on how good the anisotropic mesh resolvesthe anisotropy of the problem. This is measured by a so-called‘matching function’. A numerical example supports the anisotropic error analysis.     

A Bloch Function in the Ball with No Radial Limits

There exists a Bloch function in the unit ball of Cⁿ which hasa (finite) radial limit at no point of the boundary.     

On the Number of Solutions of an Equation Over a Finite Field

The Stöhr–Voloch approach is used to obtain a newbound for the number of solutions in (F_q)² of an equation f(X,Y) = 0, where f(X, Y) is an absolutely irreducible polynomialwith coefficients in a finite field F_q.     

Piecewise Polynomial Approximate Solutions of an Automatic Control Problem

This paper considers piecewise polynomial approximate solutionsof a variational problem in which boundary conditions dependon values on the solution at interior points. The approximatesolutions are shown to converge to the solution of the variationalproblem in the L² and uniform norms, and algorithms for findingthe approximate solutions are obtained. Numerical examples arealso given.     

Supraconvergence of a finite difference scheme for solutions in Hs(0, L)

^** Email: silvia{at}mat.uc.pt^*** Email: ferreira{at}mat.uc.pt^**** Email: grigo{at}math.tu-berlin.de In this paper we study the convergence of a centred finite differencescheme on a non-uniform mesh for a 1D elliptic problem subjectto general boundary conditions. On a non-uniform mesh, the schemeis, in general, only first-order consistent. Nevertheless, weprove for s (1/2, 2] order O(h^s)-convergence of solution andgradient if the exact solution is in the Sobolev space H^1+s(0,L), i.e. the so-called supraconvergence of the method. It isshown that the scheme is equivalent to a fully discrete linearfinite-element method and the obtained convergence order isthen a superconvergence result for the gradient. Numerical examplesillustrate the performance of the method and support the convergenceresult.     

On the Structure of Minimal Left Ideals in the Largest Compactification of a Locally Compact Group

This paper is centred around a single question: can a minimalleft ideal L in G^LUC, the largest semi-group compactificationof a locally compact group G, be itself algebraically a group?Our answer is no (unless G is compact). In deriving this conclusion,we obtain for nearly all groups the stronger result that nomaximal subgroup in L can be closed. A feature of our work isthat completely different techniques are required for the connectedand totally disconnected cases. For the former, we can relyon the extensive structure theory of connected, non-compact,locally compact groups to derive the solution from the commutativecase, using some reduction lemmas. The latter directly involvestopological dynamics; we construct a compact space and an actionof G on it which has pathological properties. We obtain otherresults as tools towards our main goal or as consequences ofour methods. Thus we find an extension to earlier work on therelationship between minimal left ideals in G^LUC and H^LUC whenH is a closed subgroup of G with G/H compact. We show that thedistal compactification of G is finite if and only if the almostperiodic compactification of G is finite. Finally, we use ourmethods to show that there is no finite subset of G^LUC invariantunder the right action of G when G is an almost connected groupor an IN-group.     

Sparse convolution quadrature for time domain boundary integral formulations of the wave equation

S. A. Sauter Institut für Mathematik, Universität Zürich, Winterthurerstrasse 190, CH-8057 Zürich, Switzerland ^{Many important physical applications are governed by the waveequation. The formulation as time domain boundary integral equationsinvolves retarded potentials. For the numerical solution ofthis problem, we employ the convolution quadrature method forthe discretization in time and the Galerkin boundary elementmethod for the space discretization. We introduce a simple apriori cut-off strategy where small entries of the system matricesare replaced by zero. The threshold for the cut-off is determinedby an a priori analysis which will be developed in this paper.This analysis will also allow to estimate the effect of additionalperturbations such as panel clustering and numerical integrationon the overall discretization error. This method reduces thestorage complexity for time domain integral equations from O(M2N)to O(M2N logM), where N denotes the number of time steps andM is the dimension of the boundary element space.}     

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.     

W1{infty}-convergence of the discrete free boundary for obstacle problems

We examine the discrete free boundaries arising from a finiteelement discretization of a variational inequality. We giveL error bounds for the Hausdorff distance of the discrete andtrue free boundary, as well as for the normals. The theoreticalresults are confirmed by numerical experiments in two and threedimensions.     

The Modulus of Smoothness and Discrete Data in a Square Domain

This paper relates to a function f on a two-dimensional squaredomain that is finite, infinite, or semi-infinite. It is shownthat, if the second difference of f with respect to a uniformsquare lattice of mesh-size 2^–n is uniformly of order2^–n with 0<<2, then the h-stepsize second differenceof f is uniformly of order h in any direction in the domain.This is deduced from a corresponding, more general weak-type(i.e. Marchaud-type) inequality.     

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.     

Global blow-up of separable solutions of the vorticity equation

In this paper we construct solutions to the equation on a finite interval in y which blow-up globallyin finite time. This equation arises in a number of physicalsituations and can be derived from the vorticity equation bylooking for stagnation-point type separable solutions for thetwo-dimensional streamfunction of the form xu(y, t). In theparticular application which has prompted the investigationreported in this paper, (*) is solved subject to boundary conditionsinvolving ²u/y². For this type of boundary condition the phenomenonof blow-up was first observed numerically by solving the initial-boundary-valueproblem for (*). These computations reveal that, depending onthe parameter combinations chosen, the solution to the initial-valueproblem may either blow-up globally in finite time or approacha steady state as t . Using the computations as a guide weconstruct the analytic behaviour of the solution close to theblow-up time using the methods of formal asymptotics.