Analytic-numerical solutions with a priori error bounds for a class of strongly coupled mixed partial differential systems

This paper deals with the construction of analytic-numerical solutions with a priori error bounds for systems of the type u_t = Au_xx, u(0,t) + u_x(0,t) = 0, Bu(1,t) + Cu_x(1,t) = 0, 0 < x < 1, t > 0, u(x,0) = f(x). Here A, B, C are matrices for which no diagonalizable hypothesis is assumed. First an exact series solution is obtained after solving appropriate vector Sturm-Liouville-type problems. Given an admissible error ε and a bounded subdomain D, after appropriate truncation an approximate solution constructed in terms of data and approximate eigenvalues is given so that the error is less than the prefixed accuracy ε, uniformly in D.     

Mixed problems for the time-dependent telegraph equation: Continuous numerical solutions with a priori error bounds

This paper deals with the construction of continuous numerical solutions of mixed problems described by the time-dependent telegraph equation u_tt + c(t)u_t + b(t)u = a(t)u_xx, 0 < x < d, t > 0. Here a(t), b(t), and c(t) are positive functions with appropiate additional alternative hypotheses. First, using the separation of variables technique a theoretical series solution is obtained. Then, after truncation using one-step matrix methods and interpolating functions, a continuous numerical solution with a prefixed accuracy in a bounded subdomain is constructed.     

A priori bounds in the cauchy problem for coupled elliptic systems

By means of the logarithmic convexity of a suitable functional, an a priori inequality is developed for the sum of the squares of the solutions of the following improperly posed Cauchy problem. Consider the coupled elliptic system Lu = aν+f,Lν= bu+g, where L is a uniformly elliptic differential operator, a,b,f and g are bounded integrable functions with |b(x)|≧b₀>0 and ν satisfies a stabilizing condition, and where upper bounds for the error in measurement of the Cauchy data on the initial surface are prescribed. From the a priori estimate uniqueness, stability, and pointwise bounds for the solutions u and n are simultaneously deduced. The bounds are improvable by the Ritz technique. Moreover, the method presented here can be extended to the nonlinear system Lu = f(x, ν), Lν =g(x,u)provided g is a suitable form     

Optimal a priori error bounds for the Rayleigh-Ritz method

We derive error bounds for the Rayleigh-Ritz method for the approximation to extremal eigenpairs of a symmetric matrix. The bounds are expressed in terms of the eigenvalues of the matrix and the angle between the subspace and the eigenvector. We also present a sharp bound.

     

On k-summability of formal solutions for a class of partial differential operators with time dependent coefficients

We study the k-summability of divergent formal solutions for the Cauchy problem of a certain class of linear partial differential operators with time dependent coefficients. The problem is reduced to a k-summability property of formal solutions for a linear similar ordinary differential equation associated with the Cauchy problem.     

A PRIORI BOUNDS FOR PERIODIC SOLUTIONS OF A KIND OF THIRD-ORDER DELAY DIFFERENTIAL EQUATION

By means of continuation theorem of the coincidence degree theory, sufficient conditions are obtained for the existence of periodic solutions of a kind of third-order neutral delay functional differential equation with deviating arguments.     

Round-off error for retarded ordinary differential equations:A priori bounds and estimates

Summary Consider the numerical solution of a retarded ordinary differential equation (RODE) by some standard algorithms. For a linear RODE, we estimate the accumulated round-off error as a linear combination of the preceding local round-off errors, and we bound the accumulated round-off error. For a non-linear RODE, we obtain by linearization similar estimates and bounds for the dominant part of the accumulated round-off error.Presented at SIAM National Meeting, June, 1971, Seattle, Washington.     

A posteriori and constructive a priori error bounds for finite element solutions of the Stokes equations

We describe a method to estimate the guaranteed error bounds of the finite element solutions for the Stokes problem in mathematically rigorous sense. We show that an a posteriori error can be computed by using the numerical estimates of a constant related to the so-called inf-sup condition for the continuous problem. Also a method to derive the constructive a priori error bounds are considered. Some numerical examples which confirm us the expected rate of convergence are presented.     

A priori bounds for periodic solutions of a Duffing equation

In this paper a well known Duffing type equation is considered. By means of a Liapunov function and careful estimation, we establish a priori bounds for periodic solutions and their derived functions. Coincidence theorems can then be applied to yield sufficient conditions for the existence of periodic solutions. Our conclusion improve several well known results in the literature.     

Analytical eigenvalue bounds for matrices arising when discretizing the self-adjoint second order elliptic partial differential equations

This paper shows how to derive analytical expressions for the eigenvalue bounds of matrices arising when using a fast method for separable finite difference equations for the numerical solution of the first three boundary value problems for the two-dimensional self-adjoint second order elliptic partial differential equation in a rectangle.     

A priori estimates for solutions of the first initial boundary-value problem for systems of fully nonlinear partial differential equations

We prove a priori estimates for a solution of the first initial boundary-value problem for a system of fully nonlinear partial differential equations (PDE) in a bounded domain. In the proof, we reduce the initial boundary-value problem to a problem on a manifold without boundary and then reduce the resulting system on the manifold to a scalar equation on the total space of the corresponding bundle over the manifold. St. Petersburg Architecture Building University, St. Petersburg. Published in Ukrainskii Matematicheskii Zhurnal, Vol. 49, No. 3, pp. 338–363, March, 1997.     

Liapunov functions and error bounds for approximate solutions of ordinary differential equations

Summary It is shown that Liapunov functions may be used to obtain error bounds for approximate solutions of systems of ordinary differential equations. These error bounds may reflect the behaviour of the error more accurately than other bounds.     

Lower bounds for the norm of solutions of linear differential systems with a linear parameter

For a special class of two-dimensional linear differential systems $\dot x = \left( {A\left( t \right) + \mu {\rm B}\left( t \right)} \right)x$ including Lyapunov irregular almost periodic systems constructed by V.M. Millionshchikov, we prove the nonexistence of upper bounds for the norms of solutions uniform with respect to t ≥ 0 and µ ∈ ?.     

The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds

We present an error analysis for the pathwise approximation of a general semilinear stochastic evolution equation in d dimensions. We discretise in space by a Galerkin method and in time by using a stochastic exponential integrator. We show that for spatially regular (smooth) noise the number of nodes needed for the noise can be reduced and that the rate of convergence degrades as the regularity of the noise reduces (and the noise becomes rougher).     

Chebyshev rational matrix approximation with a priori error bounds for linear and Riccati matrix equations

This paper deals with initial value problems for Lipschitz continuous coefficient matrix Riccati equations. Using Chebyshev polynomial matrix approximations the coefficients of the Riccati equation are approximated by matrix polynomials in a constructive way. Then using the Fröbenius method developed in [1], given an admissible error ϵ > 0 and the previously guaranteed existence domain, a rational matrix polynomial approximation is constructed so that the error is less than ϵ in all the existence domain. The approach is also considered for the construction of matrix polynomial approximations of nonhomogeneous linear differential systems avoiding the integration of the transition matrix of the associated homogeneous problem.