Ein selektives Projektions-Iterationsverfahren und Anwendungen auf Verzweigungsprobleme

Summary In the present paper a projection-iteration procedure for solving nonlinear operator-equations is described in abstract spaces. The method possesses a selection property by yielding only those solutions which have certain stability properties. Parameter-dependent equations and bifurcation problems are considered as well. It is shown that in the case of bifurcation near a simple eigenvalue, the method converges locally always to the stable solution except for initial values on a proper submanifold. Numerical results for a nonlinear boundary-value problem are given illustrating this selection character.

Diese Arbeit wurde von der Deutschen Forschungsgemeinschaft unter Ki 131/2 gefördert     

A Sinc–Collocation method for the linear Fredholm integro-differential equations

A Sinc–Collocation method for solving linear integro-differential equations of the Fredholm type is discussed. The integro-differential equations are reduced to a system of algebraic equations and Q-R method is used to establish numerical procedures. The convergence rate of the method is . Numerical results are included to confirm the efficiency and accuracy of the method even in the presence of singularities and a comparison with the rationalized Haar wavelet method is made.     

Laguerre-Galerkin method for nonlinear partial differential equations on a semi-infinite interval

Summary. A Laguerre-Galerkin method is proposed and analyzed for the Burgers equation and Benjamin-Bona-Mahony (BBM) equation on a semi-infinite interval. By reformulating these equations with suitable functional transforms, it is shown that the Laguerre-Galerkin approximations are convergent on a semi-infinite interval with spectral accuracy. An efficient and accurate algorithm based on the Laguerre-Galerkin approximations to the transformed equations is developed and implemented. Numerical results indicating the high accuracy and effectiveness of this algorithm are presented. Received October 6, 1997 / Revised version received July 22, 1999 / Published online June 21, 2000     

Numerical solution of delay differential equations by uniform corrections to an implicit Runge-Kutta method

Summary In this paper we develop a class of numerical methods to approximate the solutions of delay differential equations. They are essentially based on a modified version, in a predictor-corrector mode, of the one-step collocation method atn Gaussian points. These methods, applied to ODE's, provide a continuous approximate solution which is accurate of order 2n at the nodes and of ordern+1 uniformly in the whole interval. In order to extend the methods to delay differential equations, the uniform accuracy is raised to the order 2n by some a posteriori corrections. Numerical tests and comparisons with other methods are made on real-life problems.This work was supported by CNR within the Progetto Finalizzato Informatica-Sottopr. P1-SOFMAT     

Extrapolation at stiff differential equations

Summary Asymptotic expansions of the global error of numerical methods are well-understood, if the differential equation is non-stiff. This paper is concerned with such expansions for the implicit Euler method, the linearly implicit Euler method and the linearly implicit mid-point rule, when they are applied tostiff differential equations. In this case perturbation terms are present, whose dominant one is given explicitly. This permits us to better understand the behaviour ofextrapolation methods at stiff differential equations. Numerical examples, supporting the theoretical results, are included.     

The fast Fourier transform and the numerical solution of one-dimensional boundary integral equations

Summary Here we present a fully discretized projection method with Fourier series which is based on a modification of the fast Fourier transform. The method is applied to systems of integro-differential equations with the Cauchy kernel, boundary integral equations from the boundary element method and, more generally, to certain elliptic pseudodifferential equations on closed smooth curves. We use Gaussian quadratures on families of equidistant partitions combined with the fast Fourier transform. This yields an extremely accurate and fast numerical scheme. We present complete asymptotic error estimates including the quadrature errors. These are quasioptimal and of exponential order for analytic data. Numerical experiments for a scattering problem, the clamped plate and plane estatostatics confirm the theoretical convergence rates and show high accuracy.     

A simply constructed third-order modifications of Newton's method

In this paper, we present a simple and easily applicable approach to construct some third-order modifications of Newton's method for solving nonlinear equations. It is shown by way of illustration that existing third-order methods can be employed to construct new third-order iterative methods. The proposed approach is applied to the classical Chebyshev–Halley methods to derive their second-derivative-free variants. Numerical examples are given to support that the methods thus obtained can compete with known third-order methods.     

Solving linear ordinary differential equations by exponentials of iterated commutators

Summary A sequence of transformations of a linear system of ordinary differential equations is investigated. It is shown that these transformations produce new systems which represent progressively smaller perturbations of the original set of equations.The transformations are implemented as a basis of a numerical method. Order, stability and error control of this method are analyzed. Numerical examples demonstrate the potential of this approach.     

Improved Newton’s method without direct function evaluations

For solving systems of nonlinear equations, we have recently developed a Newton’s method to manage issues with inaccurate function values or problems with high computational cost. In this work we introduce a modification of the above method, reducing the total computational cost and improving, in general, its overall performance. Moreover, the proposed version retains the quadratic convergence, the good behavior over singular and ill-conditioned cases of Jacobian matrix, and its capability to be ideal for imprecise function problems. Numerical results demonstrate the efficiency of the new proposed method.     

A variable step implicit block multistep method for solving first-order ODEs

A new four-point implicit block multistep method is developed for solving systems of first-order ordinary differential equations with variable step size. The method computes the numerical solution at four equally spaced points simultaneously. The stability of the proposed method is investigated. The Gauss-Seidel approach is used for the implementation of the proposed method in the PE(CE)^m mode. The method is presented in a simple form of Adams type and all coefficients are stored in the code in order to avoid the calculation of divided difference and integration coefficients. Numerical examples are given to illustrate the efficiency of the proposed method.     

Hybrid procedures for solving linear systems

Summary. In this paper, we introduce the notion of hybrid procedures for solving a system of linear equations. A hybrid procedure consists in a combination of two arbitrary approximate solutions with coefficients summing up to one. Thus the combination only depends on one parameter whose value is chosen in order to minimize the Euclidean norm of the residual vector obtained by the hybrid procedure. Properties of such procedures are studied in detail. The two approximate solutions which are combined in a hybrid procedure are usually obtained by two iterative methods. Several strategies for combining these two methods together or with the previous iterate of the hybrid procedure itself are discussed and their properties are analyzed. Numerical experiments illustrate the various procedures. Received October 21, 1992/Revised version received May 28, 1993     

Stability and error estimates for the $\theta$-method for strongly monotone and infinitely stiff evolution equations

Summary.   For evolution equations with a strongly monotone operator we derive unconditional stability and discretization error estimates valid for all . For the -method, with , we prove an error estimate , if , where is the maximal integration step for an arbitrary choice of sequence of steps and with no assumptions about the existence of the Jacobian as well as other derivatives of the operator , and an optimal estimate under some additional relation between neighboring steps. The first result is an improvement over the implicit midpoint method , for which an order reduction to sometimes may occur for infinitely stiff problems. Numerical tests illustrate the results. Received March 10, 1999 / Revised version received April 3, 2000 / Published online February 5, 2001     

Half-explicit Runge-Kutta methods for semi-explicit differential-algebraic equations of index 1

Summary For the numerical solution of non-stiff semi-explicit differentialalgebraic equations (DAEs) of index 1 half-explicit Runge-Kutta methods (HERK) are considered that combine an explicit Runge-Kutta method for the differential part with a simplified Newton method for the (approximate) solution of the algebraic part of the DAE. Two principles for the choice of the initial guesses and the number of Newton steps at each stage are given that allow to construct HERK of the same order as the underlying explicit Runge-Kutta method. Numerical tests illustrate the efficiency of these methods.     

Error of Runge-Kutta methods for stiff problems studied via differential algebraic equations

Runge-Kutta methods are studied when applied to stiff differential equations containing a small stiffness parameter . The coefficients in the expansion of the global error in powers of are the global errors of the Runge-Kutta method applied to a differential algebraic system. A study of these errors and of the remainder of the expansion yields sharp error bounds for the stiff problem. Numerical experiments confirm the results.     

Numerical approach to differential equations of fractional order

In this paper, the variational iteration method and the Adomian decomposition method are implemented to give approximate solutions for linear and nonlinear systems of differential equations of fractional order. The two methods in applied mathematics can be used as alternative methods for obtaining analytic and approximate solutions for different types of differential equations. In these schemes, the solution takes the form of a convergent series with easily computable components. This paper presents a numerical comparison between the two methods for solving systems of fractional differential equations. Numerical results show that the two approaches are easy to implement and accurate when applied to differential equations of fractional order.     

On structure-oriented hybrid two-stage iteration methods for the large and sparse blocked system of linear equations

In this paper, we first present a class of structure-oriented hybrid two-stage iteration methods for solving the large and sparse blocked system of linear equations, as well as the saddle point problem as a special case. And the new methods converge to the solution under suitable restrictions, for instance, when the coefficient matrix is positive stable matrix generally. Numerical experiments for a model generalized saddle point problem are given, and the results show that our new methods are feasible and efficient, and converge faster than the Classical Uzawa Method.     

Analysis of a semidiscrete discontinuous Galerkin scheme for compressible miscible displacement problem

Numerical approximation of the coupled system of compressible miscible displacement problem in porous media is considered in this paper. A continuous in time discontinuous Galerkin scheme is developed. The symmetric interior penalty discontinuous Galerkin method is used to solve both the flow and transport equations. Upwind technique is used to treat the convection term in the transport equation. The hp-a priori error bounds are derived.     

BFGS trust-region method for symmetric nonlinear equations

In this paper, we propose a BFGS trust-region method for solving symmetric nonlinear equations. The global convergence and the superlinear convergence of the presented method will be established under favorable conditions. Numerical results show that the new algorithm is effective.     

An entropy satisfying MUSCL scheme for systems of conservation laws

Summary. For the high-order numerical approximation of hyperbolic systems of conservation laws, we propose to use as a building principle an entropy diminishing criterion instead of the familiar total variation diminishing criterion introduced by Harten for scalar equations. Based on this new criterion, we derive entropy diminishing projections that ensure, both, the second order of accuracy and all of the classical discrete entropy inequalities. The resulting scheme is a nonlinear version of the classical Van Leer's MUSCL scheme. Strong convergence of this second order, entropy satisfying scheme is proved for systems of two equations. Numerical tests demonstrate the interest of our theory. Received March 28, 1995 / Revised version received June 17, 1995     

Discretization of multiparameter eigenvalue problems

Summary Although multiparameter eigenvalue problems, as for example Mathieu's differential equation, have been known for a long time, so far no work has been done on the numerical treatment of these problems. So in this paper we extend the spectral theory for one parameter (cf. [7, II, VII]) to multiparameter eigenvalue problmes, formulate in the framework of discrete approximation a convergent numerical treatment, establish algebraic bifurcation equations for the intersection points of the eigenvalue curves and illustrate this with some numerical examples.