A parallel method for time discretization of parabolic equations based on Laplace transformation and quadrature

We consider the discretization in time of an inhomogeneous parabolicequation in a Banach space setting, using a representation ofthe solution as an integral along a smooth curve in the complexleft half-plane which, after transformation to a finite interval,is then evaluated to high accuracy by a quadrature rule. Thisreduces the problem to a finite set of elliptic equations withcomplex coefficients, which may be solved in parallel. The paperis a further development of earlier work by the authors, wherewe treated the homogeneous equation in a Hilbert space framework.Special attention is given here to the treatment of the forcingterm. The method is combined with finite-element discretizationin spatial variables.     

Special quadrature rules for Laplace transform inversion

Quadrature rules for Laplace transform inversion are studied that are adapted to the inversion of transforms corresponding to slowly varying long processes characteristic of linear viscoelasticity problems. The convergence of special quadrature rules for Laplace transform inversion is proved.     

On some quadrature rules with Laplace end corrections

We investigate quadrature rules with Laplace end corrections that depend on a parameter β. Specific values of β yield sixth order rules. We apply our results to approximating the sum of slowly converging series s = Σ _i=1^∞ f(i + 1/2) where f ∈ C ⁶ with its sixth derivative of constant sign on [m, ∞) and ∫ _m ^∞ f(x)dx is known for m ∈ ℕ. Several examples show the efficiency of this method. This paper continues the results from [Solak W., Szydełko Z., Quadrature rules with Gregory-Laplace end corrections, J. Comput. Appl. Math., 1991, 36(2), 251–253].     

On the construction of quadrature rules for Laplace transform inversion

For Laplace transform inversion, a method for constructing quadrature rules of the highest degree of accuracy based on an asymptotic distribution of roots of special orthogonal polynomials on the complex plane is proposed.     

The beta Laplace distribution

The Laplace distribution is one of the earliest distributions in probability theory. For the first time, based on this distribution, we propose the so-called beta Laplace distribution, which extends the Laplace distribution. Various structural properties of the new distribution are derived, including expansions for its moments, moment generating function, moments of the order statistics, and so forth. We discuss maximum likelihood estimation of the model parameters and derive the observed information matrix. The usefulness of the new model is illustrated by means of a real data set.     

New quadrature formulas for the numerical inversion of the Laplace transform

New quadrature formulas for the evaluation of the Bromwich integral, arising in the inversion of the Laplace transform are discussed. They are obtained by optimal addition of abscissas to Gaussian quadrature formulas. A table of abscissas and weights is given.     

Least squares coefficients for a quadrature formula for Laplace transform inversion

A linear iterative method of least squares approximation of functions by exponentials due to Miller [9] is adapted to derive a set of least squares coefficients for an approximate Laplace transform inversion formula eq. (1). An earlier assumption made by Zakian [2] - that the approximation to the Laplace transform inverse will improve provided the approximation to the Dirac delta function is improved - is shown to be not substantiated for a number of test functions.     

含参变量富里叶级数的Laplace变换求和法

本文建立了含参变量富里叶级数的Laplace变换求和定理.利用Laplace变换表可以求得许多在力学上有重要应用的新的含参变量富里叶级数的和式.     

Classroom Note: Fourier Method for Laplace Transform Inversion

A method is described for inverting the Laplace transform. The performance of the Fourier method is illustrated by the inversion of the test functions available in the literature. Results are shown in the tables.     

Fourier transformation of Sato's hyperfunctions

A new generalized function space in which all Gelfand-Shilov classes (α>1) of analytic functionals are embedded is introduced. This space of ultrafunctionals does not possess a natural nontrivial topology and cannot be obtained via duality from any test function space. A canonical isomorphism between the spaces of hyperfunctions and ultrafunctionals on R^k is constructed that extends the Fourier transformation of Roumieu-type ultradistributions and is naturally interpreted as the Fourier transformation of hyperfunctions. The notion of carrier cone that replaces the notion of support of a generalized function for ultrafunctionals is proposed. A Paley-Wiener-Schwartz-type theorem describing the Laplace transformation of ultrafunctionals carried by proper convex closed cones is obtained and the connection between the Laplace and Fourier transformations is established.     

The asymptotic efficiency of randomized nets for quadrature

An -type discrepancy arises in the average- and worst-case error analyses for multidimensional quadrature rules. This discrepancy is uniquely defined by , which serves as the covariance kernel for the space of random functions in the average-case analysis and a reproducing kernel for the space of functions in the worst-case analysis. This article investigates the asymptotic order of the root mean square discrepancy for randomized -nets in base . For moderately smooth the discrepancy is , and for with greater smoothness the discrepancy is , where is the number of points in the net. Numerical experiments indicate that the -nets of Faure, Niederreiter and Sobol' do not necessarily attain the higher order of decay for sufficiently smooth kernels. However, Niederreiter nets may attain the higher order for kernels corresponding to spaces of periodic functions.

     

Fast Fourier wavelet packet transformation

The wavelet basis generated by Shannon's sampling theorem is presented. Periodical finite dimensional wavelet and Fourier wavelet packets are suggested. A link of constructed bases with complex trigonometric series and discrete Fourier transformation is considered. The Fourier wavelet packet may be used as widely as discrete Fourier transformation. Vilnius University, Naugarduko 24, 2006 Vilnius, Lithuania. Published in Lietuvos Matematikos Rinkinys, Vol. 34, No. 4, pp. 411–433, October–December, 1994.     

The tent transformation can improve the convergence rate of quasi-Monte Carlo algorithms using digital nets

In this paper we investigate multivariate integration in reproducing kernel Sobolev spaces for which the second partial derivatives are square integrable. As quadrature points for our quasi-Monte Carlo algorithm we use digital (t,m,s)-nets over which are randomly digitally shifted and then folded using the tent transformation. For this QMC algorithm we show that the root mean square worst-case error converges with order for any ɛ > 0, where 2 ^m is the number of points. A similar result for lattice rules has previously been shown by Hickernell. Ligia L. Cristea is supported by the Austrian Research Fund (FWF), Project P 17022-N 12 and Project S 9609. Josef Dick is supported by the Australian Research Council under its Center of Excellence Program. Gunther Leobacher is supported by the Austrian Research Fund (FWF), Project S 8305. Friedrich Pillichshammer is supported by the Austrian Research Fund (FWF), Project P 17022-N 12, Project S 8305 and Project S 9609.     

From Klein to Painleve Via Fourier, Laplace and Jimbo

We describe a method for constructing explicit algebraic solutionsto the sixth Painlevé equation, generalising that ofDubrovin and Mazzocco. There are basically two steps. Firstwe explain how to construct finite braid group orbits of triplesof elements of SL₂(C) out of triples of generators of three-dimensionalcomplex reflection groups. (This involves the Fourier–Laplacetransform for certain irregular connections.) Then we adapta result of Jimbo to produce the Painlevé VI solutions.(In particular, this solves a Riemann–Hilbert problemexplicitly.) Each step is illustrated using the complex reflection groupassociated to Klein's simple group of order 168. This leadsto a new algebraic solution with seven branches. We also provethat, unlike the algebraic solutions of Dubrovin and Mazzoccoand Hitchin, this solution is not equivalent to any solutioncoming from a finite subgroup of SL₂(C). The results of this paper also yield a simple proof of a recenttheorem of Inaba, Iwasaki and Saito on the action of Okamoto'saffine D₄ symmetry group as well as the correct connection formulaefor generic Painlevé VI equations. 2000 Mathematics SubjectClassification 34M55, 34M40, 20F55.