The fully Sinc‐Galerkin method for time‐dependent boundary conditions

The fully Sinc‐Galerkin method is developed for a family of complex‐valued partial differential equations with time‐dependent boundary conditions. The Sinc‐Galerkin discrete system is formulated and represented by a Kronecker product form of those equations. The numerical solution is efficiently calculated and the method exhibits an exponential convergence rate. Several examples, some with a real‐valued solution and some with a complex‐valued solution, are used to demonstrate the performance of this method. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2004     

A Jacobi–Davidson method for two‐real‐parameter nonlinear eigenvalue problems arising from delay‐differential equations

The critical delays of a delay‐differential equation can be computed by solving a nonlinear two‐parameter eigenvalue problem. The solution of this two‐parameter problem can be translated to solving a quadratic eigenvalue problem of squared dimension. We present a structure preserving QR‐type method for solving such quadratic eigenvalue problem that only computes real‐valued critical delays; that is, complex critical delays, which have no physical meaning, are discarded. For large‐scale problems, we propose new correction equations for a Newton‐type or Jacobi–Davidson style method, which also forces real‐valued critical delays. We present three different equations: one real‐valued equation using a direct linear system solver, one complex valued equation using a direct linear system solver, and one Jacobi–Davidson style correction equation that is suitable for an iterative linear system solver. We show numerical examples for large‐scale problems arising from PDEs. Copyright © 2012 John Wiley & Sons, Ltd.     

Some Observations on the TLM Numerical Solution of the Laplace Equation

This paper describes progress on the TLM modelling of the Laplace equation, in particular, how the rate of convergence is influenced by the choice of scattering parameter for a particular discretisation. The hypothesis that optimum convergence is achieved when the real and imaginary parts for the lowest harmonic in a Fourier solution cancel appears to be upheld. The Fourier solution for the problem has been advanced by a better understanding of the nature of the initial excitation. The relationship between the form of the initial condition used in this and many other numerical solutions of the Laplace equation and oscillatory behavior in the results is given a firmer theoretical basis. A correlation between TLM numerical results and those obtained from matrix spectral radius calculations has confirmed much previous work.     

Smooth factorizations of matrix valued functions and their derivatives

Summary In this paper we study the numerical factorization of matrix valued functions in order to apply them in the numerical solution of differential algebraic equations with time varying coefficients. The main difficulty is to obtain smoothness of the factors and a numerically accessible form of their derivatives. We show how this can be achieved without numerical differentiation if the derivative of the given matrix valued function is known. These results are then applied in the numerical solution of differential algebraic Riccati equations. For this a numerical algorithm is given and its properties are demonstrated by a numerical example.     

Numerical Treatment of Homogeneous Semi-Markov Processes in Transient Case–a Straightforward Approach

This paper presents the numerical solution of the process evolution equation of a homogeneous semi-Markov process (HSMP) with a general quadrature method. Furthermore, results that justify this approach proving that the numerical solution tends to the evolution equation of the continuous time HSMP are given. The results obtained generalize classical results on integral equation numerical solutions applying them to particular kinds of integral equation systems. A method for obtaining the discrete time HSMP is shown by applying a very particular quadrature formula for the discretization. Following that, the problem of obtaining the continuous time HSMP from the discrete one is considered. In addition, the discrete time HSMP in matrix form is presented and the fact that the solution of the evolution equation of this process always exists is proved. Afterwards, an algorithm for solving the discrete time HSMP is given. Finally, a simple application of the HSMP is given for a real data social security example.     

区间值函数的可微性及其在区间值规划中的应用

利用实值函数的全微分思想,讨论了区间值函数的可微性,建立了区间值函数的$D$-可微性的概念及其一些基本性质. 通过讨论无约束区间规划的最优性条件,给出了一类约束函数为实值函数的约束区间值规划问题取得最优解的必要条件. 同时给出了具有实值函数约束的凸区间值规划问题取得最优解的充分条件.     

Reliability stochastic optimization for a series system with interval component reliability via genetic algorithm

This paper deals with chance constraints based reliability stochastic optimization problem in the series system. This problem can be formulated as a nonlinear integer programming problem of maximizing the overall system reliability under chance constraints due to resources. The assumption of traditional reliability optimization problem is that the reliability of a component is known as a fixed quantity which lies in the open interval (0, 1). However, in real life situations, the reliability of an individual component may vary due to some realistic factors and it is sensible to treat this as a positive imprecise number and this imprecise number is represented by an interval valued number. In this work, we have formulated the reliability optimization problem as a chance constraints based reliability stochastic optimization problem with interval valued reliabilities of components. Then, the chance constraints of the problem are converted into the equivalent deterministic form. The transformed problem has been formulated as an unconstrained integer programming problem with interval coefficients by Big-M penalty technique. Then to solve this problem, we have developed a real coded genetic algorithm (GA) for integer variables with tournament selection, uniform crossover and one-neighborhood mutation. To illustrate the model two numerical examples have been solved by our developed GA. Finally to study the stability of our developed GA with respect to the different GA parameters, sensitivity analyses have been done graphically.     

Toward a General Solution of the Three‐Wave Partial Differential Equations

The three‐wave, resonant interaction equations appear in many physical applications. These partial differential equations (PDEs) are known to be completely integrable, and have been solved with initial data that decay rapidly in space, using inverse scattering theory. We present a new way to solve these equations, which makes no use of inverse scattering theory, and which can be used with a wide variety of boundary conditions. A “general solution” of these PDEs would involve six free, real‐valued functions of space. At this time, our “nearly general solution” accepts five free, real‐valued functions of space, and embeds them in convergent series in a deleted neighborhood of a pole.     

A Jacobi-Davidson method for two real parameter nonlinear eigenvalue problems arising from delay differential equations

The critical delays of a delay-differential equation can be computed by solving a nonlinear two-parameter eigenvalue problem. For large scale problems, we propose new correction equations for a Jacobi-Davidson type method, that also forces real valued critical delays. We present two different equations: one complex valued equation using a direct linear system solver, and one Jacobi-Davidson style correction equation which is suitable for an iterative linear system solver. A numerical example of a large scale problem arising from PDEs shows the effectiveness of the method. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Stability of Runge-Kutta Methods for Trajectory Problems

A solution of a system of m autonomous differential equationsdefines a trajectory in m-dimensional space and, in particular,may give a closed orbital path. Typical trajectories are describedby a model nonlinear problem introduced in this article. Forthis problem, a trajectory lies on a surface characterized bya real symmetric matrix. It is shown that some Runge-Kutta methodspossess a property which ensures that, for this model problem,the numerical solution lies on the same surface as the trajectory.When m = 2, the numerical solution lies on the trajectory. Thisproperty is related to algebraic stability. A weaker propertysuffices for normalized differential systems.     

A new arc algorithm for unconstrained optimization

The gradient path of a real valued differentiable function is given by the solution of a system of differential equations. For a quadratic function the above equations are linear, resulting in a closed form solution. A quasi-Newton type algorithm for minimizing ann-dimensional differentiable function is presented. Each stage of the algorithm consists of a search along an arc corresponding to some local quadratic approximation of the function being minimized. The algorithm uses a matrix approximating the Hessian in order to represent the arc. This matrix is updated each stage and is stored in its Cholesky product form. This simplifies the representation of the arc and the updating process. Quadratic termination properties of the algorithm are discussed as well as its global convergence for a general continuously differentiable function. Numerical experiments indicating the efficiency of the algorithm are presented.     

A Study of the Direct Spectral Transform for the Defocusing Davey-Stewartson II Equation the Semiclassical Limit

The defocusing Davey-Stewartson II equation has been shown in numerical experiments to exhibit behavior in the semiclassical limit that qualitatively resembles that of its one-dimensional reduction, the defocusing nonlinear Schrödinger equation, namely the generation from smooth initial data of regular rapid oscillations occupying domains of space-time that become well-defined in the limit. As a first step to studying this problem analytically using the inverse scattering transform, we consider the direct spectral transform for the defocusing Davey-Stewartson II equation for smooth initial data in the semiclassical limit. The direct spectral transform involves a singularly perturbed elliptic Dirac system in two dimensions. We introduce a WKB-type method for this problem, proving that it makes sense formally for sufficiently large values of the spectral parameter k by controlling the solution of an associated nonlinear eikonal problem, and we give numerical evidence that the method is accurate for such k in the semiclassical limit. Producing this evidence requires both the numerical solution of the singularly perturbed Dirac system and the numerical solution of the eikonal problem. The former is carried out using a method previously developed by two of the authors, and we give in this paper a new method for the numerical solution of the eikonal problem valid for sufficiently large k. For a particular potential we are able to solve the eikonal problem in closed form for all k, a calculation that yields some insight into the failure of the WKB method for smaller values of k. Informed by numerical calculations of the direct spectral transform, we then begin a study of the singularly perturbed Dirac system for values of k so small that there is no global solution of the eikonal problem. We provide a rigorous semiclassical analysis of the solution for real radial potentials at k=0, which yields an asymptotic formula for the reflection coefficient at k=0 and suggests an annular structure for the solution that may be exploited when k ≠ 0 is small. The numerics also suggest that for some potentials the reflection coefficient converges pointwise as ɛ↓ 0 to a limiting function that is supported in the domain of k-values on which the eikonal problem does not have a global solution. It is expected that singularities of the eikonal function play a role similar to that of turning points in the one-dimensional theory. © 2019 Wiley Periodicals, Inc.     

Solution of a multiple Nevanlinna–Pick problem for Carathéodory functions via orthogonal rational functions in the matrix case

We consider an interpolation problem of Nevanlinna–Pick type for matrix‐valued Carathéodory functions, where the values of the functions and its derivatives up to certain orders are given at finitely many points of the open unit disk. For the non‐degenerate case, i.e., in the particular situation that a specific block matrix (which is formed by the given data in the problem) is positive Hermitian, the solution set of this problem is described in terms of orthogonal rational matrix‐valued functions. These rational matrix functions play here a similar role as Szegő's orthogonal polynomials on the unit circle in the classical case of the trigonometric moment problem. In particular, we present and use a connection between Szegő and Schur parameters for orthogonal rational matrix‐valued functions which in the primary situation of orthogonal polynomials was found by Geronimus. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Some new static charged spheres

We present new exact solutions for the Einstein–Maxwell system in static spherically symmetric interior spacetimes. For a particular form of the gravitational potentials and the electric field intensity, it is possible to integrate the system in a closed form. For specific parameter values it is possible to find new exact models for the Einstein–Maxwell system in terms of elementary functions. Our model includes a particular charged solution found previously; this suggests that our generalized solution could be used to describe a relativistic compact sphere. A physical analysis indicates that the solutions describe realistic matter distributions.     

Weighted iterative solutions of linear differential equations and heat conduction of ideal gases in moment theory

An iterative method is proposed to find a particular solution of a system of linear differential equations, in the form of a fixed-point problem, with no boundary conditions. To circumvent the unboundedness of differential operators, iterative approximation with gradually decreasing weight is used. Conditions for convergence that can easily be checked in numerical iterations are established. Furthermore, for the numerical iterative scheme, uniqueness and stability theorems are proved. These results are applied to heat conduction of ideal gases in moment theory.     

A Finite-difference Solution of the Ginzburg–Landau Equation

Two finite-difference methods, which differ only in the way that they approximate the derivative boundary conditions, are developed for solving a particular form of the complex Ginzburg–Landau equation of superconductivity. The non-linear term in this equation is linearized in a way familiar to readers of Professor Mickens' work, and the numerical solution is obtained at each time step by solving a linear algebraic system. Consistency and stability are discussed and some numerical results are reported.     

On the numerical solution of ill‐conditioned linear systems by regularization and iteration

We propose to reduce the (spectral) condition number of a given linear system by adding a suitable diagonal matrix to the system matrix, in particular by shifting its spectrum. Iterative procedures are then adopted to recover the solution of the original system. The case of real symmetric positive definite matrices is considered in particular, and several numerical examples are given. This approach has some close relations with Riley's method and with Tikhonov regularization. Moreover, we identify approximately the aforementioned procedure with a true action of preconditioning.     

Real valued iterative methods for solving complex symmetric linear systems

Complex valued systems of equations with a matrix R + 1S where R and S are real valued arise in many applications. A preconditioned iterative solution method is presented when R and S are symmetric positive semi‐definite and at least one of R, S is positive definite. The condition number of the preconditioned matrix is bounded above by 2, so only very few iterations are required. Applications when solving matrix polynomial equation systems, linear systems of ordinary differential equations, and using time‐stepping integration schemes based on Padé approximation for parabolic and hyperbolic problems are also discussed. Numerical comparisons show that the proposed real valued method is much faster than the iterative complex symmetric QMR method. Copyright © 2000 John Wiley & Sons, Ltd.     

Weighted iterative solutions of linear differential equations and heat conduction of ideal gases in moment theory

An iterative method is proposed to find a particular solution of a system of linear differential equations, in the form of a fixed-point problem, with no boundary conditions. To circumvent the unboundedness of differential operators, iterative approximation with gradually decreasing weight is used. Conditions for convergence that can easily be checked in numerical iterations are established. Furthermore, for the numerical iterative scheme, uniqueness and stability theorems are proved. These results are applied to heat conduction of ideal gases in moment theory.