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 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.     

High-accuracy P-stable Methods for y' = f(t, y)

We obtain a one-parameter family of sixth-order P-stable methodsfor the numerical integration of periodic or near-periodic differentialequations that are defined by initial-value problems of theform: y^" = f(t, y), y(t₀)= y₀, y^'(t₀)= y^’₀. Our P-stablemethods are symmetric and involve three function evaluationsper step (periteration, in case f(t, y) is non-linear in y).For non-linear problems, starting values for the solution ofthe implicit equations by modified Newton's method are suggestedand illustrated by an example.     

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.     

Optimum Runge-Kutta-Fehlberg Methods for Second-order Differential Equations

^* Presently at Deparment of Mathematics, Indian Institute of Technology, Madras, India. The optimum Runge-Kutta method of a particular order is theone whose truncation error is minimum. In this paper, we havederived optimum Runge-Kutta mehtods of 0(h^m+4), 0(h^m+5) and0(h^m+6) for m = 0(1)8, which can be directly used for solvingthe second order differential equation yⁿ = f(x, y, y'). Thesemethods are based on a transformation similar to that of Fehlbergand require two, three and four evaluations of f(x, y, y') respectively,for each step. The numercial solutions of one example obtainedwith these methods are given. It has been assumed that f(x,y, y')is sufficiently differentiable in the entire region ofintegration.     

Hurwitz Groups with Given Centre

A Hurwitz group is any non-trivial finite group that can be(2,3,7)-generated; that is, generated by elements x and y satisfyingthe relations x² = y³ = (xy)⁷ = 1. In this short paper a completeanswer is given to a 1965 question by John Leech, showing thatthe centre of a Hurwitz group can be any given finite abeliangroup. The proof is based on a recent theorem of Lucchini, Tamburiniand Wilson, which states that the special linear group SL_n(q)is a Hurwitz group for every integer n 287 and every prime-powerq. 2000 Mathematics Subject Classification 20F05 (primary);57M05 (secondary).     

Generating Examples of Shock Propagation by Three Principles

In a medium characterized by a scalar speed C(x), a shock arrivesat the point x, after time T(x), with its magnitude decreasedby A(x). Symmetric C, T, and A in two dimensions can be convertedto cylindrically symmetric results in three dimensions by applyinga dimension-increasing principle: "Let C(x, y), T(x, y), andA(x, y) be even functions of y. They can be extended into threedimensions by using the formulas C(x, y)C(x, r), T(x, y)T(x,r), and A(x,y)A(x,r) [r^–1 cos(x, r)]^?, where r = (x²+2²)^?and is an auxiliary function." When C(x) is a function of asingle variable, the auxiliary function is given by cos(x,y) = T_y(x, y). In two dimensions, there is a conformal mappingprinciple: "Under the conformal mapping x+iy = f(x^*+iy^*), thefunctions T(x, y) and A(x, y) go into functions associated witha medium having speed C^*,y^*) = C(Re[f), Im[f]/f¹(x^*+iy."Thereis also an unchanged wavefronts principle: "If g is a smoothfunction with g(0) = 0 and g'(0)>0 then T^*(x) = g(T(x) andA^*(x) = A(x)[g'(x)/g'^1/2 are associated with a medium havingspeed C^*(x) = C(x)/g'(T(x))." in two dimensions, alternatingthe application of the last two principles generates a sequenceof media with their associated T(x, y) and A(x, y). Some ofthese can be extended into three dimensions by applying thefirst principle.     

On the Bergman Property for the Automorphism Groups of Relatively Free Groups

A group G is said to have the Bergman property (the propertyof uniformity of finite width) if given any generating X withX = X^–1 of G, we have that G = X^k for some natural k,that is, every element of G is a product of at most k elementsof X. We prove that the automorphism group Aut(N) of any infinitelygenerated free nilpotent group N has the Bergman property. Also,we obtain a partial answer to a question posed by Bergman byestablishing that the automorphism group of a free group ofcountably infinite rank is a group of uniformly finite width.     

High-accuracy Tridiagonal Finite Difference Approximations for Non-linear Two-point Boundary Value Problems

We discuss the construction of finite difference approximationsfor the non-linear two-point boundary value problem: y" = f(x,y), y(a)=A, y(b)=B. In the case of linear differential equations,the resulting finite difference schemes lead to tridiagonallinear systems. Approximations of orders higher than four involvederivatives of f. While several approximations of a particularorder are possible, we obtain the "simplest" of these approximationsleading to two high-accuracy methods of orders six and eight.These two methods are described and their convergence is established;numerical results are given to illustrate the order of accuracyachieved.     

Locking-free DGFEM for elasticity problems in polygons

The h-version of the discontinuous Galerkin finite element method(h-DGFEM) for nearly incompressible linear elasticity problemsin polygons is analysed. It is proved that the scheme is robust(locking-free) with respect to volume locking, even in the absenceof H²-regularity of the solution. Furthermore, it is shown thatan appropriate choice of the finite element meshes leads torobust and optimal algebraic convergence rates of the DGFEMeven if the exact solutions do not belong to H².     

Connected Sums of 4-Manifolds as Codimension-k Fibrators

The main result provides mild conditions under which a closed,orientable, PL 4-manifold N = N₁#N₂ with ₁(N_e) residually finite(e=1,2) is a codimension-5 PL fibrator. The paper also presentsa rich variety of conditions on a closed 4-manifold N⁴ underwhich every PL map between manifolds, where the domain is orientableand all point inverses are copies of N⁴, must be an approximatefibration.     

On a Conjecture of Erdos on 3-Powerful Numbers

A conjecture of P. Erdös says that the diophantine equationx+y = z has infinitely many solutions with (x,y) = 1 and suchthat if a prime p divides xyz, then p³ divides xyz. In thispaper, we give a proof of this conjecture.     

A Sixth-order P-stable Symmetric Multistep Method for Periodic Initial-value Problems of Second-order Differential Equations

A sixth-order P-stable symmetric multistep method for periodicinitial-value problem y = f(x, y) is suggested. It requiresthree function evaluations per iteration. The method can beconsidered as a stabilized modification of Lambert and Watson'ssixth-order implicit method which has a finite interval of periodicity.The method is illustrated for three numerical examples.     

Numerical Investigations into the Stokes Phenomenon. II

The Stokes phenomenon associated with the differential equationsW " = WZ (z²–a²) and W" = w(z² –a²)(x²–b²)isconsidered. As an application to the method introduced in paper I, somenumerical and analytical results concerning the Stokes constantsof these equations are presented.     

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.     

On the solvability for the mixed-type Lyapunov equation

^** Email: xsf{at}math.pku.edu.cn^*** Email: mscheng{at}math.pku.edu.cn In this paper, the linear matrix equation X = AXB^* + BXA^* +Q is considered, which is called the mixed-type Lyapunov equation.Some necessary and sufficient conditions for the existence ofa unique solution are presented. Since a Hermitian positivesemidefinite solution is important from the application pointof view, some sufficient conditions for the existence of a Hermitianpositive semidefinite solution are derived.     

A Fast Galerkin Algorithm for Singular Integral Equations

A recent paper (Delves, 1977) described a variant of the Galerkinmethod for linear Fredholm integral equations of the secondkind with smooth kernels, for which the total solution timeusing N expansion functions is (N² ln N) compared with the standardGalerkin count of (N³). We describe here a modification of thismethod which retains this operations count and which is applicableto weakly singular Fredholm equations of the form where K₀(x, y) is a smooth kernel and Q contains a known singularity.Particular cases treated in detail include Fredholm equationswith Green's function kernels, or with kernels having logarithmicsingularities; and linear Volterra equations with either regularkernels or of Abel type. The case when g(x) and/or f(x) containsa known singularity is also treated. The method described yieldsboth a priori and a posteriori error estimates which are cheapto compute; for smooth kernels (Q = 1) it yields a modifiedform of the algorithm described in Delves (1977) with the advantagethat the iterative scheme required to solve the equations in(N²) operations is rather simpler than that given there.     

On a model of viscoelastic rod in unilateral contact with a rigid wall

^** Corresponding author. Email: atanackovic{at}uns.ns.ac.yu We study translatory motion of a body to which a viscoelasticrod with the constitutive equation with fractional derivativesis attached. The body with a rod impacts against a rigid wall.It is shown that the problem is described with a coupled systemof differential equations having integer and fractional derivativeshaving the form x⁽²⁾ = –f; f + af⁽⁾ = x + bx⁽⁾, x(0) =0, x⁽¹⁾(0) = 1. The unique solvability in S'₊ is proved andinterpretation of solutions is given. Also, some a priori estimatesof the solution are given. In particular, we showed that restrictionson coefficients that follow from the second law of thermodynamicsimply that the velocity after the impact is smaller than thevelocity before the impact.     

On Finite and InfiniteCk-A-Determinacy

Let f: (Rⁿ,0) (R^p,0) be a C map-germ. We define f to be finitely,or -, A-determined, if there exists an integer m such that allgerms g with j^mg(0) = j^mf(0), or if all germs g with the sameinfinite Taylor series as f, respectively, are A-equivalentto f. For any integer k, 0 k < , we can consider A' sC^kcounterpart (consisting of C^k diffeomorphisms) A^(k), and wecan define the notion of finite, or -,A^(k)-determinacy in asimilar manner. Consider the following conditions for a C germf: (a_k) f is -A^(k)-determined, (b_k) f is finitely A^(k)-determined,(t) , (g) there exists a representative f : U R^p defined on some neighbourhood U of 0 in Rⁿ such thatthe multigerm of f is stable at every finite set , and (g') every f' with j f'(0)=j f(0) satisfiescondition (g). We also define a technical condition which willimply condition (g) above. This condition is a collection ofp+1 Lojasiewicz inequalities which express that the multigermof f is stable at any finite set of points outside 0 and onlybecomes unstable at a finite rate when we approach 0. We willdenote this condition by (e). With this notation we prove thefollowing. For any C map germ f:(Rⁿ,0) (R^p,0) the conditions(e), (t), (g') and (a) are equivalent conditions. Moreover,each of these conditions is equivalent to any of (a_k) (p+1 k < , (b_k) (p+1 k < ). 1991 Mathematics Subject Classification:58C27.     

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.