Rate of convergence of numerical approximations to homoclinic bifurcation points

For x=f (x, ), x Rⁿ, R, having a hyperbolic or semihyperbolicequilibrium p(), we study the numerical approximation of parametervalues ^* at which there is an orbit homoclinic to p(). We approximate^* by solving a finite-interval boundary value problem on J=[T_–,T₊], T_–<0<T₊, with boundary conditions that sayx(T_–) and x(T₊) are in approximations to appropriate invariantmanifolds of p(). A phase condition is also necessary to makethe solution unique. Using a lemma of Xiao-Biao Lin, we improve,for certain phase conditions, existing estimates on the rateof convergence of the computed homoclinic bifurcation parametervalue , to the true value ^*. The estimates we obtain agree withthe rates of convergence observed in numerical experiments.Unfortunately, the phase condition most commonly used in numericalwork is not covered by our results.     

Finite Element Approximation of a Rigid Punch Indenting a Membrane

Optimal order H¹ and L error bounds are obtained for a continuouspiecewise linear finite element approximation of an obstacleproblem, where the obstacle's height as well as the contactzone, _c, are a priori unknown. The problem models the indentationof a membrane by a rigid punch. For R², given ,g R⁺ and an obstacle defined over E we consider the minimization of |v|²_1,+gµover (v, µ) H¹₀() x R subject to v+µ on E. In additionwe show under certain nondegeneracy conditions that dist (_c,^h_c)Ch ln 1/h, where ^h_c is the finite element approximation to_c. Finally we show that the resulting algebraic problem canbe solved using a projected SOR algorithm.     

Fitted and Unfitted Finite-Element Methods for Elliptic Equations with Smooth Interfaces

This paper considers the finite-element approximation of theelliptic interface problem: -?(u) + cu = f in Rⁿ (n = 2 or3), with u = 0 on , where is discontinuous across a smoothsurface in the interior of . First we show that, if the meshis isoparametrically fitted to using simplicial elements ofdegree k - 1, with k 2, then the standard Galerkin method achievesthe optimal rate of convergence in the H¹ and L² norms overthe approximations _l⁴ of _l where _{l 2}. Second, since itmay be computationally inconvenient to fit the mesh to , weanalyse a fully practical piecewise linear approximation ofa related penalized problem, as introduced by Babuska (1970),based on a mesh that is independent of . We show that, by choosingthe penalty parameter appropriately, this approximation convergesto u at the optimal rate in the H¹ norm over _l⁴ and in the L²norm over any interior domain _l^* satisfying _l^* _l^** _l⁴ for somedomain _l^**. Present address: School of Mathematical and Physical Sciences,University of Sussex, Brighton BN1 9QH     

Finite-Element Approximation of a Plasma Equilibrium Problem

The plasma problem studied is: given R⁺ find (, d, u) R ?R ? H¹() such that Let ₁ < ₂ be the first two eigenvalues of the associatedlinear eigenvalue problem: find $$\left(\lambda ,\phi \right)\in\mathrm{R;}\times {\hbox{ H }}_{0}^{1}\left(\Omega \right)$$such that For ₀(0,₂) it is well known that there exists a unique solution(₀, d₀, u₀) to the above problem. We show that the standard continuous piecewise linear Galerkinfinite-element approximatinon $$\left({\lambda }_{0},{\hbox{d }}_{0}^{k},{u}_{0}^{h}\right)$$, for ₀(0,₂), converges atthe optimal rate in the H¹, L², and L norms as h, the mesh length,tends to 0. In addition, we show that dist (, ^h)Ch² ln 1/h,where $${\Gamma }^{\left(h\right)}=\left\{x\in \Omega :{u}_{0}^{\left(h\right)}\left(x\right)=0\right\}$$.Finally we consider a more practical approximation involvingnumerical integration.     

Boundary integral methods for singularly perturbed boundary value problems

In this paper we consider boundary integral methods appliedto boundary value problems for the positive definite Helmholtz-typeproblem –U + ²U = 0 in a bounded or unbounded domain,with the parameter real and possibly large. Applications arisein the implementation of space–time boundary integralmethods for the heat equation, where is proportional to 1/(t),and t is the time step. The corresponding layer potentials arisingfrom this problem depend nonlinearly on the parameter and havekernels which become highly peaked as , causing standard discretizationschemes to fail. We propose a new collocation method with arobust convergence rate as . Numerical experiments on a modelproblem verify the theoretical results.     

Total Flux Estimates for a Finite-Element Approximation of Elliptic Equations

An elliptic boundary-value problem on a domain with prescribedDirichlet data on _I is approximated using a finite-elementspace of approximation power h^K in the L² norm. It is shownthat the total flux across _I can be approximated with an errorof O(h^K) when is a curved domain in Rⁿ (n = 2 or 3) and isoparametricelements are used. When is a polyhedron, an O(h^2K–2)approximation is given. We use these results to study the finite-elementapproximation of elliptic equations when the prescribed boundarydata on _I is the total flux. Present address: School of Mathematical and Physical Sciences,University of Sussex, Brighton, Sussex BN1 9QH.     

Best Approximation with Coefficient Constraints

For given = (₁,..., _n) and ß = (ß₁,...,ß_n), with – _i < ß_i (i = 1, ...,n) and continuous functions u₁,...,u_n, set This paper is concerned with best approximating continuous functions,in the uniform norm, from U(; ß). We exactly characterizethe u₁,..., u_n for which the best approximant to every continuousfunction is unique. We also present a general theorem characterizingall best approximants. When (u₁,..., u_n) is a Descartes, ora weak Descartes, system on [0, 1], explicit characterizationsof the best approximants in terms of equioscillations are given.These results are applied to spline spaces. They are also usedto complete the characterizations in certain specific examplespreviously considered in the literature.     

Discrete methods in the study of an inverse problem for Laplace's equation

Let u be harmonic in the interior of a rectangle and satisfythe third-kind boundary condition u_n + yu = where 0, y 0with supports included in the bottom and in the top side of, respectively. Recovering y from a knowledge of and of thetrace of u on the bottom is a nonlinear inverse problem ofinterest in the field of nondestructive evaluation. A convergentGalerkin method for approximating y is proposed and tested innumerical experiments.     

Extremal Subgroups in Chevalley Groups

Throughout this paper G(k) denotes a Chevalley group of rankn defined over the field k, where n3. Let be the root systemassociated with G(k) and let ={₁, ₂, ..., _n} be a set of fundamentalroots of , with ⁺ being the set of positive roots of with respectto . For and ⁺, let n() be the coefficient of in the expressionof as a sum of fundamental roots; so =n(). Also we recall thatht(), the height of , is given by ht()=n(). The highest rootin ⁺ will be denoted by . We additionally assume that the Dynkindiagram of G(k) is connected.     

Convergence of a finite-element approximation of surfactant spreading on a thin film in the presence of van der Waals forces

We consider a fully practical finite-element approximationof the following system of nonlinear degenerate parabolic equations: (u)/(t) + . (u² [(v)]) - (1)/(3) .(u³ w)= 0, w = - c u - u^-+ a u^-3 , (v)/(t) + . (u v [(v)]) - v - .(u² v w) = 0. The above models a surfactant-driven thin-film flow in the presenceof both attractive, a>0, and repulsive, >0 with >3,van der Waals forces; where u is the height of the film, v isthe concentration of the insoluble surfactant monolayer and(v):=1-v is the typical surface tension. Here 0 and c>0 arethe inverses of the surface Peclet number and the modified capillarynumber. In addition to showing stability bounds for our approximation,we prove convergence, and hence existence of a solution to thisnonlinear degenerate parabolic system, (i) in one space dimensionwhen >0; and, moreover, (ii) in two space dimensions if inaddition 7. Furthermore, iterative schemes for solving the resultingnonlinear discrete system are discussed. Finally, some numericalexperiments are presented.     

Total Flux Estimates for a Finite-Element Approximation of Parabolic Equations

An initial-boundary-value problem for a parabolic equation ina domain x (0, T) with prescribed Dirichlet data on is approximatedusing a continuous-time Galerkin finite-element scheme. It isshown that the total flux across ₁= can be approximated withan error of O(h^k) when is a curved domain in Rⁿ (n = 2 or 3)and isoparametric elements having approximation power h^k inthe L² norm are used.     

Contractions et Hyperdistributions a Spectre de Carleson

Let =(_n)_n1 be a log concave sequence such that lim inf_n+n/n^c>0for some c>0 and ((log _n)/n)_n1 is nonincreasing for some<1/2. We show that, if T is a contraction on the Hilbertspace with spectrum a Carleson set, and if ||T^–n||=O(_n)as n tends to + with _n11/(n log _n)=+, then T is unitary. Onthe other hand, if _n11/(n log _n)<+, then there exists a (non-unitary)contraction T on the Hilbert space such that the spectrum ofT is a Carleson set, ||T^–n||=O(_n) as n tends to +, andlim sup_n+||T^–n||=+.     

Immanant Inequalities, Induced Characters, and Rank Two Partitions

If = {₁, ₂, ..., _s}, where _{1 2} ... _s > 0, is a partitionof n then denotes the associated irreducible character of S_n,the symmetric group on {1, 2, ..., n}, and, if cCS_n, the groupalgebra generated by C and S_n, then d_c(·) denotes thegeneralized matrix function associated with c. If c₁, c₂ CS_nthen we write c₁ c₂ in case (A) (A) for each n x n positivesemi-definite Hermitian matrix A. If cCS_n and c(e) 0, wheree denotes the identity in S_n, then or denotes (c(e))^–1 c. The main result, an estimate for the norms of tensors of a certainanti-symmetry type, implies that if = {₁, ₂, ..., _s, 1^t} isa partition of n such that s > 1 and _s = 2, and ' denotes{₁, ₂, ..., _s-1, 1^t} then (, _{2}) where denotes characterinduction from S_n–2 x S₂ to S_n. This in turn implies thatif = {₁, ₂, ..., _s, 1^t} with s > 1, _s = 2, and ßdenotes {₁ + 2, ₂, ..., _s-1, 1^t} then _ß which,in conjunction with other known results, provides many new inequalitiesamong immanants. In particular it implies that the permanentfunction dominates all normalized immanants whose associatedpartitions are of rank 2, a result which has proved elusivefor some years. We also consider the non-relationship problem for immanants– that is the problem of identifying pairs, (,ß)such that _ß and _ß are both false.     

Herman Rings and Arnold Disks

For (,a) C* x C, let f_,a be the rational map defined by f_,a(z)= z² (az+1)/(z+a). If R/Z is a Brjuno number, we let D bethe set of parameters (,a) such that f_,a has a fixed Hermanring with rotation number (we consider that (e²ⁱ,0) D). Resultsobtained by McMullen and Sullivan imply that, for any g D, theconnected component of D(C* x (C/{0,1})) that contains g isisomorphic to a punctured disk. We show that there is a holomorphic injection F:DD such thatF(0) = (e²ⁱ ,0) and , where r is the conformal radius at 0 of the Siegel disk of the quadraticpolynomial z e²ⁱ z(1+z). As a consequence, we show that for a (0,1/3), if f_l,a has afixed Herman ring with rotation number and if m_a is the modulusof the Herman ring, then, as a0, we have e m_a=(r/a) + O(a). We finally explain how to adapt the results to the complex standardfamily z e^(a/2)(z-1/z).     

Faithful Representations of Free Products

In 1940 Nisnevi published the following theorem [3]. Let (G) be a family of groups indexed by some set and (F) a family of fields of the same characteristic p0. Iffor each the group G has a faithful representation of degreen over F then the free product* G has a faithful representationof degree n+1 over some field of characteristic p. In [6] Wehrfritzextended this idea. If (G) GL(n, F) is a family of subgroupsfor which there exists ZGL(n, F) such that for all the intersectionGF.1_n=Z, then the free product of the groups *_ZG with Z amalgamatedvia the identity map is isomorphic to a linear group of degreen over some purely transcendental extension of F. Initially, the purpose of this paper was to generalize theseresults from the linear to the skew-linear case, that is, togroups isomorphic to subgroups of GL(n, D) where the D are divisionrings. In fact, many of the results can be generalized to ringswhich, although not necessarily commutative, contain no zero-divisors.We have the following.     

Discontinuous Galerkin finite element approximation of quasilinear elliptic boundary value problems I: the scalar case

^** Email: Paul.Houston{at}mcs.le.ac.uk^*** Email: Janice.Robson{at}comlab.ox.ac.uk^**** Email: Endre.Suli{at}comlab.ox.ac.uk We develop a one-parameter family of hp-version discontinuousGalerkin finite element methods, parameterised by [–1,1], for the numerical solution of quasilinear elliptic equationsin divergence form on a bounded open set ^d, d 2. In particular,we consider the analysis of the family for the equation –·{µ(x, |u|)u} = f(x) subject to mixed Dirichlet–Neumannboundary conditions on . It is assumed that µ is a real-valuedfunction, µ C( x [0, )), and thereexist positive constants m_µ and M_µ such that m_µ(t– s) µ(x, t)t – µ(x, s)s M_µ(t– s) for t s 0 and all x . Using a result from the theory of monotone operators for any valueof [–1, 1], the corresponding method is shown to havea unique solution u_DG in the finite element space. If u C¹() H^k(), k 2, then with discontinuous piecewise polynomials ofdegree p 1, the error between u and u_DG, measured in the brokenH¹()-norm, is (h^s–1/p^k–3/2), where 1 s min {p+ 1, k}.     

Numerical Evaluation of Fourier Integrals

A method is developed for evaluating Fourier integrals of theform A() = ¹_–1f(x) e^fax dx, 0. The method consists of expanding the function f in a seriesof Chebyshev polynomials and expressing the integral A() asa series of the Bessel functionsJ_r+(), r= 0, 1, 2,.... A partialsum A_N() of the series provides an approximant to A(). The principalfeature of the method is that one set of N+1 evaluations off(x) suffices for the calculation of A_N() for all , and alsothe truncation error A()–A_N() is essentially independentof . Numerical tests show that the method is accurate, economicaland reliable. An application to the inversion of Fourier andLaplace transforms is briefly described.     

Finite groups in Stone-Cech compactifications

Let be an infinite cardinal and let G = ₂. Now let β Gbe the Stone–ech compactification of G as a discrete semigroup,and let =_<c_{β G} {xG\{0}:minsupp (x)}. We show that thesemigroup contains no nontrivial finite group.     

Convergence of a fully discrete approximation for advected mean curvature flows

Let (t) be a closed curve in R² which propagates in its normaldirection n with velocity V = --q.n-g, where is the mean curvatureof (t) and g and q are given represent, respectively, a forcingterm and a vector field. In this paper we prove that such flowscan be approximated by numerical solutions of advection Allen-Cahnequations. It is shown that the zero level set of the fullydiscrete solution using explicit time stepping converges evenpast singularities to the true interface provided that no fatteningoccurs and , h² O(⁴), where h and denote the mesh size andthe time step. For smooth flows an optimal O(²)-rate of convergenceis derived provided , h² O(⁵). The analysis is based on constructingfully discrete barriers via an explicit parabolic projectionand Lipschitz dependence of the viscosity solutions with respectto perturbations of data.     

Inverse Spectral Problems for Sturm-Liouville Equations with Eigenparameter Dependent Boundary Conditions

Inverse Sturm–Liouville problems with eigenparameter-dependentboundary conditions are considered. Theorems analogous to thoseof both Hochstadt and Gelfand and Levitan are proved. In particular, let ly = (1/r)(–(py')'+qy), , where det = > 0, c 0, det > 0, t 0 and (cs + dr –au – tb)² < 4(cr – ta)(ds – ub). Denoteby (l; ; ) the eigenvalue problem ly = y with boundary conditionsy(0)cos+y'(0)sin = 0 and (a+b)y(1) = (c+d)(py')(1). Define (; ; ) as above but with l replacedby . Let w_n denote the eigenfunctionof (l; ; ) having eigenvalue n and initial conditions w_n(0)= sin and pw'_n(0) = –cos and let _n = –aw_n(1)+cpw'_n(1).Define _n and _n similarly. As sample results, it is proved that if (l; ; ) and (; ; ) have the same spectrum, and (l;; ) and (; ; ) have the samespectrum or for all n, thenq/r = /.