Constructive characterization ofA-stable approximations to exp(z) and its connection with algebraically stable Runge-Kutta methods

Summary All rational approximations to exp(z) of order 2m– (m denotes the maximal degree of nominator and denominator) are given by a closed formula involving real parameters. Using the theory of order stars [9], necessary and sufficient conditions forA-stability (respectivelyI-stability) are given. On the basis of this characterization relations between the concepts ofA-stability and algebraic stability (for implicit Runge-Kutta methods) are investigated. In particular we can partly prove the conjecture that to any irreducibleA-stableR(z) of oderp0 there exist algebraically stable Runge-Kutta methods of the same order withR(z) as stability function.     

A finite element method for a singularly perturbed boundary value problem

Summary We examine the problem:u+a(x)u–b(x)u=f(x) for 0<x<1,a(x)>0,b(x)>, ² = 4>0,a, b andf inC ² [0, 1], in (0, 1],u(0) andu(1) given. Using finite elements and a discretized Green's function, we show that the El-Mistikawy and Werle difference scheme on an equidistant mesh of widthh is uniformly second order accurate for this problem (i.e., the nodal errors are bounded byCh ², whereC is independent ofh and ). With a natural choice of trial functions, uniform first order accuracy is obtained in theL (0, 1) norm. On choosing piecewise linear trial functions (hat functions), uniform first order accuracy is obtained in theL ¹ (0, 1) norm.     

Superstable implicit Runge-Kutta methods for second order initial value problems

Using the well known properties of thes-stage implicit Runge-Kutta methods for first order differential equations, single step methods of arbitrary order can be obtained for the direct integration of the general second order initial value problemsy=f(x, y, y),y(x _o)=y _o,y(x _o)=y _o. These methods when applied to the test equationy+2y+ ² y=0, ,0, +>0, are superstable with the exception of a finite number of isolated values ofh. These methods can be successfully used for solving singular perturbation problems for which f/y and/or f/y are negative and large. Numerical results demonstrate the efficiency of these methods.     

On a problem proposed by H. Braß concerning the remainder term in quadrature for convex functions

Summary We prove that the error inn-point Gaussian quadrature, with respect to the standard weight functionw1, is of best possible orderO(n ^–2) for every bounded convex function. This result solves an open problem proposed by H. Braß and published in the problem section of the proceedings of the 2. Conference on Numerical Integration held in 1981 at the Mathematisches Forschungsinstitut Oberwolfach (Hämmerlin 1982; Problem 2). Furthermore, we investigate this problem for positive quadrature rules and for general product quadrature. In particular, for the special class of Jacobian weight functionsw _, (x)=(1–x)(1+x), we show that the above result for Gaussian quadrature is not valid precisely ifw _, is unbounded.Dedicated to Prof. H. Braß on the occasion of his 55th birthday     

Finite difference methods and their convergence for a class of singular two point boundary value problems

Summary We discuss the construction of three-point finite difference approximations and their convergence for the class of singular two-point boundary value problems: (x y)=f(x,y), y(0)=A, y(1)=B, 0<<1. We first establish a certain identity, based on general (non-uniform) mesh, from which various methods can be derived. To obtain a method having order two for all (0,1), we investigate three possibilities. By employing an appropriate non-uniform mesh over [0,1], we obtain a methodM ₁ based on just one evaluation off. For uniform mesh we obtain two methodsM ₂ andM ₃ each based on three evaluations off. For =0,M ₁ andM ₂ both reduce to the classical second-order method based on one evaluation off. These three methods are investigated, theirO(h ²)-convergence established and illustrated by numerical examples.     

Numerical application of Euler's series transformation and its generalizations

Summary A nonlinear generalizationÊ _z of Euler's series transformation is compared with the (linear) Euler-Knopp transformationE _z and a twoparametric methodE . It is shown how to applyE orE _, to compute the valuef(z_o) of a functionf from the power series at 0 iff is holomorphic in a half plane or in the cut plane. BothE andE _, are superior toÊ _z . A compact recursive algorithm is given for computingE andE _,.     

A- andB-stability for Runge-Kutta methods-characterizations and equivalence

Summary Using a special representation of Runge-Kutta methods (W-transformation), simple characterizations ofA-stability andB-stability have been obtained in [9, 8, 7]. In this article we will make this representation and their conclusions more transparent by considering the exact Runge-Kutta method. Finally we demonstrate by a numerical example that for difficult problemsB-stable methods are superior to methods which are onlyA-stable.Talk, presented at the conference on the occasion of the 25th anniversary of the founding ofNumerische Mathematik, TU Munich, March 19–21, 1984     

Optimal quadrature formula of Markov's and Locher's type with weight function

Summary A quadrature formula of Markov's type with a weight functionx (1–x), which has properties of formulas exact for polynomials of a given degree and properties of optimal formulas on some sets of functions, is given. The particular case of formula (where ==p=q=0) is the formula of Locher [1, 2].     

A necessary condition forB-convergence of Runge-Kutta methods

Algebraic stability is a well-known property necessary forB-convergence of a Runge-Kutta method, provided its nodesc _i are such thatc _i – c _j wheneveri j. In this paper a slightly weaker property is established which becomes algebraic stability as soon asc _i – c _j , wheneveri j is excluded.Using this condition it is shown that the Lobatto IIIA methods with more than two stages cannot beB-convergent.This paper was written while the author was visiting the Rijksuniversiteit Leiden in the Netherlands, supported by the Netherlands Organization for Scientific Research (N.W.O.) and by an Erwin Schrödinger scholarship from the Fonds zur Förderung der wissenschaftlichen Forschung.     

On the semimartingale representation of reflecting Brownian motion in a cusp

Summary LetC be the symmetric cusp {(x, y)²:–x yx ,x0} where >1. In this paper we decide whether or not reflecting Brownian motion inC has a semimartingale representation. Here the reflecting Brownian motion has directions of reflection that make constant angles with the unit inward normals to the boundary. Our results carry through for a wide class of asymmetric cusps too.     

Asymptotics for the remainder of a class of positive quadratures for integrands with an interior singularity

Summary For functions with an interior singularity, the errors of a class of positive quadrature formulae with high algebraic degree are reduced to those of the much simpler Euler-Maclaurin type formulae. Applying this method to certain classes of functions, such as, for example,f(x)=h(x)|x-u| , where >–1, with a sufficiently smooth functionh, we obtain the main term of the error expansion for quadrature rules of ultraspherical type.     

A note on the global asymptotic stability of the unreacting state in a simple model for quadratic autocatalysis with linear decay

In this note we consider a reaction-diffusion problem which describes a simple model chemical reaction scheme for quadratic autocatalysis with linear decay. We show that withk>1 (wherek is a parameter measuring the relative strength of the decay step to the autocatalytic step) the dimensionless unreacting state 1, 0 is globally asymptotically stable, with 1+0(t ^–1/2) and 0(t ^–1/2 e ^–(k–1)t) ast-. Here and are the concentrations of the reactant and the autocatalyst respectively, andt is time. The casek<1 has been considered in detail by Merkin et al. [1].     

Theh−p version of the finite element method for elliptic equations of order2m

Summary The problems of elliptic partial differential equations stemming from engineering problems are usually characterized by piecewise analytic data. It has been shown in [3, 4, 5] that the solutions of the second order and fourth order equations belong to the spacesB ¹ where the weighted Sobolev norms of thek-th derivatives are bounded byCd ^k–l (k–l)!,kl, l2 whereC andd are constants independent ofk. In this case theh–p version of the finite element method leads to an exponential rate of convergence measured in the energy norm [6, 12, 13]. Theh–p version was implemented in the code PROBE¹ [18] and has been very successfully used in the industry.We will discuss in this paper the generalization of these results for problems of order2m. We will show also that the exponential rate can be achieved if the exact solution belongs to the spacesB ¹ where the weighted Sobolev norm of thek-th derivatives is bounded byCd ^k–l (k–l)!,kl=m+1, C andd are independent ofk. In addition, if the data is piecewise analytic, then in fact the exact solution belongs to the spacesB ^m+1 .Problems of this type are related obviously to many engineering problems, such as problems of plates and shells, and are also important in connection with well-known locking problems.Dedicated to Professor Ivo Babuka on the occasion of his 60^th birthdaySupported by the Air Force Office of Science Research under grant No. AFOSR-80-0277 NOETIC TECHNOLOGIES, Inc., St. Louis, MO     

A priori-Schranken für diskrete Lösungen monotoner Operatorgleichungen und Anwendungen

Summary Operator equationsTu=f are approximated by Galerkin's method, whereT is a monotone operator in the sense of Browder and Minty, so that existence results are available in a reflexive Banach spaceX. In a normed spaceY error estimates are established, which require a priori bounds for the discrete solutionsu _h in the norm of a suitable space . Sufficient conditions for the uniform boundedness u _{h Z} =O(1) ash0 are proved. Well-known error estimates in [3] for the special caseX=Y=Z are generalized by this. The theory is applied to quasilinear elliptic boundary value problems of order 2m in a bounded domain . The approximating subspaces are finite element spaces. Especially the caseX=W ₀ ^{m, p} (), 1<p<,Y=W ₀ ^{m. 2} (),Z=W ₀ ^{m. max (2,p)} ()W^m, () is treated. Some examples for 1<p<2 are considered. Forp2 a refined technique is introduced in the author's paper [7].

     

Lower estimate of the isoperimetric deficit of convex domains inR n in terms of asymmetry

For convex bodiesD inR ⁿ it is shown that the isoperimetric deficit ofD is minorized by a constant times the square of thebarycentric asymmetry (D) ofD. Here (D) is defined as the volume ofDB _D divided by the volume ofD, whereB _D denotes the ball centred at the barycentre ofD and having the same volume asD.Dedicated to the memory of Børge Jessen     

The convergence of matrices generated by rank-2 methods from the restricted β-class of Broyden

Summary It is shown that the matricesB _k generated by any method from the restricted -class of Broyden converge, if the method is applied to the unconstrained minimization of a functionfC ²(R ⁿ ) with Lipschitz continuous ² f(x) and if the method is such that it generates vectorsx _k converging sufficiently fast to a local minimumx ^* off with positive definite ² f(x ^*). This result not only holds for constant step sizes _k 1 in each iterationx _k x _k+1=x _k – _k B _k ^–1 f(x _k ) of these methods but also for step sizes determined by asymptotically exact line searches. The paper generalizes corresponding results of Ge Ren-Pu and Powell [6] for the DFP and BFGS methods used in conjunction with step sizes _k 1.Dedicated to Professor F.L. Bauer on the occasion of his 60th birthday     

On the question of the algebraic independence of algebraic powers of algebraic numbers

We obtain results showing that transcendental numbers of the form , wherea0, 1, is irrational, anda and are algebraic numbers, cannot be expressed algebraically in terms of two of the numbers. The proof is carried out by A. O. Gel'fond's method.Translated from Matematicheskie Zametki, Vol. 11, No. 6, pp. 635–644, June, 1972.     

On the equation of similar profiles

Summary Considerf+ ff+ (1–f²)+ f=0 together with the boundary conditionsf(0)=f(0)=0,f ()=1. If=–1,>0, arbitrary there is at least one solution which satisfies 0<f<1 on (0, ). By the additional conditionf>0 on (0, ) or, alternately 0<1, the uniqueness of the solution is demonstrated.If=1,<0, arbitrary the existence of solutions for which –1<f<0 in some initial interval (0,t) and satisfying generallyf>1 is established. In both problems, bounds forf (0) and qualitative behavior of the solutions are shown.

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Sommario Si consideri il problema definito dall'equazionef+ f f+ (1–f²)+ f=0 e dalle condizioni al contornof(0)=f (0)=0,f()=1. Assumendo=–1,>0, arbitrario si dimostra che esiste almeno una soluzione che soddisfa 0<f<1 nell'intervallo (0, ). Se in aggiunta si ipotizzaf>0 in (0, ), oppure 0<=1, l'unicità délia soluzione è assicurata.Successivamente si considéra il problema di valori al contorno con=1,<0, arbitrario. In questo caso esiste un'intera classe di soluzioni che soddisfano –1<f<0 in un intorno dell'origine e tali chef>1, in generale.Di detti problemi viene studiato il comportamento délle soluzioni e vengono determinate dalle maggiorazioni e minorazioni del valoref(0).

     

Approximation of one class of transcendental numbers

The author studies the approximation of fixed-degree transcendental numbers e a by algebraic numbers where 0, a 0; and 1 and irrational are algebraic numbers.Translated from Matematicheskie Zametki, Vol. 5, No. 1, pp. 117–128, January, 1969.     

Asymptotic estimates of approximation of continuous periodic functions by Fourier sums

Asymptotic estimates, expressed in terms of the value of the modulus of continuity of r-th order (r2) at the point t=/n of a functionf C ₂ or of the (, )-derivative of a functionf C _B C, are established for the deviations of continuous periodic functions from their Fourier sums.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 42, No. 6, pp. 747–755, June, 1990.