Some modified Adams-Bashforth methods based upon the weighted Hermite quadrature rules

In this paper, we first introduce a modification of linear multistep methods, which contain, in particular, the modified Adams-Bashforth methods for solving initial-value problems. The improved method is achieved by applying the Hermite quadrature rule instead of the Newton-Cotes quadrature formulas with equidistant nodes. The related coefficients of the method are then represented explicitly, the local error is given, and the order of the method is determined. If a numerical method is consistent and stable, then it is necessarily convergent. Moreover, a weighted type of the new method is introduced and proposed for solving a special case of the Cauchy problem for singular differential equations. Finally, several numerical examples and graphical representations are also given and compared.     

Quadrature formulas descending from BS Hermite spline quasi-interpolation

Two new classes of quadrature formulas associated to the BS Boundary Value Methods are discussed. The first is of Lagrange type and is obtained by directly applying the BS methods to the integration problem formulated as a (special) Cauchy problem. The second descends from the related BS Hermite quasi-interpolation approach which produces a spline approximant from Hermite data assigned on meshes with general distributions. The second class formulas is also combined with suitable finite difference approximations of the necessary derivative values in order to define corresponding Lagrange type formulas with the same accuracy.     

Newton methods for a class of nonlinear hypersingular integral equations

Different iterative schemes based on collocation methods have been well studied and widely applied to the numerical solution of nonlinear hypersingular integral equations (Capobianco et al. 2005). In this paper we apply Newton’s method and its modified version to solve the equations obtained by applying a collocation method to a nonlinear hypersingular integral equation of Prandtl’s type. The corresponding convergence results are derived in suitable Sobolev spaces. Some numerical tests are also presented to validate the theoretical results.     

Computation of forces acting on bodies in plane and axisymmetric cavitation flow problems

Plane and axisymmetric cavitation flow problems are considered using Riabouchinsky’s scheme. The incoming flow is assumed to be irrotational and steady, and the fluid is assumed to be inviscid and incompressible. The flow problems are solved by applying the boundary element method with quadrature formulas without saturation. The free boundary is determined using a gradient descent technique based on Riabouchinsky’s principle. The drag force acting on the cavitator is expressed in terms of the Riabouchinsky functional. As a result, for small cavitation numbers, the force is calculated with a fairly high accuracy. Dependences of the drag coefficient are investigated for variously shaped cavitators: a wedge, a cone, a circular arc, and a spherical segment.     

Cycles of two-dimensional systems: Computer calculations,proofs, and experiments

One of the central problems in studying small cycles in the neighborhood of equilibrium involves computation of Lyapunov’s quantities. While Lyapunov’s first and second quantities were computed in the general form in the 1940s–1950s, Lyapunov’s third quantity was calculated only for certain special cases. In the present work, we present general formulas for calculation of Lyapunov’s third quantity. Together with the classical Lyapunov method for calculation of Lyapunov’s quantities, which is based on passing to the polar coordinates, we suggest a method developed for the Euclidian coordinates and for the time domain. The calculation of Lyapunov’s quantities by two different analytic methods involving modern software tools for symbolic computing enables us to justify the formulas obtained for Lyapunov’s third quantity. For quadratic systems in which Lyapunov’s first and second quantities vanish, while the third one does not, large cycles were calculated. In the calculations, the quadratic system was reduced to the Liénard equation, which was used to evaluate the domain of parameters corresponding to the existence of four cycles (three “small” cycles and a “large” one). This domain extends the region of parameters obtained by S.L. Shi in 1980 for a quadratic system with four limit cycles.     

Exponential fitting Direct Quadrature methods for Volterra integral equations

This paper is the first approach to the solution of Volterra integral equation by exponential fitting methods. We have developed a Direct Quadrature method, which uses a class of ef-based quadrature rules adapted to the current problem to solve. We have analyzed the convergence of the method and have found different formulas for the coefficients, which limit rounding errors for small stepsizes. Numerical experiments for comparison with other DQ methods are presented.     

Improving the accuracy of multiple integral evaluation by applying Romberg’s method

Romberg’s method, which is used to improve the accuracy of one-dimensional integral evaluation, is extended to multiple integrals if they are evaluated using the product of composite quadrature formulas. Under certain conditions, the coefficients of the Romberg formula are independent of the integral’s multiplicity, which makes it possible to use a simple evaluation algorithm developed for one-dimensional integrals. As examples, integrals of multiplicity two to six are evaluated by Romberg’s method and the results are compared with other methods.     

Unified approach to numerical methods,part II: Finite elements,boundary methods,and their coupling

This is the second in a series of three papers devoted to the presentation of a direct procedure of analysis of numerical methods for partial differential equations. The procedure consists of applying the method of weighted residuals and then interpreting the resulting equations by means of Green's formulas for discontinuous functions. Here, the general Green's formulas for operators defined in discontinuous fields developed in the first article, are applied to formulate the method of weighted residuals for arbitrary linear operators. Finite elements, boundary methods, and general procedures for coupling finite elements and boundary methods are discussed.     

On families of quadrature formulas based on Euler identities

A family consisting of quadrature formulas which are exact for all polynomials of order ?5 is studied. Changing the coefficients, a second family of quadrature formulas, with the degree of exactness higher than that of the formulas from the first family, is produced. These formulas contain values of the first derivative at the end points of the interval and are sometimes called “corrected”.     

Product Gauss quadrature rules vs. cubature rules in the meshless local Petrov–Galerkin method

A crucial point in the implementation of meshless methods such as the meshless local Petrov–Galerkin (MLPG) method is the evaluation of the domain integrals arising over circles in the discrete local weak form of the governing partial differential equation. In this paper we make a comparison between the product Gauss numerical quadrature rules, which are very popular in the MLPG literature, with cubature formulas specifically constructed for the approximation of an integral over the unit disk, but not yet applied in the MLPG method, namely the spherical, the circularly symmetrical and the symmetric cubature formulas. The same accuracy obtained with 64×64 points in the product Gauss rules may be obtained with symmetric quadrature formulas with very few points.     

Regularization of the double period method for experimental data processing

In physical and technical applications, an important task is to process experimental curves measured with large errors. Such problems are solved by applying regularization methods, in which success depends on the mathematician’s intuition. We propose an approximation based on the double period method developed for smooth nonperiodic functions. Tikhonov’s stabilizer with a squared second derivative is used for regularization. As a result, the spurious oscillations are suppressed and the shape of an experimental curve is accurately represented. This approach offers a universal strategy for solving a broad class of problems. The method is illustrated by approximating cross sections of nuclear reactions important for controlled thermonuclear fusion. Tables recommended as reference data are obtained. These results are used to calculate the reaction rates, which are approximated in a way convenient for gasdynamic codes. These approximations are superior to previously known formulas in the covered temperature range and accuracy.     

Convergence of the piecewise linear approximation and collocation method for a hypersingular integral equation on a closed surface

We study the numerical solution of a linear hypersingular integral equation arising when solving the Neumann boundary value problem for the Laplace equation by the boundary integral equation method with the solution represented in the form of a double layer potential. The integral in this equation is understood in the sense of Hadamard finite value. We construct quadrature formulas for the integral occurring in this equation based on a triangulation of the surface and an application of the linear approximation to the unknown function on each of the triangles approximating the surface. We prove the uniform convergence of the quadrature formulas at the interpolation nodes as the triangulation size tends to zero. A numerical solution scheme for this integral equation based on the suggested quadrature formulas and the collocation method is constructed. Under additional assumptions about the shape of the surface, we prove a uniform estimate for the error in the numerical solution at the interpolation nodes.     

Error estimates for generalized compound quadrature formulas

We define quadrature formulas for integrals with weight functionsby applying a given approximation method locally. This allowsthe generalisation of different quadrature formulas, e.g., thecompound Newton-Cotes formulas, Gauss summation formulas, orGregory's formulas, to the case of weighted integrals, as wellas to construct new quadrature formulas, and to derive errorestimates for all these quadrature formulas. The estimates consideredhere are mainly of the form |R[f]|c||f^(r)||, provided the underlyingapproximation method is exact for polynomials of degree <r(R[f] is the quadrature error). Explicit, asymptotically sharperror estimates are obtained for arbitrary integrable weightfunctions. Further, estimates are obtained for the case thatthe quadrature error is of higher order than the approximationerror.     

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.     

On Some Special Effects in Theory on Numerical Integration and Functions Recovery

We discuss two questions. First, we consider the existence of close to optimal quadrature formulas with a “bad” L²-discrepancy of their grids, and the second is the question of how much explicit quadrature formulas are preferable to sorting algorithms. Also, in the model case, we obtain the solution to the question of approximative possibilities of Smolyak’s grid in the problems of recovery of functions.     

Numerische Quadratur bei Projektionsverfahren

Summary In this paper we investigate the influence of the numerical quadrature in projection methods. In particular we derive conditions for the order of the quadrature formulas in finite element methods under which the order of convergence is not perturbed. It seems that this question has been discussed only for the Ritz method. There is an essential difference between this method on one side and the Galerkin and least squares methods on the other side. The methods using numerical integration are only in the latter case still projection methods. The resulting conditions for the quadrature formulas are often much weaker than those for the Ritz method. Numerical examples using cubic splines and polynomials show that the conditions derived are realistic. These examples also allow the comparison of some projection methods.

     

Saturation-free numerical scheme for computing the flow past a lattice of airfoils and the determination of separation points in a viscous fluid

A numerical method for computing the potential flow past a lattice of airfoils is described. The problem is reduced to a linear integrodifferential equation on the lattice contour, which is then approximated by a linear system of equations with the help of specially derived quadrature formulas. The quadrature formulas exhibit exponential convergence in the number of points on an airfoil and have a simple analytical form. Due to its fast convergence and high accuracy, the method can be used to directly optimize the airfoils as based on any given integral characteristics. The shear stress distribution and the separation points are determined from the velocity distribution at the airfoil boundary calculated by solving the boundary layer equations. The method proposed is free of laborious grid generation procedures and does not involve difficulties associated with numerical viscosity at high Reynolds numbers.     

Numerical calculation of singular integrals appearing in three-dimensional potential flow problems

Two approximate methods for calculating singular integrals appearing in the numerical solution of three-dimensional potential flow problems are presented. The first method is a self-adaptive, fully numerical method based on special copy formulas of Gaussian quadrature rules. The singularity is treated by refining the partitions of the copy formula in the vicinity of the singular point. The second method is a semianalytic method based on asymptotic considerations. Under the small curvature hypothesis, asymptotic expansions are derived for the integrals that are involved in the calculation of the scalar potential, the velocity as well as the deformation field induced from curved quadrilateral surface elements. Compared to other methods, the proposed integration schemes, when applied to practical flow field calculations, require less computational effort.     

Weighted quadrature rules for finite element methods

We discuss the numerical integration of polynomials times non-polynomial weighting functions in two dimensions arising from multiscale finite element computations. The proposed quadrature rules are significantly more accurate than standard quadratures and are better suited to existing finite element codes than formulas computed by symbolic integration. We validate this approach by introducing the new quadrature formulas into a multiscale finite element method for the two-dimensional reaction–diffusion equation.     

On positive positive-definite functions and Bochner’s Theorem

We recall an open problem on the error of quadrature formulas for the integration of functions from some finite dimensional spaces of trigonometric functions posed by Novak (1999) in [8] ten years ago and summarised recently in Novak and Wo?niakowski (2008) [9]. It is relatively easy to prove an error formula for the best quadrature rules with positive weights which shows intractability of the tensor product problem for such rules. In contrast to that, the conjecture that also quadrature formulas with arbitrary weights cannot decrease the error is still open.We generalise Novak’s conjecture to a statement about positive positive-definite functions and provide several equivalent reformulations, which show the connections to Bochner’s Theorem and Toeplitz matrices.