Implicit elliptic boundary-value problems with discontinuous nonlinearities

Let be a bounded domain in ⁿ (n3) having a smooth boundary, let be an essentially bounded real-valued function defined on × ^h, and let be a continuous real-valued function defined on a given subset Y of Y ^h. In this paper, the existence of strong solutions u W ^2,p (, ^h) W _o ^1,p (n/2<p<+) to the implicit elliptic equation (–u)=(x,u), with u=(u₁, u₂, ..., u_h) and u=(u ₁, u ₂, ..., u _h), is established. The abstract framework where the problem is placed is that of set-valued analysis.     

Acceleration of convergence for finite element solutions of the Poisson equation

Summary Letu _h be the finite element solution to–u=f with zero boundary conditions in a convex polyhedral domain . Fromu _h we calculate for eachz and ||1 an approximationu _h ^– (z) toD u(z) with |D u(z)–u _h ^– (z)|=O(h ^2k–2) wherek is the order of the finite elements. The same superconvergence order estimates are obtained also for the boundary flux. We need not work on a regular mesh but we have to compute averages ofu _h where the diameter of the domain of integration must not depend onh.     

The method of Garabedian

Summary In this paper, the method of Garabedian is applied to finite difference equations derived from the elliptic diffusion operator –D + over rectangular and triangular nets. An example is given for which GARABEDIAN'S method yields a useless result.     

Vorzeichenstabile Differenzenverfahren für parabolische Anfangsrandwertaufgaben

Summary In this paper we consider certain structure conserving properties of finite difference methods for the solution of parabolic initial-boundary value problems. We are interested in conditions on the step size ratio =t/x ² in one-step methods which guarantee that the number of sign changes of the discrete approximation does not increase while proceeding from one time level to the following one. This means that difference schemes of this type possess a so-called variation-diminishing property which is known to hold for continuous diffusion equations also. It turns out that our conditions on are stronger than the classical ones which imply the maximum principle for the finite difference equations. By means of an example we show that our sign stability condition is necessary too.

     

Conditions for eigenvectors of a selfadjoint operator-function to form a basis

Consider a functionL() defined on an interval of the real axis whose values are linear bounded selfadjoint operators in a Hilbert spaceH. A point ₀ and a vector ₀ H( ₀ 0) are called eigenvalue and eigenvector ofL() ifL() ifL(₀) ₀ = 0. Supposing that the functionL() can be represented as an absolutely convergent Fourier integral, the interval is sufficiently small and the derivative will be positive at some point, it has been proved that all the eigenvectors of the operator-functionL() corresponding to the eigenvalues from the interval form an unconditional basis in the subspace spanned by them.     

Asymptotic error expansions for stiff equations: an analysis for the implicit midpoint and trapezoidal rules in the strongly stiff case

Summary The structure of the global discretization error is studied for the implicit midpoint and trapezoidal rules applied to nonlinearstiff initial value problems. The point is that, in general, the global error contains nonsmooth (oscillating) terms at the dominanth ²-level. However, it is shown in the present paper that for special classes of stiff problems these nonsmooth terms contain an additional factor (where-1/ is the magnitude of the stiff eigenvalues). In these cases a full asymptotic error expansion exists in thestrongly stiff case ( sufficiently small compared to the stepsizeh). The general case (where the oscillating error components areO(h ²) and notO(h ²)) and applications of our results (extrapolation and defect correction algorithims) will be studied in separate papers.     

Leaves in Representation Diagrams of Bipartite Distance-Regular Graphs

Let denote a bipartite distance-regular graph with diameter D 3 and valency k 3. Let ₀ > ₁ ··· > _D denote the eigenvalues of and let q ^h _ij (0 h, i, j D) denote the Krein parameters of . Pick an integer h (1 h D – 1). The representation diagram = _h is an undirected graph with vertices 0,1,...,D. For 0 i, j D, vertices i, j are adjacent in whenever i j and q ^h _ij 0. It turns out that in , the vertex 0 is adjacent to h and no other vertices. Similarly, the vertex D is adjacent to D – h and no other vertices. We call 0, D the trivial vertices of . Let l denote a vertex of . It turns out that l is adjacent to at least one vertex of . We say l is a leaf whenever l is adjacent to exactly one vertex of . We show has a nontrivial leaf if and only if is the disjoint union of two paths.     

Nonconforming finite element methods for eigenvalue problems in linear plate theory

The paper deals with nonconforming finite element methods for approximating fourth order eigenvalue problems of type ² w=w. The methods are handled within an abstract Hilbert space framework which is a special case of the discrete approximation schemes introduced by Stummel and Grigorieff. This leads to qualitative spectral convergence under rather weak conditions guaranteeing the basic properties of consistency and discrete compactness for the nonconforming methods. Further asymptotic error estimates for eigenvalues and eigenfunctions are derived in terms of the given orders of approximability and nonconformity. These results can be applied to various nonconforming finite elements used by Adini, Morley, Zienkiewicz, de Veubeke e.a. This is carried out for the simple elements of Adini and Morley and is illustrated by some numerical results at the end.     

Nonlinear eigenvalue approximation

Summary For each in some domainD in the complex plane, letF() be a linear, compact operator on a Banach spaceX and letF be holomorphic in . Assuming that there is a so thatI–F() is not one-to-one, we examine two local methods for approximating the nonlinear eigenvalue . In the Newton method the smallest eigenvalue of the operator pencil [I–F(),F()] is used as increment. We show that under suitable hypotheses the sequence of Newton iterates is locally, quadratically convergent. Second, suppose 0 is an eigenvalue of the operator pencil [I–F(),I] with algebraic multiplicitym. For fixed leth() denote the arithmetic mean of them eigenvalues of the pencil [I–F(),I] which are closest to 0. Thenh is holomorphic in a neighborhood of andh()=0. Under suitable hypotheses the classical Muller's method applied toh converges locally with order approximately 1.84.     

Finite element convergence for singular data

Convergence of the finite element solutionu ^h of the Dirichlet problem u= is proved, where is the Dirac -function (unit impulse). In two dimensions, the Green's function (fundamental solution)u lies outsideH ¹, but we are able to prove that . Since the singularity ofu is logarithmic, we conclude that in two dimensions the function log can be approximated inL ² near the origin by piecewise linear functions with an errorO (h). We also consider the Dirichlet problem u=f, wheref is piecewise smooth but discontinuous along some curve. In this case,u just fails to be inH ^5/2, but as with the approximation to the Green's function, we prove the full rate of convergence:u–u ^h ₁=O (h ^8/2) with, say, piecewise quadratics.     

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.     

On indefinite superlinear elliptic equations

This paper concerns semilinear elliptic equations of the form – u+m(x)u=a(x)u ^p , wherea changes sign. We discuss the question of existence of positive solutions when the linear part is not coercive.This article was processed by the author using the LATEX style file pljourlm from Springer-Verlag.     

Une méthode numérique pour le calcul des points de retournement. Application à un problème aux limites non-linéaire

Summary A finite element method (P₁) with numerical integration for approximating the boundary value problem –u=e ^u is considered. It is shown that the discrete problem has a solution branch (with turning point) which converges uniformely to a solution branch of the continuous problem. Error estimates are given; for example it is found that , >0, where ₀ and _h ⁰ are critical values of the parameter for continuous and discrete problems.

     

Über die Anzahl der Lösungen der diskreten Theodorsen-Gleichung

Summary Discretization of the Theodorsen integral equation (T) yields the discrete Theodorsen-equation (T _d ), a system of 2N nonlinear equations. A so-called -condition may be fulfilled. It is known that (T) has exactly one continuous solution. This solution gives the boundary correspondence of the normalized conformal map of the unit disc onto a given domainG. It is also known that (T _d ) has one and only one solution if <1 and at least one solution if 1. We show here that for every 1 and N\ {1} there is a domainG satisfying an -condition such that (T _d ) has an infinite number of solutions. Moreover, givenK>0 and any domainG that fulfills an -condition, we will construct a domainG ₁ in the neighbourhood ofG that fulfills a max (1, +K)-condition such that (T _d ) forG ₁ has an infinite number of solutions. The underlying idea of the construction of those domains allows also to give important new facts about iterative methods for the solution of (T _d ), even in the case <1.

     

Generalized theorems of Liénard and Shepherd

The paper considers a real polynomial p(x)=₀+₁x+...+_nxⁿ(₀ > 0) for which there hold inequalities ₁>0, ₃>0, ... or ₂>0, ₄>0, ..., where ₁, ₂, ..., _jn are the Hurwitz determinants for polynomial p(x). It is proven that polynomial p(x) can have, in the right half-plane, only real roots, where the quantity of positive roots of polynomial p(x) equals the quantity of changes of sign in the system of coefficients a₀, a₂, ..., a_n–2, a_n, when n is even, and ₀, a₂,..., a_n–1, a_n, when n is odd. From the proven theorem, in particular, there follows the Liénard and Shepherd criterion of stability.Translated from Matematicheskie Zametki, Vol. 22, No. 1, pp. 13–21, July, 1977.     

A relationship between the Mahler measure and the discriminant of algebraic numbers

In this note we show that in the well-known Dobrowolski estimate lnM() (ln lnd/ lnd)3,d , where is a nonzero algebraic number of degreed that is not a root of unity andM() is its Mahler measure, the parameterd can be replaced by the quantity=d/() ^1/d, where () is the modulus of the discriminant of. To this end, must satisfy the condition deg ^p=deg for any primep.Translated fromMatematicheskie Zametki, Vol. 59, No. 3, pp. 415–420, March, 1996.     

A new interpolation procedure for adapting Runge-Kutta methods to delay differential equations

This paper deals with adapting Runge-Kutta methods to differential equations with a lagging argument. A new interpolation procedure is introduced which leads to numerical processes that satisfy an important asymptotic stability condition related to the class of testproblemsU(t)=U(t)+U(t–) with , C, Re()<–||, and >0. Ifc _i denotes theith abscissa of a given Runge-Kutta method, then in thenth stept _n–1t _n :=t _n–1+h of the numerical process our interpolation procedure computes an approximation toU(t _n–1+c _i h–) from approximations that have already been generated by the process at pointst _j–1+c _i h(j=1,2,3,...). For two of these new processes and a standard process we shall consider the convergence behaviour in an actual application to a given, stiff problem.     

Pasting of R 2-planes

The notion pasting sum (P _i , _i ) of two R ²-planes (or Salzmann planes) (P _i , _i ) is developed. Necessary and sufficient conditions for it to be an R ²-plane again are given. The notion is applied to classify all flat projective planes whose collineation group contains a sub-group with (isomorphism type of , fixed element configuration)=(², x).     

Infinite highly arc transitive digraphs and universal covering digraphs

A digraph (that is a directed graph) is said to be highly arc transitive if its automorphism group is transitive on the set ofs-arcs for eachs0. Several new constructions are given of infinite highly arc transitive digraphs. In particular, for a connected, 1-arc transitive, bipartite digraph, a highly arc transitive digraphDL() is constructed and is shown to be a covering digraph for every digraph in a certain classD() of connected digraphs. Moreover, if is locally finite, thenDL() is a universal covering digraph forD(). Further constructions of infinite highly arc transitive digraphs are given.The second author wishes to acknowledge the hospitality of the Mathematical Institute of the University of Oxford, and the University of Auckland, during the period when the research for this paper was doneResearch supported by the Australian Research Council     

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.