Numerical stability of nonequispaced fast Fourier transforms

This paper presents some new results on numerical stability for multivariate fast Fourier transform of nonequispaced data (NFFT). In contrast to fast Fourier transform (of equispaced data), the NFFT is an approximate algorithm. In a worst case study, we show that both approximation error and roundoff error have a strong influence on the numerical stability of NFFT. Numerical tests confirm the theoretical estimates of numerical stability.     

Asymptotic stability and asymptotic solutions of second-order differential equations

We improve, simplify, and extend on quasi-linear case some results on asymptotical stability of ordinary second-order differential equations with complex-valued coefficients obtained in our previous paper [G.R. Hovhannisyan, Asymptotic stability for second-order differential equations with complex coefficients, Electron. J. Differential Equations 2004 (85) (2004) 1–20]. To prove asymptotic stability of second-order differential equations, we establish stability estimates using integral representations of solutions via asymptotic solutions and error estimates. Several examples are discussed.     

对流扩散方程的一类迎风格式

这里Ω为R~2中的有界区域,?Ω为其边界;a为正常数,c(x,y)和b(x,y)=(b_1(x,y),b_2(x,y))τ分别是?上的光滑函数和向量函数,且0相似文献   

Numerical smoothing of Runge–Kutta schemes

First we give an intuitive explanation of the general idea of Sun (2005) [1]: consistency and numerical smoothing implies convergence and, in addition, enables error estimates. Then, we briefly discuss some of the advantages of numerical smoothing over numerical stability in error analysis. The main aim of this paper is to introduce a smoothing function and use it to investigate the smoothing properties of some familiar schemes.     

基于算法稳定的ERM原则一致性的研究

通过对变一误差估计下算法稳定的研究,提出了不依赖于样本分布的CO稳定的概念,证明了CO稳定不仅是变一误差估计条件下ERM原则一致性的充要条件,而且也是学习算法具有推广性的充分条件.     

Rounding errors in numerical solutions of two linear equations in two unknowns

New condition numbers and stability constants for the numerical behaviour of Cramer's rule and Gaussian elimination for solving two linear equations in two unknowns under data perturbations and rounding errors of floating-point arithmetic are established. By these means fundamental error estimates and stability theorems are proved. The error estimates are illustrated by a series of numerical examples.     

Finite element theory on curved domains with applications to discontinuous Galerkin finite element methods

In this paper we provide key estimates used in the stability and error analysis of discontinuous Galerkin finite element methods (DGFEMs) on domains with curved boundaries. In particular, we review trace estimates, inverse estimates, discrete Poincaré–Friedrichs' inequalities, and optimal interpolation estimates in noninteger Hilbert–Sobolev norms, that are well known in the case of polytopal domains. We also prove curvature bounds for curved simplices, which does not seem to be present in the existing literature, even in the polytopal setting, since polytopal domains have piecewise zero curvature. We demonstrate the value of these estimates, by analyzing the IPDG method for the Poisson problem, introduced by Douglas and Dupont, and by analyzing a variant of the hp-DGFEM for the biharmonic problem introduced by Mozolevski and Süli. In both cases we prove stability estimates and optimal a priori error estimates. Numerical results are provided, validating the proven error estimates.     

On Maximum Norm Estimates for Ritz-Volterra Projection with Applications to Some Time Dependent Problems

1.IntroductionWeareconcernedwiththefiniteelementmethodforparabolicintegro-differentialequationwhereV(t)isingeneralaniniegro-differentialoperatordefinedonaHilbertspaceXandthatuandfareX-valuedfunctionsdefinedonJ~(0,T)withapositivetimeT.AtypicalexampleoftheHilbertspaceXintheapplicationwillbetheSobolevspaceHIconsistingoffunctionsdefinedonanopenboundeddomainfiwithvanishedboundaryvalueandfirstorderderivativessummableinL',whiletheoperatorV(t)istheonedefinedbyforanyu(t)EHi(fl),whereA(t)isalinear…     

On the construction of error estimators for implicit Runge-Kutta methods

For implicit Runge-Kutta methods intended for stiff ODEs or DAEs, it is often difficult to embed a local error estimating method which gives realistic error estimates for stiff/algebraic components. If the embedded method's stability function is unbounded at z=∞, stiff error components are grossly overestimated. In practice, some codes ‘improve’ such inadequate error estimates by premultiplying the estimate by a ‘filter’ matrix which damps or removes the large, stiff error components. Although improving computational performance, this technique is somewhat arbitrary and lacks a sound theoretical backing. In this scientific note we resolve this problem by introducing an implicit error estimator. It has the desired properties for stiff/algebraic components without invoking artificial improvements. The error estimator contains a free parameter which determines the magnitude of the error, and we show how this parameter is to be selected on the basis of method properties. The construction principles for the error estimator can be adapted to all implicit Runge-Kutta methods, and a better agreement between actual and estimated errors is achieved, resulting in better performance.     

Nyström method for Cauchy singular integral equations with negative index

In this paper, the authors propose a Nyström method to approximate the solutions of Cauchy singular integral equations with constant coefficients having a negative index. They consider the equations in spaces of continuous functions with weighted uniform norm. They prove the stability and the convergence of the method and show some numerical tests that confirm the error estimates.     

STABILIZED NUMERICAL APPROXIMATIONS OF THE BACKWARD PROBLEM OF A PARABOLIC EQUATION

1　IntroductionLetΩ be a bounded domain in Rn and Ω be its boundary.ThenΣ =Ω× ( 0 ,1 ) is abounded domain in Rn+1 .We consider the following backwad problem of a prabolic equa-tion: u t= ni,j=1 xiaij( x) u xj -c( x) u,　　 ( x,t)∈Σ,( 1 )u| Ω× [0 ,1 ] =0 , ( 2 )u| t=1 =g( x) . ( 3 )　　 Where { aij( x) } are smooth functions given onΩ satisfyingaij( x) =aji( x) ,　　 1≤ i,j≤ n, ( 4)α0 ni=1ζ2i ≤ ni,j=1aij( x)ζiζj≤α1 ni=1ζ2i,　　 ζ∈ Rn,x∈Ω. ( 5)　　Where0 <α…     

Adaptive finite element methods for conservation laws based on a posteriori error estimates

We prove a posteriori error estimates for a finite element method for systems of strictly hyperbolic conservation laws in one space dimension, and design corresponding adaptive methods. The proof of the a posteriori error estimates is based on a strong stability estimate for an associated dual problem, together with the Galerkin orthogonality of the finite-element method. The strong stability estimate uses the entropy condition for the system in an essential way. ©1995 John Wiley & Sons, Inc.     

三角形单元上二次Lagrange型插值多项式与被插函数的误差估计

冯康在文［２］中证明了三角形单元Ｃ上一次Ｌａｇｒａｎｇｅ型插值函数Ｕ与被插函数ｕ的误差估计为：这里θ为三角单元Ｃ的最大内角，ｈ为最大边长．本文将该结果推广至二次Ｌａｇｒａｎｇｅ型插值多项式。并得到了相应的误差估计。     

Stability and robustness of collocation methods for Abel-type integral equations

Summary We study stability aspects of collocation methods for Abel-type integral equations of the first kind using piecewise polynomials. These collocation methods may be formulated as projection methods. Stability is defined as the boundedness of the sequence of projectors in their natural setting. Robustness is essentially the optimal asymptotic insensitivity to perturbations in the data. We show that stability and robustness are equivalent for the above collocation methods. This allows us to obtain optimal error estimates for some methods that are well-known to be robust. We also present numerical results for some methods which appear to be robust.Research supported in part by the United States Army under Contract No. DAAG 29-83-K-0109     

导弹最大射程Bayes估计的分析和改进

本文用验前数据的质量因子及估计的相对均方误差分析了导弹最大射程的一类Ｂａｙｅｓ估计的性能，对不同的质量因子，给出了最佳验前数据量的一种近似公式。针对这类Ｂａｙｅｓ估计的冒进问题，本文对它们进行了改进并得到了一类新的估计。最后，通过ＭｏｎｔｅＣａｒｌｏ法比较了这些估计的相对均方误差，验证了新估计的优良性。     

任意三角形单元上的三次Lagrange型插值逼近

本文推广了文［２］中的结果，对于任意三角形单元的三次Ｌａｇｒａｎｇｅ型插值多项式给出了原函数ｕ与被插函数Ｕ之间的误差估计     

定常的磁流体动力学问题的Galerkin-Petrov最小二乘混合元方法

提出了定常的磁流体动力学方程的一种Galerkin-Petrov最小二乘混合元法,并导出Galerkin-Petrov最小二乘混合元解的存在性和误差估计．通过引入Galerkin-Petrov最小二乘混合有限元方法使得该方法的混合元空间之间的组合无需满足离散的Babuska-Brezzi稳定性条件,从而使得它们的混合有限元空间可以任意选取,并得到误差估计最优阶．     

ERROR ANALYSIS OF A STABILIZED FINITE ELEMENT METHOD FOR THE GENERALIZED STOKES PROBLEM

This paper is devoted to the establishment of sharper $a$ $priori$stability and error estimates of a stabilized finite element method proposed by Barrenechea and Valentin for solving the generalized Stokes problem, which involves a viscosity $\nu$ and a reaction constant $\sigma$. With the establishment of sharper stability estimates and the help of $ad$ $hoc$finite element projections, we can explicitly establish the dependence of error bounds of velocity and pressure on the viscosity $\nu$, the reaction constant $\sigma$, and the mesh size $h$. Our analysis reveals that the viscosity $\nu$ and the reaction constant $\sigma$ respectively act in the numerator position and the denominator position in the error estimates of velocity and pressure in standard norms without any weights. Consequently, the stabilization method is indeed suitable for the generalized Stokes problem with a small viscosity $\nu$ and a large reaction constant $\sigma$. The sharper error estimates agree very well with the numerical results.     

直接法的数值稳定性

到目前为止,数值线代数方面最重要的进展是五十年代末Wilkinson提出的向后误差分析方法。但他给出的数值稳定性定义太严格,把不少实际上工作得很好的算法排斥在外。1975年Miller发现了这一问题。他举了Z(d)=d_1 d_2 d_1d_2这样很简单的问题说明Wilkinson的定义不够恰当,并给出了改进的数值稳定性定义。 设X是n维Euclid空间,Y是m维Euclid空间。I X,φ Y。一个数值计算问题P是三元组{I,φ,F},F是I到φ的一个映照,即对x∈J,存在唯一的y∈φ,使F(x)=y。问题P可有若干个算法求解。譬如用算法A来解。显然A是一个数值计算     

A discontinuous Galerkin method for the Rosenau equation

A priori error estimates for the Rosenau equation, which is a K-dV like Rosenau equation modelled to describe the dynamics of dense discrete systems, have been studied by one of the authors. But since a priori error bounds contain the unknown solution and its derivatives, it is not effective to control error bounds with only a given step size. Thus we need to estimate a posteriori errors in order to control accuracy of approximate solutions using variable step sizes. A posteriori error estimates of the Rosenau equation are obtained by a discontinuous Galerkin method and the stability analysis is discussed for the dual problem. Numerical results on a posteriori error and wave propagation are given, which are obtained by using various spatial and temporal meshes controlled automatically by a posteriori error.