An analysis of bilinear transform polynomial methods of inversion of Laplace transforms

Summary. Methods for the numerical inversion of a Laplace transform which use a special bilinear transformation of are particularly effective in many cases and are widely used. The main purpose of this paper is to analyze the convergence and conditioning properties of a special class of such methods, characterized by the use of Lagrange interpolation. The results derived apply both to complex and real inversion, and show that some known inversion methods are in fact in this class. Received June 21, 1993 / Revised version received March 10, 1994     

Volterra discrete equations: summability of the fundamental matrix

Summary. Conditions are proven which assure the summability of the first difference of the fundamental matrix of nonconvolution Volterra discrete equations. These conditions are applied to the stability analysis of some linear methods for solving Volterra integral equations of nonconvolution type. Received July 25, 1999 / Revised version received February 14, 2000 / Published online April 5, 2001     

A wavelet multilevel method for ill-posed problems stabilized by Tikhonov regularization

Summary. An additive Schwarz iteration is described for the fast resolution of linear ill-posed problems which are stabilized by Tikhonov regularization. The algorithm and its analysis are presented in a general framework which applies to integral equations of the first kind discretized either by spline functions or Daubechies wavelets. Numerical experiments are reported on to illustrate the theoretical results and to compare both discretization schemes. Received March 6, 1995 / Revised version received December 27, 1995     

On the discrepancy principle for iterative and parametric methods to solve linear ill-posed equations

Summary. For the numerical solution of (non-necessarily well-posed) linear equations in Banach spaces we consider a class of iterative methods which contains well-known methods like the Richardson iteration, if the associated resolvent operator fulfils a condition with respect to a sector. It is the purpose of this paper to show that for given noisy right-hand side the discrepancy principle (being a stopping rule for the iteration methods belonging to the mentioned class) defines a regularization method, and convergence rates are proved under additional smoothness conditions on the initial error. This extends similar results obtained for positive semidefinite problems in Hilbert spaces. Then we consider a class of parametric methods which under the same resolvent condition contains the method of the abstract Cauchy problem, and (under a weaker resolvent condition) the iterated method of Lavrentiev. A modified discrepancy principle is formulated for them, and finally numerical illustrations are presented. Received August 29, 1994 / Revised version received September 19, 1995     

Symmetric coupling of boundary elements and Raviart–Thomas-type mixed finite elements in elastostatics

Summary. Both mixed finite element methods and boundary integral methods are important tools in computational mechanics according to a good stress approximation. Recently, even low order mixed methods of Raviart–Thomas-type became available for problems in elasticity. Since either methods are robust for critical Poisson ratios, it appears natural to couple the two methods as proposed in this paper. The symmetric coupling changes the elliptic part of the bilinear form only. Hence the convergence analysis of mixed finite element methods is applicable to the coupled problem as well. Specifically, we couple boundary elements with a family of mixed elements analyzed by Stenberg. The locking-free implementation is performed via Lagrange multipliers, numerical examples are included. Received February 21, 1995 / Revised version received December 21, 1995     

Interpolatory product quadratures for Cauchy principal value integrals with Freud weights

Summary. We prove convergence results and error estimates for interpolatory product quadrature formulas for Cauchy principal value integrals on the real line with Freud–type weight functions. The formulas are based on polynomial interpolation at the zeros of orthogonal polynomials associated with the weight function under consideration. As a by–product, we obtain new bounds for the derivative of the functions of the second kind for these weight functions. Received July 15, 1997 / Revised version received August 25, 1998     

Accuracy of TSVD solutions computed from rank-revealing decompositions

Summary. Rank-revealing decompositions are favorable alternatives to the singular value decomposition (SVD) because they are faster to compute and easier to update. Although they do not yield all the information that the SVD does, they yield enough information to solve various problems because they provide accurate bases for the relevant subspaces. In this paper we consider rank-revealing decompositions in computing estimates of the truncated SVD (TSVD) solution to an overdetermined system of linear equations , where is numerically rank deficient. We derive analytical bounds which show how the accuracy of the solution is intimately connected to the quality of the subspaces. Received July 12, 1993 / Revised version received November 14, 1994     

A primal mixed formulation for exterior transmission problems in ${\bf R}^2$

Summary.   We combine a primal mixed finite element approach with a Dirichlet-to-Neumann mapping (arising from the boundary integral equation method) to study the weak solvability and Galerkin approximations of a class of linear exterior transmission problems in potential theory. Our results are mainly based on the Babuska-Brezzi theory for variational problems with constraints. We establish the uniqueness of solution for the continuous and discrete formulations, and show that finite element subspac es of Lagrange type satisfy the discrete compatibility conditions. In addition, we provide the error analysis, including polygonal approximations of the domain, and prove strong convergence of the Galerkin solutions. Moreover, under additional regularity assumptions on the solution of the continuous formulation, we obtain the asymptotic rate of convergence O(h). Received August 25, 1998 / Revised version received March 8, 2000 / Published online October 16, 2000     

Tangential frequency filtering decompositions for symmetric matrices

Summary. The tangential frequency filtering decomposition (TFFD) is introduced. The convergence theory of an iterative scheme based on the TFFD for symmetric matrices is the focus of this paper. The existence of the TFFD and the convergence of the induced iterative algorithm is shown for symmetric and positive definite matrices. Convergence rates independent of the number of unknowns are proven for a smaller class of matrices. Using this framework, the convergence independent of the number of unknowns is shown for Wittum's frequency filtering decomposition. Some characteristic properties of the TFFD are illustrated and results of several numerical experiments are presented. Received April 1, 1996 / Revised version July 4, 1996     

Tangential frequency filtering decompositions for unsymmetric matrices

Summary. In this paper, tangential frequency filtering decompositions (TFFD) for unsymmetric matrices are introduced. Different algorithms for the construction of unsymmetric tangential frequency filtering decompositions are presented. These algorithms yield for a specified class of matrices equivalent decompositions. The convergence rates of an iterative scheme, which uses a sequence of TFFDs as preconditioners, are independent of the number of unknowns for this class of matrices. Several numerical experiments verify the efficiency of these methods for the solution of linear systems of equations which arise from the discretisation of convection-diffusion differential equations. Received April 1, 1996 / Revised version received July 4, 1996     

Numerical analysis of the primal problem of elastoplasticity with hardening

Summary. The finite element method is a reasonable and frequently utilised tool for the spatial discretization within one time-step in an elastoplastic evolution problem. In this paper, we analyse the finite element discretization and prove a priori and a posteriori error estimates for variational inequalities corresponding to the primal formulation of (Hencky) plasticity. The finite element method of lowest order consists in minimising a convex function on a subspace of continuous piecewise linear resp. piecewise constant trial functions. An a priori error estimate is established for the fully-discrete method which shows linear convergence as the mesh-size tends to zero, provided the exact displacement field u is smooth. Near the boundary of the plastic domain, which is unknown a priori, it is most likely that u is non-smooth. In this situation, automatic mesh-refinement strategies are believed to improve the quality of the finite element approximation. We suggest such an adaptive algorithm on the basis of a computable a posteriori error estimate. This estimate is reliable and efficient in the sense that the quotient of the error by the estimate and its inverse are bounded from above. The constants depend on the hardening involved and become larger for decreasing hardening. Received May 7, 1997 / Revised version received August 31, 1998     

Numerical approach of temperature distribution in a free boundary model for polythermal ice sheets

Summary. A numerical method for solving the thermal subproblem appearing in the modelization of polythermal ice sheets is described. This thermal problem mainly involves three nonlinearities: a reaction term due to the viscous dissipation, a Signorini boundary condition associated to the geothermic flux and an enthalpy term issued from the two phase Stefan formulation of the polythermal regime. The stationary temperature is obtained as the limit of an evolutive problem which is discretized in time with an upwind characteristics scheme and in space with finite elements. The nonlinearities are solved either by Newton-Raphson method or by duality techniques applied to maximal monotone operators. The application of the algorithms provides the dimensionless temperature distribution approximation and allows to identify the cold and temperate ice regions. Received February 1, 1998 / Published online July 28, 1999     

The conformal ‘bratwurst’ mapsand associated Faber polynomials

Summary. Conformal maps from the exterior of the closed unit disk onto the exterior of ‘bratwurst’ shape sets in the complex plane are constructed. Using these maps, coefficients for the computation of the corresponding Faber polynomials are derived. A ‘bratwurst’ shape set is the result of deforming an ellipse with foci on the real axis, by conformally mapping the real axis onto the unit circle. Such sets are well suited to serve as inclusion sets for sets associated with a matrix, for example the spectrum, field of values or a pseudospectrum. Hence, the sets can be applied in the construction and analysis of a broad range of iterative methods for the solution of linear systems. The main advantage of the approach is that the conformal maps are derived from elementary transformations, allowing an easy computation of the associated transfinite diameter, asymptotic convergence factor and Faber polynomials. Numerical examples are given. Received October 7, 1998 / Revised version received March 15, 1999 / Published online April 20, 2000 –? Springer-Verlag 2000     

A self-sorting in-place fast Fourier transform algorithm suitable for vector and parallel processing

Summary. We propose a new algorithm for fast Fourier transforms. This algorithm features uniformly long vector lengths and stride one data access. Thus it is well adapted to modern vector computers like the Fujitsu VP2200 having several floating point pipelines per CPU and very fast stride one data access. It also has favorable properties for distributed memory computers as all communication is gathered together in one step. The algorithm has been implemented on the Fujitsu VP2200 using the basic subroutines for fast Fourier transforms discussed elsewhere. We develop the theory of index digit permutations to some extent. With this theory we can derive the splitting formulas for almost all mixed-radix FFT algorithms known so far. This framework enables us to prove these algorithms but also to derive our new algorithm. The development and systematic use of this framework is new and allows us to simplify the proofs which are now reduced to the application of matrix recursions. Received October 29, 1992 / Revised version received October 21, 1993     

Qualocation methods for elliptic boundary integral equations

Summary. The qualocation methods developed in this paper, with spline trial and test spaces, are suitable for classes of boundary integral equations with convolutional principal part, on smooth closed curves in the plane. Some of the methods are suitable for all strongly elliptic equations; that is, for equations in which the even symbol part of the operator dominates. Other methods are suitable when the odd part dominates. Received December 27, 1996 / Revised version received April 14, 1997     

Spline qualocation methods for variable-coefficient elliptic equations on curves

Summary. Here the stability and convergence results of oqualocation methods providing additional orders of convergence are extended from the special class of pseudodifferential equations with constant coefficient symbols to general classical pseudodifferential equations of strongly and of oddly elliptic type. The analysis exploits localization in the form of frozen coefficients, pseudohomogeneous asymptotic symbol representation of classical pseudodifferential operators, a decisive commutator property of the qualocation projection and requires qualocation rules which provide sufficiently many additional degrees of precision for the numerical integration of smooth remainders. Numerical examples show the predicted high orders of convergence. Received January 29, 1998 / Published online: June 29, 1999     

Fast integral wavelet transform on a dense set of the time-scale domain

Summary. The objective of this paper is to introduce a fast algorithm for computing the integral wavelet transform (IWT) on a dense set of points in the time-scale domain. By applying the duality principle and using a compactly supported spline-wavelet as the analyzing wavelet, this fast integral wavelet transform (FIWT) is realized by applying only FIR (moving average) operations, and can be implemented in parallel. Since this computational procedure is based on a local optimal-order spline interpolation scheme and the FIR filters are exact, the IWT values so obtained are guaranteed to have zero moments up to the order of the cardinal spline functions. The semi-orthogonal (s.o.) spline-wavelets used here cannot be replaced by any other biorthogonal wavelet (spline or otherwise) which is not s.o., since the duality principle must be applied to some subspace of the multiresolution analysis under consideration. In contrast with the existing procedures based on direct numerical integration or an FFT-based multi-voice per octave scheme, the computational complexity of our FIWT algorithm does not increase with the increasing number of values of the scale parameter. Received March 3, 1994     

Biorthogonal wavelet approximation for the coupling of FEM-BEM

Summary. We apply multiscale methods to the coupling of finite and boundary element methods to solve an exterior Dirichlet boundary value problem for the two dimensional Poisson equation. Adopting biorthogonal wavelet matrix compression to the boundary terms with N degrees of freedom, we show that the resulting compression strategy fits the optimal convergence rate of the coupling Galerkin methods, while the number of nonzero entries in the corresponding stiffness matrices is considerably smaller than . Received December 3, 1999 / Revised version received September 22, 2000 / Published online December 18, 2001     

Peano kernels and bounds for the error constants of Gaussian and related quadrature rules for Cauchy principal value integrals

Summary. We show that, if (), the error term of every modified positive interpolatory quadrature rule for Cauchy principal value integrals of the type , , fulfills uniformly for all , and hence it is of optimal order of magnitude in the classes (). Here, is a weight function with the property . We give explicit upper bounds for the Peano-type error constants of such rules. This improves and completes earlier results by Criscuolo and Mastroianni (Calcolo 22 (1985), 391–441 and Numer. Math. 54 (1989), 445–461) and Ioakimidis (Math. Comp. 44 (1985), 191–198). For the special case of the Gaussian rule, we show that the restriction can be dropped. The results are based on a new representation of the Peano kernels of these formulae via the Peano kernels of the underlying classical quadrature formulae. This representation may also be useful in connection with some different problems. Received November 21, 1994     

Minimal decompositions and iterative methods

Summary. The aim of this paper is to prove some Babuška–Brezzi type conditions which are involved in the mortar spectral element discretization of the Stokes problem, for several cases of nonconforming domain decompositions. ID=" <E5>Dedicated to Olof B. Widlund on the occasion of his 60th birthday</E5>