Fully discrete spectral boundary integral methods for Helmholtz problems on smooth closed surfaces in ${\mathbb R}^3$

Summary. In this paper we describe and analyse a class of spectral methods, based on spherical polynomial approximation, for second-kind weakly singular boundary integral equations arising from the Helmholtz equation on smooth closed 3D surfaces diffeomorphic to the sphere. Our methods are fully discrete Galerkin methods, based on the application of special quadrature rules for computing the outer and inner integrals arising in the Galerkin matrix entries. For the outer integrals we use, for example, product-Gauss rules. For the inner integrals, a variant of the classical product integration procedure is employed to remove the singularity arising in the kernel. The key to the analysis is a recent result of Sloan and Womersley on the norm of discrete orthogonal projection operators on the sphere. We prove that our methods are stable for continuous data and superalgebraically convergent for smooth data. Our theory includes as a special case a method closely related to one of those proposed by Wienert (1990) for the fast computation of direct and inverse acoustic scattering in 3D. Received May 29, 2000 / Revised version received March 26, 2001/ Published online December 18, 2001     

基于小波的一维线性波动方程的数值解法

小波的紧支性，正交性和二阶以上的Daubechies尺度函数及小波函数的可微性，很适合作为Galerkin方法的基函数。加上快速小波变换，这已成为数值求解偏微分方程的有力工具，本文利用微分算子的小波表示。对一维线性波动方程的小波数值解法进行了讨论。最后用实例说明了波波方法的有效性和快速性。     

关于一类非连续的正交函数及其应用的探讨

本文研究一类新的非连续分段线性函数系,它是正交且完备的。特别讨论了它与离散斜变换的内在联系,从而建立直接的快速算法。分析表明这些结果有希望作为数字信号处理某些问题的新的有效的数学工具。     

A Galerkin approximation for integro-differential equations in electromagnetic scattering from a chiral medium

We consider the scattering of time-harmonic electromagnetic waves from a chiral medium. It is known for the Drude–Born–Fedorov model that the forward scattering problem can be described by an integro-differential equation. In this paper we study a Galerkin finite element approximation for this integro-differential equation. Our Galerkin scheme, which relies on a suitable periodization of the integral equation, enables the use of the fast Fourier transform and a simple numerical implementation. We establish a quasi-optimal convergence analysis for the Galerkin method. Explicit formulas for the discrete scheme are also provided.     

斜Haar类变换的演化生成与快速算法

1.引 言 Haar函数和Walsh函数是两类密切相关且十分重要的完备正交函数系,它们不仅在(离散)正交变换及其快速算法设计中起着重要的作用,而且在小波分析中占有重要地位:它们分别对应于Haar小波和Haar小波包.另外,它们还是遗传算法和密码学等涉及布尔函数或离散函数的学科之重要的理论分析工具.     

Smoothness Estimates for Soft-Threshold Denoising via Translation-Invariant Wavelet Transforms

In this paper, we study a generalization of the Donoho–Johnstone denoising model for the case of the translation-invariant wavelet transform. Instead of soft-thresholding coefficients of the classical orthogonal discrete wavelet transform, we study soft-thresholding of the coefficients of the translation-invariant discrete wavelet transform. This latter transform is not an orthogonal transformation. As a first step, we construct a level-dependent threshold to remove all the noise in the wavelet domain. Subsequently, we use the theory of interpolating wavelet transforms to characterize the smoothness of an estimated denoised function. Based on the fact that the inverse of the translation-invariant discrete transform includes averaging over all shifts, we use smoother autocorrelation functions in the representation of the estimated denoised function in place of Daubechies scaling functions.     

Application of the discrete Fourier transform to solving the Cauchy integral equation

The uniquely solvable system of the Cauchy integral equation of the first kind and index 1 and an additional integral condition is treated. Such a system arises, for example, when solving the skew derivative problem for the Laplace equation outside an open arc in a plane. This problem models the electric current from a thin electrode in a semiconductor film placed in a magnetic field. A fast and accurate numerical method based on the discrete Fourier transform is proposed. Some computational tests are given. It is shown that the convergence is close to exponential.     

A Numerical Method for Conformal Mapping

A method is developed for constructing the conformal map ofa distorted region onto a rectangle. A discrete Fourier transformis used to map the boundary of the region onto the boundaryof the rectangle; the resulting equations may be solved usinga fast Fourier transform algorithm. The map for internal pointsmay then be constructed using a standard Laplace equation solver.The method is computationally competitive, and is applicableto field problems, for instance in fluid mechanics.     

MULTIVARIATE FOURIER TRANSFORM METHODS OVER SIMPLEX AND SUPER-SIMPLEX DOMAINS

In this paper we propose the well-known Fourier method on some non-tensor productdomains in R~d, inclding simplex and so-called super-simplex which consists of (d 1)!simplices. As two examples, in 2-D and 3-D case a super-simplex is shown as a parallelhexagon and a parallel quadrilateral dodecahedron, respectively. We have extended mostof concepts and results of the traditional Fourier methods on multivariate cases, such asFourier basis system, Fourier series, discrete Fourier transform (DFT) and its fast algorithm(FFT) on the super-simplex, as well as generalized sine and cosine transforms (DST, DCT)and related fast algorithms over a simplex. The relationship between the basic orthogonalsystem and eigen-functions of a Laplacian-like operator over these domains is explored.     

Wavelet-like bases for thin-wire integral equations in electromagnetics

In this paper, wavelets are used in solving, by the method of moments, a modified version of the thin-wire electric field integral equation, in frequency domain. The time domain electromagnetic quantities, are obtained by using the inverse discrete fast Fourier transform. The retarded scalar electric and vector magnetic potentials are employed in order to obtain the integral formulation. The discretized model generated by applying the direct method of moments via point-matching procedure, results in a linear system with a dense matrix which have to be solved for each frequency of the Fourier spectrum of the time domain impressed source. Therefore, orthogonal wavelet-like basis transform is used to sparsify the moment matrix. In particular, dyadic and M-band wavelet transforms have been adopted, so generating different sparse matrix structures. This leads to an efficient solution in solving the resulting sparse matrix equation. Moreover, a wavelet preconditioner is used to accelerate the convergence rate of the iterative solver employed. These numerical features are used in analyzing the transient behavior of a lightning protection system. In particular, the transient performance of the earth termination system of a lightning protection system or of the earth electrode of an electric power substation, during its operation is focused. The numerical results, obtained by running a complex structure, are discussed and the features of the used method are underlined.     

In honor of Professor Dr. Wolfgang Haack on the occasion of his seventieth birthday on April 24, 1972

A discrete transform with a Bessel function kernel is defined, as a finite sum, over the zeros of the Bessel function. The approximate inverse of this transform is derived as another finite sum. This development is in parallel to that of the discrete Fourier transform (DFT) which lead to the fast Fourier transform (FFT) algorithm. The discrete Hankel transform with kernel Jo, the Bessel function of the first kind of order zero, will be used as an illustration for deriving the discrete Hankel transform, its inverse and a number of its basic properties. This includes the convolution product which is necessary for solving boundary problems. Other applications include evaluating Hankel transforms, Bessel series and replacing higher dimension Fourier transforms, with circular symmetry, by a single Hankel transform     

Riemann–Hilbert Problems,Matrix Orthogonal Polynomials and Discrete Matrix Equations with Singularity Confinement

In this paper, matrix orthogonal polynomials in the real line are described in terms of a Riemann–Hilbert problem. This approach provides an easy derivation of discrete equations for the corresponding matrix recursion coefficients. The discrete equation is explicitly derived in the matrix Freud case, associated with matrix quartic potentials. It is shown that, when the initial condition and the measure are simultaneously triangularizable, this matrix discrete equation possesses the singularity confinement property, independently if the solution under consideration is given by the recursion coefficients to quartic Freud matrix orthogonal polynomials or not.     

离散Ter变换的快速算法

本文研究了第 ( 2 ,0 )类离散 Walsh-Haar类变换即离散 Ter变换的快速算法 .     

Fourth-order difference equation for the first associated of classical discrete orthogonal polynomials

We derive the fourth-order difference equation satisfied by the first associated of classical orthogonal polynomials of a discrete variable. We give it explicitly for first associated of Hahn polynomials from which can be derived by a limiting process the equation satisfied by first associated of all classical families (continuous and discrete).     

Difference Equations and Discriminants for Discrete Orthogonal Polynomials

We prove that any set of polynomials orthogonal with respect to a discrete measure supported on equidistant points contained in a half line satisfy a second order difference equation. We also give a discrete analogue of the discriminant and give a general formula for the discrete discriminant of a discrete orthogonal polynomial. As an application we give explicit evaluations of the discrete discriminants of the Meixner and the Hahn polynomials. A difference analogue of the Bethe Ansatz equations is also mentioned.Research partially supported by NSF grant DMS 99-70865     

Numerical stability of fast cosine transforms

In this paper we consider the numerical stability of fast algorithms for discrete cosine transform (DCT) of type III and II, respectively. We show that various fast DCTs can possess a very different behaviour of numerical stability. By matrix factorizations we find that a complex fast DCT which is based mainly on a fast Fouier transform has a better numerical stability than a real fast DCT despite its larger arithmetical complexity. Numerical tests illustrate our theoretical results.     

多尺度辛格式求解复杂介质波传问题

在哈密顿体系中引入小波分析,利用辛格式和紧支正交小波对波动方程的时、空间变量进行联合离散近似,构造了多尺度辛格式——MSS（Multiresolution Symplectic Scheme）．将地震波传播问题放在小波域哈密顿体系下的多尺度辛几何空间中进行分析,利用小波基与辛格式的特性,有效改善了计算效率,可解决波动力学长时模拟追踪的稳定性与逼真性．     

A new approach to numerical differentiation

In this paper we consider the numerical differentiation of functions specified by noisy data. A new approach, which is based on an integral equation of the first kind with a suitable compact operator, is presented and discussed. Since the singular system of the compact operator can be obtained easily, TSVD is chosen as the needed regularization technique and we show that the method calls for a discrete sine transform, so the method can be implemented easily and fast. Numerical examples are also given to show the efficiency of the method.     

The Kontorovich–Lebedev Transform as a Map between d‐Orthogonal Polynomials

A slight modification of the Kontorovich–Lebedev transform is an auto‐morphism on the vector space of polynomials. The action of this ‐transform over certain polynomial sequences will be under discussion, and a special attention will be given to the d‐orthogonal ones. For instance, the Continuous Dual Hahn polynomials appear as the ‐transform of a 2‐orthogonal sequence of Laguerre type. Finally, all the orthogonal polynomial sequences whose ‐transform is a d‐orthogonal sequence will be characterized: they are essencially semiclassical polynomials fulfilling particular conditions and d is even. The Hermite and Laguerre polynomials are the classical solutions to this problem.     

The Fourth-order Bessel–type Differential Equation

The Bessel-type functions, structured as extensions of the classical Bessel functions, were defined by Everitt and Markett in 1994. These special functions are derived by linear combinations and limit processes from the classical orthogonal polynomials, classical Bessel functions and the Krall Jacobi-type and Laguerre-type orthogonal polynomials. These Bessel-type functions are solutions of higher-order linear differential equations, with a regular singularity at the origin and an irregular singularity at the point of infinity of the complex plane.

There is a Bessel-type differential equation for each even-order integer; the equation of order two is the classical Bessel differential equation. These even-order Bessel-type equations are not formal powers of the classical Bessel equation.

When the independent variable of these equations is restricted to the positive real axis of the plane they can be written in the Lagrange symmetric (formally self-adjoint) form of the Glazman–Naimark type, with real coefficients. Embedded in this form of the equation is a spectral parameter; this combination leads to the generation of self-adjoint operators in a weighted Hilbert function space. In the second-order case one of these associated operators has an eigenfunction expansion that leads to the Hankel integral transform.

This article is devoted to a study of the spectral theory of the Bessel-type differential equation of order four; considered on the positive real axis this equation has singularities at both end-points. In the associated Hilbert function space these singular end-points are classified, the minimal and maximal operators are defined and all associated self-adjoint operators are determined, including the Friedrichs self-adjoint operator. The spectral properties of these self-adjoint operators are given in explicit form.

From the properties of the domain of the maximal operator, in the associated Hilbert function space, it is possible to obtain a virial theorem for the fourth-order Bessel-type differential equation.

There are two solutions of this fourth-order equation that can be expressed in terms of classical Bessel functions of order zero and order one. However it appears that additional, independent solutions essentially involve new special functions not yet defined. The spectral properties of the self-adjoint operators suggest that there is an eigenfunction expansion similar to the Hankel transform, but details await a further study of the solutions of the differential equation.