A Fourth-order Tridiagonal Finite Difference Method for General Non-linear Two-point Boundary Value Problems with Mixed Boundary Conditions

We present a new fourth-order finite difference method for thegeneral second-order non-linear differential equation y^N = f(x,y, y') subject to mixed two-point boundary conditions. An interestingfeature of our method is that each discretization of the differentialequation at an interior grid point is based on just three evaluationsof f. We establish, under appropriate conditions, O(h⁴)-convergenceof the finite difference scheme. In the case of linear differentialequations, our finite difference scheme leads to tridiagonallinear systems. Numerical examples are considered to demonstratecomputationally the fourth order of the method.     

A Lobatto interpolation grid over the triangle

^** Email: m.blyth{at}uea.ac.uk^*** Email: cpozrikidis{at}ucsd.edu A sequence of increasingly refined interpolation grids overthe triangle is proposed, with the goal of achieving uniformconvergence and ensuring high interpolation accuracy. The numberof interpolation nodes, N, corresponds to a complete mth-orderpolynomial expansion with respect to the triangle barycentriccoordinates, which arises by the horizontal truncation of thePascal triangle. The proposed grid is generated by deployingLobatto interpolation nodes along the three edges of the triangle,and then computing interior nodes by averaged intersectionsto achieve three-fold rotational symmetry. Numerical computationsshow that the Lebesgue constant and interpolation accuracy ofthe proposed grid compares favorably with those of the best-knowngrids consisting of the Fekete points. Integration weights correspondingto the set of Lobatto triangle base points are tabulated.     

Piecewise Polynomial Approximate Solutions of an Automatic Control Problem

This paper considers piecewise polynomial approximate solutionsof a variational problem in which boundary conditions dependon values on the solution at interior points. The approximatesolutions are shown to converge to the solution of the variationalproblem in the L² and uniform norms, and algorithms for findingthe approximate solutions are obtained. Numerical examples arealso given.     

Explicit models for elastic and piezoelastic surface waves

^** Email: julius.kaplunov{at}brunel.ac.uk Explicit models for the Rayleigh and Bleustein–Gulyaevsurface waves are extracted from the original 2D formulationswithin the general framework of linear elasticity and electroelasticity.The derivations are based on perturbing in slow time the self-similarsolutions for homogeneous surface wave. Both the proposed modelsinvolve hyperbolic equations on the surface along with ellipticequations over the interior, emphasizing the dual nature ofa surface wave. Comparisons with exact solutions are presented,including that for the plane Lamb problem.     

A note on the design of hp-version interior penalty discontinuous Galerkin finite element methods for degenerate problems

^** Email: emmanuil.georgoulis{at}mcs.le.ac.uk^*** Email: al{at}maths.strath.ac.uk We consider a variant of the hp-version interior penalty discontinuousGalerkin finite element method (IP-DGFEM) for second-order problemsof degenerate type. We do not assume uniform ellipticity ofthe diffusion tensor. Moreover, diffusion tensors of arbitraryform are covered in the theory presented. A new, refined recipefor the choice of the discontinuity-penalization parameter (thatis present in the formulation of the IP-DGFEM) is given. Makinguse of the recently introduced augmented Sobolev space framework,we prove an hp-optimal error bound in the energy norm and anh-optimal and slightly p-suboptimal (by only half an order ofp) bound in the L² norm (the latter, for the symmetric versionof the IP-DGFEM), provided that the solution belongs to an augmentedSobolev space.     

解带有Hilbert核的奇异积分方程的高精度组合算法

该文给出了用求积法解带Hilber核的奇异积分方程的高精度组合算法.把网格点分成互不相交的子集合, 在子集合上并行求解离散方程组, 再利用组合算法求得全局网格点的逼近.如果积分方程的系数属于B_δ, 则求积法的精度可达O(e^-nδ). 此外, 使用组合算法不仅能得到更高的精度阶, 而且能够得到后验误差估计. 数值算例的结果表明组合算法是极其有效的.     

Right Cancellation in the LUC-Compactification of a Locally Compact Group

Write G^* = G^LUC\G where G^LUC is the largest semigroup compactificationof the locally compact group G. Then the set of points of G^*which are right cancellable in G^* = G^LUC is large; in fact ithas an interior in G^* which is dense in G^*. Corollaries aregiven about the number of left ideals in G^* = G^LUC and the sizeof right ideals in the algebra LUC(G)^*.     

Univariate Interpolation on a Regular Finite Grid by a Multiquadric Plus a Linear Polynomial

Univariate multiquadric interpolation to a twice continuouslydifferentiable function on a regular infinite grid enjoys secondorder convergence and some excellent localization properties,but numerical calculations suggest that, if the grid is finite,then usually the convergence rate deteriorates to first ordernear the grid boundaries, ibis conjecture is proved. It is alsoshown that one can recover superlinear convergence by addinga linear polynomial term to the multiquadric approximation.Making such additions is a standard technique, but we find thatthe usual way of choosing the polynomial fails to provide superlinearconvergence m general. Therefore some new procedures are giventhat pick a suitable polynomial automatically. Thus it is notunusual to reduce the maximum error of the interpolation bya factor of 10³. Further, it is straightforward to include oneof the new procedures in multiquadric interpolation to functionsof several variables when the data points are in general position.     

An integral equation approach to electromagnetic diffraction by a cylinder

A two-dimensional perturbation theory of electromagnetic diffractionby a cylindrical conductor is developed, based upon Robin’sintegral equation of electrostatics. An innovative featureof the theory is of not requiring a boundary condition of zerotangential electric field at the conducting surface, but requiringexplicitly that the bulk conductivity be taken into account,and solutions of Maxwell’s equations are obtained for both the interior and exterior regions. The theory is a near-field, low-frequency one, being perhaps valid for the highest radio frequencies, but not for optical frequencies or for great distances from the cylinder. Received 3 June, 1999. ⁺ antoine@mip.ups-tlse.fr     

Stability and consistency of kinetic upwinding for advection-diffusion equations

^** Email: matorril{at}ust.hk^*** Email: makxu{at}ust.hk Numerical methods based on kinetic models of fluid flows, likethe so-called BGK scheme, are becoming increasingly popularfor the solution of convection-dominated viscous fluid equationsin a finite-volume approach due to their accuracy and robustness.Based on kinetic-gas theory, the BGK scheme approxi-mately solvesthe BGK kinetic model of the Boltzmann equation at each cellinterface and obtains a numerical flux from integration of thedistribution function. This paper provides the first analyticalinvestigations of the BGK-scheme and its stability and consistencyapplied to a linear advection–diffusion equation. Thestructure of the method and its limiting cases are discussed.The stability results concern explicit time marching and demonstratethe upwinding ability of the kinetic method. Furthermore, itsstability domain is larger than that of common finite-volumemethods in the under-resolved case, i.e. where the grid Reynoldsnumber is large. In this regime, the BGK scheme is shown toallow the time step to be controlled from the advection alone.We show the existence of a third-order ‘super-convergence’on coarse grids independent of the initial condition. We alsoprove a limiting order for the local consist-ency error andshow the error of the BGK scheme to be asymptotically firstorder on very fine grids. However, in advection-dominated regimessuper-convergence is responsible for the high accuracy of themethod.     

A multigrid-type method for thin plate spline interpolation on a circle

We consider the problem of thin plate spline interpolation ton equally spaced points on a circle, where the number of datapoints is sufficiently large for work of O(n³ to be unacceptable.We develop an iterative multigrid-type method, each iterationcomprising ngrid stages, and n being an integer multiple of2^ngrid–1. We let the first grid, V₁ be the full set ofdata points, V say, and each subsequent (coarser) grid, V_k,k=2, 3,...,ngrid, contain exactly half of the data points ofthe preceding (finer) grid, these data points being equallyspaced. At each stage of the iteration, we correct our current approximationto the thin plate spline interpolant by an estimate of the interpolantto the current residuals on V_k, where the correction is constructedfrom Lagrange functions of interpolation on small local subsetsof p data points in V_k. When the coarsest grid is reached, however,then the interpolation problem is solved exactly on its q=n/2^ngrid–1points. The iterative process continues until the maximum residualdoes not exceed a specified tolerance. Each iteration has the effect of premultiplying the vector ofresiduals by an n x n matrix R, and thus convergence will dependupon the spectral radius, (R), of this matrix. We investigatethe dependence of the spectral radius on the values of n, p,and q. In all the cases we have considered, we find (R) <<1, and thus rapid convergence is assured.     

A Factorization-Related Method for Elliptic Partial Differential Equations with Iterative Improvement

We consider a method for solving elliptic boundary-value problems.The method arises from a finite-difference discretization whichhas one form in the interior region, but is modified near theboundary. This permits the problem to be solved in terms ofsparse upper and lower triangular matrices. The result of thisdirect method is then improved by an iterative technique, whichis further enhanced by a multigrid-type process. For the type of problems we consider here, the total combinedmethod requires only O(N²) time and O(N²) space to compute thesolution of a system of N x N mesh points to good accuracy.The method is applied to a case where normal discretizationleads to a matrix that is not positive definite.     

An additive Schwarz method for the h-p version of the boundary element method for hypersingular integral equations in R3

We study a preconditioner for the h-p version of the boundaryelement method for hypersingular integral equations in threedimensions. The preconditioner is based on a three-level decompositionof the underlying ansatz space, the levels being piecewise bilinearfunctions on a coarse grid, piecewise bilinear functions ona fine grid, and piecewise polynomials of high degree on thefine grid. We prove that the condition number of the preconditionedlinear system is bounded by max_j (1 + log H_jp_j/h_j)² where H_jis the diameter of an element _j of the coarse grid, h_j is thesize of the elements of the fine grid on _j, and p_j is the maximumof the polynomial degrees used in _j. Numerical results supportingour theory are reported. Received 9 March 1999. Accepted 19 July 1999.     

Volume Estimate Via Total Curvature in Hyperbolic Spaces

Let D Hⁿ(–k²) be a convex compact subset of the hyperbolicspace Hⁿ(–k²) with non-empty interior and smooth boundary.It is shown that the volume of D can be estimated by the totalcurvature of D. More precisely, , where K denotes the Gauss–Kronecker curvature of D andVol(S^n–1) denotes the Euclidean volume of the sphere.2000 Mathematics Subject Classification 53C21.     

Electrical coupling in proton exchange membrane fuel cell stacks: mathematical and computational modelling

^** Corresponding author. Email: wetton{at}math.ubc.ca^*** Email: Peter.Berg{at}uoit.ca^**** Email: caglara{at}uwgb.edu^***** Email: kpromisl{at}math.msu.edu^****** Email: jean.st-pierre{at}ballard.com A mathematical model describing the effects of electrical couplingof proton exchange membrane unit fuel cells through shared bipolarplates is developed. Here, the unit cells are described by simple,steady-state, 1D models appropriate for straight reactant gaschannel designs. A linear asymptotic version of the model isused to give analytic insight into the effect of the coupling,including estimates of the extent of the coupling in terms ofthe number of adjacent cells affected. An efficient numericalmethod is developed to solve the non-linear coupled system.Numerical results showing the effects on stack voltage due toa single cell with anomalous oxidant flow rate are given. Theeffects on stack performance due to end plate effects are alsogiven. It is shown that electrical coupling has a significanteffect on fuel cell performance.     

Matrix-differential methods of solving boundary-value problems for the nonlinear one-dimensional heat-conduction equation

Matrix numerical differentiation algorithms are applied to construct numerical-analytical methods for approximate solution of boundary-value problems for the nonlinear one-dimensional equation of heat conduction. The problems are reduced to a system of differential equations for the values of the sought approximate solution in the interior grid nodes and also to numerical formulas for the solution values at the boundary nodes. A numerical experiment is conducted. The error relative to grid spacing is established.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 60, pp. 37–43, 1986.     

Invariant measures for real analytic expanding maps

Let X be a compact connected subset of ^d with non-empty interior,and T:X X a real analytic full branch expanding map with countablymany branches. Elements of a thermodynamic formalism for suchsystems are developed, including criteria for compactness oftransfer operators acting on spaces of bounded holomorphic functions.In particular, a new sufficient condition for the existenceof a T-invariant probability measure equivalent to Lebesguemeasure is obtained.     

Local quasi-interpolation by cubic C1 splines on type-6 tetrahedral partitions

^** Email: sorokina{at}math.uga.edu^*** Corresponding author. Email: zeilfeld{at}euklid.math.uni-mannheim.de We describe an approximating scheme based on cubic C¹ splineson type-6 tetrahedral partitions using data on volumetric grids.The quasi-interpolating piecewise polynomials are directly determinedby setting their Bernstein–Bézier coefficientsto appropriate combinations of the data values. Hence, eachpolynomial piece of the approximating spline is immediatelyavailable from local portions of the data, without using prescribedderivatives at any point of the domain. The locality of themethod and the uniform boundedness of the associated operatorprovide an error bound, which shows that the approach can beused to approximate and reconstruct trivariate functions. Simultaneously,we show that the derivatives of the quasi-interpolating splinesyield nearly optimal approximation order. Numerical tests withup to 17 x 10⁶ data sites show that the method can be used forefficient approximation.     

Solving parallel machines scheduling problems with sequence-dependent setup times using variable neighbourhood search

^** Corresponding author. Email: mahdi{at}dcc.ufmg.br^*** Email: martin{at}dcc.ufmg.br^**** Email: mateus{at}dcc.ufmg.br^***** Email: pardalos{at}ufl.edu Variable neighbourhood search (VNS) is a modern metaheuristicbased on systematic changes of the neighbourhood structure withina search to solve optimization problems. The aim of this paperis to propose and analyse a VNS algorithm to solve schedulingproblems with parallel machines and sequence-dependent setuptimes, which are of great importance on the industrial context.Three versions of a greedy randomized adaptive search procedurealgorithm are used to compare with the proposed VNS algorithmto highlight its advantages in terms of generality, qualityand speed for large instances.     

RIGHT FOCAL BOUNDARY VALUE PROBLEM WITH SINGULARITY

This article proves existence results for singular problem (-1)^n-px⁽ⁿ⁾(t)=f(t, x(t), ..., x^(n-1)(t)), for 0(i)(0)=0, i=1, 2, ..., p-1, x⁽ⁱ⁾(1)=0, i=p, p+1, ... , n-1. Here the positive Carathedory function f may be singular at the zero value of all its phase variables. The interesting point is that the degrees of some variables in the nonlinear term f(t, x₀, x₁, ..., x_n-1) are allowable to be greater than 1. Proofs are based on the Leray-Schauder degree theory and Vitali's convergence theorem. The emphasis in this article is that f depends on all higher-order derivatives. Examples are given to illustrate the main results of this article.