单调及保凸二次样条插值

本文将集中研究保形二次样条插值.假设序列X={x_i}和Y={y_i}(i=0,1,2,…,N)满足x_(i-1)相似文献   

Convergence of the variable two-step BDF time discretisation of nonlinear evolution problems governed by a monotone potential operator

The initial-value problem for a first-order evolution equation is discretised in time by means of the two-step backward differentiation formula (BDF) on a variable time grid. The evolution equation is governed by a monotone and coercive potential operator. On a suitable sequence of time grids, the piecewise constant interpolation and a piecewise linear prolongation of the time discrete solution are shown to converge towards the weak solution if the ratios of adjacent step sizes are close to 1 and do not vary too much.      

单调光滑函数的保凸插值方法

习知,在二相渗流力学中,毛细管压力曲线 P_C(S_W)=P_(NW)-P_W是很重要的,式中S_W表示润湿相饱和浓度.这个函数没有简单的解析表达式,但据实验分析,它是单调光滑函数,通常有一个拐点,其离散型值由实验确定.根据Ritz原理,用有限元方法解二相渗流问题,对毛细管压力曲线,可采用单调光滑且保持型值的凸凹性的插值函数.类似的插值问题在数值分析中是常见的,本文就是研究这类插值问题.为确定起见,我们讨论递增函数.这些方法不难移到递减的情形.以上插值问题的一般提法是:     

一维映射迭代根的非单调性及光滑性

迭代根问题是动力系统嵌入流问题的弱问题,是动态插值方法的基础.然而,即使是对一维映射,迭代根的非单调性和全局光滑性都是困难的问题.本文介绍这方面的若干新结果,尤其是关于严格逐段单调连续函数的连续迭代根的存在性和构造,以及迭代根局部光滑与全局光滑的新进展.最后给出多项式迭代根这类既严格逐段单调又具光滑性的迭代根的存在条件及计算方法.     

Shape-Preserving Local Interpolation for Plotting Solutions of ODEs

We investigate the use of piecewise rational interpolants ofDelbourgo and Gregory in an important and widely occurring application.We propose the following algorithm for visually pleasing plotsof the solution of an ordinary differential equation (ODE):use piecewise cubic Hermite interpolation where it can be shownto preserve shape (monotonicity and/or convexity) and also wherethere is no shape to preserve, otherwise use the appropriateconvex or monotone piecewise rational interpolant. Bounds arederived which enable efficient plotting of the rational interpolants.This scheme should be useful in any context where both solutionand derivative of a function are available as data.     

单调光滑函数的样条插值

ELI Passow在[1]中提出了X={x_i}(x_(i-1)相似文献   

Admissible slopes for monotone and convex interpolation

Summary In many applications, interpolation of experimental data exhibiting some geometric property such as nonnegativity, monotonicity or convexity is unacceptable unless the interpolant reflects these characteristics. This paper identifies admissible slopes at data points of variousC ¹ interpolants which ensure a desirable shape. We discuss this question, in turn for the following function classes commonly used for shape preserving interpolations: monotone polynomials,C ¹ monotone piecewise polynomials, convex polynomials, parametric cubic curves and rational functions.     

Grid-characteristic method on unstructured tetrahedral meshes

The goal of this paper is to develop a grid-characteristic method intended for high-performance computer systems and implemented on unstructured tetrahedral hierarchical meshes with the use of a multiple time step and high-order interpolation, including interpolation with a limiter, piecewise parabolic interpolation, and monotone interpolation. The method is designed for simulating complex three-dimensional dynamical processes in heterogeneous media. It involves accurately stated contact conditions and produces physically correct solutions of problems in seismology and seismic exploration. Hierarchical meshes make it possible to take into account numerous inhomogeneous inclusions (cracks, cavities, etc.) and to solve problems in a real-life formulation. The grid-characteristic method enables the use of a multiple time step. As a result, the computation time is considerably reduced and the efficiency of the method is raised. The method is parallelized on a computer cluster with an optimal use of system resources.     

ON NEWMAN-TYPE RATIONAL INTERPOLATION TO ｜x｜ AT THE CHEBYSHEV NODES OF THE SECOND KIND

Recently Brutman and Passow considered Newman-type rational interpolation to ｜x｜ induced by arbitrary set of symmetric nodes in [-1,1] and gave the general estimation of the approximation error.By their methods one could establish the exact order of approximation for some special nodes. In the present paper we consider the special case where the interpolation nodes are the zeros of the Chebyshev polynomial of the second kind and prove that in this case the exact order of approximation is O（1/n｜nn）     

基于修正的第二类Chebyshev结点的Newman型有理插值函数对|x|的逼近

Recently Brutman and Passow considered Newman-type rational interpolation to ｜x｜ induced by arbitrary sets of symmetric nodes in [-1,1] and gave the general estimation of the approximation error.By their methods,one could establish the exact order of approximation for some special nodes.In the present note we consider the sets of interpolation nodes obtained by adjusting the Chebyshev roots of the second kind on the interval [0,1] and then extending this set to [-1,1] in a symmetric way.We show that in this case the exact order of approximation is O（ 1 n 2 ）.     

Monotone convergence of finite element approximations of obstacle problems

The purpose of the work is to study the monotone convergence of numerical solutions of obstacle problems under mesh refinement when the obstacle is convex. We prove monotone convergence of piecewise linear finite element approximations for one-dimensional obstacle problems. We demonstrate by giving a example that such monotone convergence will not hold in the two-dimensional case.     

非光滑函数的分数阶插值公式

本文基于局部分数阶Taylor展开式构造非光滑函数的分数阶插值公式,证明了插值公式的存在和唯一性,给出了分数阶插值的Lagrange表示形式及其误差余项,讨论了一种混合型的分段分数阶插值和整数阶插值的收敛阶.数值算例验证了对于非光滑函数分数阶插值明显优于通常的多项式插值,并说明在实际计算中采用分段混合分数阶和整数阶插值可以使得插值误差在区间上分布均匀,能够极大地提高插值精度.     

ENO Reconstruction and ENO Interpolation Are Stable

We prove that the ENO reconstruction and ENO interpolation procedures are stable in the sense that the jump of the reconstructed ENO point values at each cell interface has the same sign as the jump of the underlying cell averages across that interface. Moreover, we prove that the size of these jumps after reconstruction relative to the jump of the underlying cell averages is bounded. Similar sign properties and the boundedness of the jumps hold for the ENO interpolation procedure. These estimates, which are shown to hold for ENO reconstruction and interpolation of arbitrary order of accuracy and on nonuniform meshes, indicate a remarkable rigidity of the piecewise polynomial ENO procedure.     

导数振荡与应变能极小的平面分段三次参数Hermite插值

由于分段三次参数Hermite插值的切矢往往被作为变量,故可对其进行优化以使得构造的插值曲线满足特定的要求.为了构造兼具保形性与光顺性的平面分段三次参数Hermite插值曲线,给出了一种通过同时极小化导数振荡和应变能来确定切矢的方法.首先以导数振荡函数和应变能函数为双目标建立了切矢满足的方程系统;然后证明了方程系统存在唯一解,并给出了解的具体表达式;最后给出了误差分析,并通过数值算例表明方法的有效性.结果表明,相对于导数振荡极小化方法和应变能极小化方法,所提出的导数振荡和应变能极小化方法同时兼顾了平面分段三次参数Hermite插值曲线的保形性和光顺性.     

Another explanation for the bias observed in the filter rule test

Substantial bias in profits is observed when we apply Alexander's filter rule to the piecewise linear function formed by the linear interpolation of a past daily (weekly or monthly) stock price sequence. The only explanation for this phenomenon reported up to now is the possible discontinuity of the original price path. This paper demonstrates that the autocorrelation generated by the linear interpolation procedure causes this phenomenon even if the original path is a realization of the Brownian motion. It is also shown that the bias for the TOPIX index in the Tokyo Stock Exchange is substantially explained in our theoretical framework.     

Finite volume schemes for Hamilton–Jacobi equations

Summary. We introduce two classes of monotone finite volume schemes for Hamilton-Jacobi equations. The corresponding approximating functions are piecewise linear defined on a mesh consisting of triangles. The schemes are shown to converge to the viscosity solution of the Hamilton–Jacobi equation. Received February 25, 1998 / Published online: June 29, 1999     

Bemerkungen zur glatten Interpolation

Summary The usual interpolation formulae for equidistant abscissae (Newton-Gregory, Bessel) define a piecewise polynomial approximation function whose first derivative is generally discontinuous at every meshpoint. It is shown how these formulae can be modified (without using higher derivatives of the given function) such that the piecewise polynomial approximation function hass continuous derivatives (wheres is a given integer).     

Continuous piecewise linear finite elements for the Kirchhoff–Love plate equation

A family of continuous piecewise linear finite elements for thin plate problems is presented. We use standard linear interpolation of the deflection field to reconstruct a discontinuous piecewise quadratic deflection field. This allows us to use discontinuous Galerkin methods for the Kirchhoff–Love plate equation. Three example reconstructions of quadratic functions from linear interpolation triangles are presented: a reconstruction using Morley basis functions, a fully quadratic reconstruction, and a more general least squares approach to a fully quadratic reconstruction. The Morley reconstruction is shown to be equivalent to the basic plate triangle (BPT). Given a condition on the reconstruction operator, a priori error estimates are proved in energy norm and L ² norm. Numerical results indicate that the Morley reconstruction/BPT does not converge on unstructured meshes while the fully quadratic reconstruction show optimal convergence.     

Computation of <Emphasis Type="BoldItalic">p</Emphasis>-variation

A code for computing the p-variation of a piecewise monotone function is introduced. The code is publicly available in the R environment package under the name pvar. The algorithm is based on some properties of the p-variation of a piecewise monotone function proved in this paper. The mathematical results may have their own interest.