The Method of Fundamental Solutions: A Weighted Least-Squares Approach

We investigate the Method of Fundamental Solutions (MFS) for the solution of certain elliptic boundary value problems. In particular, we study the case in which the number of collocation points exceeds the number of singularities, which leads to an over-determined linear system. In such a case, the resulting linear system is over-determined and the proposed algorithm chooses the approximate solution for which the error, when restricted to the boundary, minimizes a suitably defined discrete Sobolev norm. This is equivalent to a weighted least-squares treatment of the resulting over-determined system. We prove convergence of the method in the case of the Laplace’s equation with Dirichlet boundary data in the disk. We develop an alternative way of implementing the numerical algorithm, which avoids the inherent ill-conditioning of the MFS matrices. Finally, we present numerical experiments suggesting that introduction of Sobolev weights improves the approximation. AMS subject classification (2000) 35E05, 35J25, 65N12, 65N15, 65N35, 65T50     

Panjer recursion versus FFT for compound distributions

Numerical evaluation of compound distributions is an important task in insurance mathematics and quantitative risk management. In practice, both recursive methods as well as transform based techniques are widely used. We give a survey of these tools, point out the respective merits and provide some numerical examples.     

一维连续小波变换

1引言小波分析是近年来迅速发展起来的一门新兴学科,小波分析最显著的特征是频域和时域具有良好局部化特性,可以观察函数的任意细节,被誉为数学的显微镜．它不仅理论深刻,且理论与应用的发展交织在一起,它成功地应用于信噪分离、图像编码、图像的边缘检测、数据压缩、计算机视觉中的多分辨率分析等领域．     

Approximation of the Weighted Hilbert Transform on the Real Line by an Interpolatory Process

An algorithm for the approximate evaluation of the Hilbert transform has been proposed. The convergence of the procedure is proved. The stability of the algorithm is considered and some numerical examples are given.This revised version was published online in October 2005 with corrections to the Cover Date.     

圆周上带希尔伯特核的柯西奇异积分方程的数值解(英文)

本文研究了圆周上带希尔伯特核的柯西奇异积分的复合梯型公式.利用连续的分片线性函数逼近被积函数,得到积分公式的误差估计;然后用积分公式构造求解对应奇异积分方程的两种格式;最后给出数值实验验证理论分析结果.     

Interpolation lattices for hyperbolic cross trigonometric polynomials

Sparse grid discretisations allow for a severe decrease in the number of degrees of freedom for high-dimensional problems. Recently, the corresponding hyperbolic cross fast Fourier transform has been shown to exhibit numerical instabilities already for moderate problem sizes. In contrast to standard sparse grids as spatial discretisation, we propose the use of oversampled lattice rules known from multivariate numerical integration. This allows for the highly efficient and perfectly stable evaluation and reconstruction of trigonometric polynomials using only one ordinary FFT. Moreover, we give numerical evidence that reasonable small lattices exist such that our new method outperforms the sparse grid based hyperbolic cross FFT for realistic problem sizes.     

A relaxation method for two-phase flow models with hydrodynamic closure law

Summary. This paper is devoted to the numerical approximation of the solutions of a system of conservation laws arising in the modeling of two-phase flows in pipelines. The PDEs are closed by two highly nonlinear algebraic relations, namely, a pressure law and a hydrodynamic one. The severe nonlinearities encoded in these laws make the classical approximate Riemann solvers virtually intractable at a reasonable cost of evaluation. We propose a strategy for relaxing solely these two nonlinearities. The relaxation system we introduce is of course hyperbolic but all associated eigenfields are linearly degenerate. Such a property not only makes it trivial to solve the Riemann problem but also enables us to enforce some further stability requirements, in addition to those coming from a Chapman-Enskog analysis. The new method turns out to be fairly simple and robust while achieving desirable positivity properties on the density and the mass fractions. Extensive numerical evidences are provided.Mathematics Subject Classification (1991): 76T10, 76N15, 35L65, 65M06     

Numerical Taylor expansions for invariant manifolds

Summary. We consider numerical computation of Taylor expansions of invariant manifolds around equilibria of maps and flows. These expansions are obtained by writing the corresponding functional equation in a number of points, setting up a nonlinear system of equations and solving this system using a simplified Newtons method. This approach will avoid symbolic or explicit numerical differentiation. The linear algebra issues of solving the resulting Sylvester equations are studied in detail.Mathematics Subject Classification (1991): 65Q05, 65P, 37M, 65P30, 65F20, 15A69Dedicated to Gerhard Wanner on the occasion of his 60th birthdayAcknowledgments. The authors like to thank Olavi Nevanlinna for discussions and his suggestion to use complex evaluation points.     

Residual-based a posteriori error estimate for hypersingular equation on surfaces

Summary. The hypersingular integral equation of the first kind equivalently describes screen and Neumann problems on an open surface piece. The paper establishes a computable upper error bound for its Galerkin approximation and so motivates adaptive mesh refining algorithms. Numerical experiments for triangular elements on a screen provide empirical evidence of the superiority of adapted over uniform mesh-refining. The numerical realisation requires the evaluation of the hypersingular integral operator at a source point; this and other details on the algorithm are included.Mathematics Subject Classification (1991):65N30, 65R20, 73C50     

Panel clustering method and restriction matrices for symmetric Galerkin BEM

In the framework of Symmetric Galerkin Boundary Element Method, different techniques in these last years have been proposed to reduce the computational cost of the Galerkin matrix evaluation: in particular, the Panel Clustering Method [25,26] it is now largely used. On the other side, very recently a theory on restriction matrices has been developed to take computational advantage of possible symmetry properties of the differential or integral problem at hand [4,5]. Here we couple Panel Clustering Method with restriction matrices, presenting the most important algorithms employed and showing several examples, comparisons and numerical results. AMS subject classification 65F30, 65N38     

On improving the accuracy of Horner’s and Goertzel’s algorithms

It is known that Goertzels algorithm is much less numerically accurate than the Fast Fourier Transform (FFT) (cf. [2]). In order to improve accuracy we propose modifications of both Goertzels and Horners algorithms based on the divide-and-conquer techniques. The proof of the numerical stability of these two modified algorithms is given. The numerical tests in Matlab demonstrate the computational advantages of the proposed modifications. The appendix contains the proof of numerical stability of Goertzels algorithm of polynomial evaluation. AMS subject classification 65F35, 65G50     

Computation of an infinite integral using series acceleration

A numerical computation in crystallography involves an infinite integral depending on one parameter. In a recent article in this journal this computational problem is addressed using Romberg’s method and tools for error control. One observe numerical difficulties with the reported approach both near the parameter’s endpoints and near the parameter interval’s midpoint. In this short note we will present an alternative approach making use of a known infinite series formulation of the problem at hand and a simple and efficient series acceleration technique. If some care is taken to avoid cancellations the numerical results are excellent for all values of the parameter. AMS subject classification 65B05, 65B10, 65D30     

Adaptive partitioning techniques for ordinary differential equations

Many stiff systems of ordinary differential equations (ODEs) modeling practical problems can be partitioned into loosely coupled subsystems. In this paper the objective of the partitioning is to permit the numerical integration of one time step to be performed as the solution of a sequence of small subproblems. This reduces the computational complexity compared to solving one large system and permits efficient parallel execution under appropriate conditions. The subsystems are integrated using methods based on low order backward differentiation formulas.This paper presents an adaptive partitioning algorithm based on a classical graph algorithm and techniques for the efficient evaluation of the error introduced by the partitioning.The power of the adaptive partitioning algorithm is demonstrated by a real world example, a variable step-size integration algorithm which solves a system of ODEs originating from chemical reaction kinetics. The computational savings are substantial. In memory of Germund Dahlquist (1925–2005).AMS subject classification (2000) 65L06, 65Y05     

一种基于小波尺度函数变换的Laplace反演方法

该文基于Ｄａｕｂｅｃｈｉｅｓ小波尺度函数变换建立了关于Ｌａｐｌａｃｅ变换的一种反演数值方法．通过对小波尺度函数的低带通谱特性的定性与定量讨论,给出了这一反演方法所得原像函数的适用域．结果发现：其区域大小随着小波尺度函数的分辨指标（ｒｅｓｏｌｕｔｉｏｎｌｅｖｅｌ）选取的升高而增大．最后,以颤振曲线、具有指数增长的复函数、和一维振动弦的初边值问题等为例,定量给出了其反演方法的数值结果．通过与相应的原像精确结果对比发现：在反演的有效区域内,其数值反演的原像几乎与精确的原像图象重合．这表明这一Ｌａｐｌａｃｅ反演数值方法是有效和可靠的．     

On the evaluation of Hilbert transforms by means of a particular class of Turán quadrature rules

A method for evaluating Hilbert transforms, by means of Turán quadrature rules with generalized Gegenbauer weights, is presented. The main feature of these integration formulas is the independence of the nodes of their multiplicity and thus of the precision degree. The error is analyzed both from a real and a complex perspective; in this context a new representation of the remainder term of the quadrature rules with multiple nodes for the evaluation of Hilbert transforms, valid not only for the particular class of weight functions here considered, is presented. A few numerical examples are provided.Work sponsored by Ministero della Ricerca Scientifica e Tecnologia, Italy.     

计算一类数字变换的收缩阵列

本文以DFT的收缩（Systolic）阵列结构为基础，给出了一类数字变换的收缩阵列，这些变换包括离散富里叶变换，离散余弦变换，离散正弦变换，离散Hartley变换，数论变换和多项式变换．     

Invariantization of numerical schemes using moving frames

This paper deals with a geometric technique to construct numerical schemes for differential equations that inherit Lie symmetries. The moving frame method enables one to adjust existing numerical schemes in a geometric manner and systematically construct proper invariant versions of them. Invariantization works as an adaptive transformation on numerical solutions, improving their accuracy greatly. Error reduction in the Runge–Kutta method by invariantization is studied through several applications including a harmonic oscillator and a Hamiltonian system. AMS subject classification (2000)  65L12, 70G65     

Generating numerical algorithms using a computer algebra system

An useful application of computer algebra systems is the generation of algorithms for numerical computations. We have shown in Gander and Gruntz (SIAM Rev., 1999) how computer algebra can be used in teaching to derive numerical methods. In this paper we extend this work, using essentially the capability of computer algebra system to construct and manipulate the interpolating polynomial and to compute a series expansion of a function. We will automatically generate formulas for integration and differentiation with error terms and also generate multistep methods for integrating differential equations. In memory of Germund Dahlquist (1925–2005).AMS subject classification (2000) 65D25, 65D30, 65D32, 65L06     

Global Error Estimation and Extrapolated Multistep Methods For Index 1 Differential-Algebraic Systems

In recent papers the technique for a local and global error estimation and the local-global step size control were presented to solve both ordinary differential equations and semi-explicit index 1 differential-algebraic systems by multistep methods with any reasonable accuracy attained automatically. Now those results are extended to the concept of multistep extrapolation, and the paper demonstrates with numerical examples how such methods work in practice. Especially, we develop an efficient technique to calculate higher derivatives of a numerical solution with Hermite interpolating polynomials. The necessary theory is also provided. AMS subject classification (2000) 65L06, 65L70, 65L80     

Numerical Energy Conservation for Multi-Frequency Oscillatory Differential Equations

The long-time near-conservation of the total and oscillatory energies of numerical integrators for Hamiltonian systems with highly oscillatory solutions is studied in this paper. The numerical methods considered are symmetric trigonometric integrators and the St?rmer–Verlet method. Previously obtained results for systems with a single high frequency are extended to the multi-frequency case, and new insight into the long-time behaviour of numerical solutions is gained for resonant frequencies. The results are obtained using modulated multi-frequency Fourier expansions and the Hamiltonian-like structure of the modulation system. A brief discussion of conservation properties in the continuous problem is also included. AMS subject classification (2000) 65L05, 65P10