The Caratheodory--Fejer Extension of a Finite Geometric Series

It is shown that the Caratheodory—Fejer extension of afinite geometric series can be given explicitly up to a simplepolynomial equation in an auxiliary variable. This result allowsus to analyse the Caratheodory-Fejer approximation method inthe case where the quotients of successive Maclaurin coefficientsof the given function tend to a limit. ^*Research carried out while this author was at ETH Zurich partiallysupported by a Royal Society European Visiting Fellowship.     

Mixed block elimination for linear systems with wider borders

The paper is about the stable solution of possibly ill-conditionedbordered linear systems. Given stable solvers for matrix A andfor A^T, we prove that the Govaerts Mixed Block Elimination (BEM)method constitutes a stable solver for the matrix consistingof A or A^T with a border of width 1, and hence by recursionfor a border of any width. We express the algorithm in an efficient,iterative, form. We analyse its operation count, and verifythe theory by extensive numerical experiments. ^*Senior Research Associate of the Belgian National Fund of ScientificResearch NFWO.     

The Polynomial Caratheodory--Fejer Approximation Method for Jordan Regions

We propose a method for the approximation of analytic functionson Jordan regions that is based on a Carathéodory—Fejértype of economization of the Faber series. The method turnsout to be very effective if the boundary of the region is analytic.It often still works when the region degenerates to a Jordanarc. We also derive related lower and upper bounds for the errorof the best approximation. ^*Research carried out while this author was at ETH Zurich partiallysupported by a Royal Society European Visiting Fellowship.     

Dynamic frictionless contact in linear viscoelasticity

David E. Stewart Department of Mathematics, University of Iowa, Iowa, IA 52242, USA ^{In this work, we formulate a dynamic frictionless contact problemwith linear viscoelasticity of Kelvin–Voigt type, basedon the Signorini contact conditions. We show existence of solutions,and investigate the possibility for obtaining an energy balance.Employing time discretization and the finite-element method,we compute numerical solutions. Our numerical scheme is implementedwith non-smooth Newton's method which solves the complementarityproblem. The numerical results support the idea that the energylosses in the limit of the numerical solution are equal to thelosses due to viscosity.}     

On Implicit Ordinary Differential Equations

In a recent paper Fox & Mayers discuss the numerical solutionof implicit ordinary differential equations of the form f(x,y(x), y'(x)) = 0. They find that numerical methods can be veryunreliable near the point where f_y' = 0. In this paper we givea theoretical analysis of the problem which enables us to explainwhen to expect numerical difficulties. We suggest a possibleline of approach for the solution of such problems, and discusssome numerical examples. Research supported by the National Science Foundation, the Officeof Naval Research, the Army Research, and the Air Force Officeof Scientific Research. Travel funding provided by the Universityof Toronto and the British Council.     

Convergence of Methods for the Numerical Solution of the Korteweg--de Vries Equation

We prove that a family of methods for the numerical solutionof the Korteweg—de Vries equation is convergent. Thisfamily includes as particular cases some known finite differenceand finite element schemes. It is also found that the stabilityproperties of the methods vary significantly with the treatmentof the non-linear term. On leave from Shanghai University of Science and Technology,Shanghai, China.     

A refined mixed finite-element method for the stationary Navier Stokes equations with mixed boundary conditions

Serge Nicaise ^{This paper is concerned with the mixed formulation of the Navier–Stokesequations with mixed boundary conditions in 2D polygonal domainsand its numerical approximation. We first describe the regularityof any solution. The problem is then approximated by a mixedfinite-element method where the strain tensor and the antisymmetricgradient tensor, quantities of practical importance, are introducedas new unknowns. An existence result for the finite-elementsolution and convergence results are proved near a nonsingularsolution. Quasi-optimal error estimates are finally presented.}     

Optimal recovery using thin plate splines in finite volume methods for the numerical solution of hyperbolic conservation laws

The theory of optimal recovery is applied to finite volume methodsfor the numerical solution of conservation laws in multiplespace dimensions. Classical polynomial EN0 (essentially non-oscillatory)algorithms can be interpreted as trivial recovery operatorsfor the point functional in the light of this theory. Thin platesplines are identified as optimal recovery functions in Beppo-Levispaces and can be seen as multi-dimensional analogues of cubicsplines. Recovery algorithms of ENO-type based on thin platesplines are developed and applied to test problems includingthe Euler equations of compressible gas dynamics. E-mail: Thomas.Sonar{at}ts.go.dlr.de     

On the perturbation of LU and Cholesky factors

In a recent paper, Chang and Paige have shown that the usualperturbation bounds for Cholesky factors can systematicallyoverestimate the errors. In this note we sharpen their resultsand extend them to the factors of the LU decomposition. Theresults are based on a new formula for the first-order termsof the error in the factors. ^* This report is available by anonymous ftp from thales.cs.umd.eduin the directory pub/reports.     

An a posteriori error estimator for the Lame equation based on equilibrated fluxes

Katharina Witowski ^{We derive a new a posteriori error estimator for the Lamésystem based on H(div)-conforming elements and equilibratedfluxes. It is shown that the estimator gives rise to an upperbound where the constant is one up to higher-order terms. Thelower bound is also established using Argyris elements. Thereliability and efficiency of the proposed estimator are confirmedby some numerical tests.}     

An analysis of the coupling of finite-element and Nystrm methods in acoustic scattering

In this paper we analyze the use of a combined Nystrm and finite-elementprocedure for approximating the scattered time-harmonic acousticfield produced when an incident wave interacts with a boundedinhomogeneity. The coupling technique uses a smooth artificialboundary and explicitly decouples the integral equation andfinite-element computations. We prove convergence of the method.One highlight of this analysis is that we prove Sobolev spaceerror estimates for the Nystrm scheme (which is usually analyzedin Hlder spaces). We also present some numerical results. E-mail: kirsch{at}am.uni-erlangen.de E-mail: monk{at}math.udel.edu     

On Symmetric Minimum Norm Updates

The theory of the 1-inverse of a matrix is used to derive allsymmetric updates which satisfy a matrix equation. This generalsolution is then used to obtain the solution which is minimumin a symmetrically weighted Frobenius norm. The minimum normsolution can be used to derive the minimum norm updates usedin quasi-Newton methods for unconstrained optimization. This research was supported in part by NIH Grant No. AM17593.     

On the Application of Extrapolation, Deferred Correction and Defect Correction to Discrete-time Galerkin Methods for Parabolic Problems

Conditions which ensure the applicability of extrapolation-in-timeof the backward-difference Galerkin and Crank—NicolsonGalerkin methods for linear parabolic initial-boundary problemsare discussed. Deferred correction and defect correction proceduresfor these discrete-time Galerkin methods are formulated andtheir theoretical properties summarized. These procedures yieldapproximations which are up to fourth-order correct in time,and whose computation requires less work per time step thanthat required by extrapolation. The results of numerical experiments,which demonstrate the expected rates of convergence with respectto the time discretization of the various techniques, are presented. ^*The work of this author was supported in part by the NationalScience Foundation under grant MCS-8102295     

Adaptive frame methods for elliptic operator equations: the steepest descent approach

Massimo Fornasier^¶ Dipartimento di Metodi e Modelli Matematici per le Scienze Applicate, Università "La Sapienza" in Roma, Via Antonio Scarpa, 16/B, I-00161 Roma, Italy Rob Stevenson^|| Department of Mathematics, Utrecht University, PO Box 80.010, NL-3508 TA Utrecht, The Netherlands ^{This paper is concerned with the development of adaptive numericalmethods for elliptic operator equations. We are particularlyinterested in discretization schemes based on wavelet frames.We show that by using three basic subroutines an implementable,convergent scheme can be derived, which, moreover, has optimalcomputational complexity. The scheme is based on adaptive steepestdescent iterations. We illustrate our findings by numericalresults for the computation of solutions of the Poisson equationwith limited Sobolev smoothness on intervals in 1D and L-shapeddomains in 2D.}     

Newton additive and multiplicative Schwarz iterative methods

Daniel B. Szyld^¶ Department of Mathematics, Temple University, Philadelphia, PA 19122, USA ^{Convergence properties are presented for Newton additive andmultiplicative Schwarz (AS and MS) iterative methods for thesolution of nonlinear systems in several variables. These methodsconsist of approximate solutions of the linear Newton step usingeither AS or MS iterations, where overlap between subdomainscan be used. Restricted versions of these methods are also considered.These Schwarz methods can also be used to precondition a Krylovsubspace method for the solution of the linear Newton steps.Numerical experiments on parallel computers are presented, indicatingthe effectiveness of these methods.}     

Estimates of the region of attraction of continuous-time cascade systems

Xiao-Song Yang Department of Mathematics, Huazhong University of Science and Technology Wuhan, Hubei 430074, People's Republic of China Huimin Li Departments of Mathematics and Control and Engineering, Huazhong University of Science and Technology Wuhan, Hubei 430074, People's Republic of China Corresponding author. Email: yangxs{at}cqupt.edu.cn Received on May 1, 2006; Accepted on October 6, 2006 In this paper, we first present some new sufficient conditionsfor global asymptotic stability of continuous-time cascade systems.Then, we give some detailed results on the region of attractionof continuous-time cascade systems. Some examples are presentedto illustrate these results.     

Numerical Solution of Sigular Integral Equations Using Gauss-type Formulae I: I: Quadrature and Collocation on Chebyshev Nodes

Permanent address: Department of Applied Mathematics and Statistics, State University of New York at Stony Brook, Stony Brook, NY 11794. Of concern here are the Gauss—Chebyshev formulae for numericalsolution of singular integral equations of the Cauchy-type.The coefficient matrix of the linear sustem of algebraic equationscorresponding to the dominant term term is shown to have aninverse, which is expressed in a neat, closed form. Using thenorm of the inverse matrix, the effect of quadrature errorson the computed solution is estimated. Using Jackson's theoremson "best approximation", convergence of the procedure is provedunder favourable conditions. In the course of analysis, a numberof identities involving the zeros of Chebyshev polynomials offirst and second kind is obtained. ^*Dedicated to Professor I. N. Sneddon on his sixty-third birthday.     

A discrete-time reduced-order controller for robust stabilization of plant in the normalized coprime-factor description

Using the technique of singlar perturbation, a procedure fordesigning a discrete–time reduced–order controllerfor robust stabilization is proposed. The theoretical aspectsare derived directly from the results of the generalized Popov–Yakubovichtheory recently developed. ¹Vlad Ionescu, 3 Emile Zola, Bucharest, 71272, Romania. ²Cristian Oara, 34 Austrului, Bucharest, 73115, Romania.