Solving differential-algebraic equations by Taylor series (II): Computing the System Jacobian

The authors have developed a Taylor series method for solving numerically an initial-value problem differential-algebraic equation (DAE) that can be of high index, high order, nonlinear, and fully implicit, BIT, 45 (2005), pp. 561–592. Numerical results have shown that this method is efficient and very accurate. Moreover, it is particularly suitable for problems that are of too high an index for present DAE solvers. This paper develops an effective method for computing a DAE’s System Jacobian, which is needed in the structural analysis of the DAE and computation of Taylor coefficients. Our method involves preprocessing of the DAE and code generation employing automatic differentiation. Theory and algorithms for preprocessing and code generation are presented. An operator-overloading approach to computing the System Jacobian is also discussed. AMS subject classification (2000)  34A09, 65L80, 65L05, 41A58     

Taylor series method for dynamical systems with control: Convergence and error estimates

To optimize a complicated function constructed from a solution of a system of ordinary differential equations (ODEs), it is very important to be able to approximate a solution of a system of ODEs very precisely. The precision delivered by the standard Runge-Kutta methods often is insufficient, resulting in a “noisy function” to optimize. We consider an initial-value problem for a system of ordinary differential equations having polynomial right-hand sides with respect to all dependent variables. First we show how to reduce a wide class of ODEs to such polynomial systems. Using the estimates for the Taylor series method, we construct a new “aggregative” Taylor series method and derive guaranteed a priori step-size and error estimates for Runge-Kutta methods of order r. Then we compare the 8,13-Prince-Dormand’s, Taylor series, and aggregative Taylor series methods using seven benchmark systems of equations, including van der Pol’s equations, the “brusselator,” equations of Jacobi’s elliptic functions, and linear and nonlinear stiff systems of equations. The numerical experiments show that the Taylor series method achieves the best precision, while the aggregative Taylor series method achieves the best computational time. The final section of this paper is devoted to a comparative study of the above numerical integration methods for systems of ODEs describing the optimal flight of a spacecraft from the Earth to the Moon. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 24, Dynamical Systems and Optimization, 2005.     

Taylor formula for homogenous groups and applications

In this paper, we provide a Taylor formula with integral remainder in the setting of homogeneous groups in the sense of Folland and Stein (Hardy spaces on homogeneous groups. Mathematical notes, vol 28. Princeton University Press, Princeton, 1982). This formula allows us to give a simplified proof of the so-called ‘Taylor inequality’. As a by-product, we furnish an explicit expression for the relevant Taylor polynomials. Applications are provided. Among others, it is given a sufficient condition for the real-analiticity of a function whose higher order derivatives (in the sense of the Lie algebra) satisfy a suitable growth condition. Moreover, we prove the ‘L-harmonicity’ of the Taylor polynomials related to a ‘L-harmonic’ function, when L is a general homogenous left-invariant differential operator on a homogeneous group. (This result is one of the ingredients for obtaining Schauder estimates related to L).     

Pryce pre-analysis adapted to some DAE solvers

The ODE solver HBT(12)5 of order 12 (T. Nguyen-Ba, H. Hao, H. Yagoub, R. Vaillancourt, One-step 5-stage Hermite-Birkho-Taylor ODE solver of order 12, Appl. Math. Comput. 211 (2009) 313-328. doi:10.1016/j.amc.2009.01.043), which combines a Taylor series method of order 9 with a Runge-Kutta method of order 4, is expanded into the DAE solver HBT(12)5DAE of order 12. Dormand-Prince’s DP(8, 7)13M is also expanded into the DAE solver DP(8, 7)DAE. Pryce structural pre-analysis, extended ODEs and ODE first-order forms are adapted to these DAE solvers with a stepsize control based on local error estimators and a modified Pryce algorithm to advance integration. HBT(12)5DAE uses only the first nine derivatives of the unknown variables as opposed to the first 12 derivatives used by the Taylor series method T12DAE of order 12. Numerical results show the advantage of HBT(12)5DAE over T12DAE, DP(8, 7)DAE and other known DAE solvers.     

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.     

Boundedness, regularity and smoothness of universal Taylor series

Let Ω be an unbounded simply connected domain in satisfying some topological assumptions; for example let Ω be an open half-plane. We show that there exists a bounded holomorphic function on Ω which extends continuously on and is a universal Taylor series in Ω in the sense of Luh and Chui–Parnes with respect to any center. Our proof uses Arakeljan’s Approximation Theorem. Further we strengthen results of G. Costakis [2] concerning universal Taylor series with respect to one center in the sense of Luh and Chui–Parnes in the complement G of a compact connected set. We prove that such functions can be smooth on the boundary of G and be zero at ∞. If the universal approximation is also valid on ∂G, then the function can not be smooth on ∂G, but it may vanish at ∞. Our results are generic in natural Fréchet spaces of holomorphic functions. Received: 29 September 2005; revised: 21 February 2006     

Multipoint Taylor formulæ

Summary. The main result of this paper is an abstract version of the Kowalewski–Ciarlet–Wagschal multipoint Taylor formula for representing the pointwise error in multivariate Lagrange interpolation. Several applications of this result are given in the paper. The most important of these is the construction of a multipoint Taylor error formula for a general finite element, together with the corresponding –error bounds. Another application is the construction of a family of error formul? for linear interpolation (indexed by real measures of unit mass) which includes some recently obtained formul?. It is also shown how the problem of constructing an error formula for Lagrange interpolation from a D–invariant space of polynomials with the property that it involves only derivatives which annihilate the interpolating space can be reduced to the problem of finding such a formula for a ‘simpler’ one–point interpolation map. Received March 29, 1996 / Revised version received November 22, 1996     

One-step 9-stage Hermite–Birkhoff–Taylor DAE solver of order 10

The HBT(10)9 method for ODEs is expanded into HBT(10)9DAE for solving nonstiff and moderately stiff systems of fully implicit differential algebraic equations (DAEs) of arbitrarily high fixed index. A scheme to generate first-order derivatives at off-step points is combined with Pryce scheme which generates high order derivatives at step points. The stepsize is controlled by a local error estimator. HBT(10)9DAE uses only the first four derivatives of y instead of the first 10 required by Taylor’s series method T10DAE of order 10. Dormand–Prince’s DP(8,7)13M for ODEs is extended to DP(8,7)DAE for DAEs. HBT(10)9DAE wins over DP(8,7)DAE on several test problems on the basis of CPU time as a function of relative error at the end of the interval of integration. An index-5 problem is equally well solved by HBT(10)9DAE and T10DAE. On this problem, the error in the solution by DP(8,7)DAE increases as time increases.     

Universal Taylor series have a strong form of universality

We prove that a function f holomorphic in a simply connected domain Ω whose Taylor series at ξ ∈ Ω is universal with respect to overconvergence automatically has a strong kind of universality: its expansion in Faber series corresponding to any connected compact set Γ ⊂ Ω with connected is universal, and we may take a supremum over all such Γ’s in a compact set. The topology used here is the Carathéodory topology. This answers a question of Mayenberger and Müller. This research is co-funded by the European Social Fund and National Resources-(EPEAEK II) PYTHAGORASII.     

Existence of Universal Taylor Series for Nonsimply Connected Domains

It is known that, for any simply connected proper subdomain Ω of the complex plane and any point ζ in Ω, there are holomorphic functions on Ω that possess “universal” Taylor series expansions about ζ; that is, partial sums of the Taylor series approximate arbitrary polynomials on arbitrary compacta in ℂ\Ω that have connected complement. This paper shows, for nonsimply connected domains Ω, how issues of capacity, thinness and topology affect the existence of holomorphic functions on Ω that have universal Taylor series expansions about a given point.     

Taylor coefficients with sparse indices for functions summable with respect to the plane lebesgue measure

This note is devoted to the investigation of the Taylor coefficients f (n) of the function f, analytic in the open unit circleD and summable in it with the power p(p∈[1,∞)) with respect to the plane Lebesgue measure m₂; we denote the collection of all these functions f by the symbol ℋ^p. One proves the following. Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 65, pp. 161–163, 1976. In conclusion, I wish to express my deepest gratitude to S. A. Vinogradov for his interest and guidance during the preparation of this paper.     

A Taylor matrix method for the solution of a two-dimensional linear hyperbolic equation

A Taylor matrix method is proposed for the numerical solution of the two-space-dimensional linear hyperbolic equation. This method transforms the equation into a matrix equation and the unknown of this equation is a Taylor coefficients matrix. Solutions are easily acquired by using this matrix equation, which corresponds to a system of linear algebraic equations. As a result, the finite Taylor series approach with three variables is obtained. The accuracy of the proposed method is demonstrated with one example.     

A new method for smoothing surfaces and computing hermite interpolants

Let Ω be a rectangular bounded domain of a plane equipped with a rectangular partition Δ. Assume a piecewise bivariate function that is differentiable up to order (k,l) except at the knots of Δ, where it is less differentiable. In this paper, we introduce a new method for smoothing the above function at the knots. More precisely, we describe algorithms allowing one to transform it into another function that will be differentiable up to order (k,l) in the whole domain Ω. Then, as an application of this method, we give a recursive computation of tensor product Hermite spline interpolants. To illustrate our results, some numerical examples are presented. AMS subject classification (2000)  41A05, 41A15, 65D05, 65D07, 65D10     

The Clone of a Topological Space: an inspiring book by Walter Taylor

This article is a survey of our results inspired by Walter Taylor’s book, The Clone of a Topological Space. This paper is dedicated to Walter Taylor. Received June 28, 2005; accepted in final form January 3, 2006.     

Implicit Extension of Taylor Series Method with Numerical Derivatives

The Taylor series method is one of the earliest analytic‐numeric algorithms for approximate solution of initial value problems for ordinary differential equations. The main idea of the rehabilitation of these algorithms is based on the approximate calculation of higher order derivatives using well‐known technique for the partial differential equations. The implicit extension based on a collocation term added to the explicit truncated Taylor series. This idea is different from the general collocation method construction, which led to the implicit R‐K algorithms [1].     

Solving high-index DAEs by Taylor series

We present a general method of solving differential-algebraic equations by expanding the solution as a Taylor series. It seems especially suitable for (piecewise) smooth problems of high index. We describe the method in general, discuss steps to be taken if the method, as initially applied, fails because it leads to a system of equations with identically singular Jacobian, and illustrate by solving two problems of index 5. This revised version was published online in June 2006 with corrections to the Cover Date.     

Taylor Series Expansion in Discrete Clifford Analysis

Discrete Clifford analysis is a discrete higher-dimensional function theory which corresponds simultaneously to a refinement of discrete harmonic analysis and to a discrete counterpart of Euclidean Clifford analysis. The discrete framework is based on a discrete Dirac operator that combines both forward and backward difference operators and on the splitting of the basis elements $\mathbf{e}_j = \mathbf{e}_j^+ + \mathbf{e}_j^-$ into forward and backward basis elements $\mathbf{e}_j^\pm $ . For a systematic development of this function theory, an indispensable tool is the Taylor series expansion, which decomposes a discrete (monogenic) function in terms of discrete homogeneous (monogenic) building blocks. The latter are the so-called discrete Fueter polynomials. For a discrete function, the authors assumed a series expansion which is formally equivalent to the Taylor series expansion in Euclidean Clifford analysis; however, attention needed to be paid to the geometrical conditions on the domain of the function, the convergence and the equivalence to the given discrete function. We furthermore applied the theory to discrete delta functions and investigated the connection with Shannon sampling theorem (Bell Sys Tech J 27:379–423, 1948). We found that any discrete function admits a series expansion into discrete homogeneous polynomials and any discrete monogenic function admits a Taylor series expansion in terms of the discrete Fueter polynomials, i.e. discrete homogeneous monogenic polynomials. Although formally the discrete Taylor series expansion of a function resembles the continuous Taylor series expansion, the main difference is that there is no restriction on discrete functions to be represented as infinite series of discrete homogeneous polynomials. Finally, since the continuous expansion of the Taylor series expansion of discrete delta functions is a sinc function, the discrete Taylor series expansion lays a link with Shannon sampling.     

泰勒公式及泰勒级数之妙用

泰勒公式及泰勒级数是非常重要的数学工具,除了读者熟知的应用方面外,在其他问题的解决中也有妙用.举例介绍了应用泰勒公式及泰勒级数解决判断级数的敛散性、证明与积分有关的不等式等问题.     

Breaking the limits: The Taylor series method

This paper discusses several examples of ordinary differential equation (ODE) applications that are difficult to solve numerically using conventional techniques, but which can be solved successfully using the Taylor series method. These results are hard to obtain using other methods such as Runge-Kutta or similar schemes; indeed, in some cases these other schemes are not able to solve such systems at all. In particular, we explore the use of the high-precision arithmetic in the Taylor series method for numerically integrating ODEs. We show how to compute the partial derivatives, how to propagate sets of initial conditions, and, finally, how to achieve the Brouwer’s Law limit in the propagation of errors in long-time simulations. The TIDES software that we use for this work is freely available from a website.