On the derivation of an asymptotically correct shear correction factor for the Reissner-Mindlin plate model

In the framework of thin linear elastic plates it is known that the solutions of both the three-dimensional problem and the Reissner-Mindlin plate model can be developed into asymptotic expansions. By comparing the particular asymptotic expansions with respect to the half-thickness ɛ of the plate in the case of periodic boundary conditions on the lateral side, the shear correction factor in the Reissner-Mindlin plate model can be determined in such a way that this model approximates the three-dimensional solution with one order of the plate thickness better than the classical Kirchhoff model. This fails for hard clamped lateral boundary conditions so that the Reissner-Mindlin model is in this case asymptotically as good as the Kirchhoff model.     

New iteration algorithms for an asymptotically nonexpansive mapping

Under the framework of a real Banach space with an uniformly Gâteaux differentiable norm, two new iteration algorithms are introduced to obtain strong convergence to a fixed point of an asymptotically nonexpansive mapping. Furthermore, the proof technique is independent of the implicit iteration-path.     

Polynomial algebra for Birkhoff interpolants

We introduce a unifying formulation of a number of related problems which can all be solved using a contour integral formula. Each of these problems requires finding a non-trivial linear combination of possibly some of the values of a function f, and possibly some of its derivatives, at a number of data points. This linear combination is required to have zero value when f is a polynomial of up to a specific degree p. Examples of this type of problem include Lagrange, Hermite and Hermite–Birkhoff interpolation; fixed-denominator rational interpolation; and various numerical quadrature and differentiation formulae. Other applications include the estimation of missing data and root-finding.     

Symmetrical formulas for rational interpolants

Symmetrical determinantal formulas for the numerator and denominator of an ordinary rational interpolant are presented and discussed. Degenerate cases are analysed.     

Construction of asymptotically optimal controls for control and game problems

Recently the connection between control and game problems and Backward Stochastic Differential Equations has been established. This allows us to use an approximation scheme for such equations in order to construct an ɛ-optimal control. Received: 13 November 1995 / Revised version: 11 February 1998     

Construction of asymptotically optimal inventory control policies

Translated fromProblemy Ustoichivosti Stokhasticheskikh Modelei, Trudy Seminara, 1989, pp. 10–19.     

Assessing alternative control strategies for systems with asymptotically stable equilibrium positions

In a number of optimal control applications, it is possible to arrange control guided only by an analysis of a system’s dynamic properties. These controls are customarily referred to as alternatives to those that satisfy the Pontryagin maximum principle. This work considers autonomous systems of ordinary differential equations with a terminal objective functional that at each fixed value of the control parameter have unique and asymptotically stable equilibrium positions. It is shown that the problem of arranging alternative control can then be reduced to a finite-dimensional problem of mathematical programming. An estimate of the alternative control error in terms of the objective functional is obtained. Sufficient conditions for obtaining this estimate are given. A mathematical model of leukemia therapy is considered as an example.     

New iterative schemes for asymptotically quasi-nonexpansive nonself-mappings in Banach spaces

In this paper, a new two-step iterative scheme with errors is introduced for two asymptotically quasi-nonexpansive nonself-mappings. Several convergence theorems are established in real Banach spaces and real uniformly convex Banach spaces. Our theorems improve and extend the results due to Thianwan [S. Thianwan, Common fixed point of new iterations for two asymptotically nonexpansive nonself-mappings in a Banach space, J. Comput. Appl. Math. 224 (2009) 685-695] and many other papers.     

A recursive method for computing interpolants

In this paper, we describe a recursive method for computing interpolants defined in a space spanned by a finite number of continuous functions in R^d${\mathbb{R}}^d$. We apply this method to construct several interpolants such as spline interpolants, tensor product interpolants and multivariate polynomial interpolants. We also give a simple algorithm for solving a multivariate polynomial interpolation problem and constructing the minimal interpolation space for a given finite set of interpolation points.     

Stability of rootfinding for barycentric Lagrange interpolants

Computing the roots of a univariate polynomial can be reduced to computing the eigenvalues of an associated companion matrix. For the monomial basis, these computations have been shown to be numerically stable under certain conditions. However, for certain applications, polynomials are more naturally expressed in other bases, such as the Lagrange basis or orthogonal polynomial bases. For the Lagrange basis, the equivalent stability results have not been published. We show that computing the roots of a polynomial expressed in barycentric form via the eigenvalues of an associated companion matrix pair is numerically stable, and give a bound for the backward error. Numerical experiments show that the error bound is approximately an order of magnitude larger than the backward error. We also discuss the matter of scaling and balancing the companion matrix to bring it closer to a normal pair. With balancing, we are able to produce roots with small backward error.     

Some results for asymptotically pseudo-contractive mappings and asymptotically nonexpansive mappings

Some convergence theorems of modified Ishikawa and Mann iterative sequences with errors for asymptotically pseudo-contractive and asymptotically nonexpansive mappings in Banach space are obtained. The results presented in this paper improve and extend the corresponding results in Goebel and Kirk (1972), Kirk (1965), Liu (1996), Schu (1991) and Chang et al. (to appear).

     

Parallel defect control

How can small-scale parallelism best be exploited in the solution of nonstiff initial value problems? It is generally accepted that only modest gains inefficiency are possible, and it is often the case that “fast” parallel algorithms have quite crude error control and stepsize selection components. In this paper we consider the possibility of using parallelism to improvereliability andfunctionality rather than efficiency. We present an algorithm that can be used with any explicit Runge-Kutta formula. The basic idea is to take several smaller substeps in parallel with the main step. The substeps provide an interpolation facility that is essentially free, and the error control strategy can then be based on a defect (residual) sample. If the number of processors exceeds (p ? 1)/2, wherep is the order of the Runge-Kutta formula, then the interpolant and the error control scheme satisfy very strong reliability conditions. Further, for a given orderp, the asymptotically optimal values for the substep lengths are independent of the problem and formula and hence can be computed a priori. Theoretical comparisons between the parallel algorithm and optimal sequential algorithms at various orders are given. We also report on numerical tests of the reliability and efficiency of the new algorithm, and give some parallel timing statistics from a 4-processor machine.     

Error estimates for spline interpolants on equidistant grids

Summary For oddm, the error of them-th-degree spline interpolant of power growth on an equidistant grid is estimated. The method is based on a decomposition formula for the spline function, which locally can be represented as an interpolation polynomial of degreem which is corrected by an (m+1)-st.-order difference term.Dedicated to Prof. Dr. Karl Zeller on the occasion of his 60th birthday     

Well-defined determinant representations for non-normal multivariate rational interpolants

If the system of linear equations defining a multivariate rational interpolant is singular, then the table of multivariate rational interpolants displays a structure where the basic building block is a hexagon. Remember that for univariate rational interpolation the structure is built by joining squares. In this paper we associate with every entry of the table of rational interpolants a well-defined determinant representation, also when this entry has a nonunique solution. These determinant formulas are crucial if one wants to develop a recursive computation scheme.In section 2 we repeat the determinant representation for nondegenerate solutions (nonsingular systems of interpolation conditions). In theorem 1 this is generalized to an isolated hexagon in the table. In theorem 2 the existence of such a determinant formula is proven for each entry in the table. We conclude with an example in section 5.     

Runge–Kutta interpolants for high precision computations

Runge–Kutta (RK) pairs furnish approximations of the solution of an initial value problem at discrete points in the interval of integration. Many techniques for enriching these methods with continuous approximations have been proposed. Here we construct C ¹ continuous, eighth and ninth order interpolation methods for a recently appeared RK pair of orders 9(8). These interpolants share a very small leading truncation error making them suitable for use at quadruple precision, i.e. 32–33 decimal digits of accuracy. Extended numerical results justify our effort.     

Asymptotic coefficients for Gaussian radial basis function interpolants

Gaussian radial basis functions (RBFs) on an infinite interval with uniform grid pacing h are defined by ?(x;α,h)≡exp(-[α²/h²]x²). The only significant numerical parameter is α, the inverse width of the RBF functions relative to h. In the limit α→0, we demonstrate that the coefficients of the interpolant of a typical function f(x) grow proportionally to exp(π²/[4α²]). However, we also show that the approximation to the constant f(x)≡1 is a Jacobian theta function whose coefficients do not blow up as α→0. The subtle interplay between the complex-plane singularities of f(x) (the function being approximated) and the RBF inverse width parameter α are analyzed. For α≈1/2, the size of the RBF coefficients and the condition number of the interpolation matrix are both no larger than O(10⁴) and the error saturation is smaller than machine epsilon, so this α is the center of a “safe operating range” for Gaussian RBFs.     

Barycentric formulae for cardinal (SINC-)interpolants

Summary We present a barycentric representation of cardinal interpolants, as well as a weighted barycentric formula for their efficient evaluation. We also propose a rational cardinal function which in some cases agrees with the corresponding cardinal interpolant and, in other cases, is even more accurate.In numerical examples, we compare the relative accuracy of those various interpolants with one another and with a rational interpolant proposed in former work.Dedicated to the memory of Peter HenriciThis work was done at the University of California at San Diego, La Jolla     

Exact bounds for the uniform approximation by spline interpolants

Summary. This paper completes a result of Reimer (1984) concerning -th-degree cardinal and -periodic interpolation. The method of proof is not restricted to the case of and being odd and seems to be more elementary. Received February 1, 1993 / Revised version received September 14, 1993