Methods for parallel integration of stiff systems of odes

This paper presents a class of parallel numerical integration methods for stiff systems of ordinary differential equations which can be partitioned into loosely coupled sub-systems. The formulas are called decoupled backward differentiation formulas, and they are derived from the classical formulas by restricting the implicit part to the diagnonal sub-system. With one or several sub-systems allocated to each processor, information only has to be exchanged after completion of a step but not during the solution of the nonlinear algebraic equations.The main emphasis is on the formula of order 1, the decoupled implicit Euler formula. It is proved that this formula even for a wide range of multirate formulations has an asymptotic global error expansion permitting extrapolation. Besides, sufficient conditions for absolute stability are presented.     

A supraconvergent scheme for the Korteweg-de Vries equation

Summary A finite-difference method for the integration of the Korteweg-de Vries equation on irregular grids is analyzed. Under periodic boundary conditions, the method is shown to be supraconvergent in the sense that, though being inconsistent, it is second order convergent. However, such a convergence only takes place on grids with an odd number of points per period. When a grid with an even number of points is used, the inconsistency of the method leads to divergence. Numerical results backing the analysis are presented.     

Local error estimation for singly-implicit formulas by two-step Runge-Kutta methods

In this paper it is shown that the local discretization error ofs-stage singly-implicit methods of orderp can be estimated by embedding these methods intos-stage two-step Runge-Kutta methods of orderp+1, wherep=s orp=s+1. These error estimates do not require any extra evaluations of the right hand side of the differential equations. This is in contrast with the error estimation schemes based on embedded pairs of two singly-implicit methods proposed by Burrage.The work of A. Bellen and M. Zennaro was supported by the CNR and MPI. The work of Z. Jackiewicz was supported by the CNR and by the NSF under grant DMS-8520900.     

Well posed cauchy problems for complex nonlinear equations must be semilinear

The first author was supported in part by CNPq     

Limits of parallelism in explicit ODE methods

Numerical methods for ordinary initial value problems that do not depend on special properties of the system are usually found in the class of linear multistage multivalue methods, first formulated by J.C. Butcher. Among these the explicit methods are easiest to implement. For these reasons there has been considerable research activity devoted to generating methods of this class which utilize independent function evaluations that can be performed in parallel. Each such group of concurrent function evaluations can be regarded as a stage of the method. However, it turns out that parallelism affords only limited opportunity for reducing the computing time with such methods. This is most evident for the simple linear homogeneous constant-coefficient test problem, whose solution is essentially a matter of approximating the exponential by an algebraic function. For a given number of stages and a given number of saved values, parallelism offers a somewhat enlarged set of algebraic functions from which to choose. However, there is absolutely no benefit in having the degree of parallelism (number of processors) exceed the number of saved values of the method. Thus, in particular, parallel one-step methods offer no speedup over serial one-step methods for the standard linear test problem. Although the implication of this result for general nonlinear problems is unclear, there are indications that dramatic speedups are not possible in general. Also given are some results relevant to the construction of methods.Work supported in part by National Science Foundation grants DMS 89 11410 and DMS 90 15533 and by US Department of Energy grant DOE DEFG02-87ER25026. Work of the second author was completed while at the University of Illinois.     

Singly generated planar algebras of small dimension, Part II

We classified in Bisch and Jones (Duke Math. J. 101 (2000) 41) all spherical C∗-planar algebras generated by a non-trivial 2-box subject to the condition that the dimension of N′∩M₂ is ?12. We showed that they are given by the Fuss-Catalan systems discovered in Bisch and Jones (Invent. Math. 128 (1997) 89) and one exceptional planar algebra. In the present paper, we extend these results and show that there is only one spherical C∗-planar algebra generated by a single non-trivial 2-box if the dimension of N′∩M₂ is 13. It is given by the standard invariant of the crossed product subfactor , where D₅ denotes the dihedral group with 10 elements.     

Global solutions of nonconcave hyperbolic conservation laws with relaxation arising from traffic flow

We establish global solutions of nonconcave hyperbolic equations with relaxation arising from traffic flow. One of the characteristic fields of the system is neither linearly degenerate nor genuinely nonlinear. Furthermore, there is no dissipative mechanism in the relaxation system. Characteristics travel no faster than traffic. The global existence and uniqueness of the solution to the Cauchy problem are established by means of a finite difference approximation. To deal with the nonconcavity, we use a modified argument of Oleinik (Amer. Math. Soc. Translations 26 (1963) 95). It is also shown that the zero relaxation limit of the solutions exists and is the unique entropy solution of the equilibrium equation.     

Scalar multidimensional conservation laws IBVP in noncylindrical Lipschitz domains

We study the initial-boundary-value problems for multidimensional scalar conservation laws in noncylindrical domains with Lipschitz boundary. We show the existence-uniqueness of this problem for initial-boundary data in L^∞ and the flux-function in the class C¹. In fact, first considering smooth boundary, we obtain the L¹-contraction property, discuss the existence problem and prove it by the Young measures theory. In the end we show how to pass the existence-uniqueness results on to some domains with Lipschitz boundary.     

基于BDF的无约束优化方法的收敛性分析

1.介 绍 在上个世纪的七十年代末、八十年代初,基于常微分方程的优化方法或者说同伦方法是一类与拟牛顿法和共轭梯度法等我们所熟知的优化方法相竞争的重要方法[1-6,8,13,14,16].由于这类方法只是简单地利用现成的数值求解常微分方程的软件包,如CVODE[7]、LSODE[12],对同伦方程(一般是一个常微分方程的初值问题)进行计算,除了一些特殊的病态问题