On a numerical approach to Stefan-like problems

Summary This paper is devoted to the numerical analysis of a bidimensional two-phase Stefan problem. We approximate the enthalpy formulation byC ⁰ piecewise linear finite elements in space combined with a semi-implicit scheme in time. Under some restrictions related to the finite element mesh and to the timestep, we prove positivity, stability and convergence results. Various numerial tests are presented and discussed in order to show the accuracy of our scheme.This work is supported by the Fonds National Suisse pour la Recherche Scientifique.     

The Haar condition and multiplicity of zeros

Summary In this paper the problem is investigated of how to take the (possibly noninteger) multiplicity of zeros into account in the Haar condition for a linear function space on a given interval. Therefore, a distinction is made between regular and singular points of the interval, and a notion of geometric multiplicity, which always is a positive integer, is introduced. It is pointed out that, for regular zeros (i.e., zeros situate at regular points), aq-fold zero (in the sense that its geometric multiplicity equalsq), counts forq distinct zeros in the Haar condition. For singular zeros (i.e., zeros situated at singular points), this geometric multiplicity has to be diminished by some well-determinable integer.     

The finite element method with non-uniform mesh sizes applied to the exterior Helmholtz problem

Summary The finite element method with non-uniform mesh sizes is employed to approximately solve Helmholtz type equations in unbounded domains. The given problem on an unbounded domain is replaced by an approximate problem on a bounded domain with the radiation condition replaced by an approximate radiation boundary condition on the artificial boundary. This approximate problem is then solved using the finite element method with the mesh graded systematically in such a way that the element mesh sizes are increased as the distance from the origin increases. This results in a great reduction in the number of equations to be solved. It is proved that optimal error estimates hold inL ²,H ¹ andL , provided that certain relationships hold between the frequency, mesh size and outer radius.     

Optimally scaled matrices,necessary and sufficient conditions

Summary We shall in this paper consider the problem of determination a row or column scaling of a matrixA, which minimizes the condition number ofA. This problem was studied by several authors. For the cases of the maximum norm and of the sum norm the scale problem was completely solved by Bauer [1] and Sluis [5]. The condition ofA subordinate to the pair of euclidean norms is the ratio /, where and are the maximal and minimal eigenvalue of (A ^H A)^1/2 respectively. The euclidean case was considered by Forsythe and Strauss [3]. Shapiro [6] proposed some approaches to a numerical solution in this case. The main result of this paper is the presentation of necessary and sufficient conditions for optimal scaling in terms of maximizing and minimizing vectors. A uniqueness proof for the solution is offered provided some normality assumption is satisfied.     

Stability and accuracy of time discretizations for initial value problems

Summary This paper continues earlier work by the same authors concerning the shape and size of the stability regions of general linear discretization methods for initial value problems. Here the treatment is extended to cover also implicit schemes, and by placing the accuracy of the schemes into a more central position in the discussion general method-free statements are again obtained. More specialized results are additionally given for linear multistep methods and for the Taylor series method.This research has been supported by Swiss National Foundation, Grant No. 82-524.077This research has been supported by the Heinrich-Hertz-Stiftung, B 32 No. 203/79     

Finite elements for parabolic equations backwards in time

Summary Several regularization methods for parabolic equations backwards in time together with the usual additional constraints for their solution are considered. The error of the regularization is estimated from above and below. For a boundary value problem in time-method, finite elements as well as a time discretization are introduced and the error with respect to the regularized solution is estimated, thus giving an overall error of the discrete regularized problem. The algorithm is tested in simple numerical examples.     

Calculs de complexité relatifs à une méthode de dissection emboîtée

Résumé Nous présentons une numérotation de type Nested Dissection des inconnues d'un système linéaireAX=B pour des ensembles de matricescreuses symétriques définies positives correspondant à des famille de graphes non orientés,à degré borné, et admettant un -thérème de séparation. Comparativement aux méthodes et résultats de Rose [9], l'algorithme présenté est plus simple, mais les théorèmes de complexité moins généraux, en raison de l'hypothèse restrictive de degré borné. En outre, les démonstrations font appel en permanence à la structure d'arbre sur la famille des séparateurs qui constitue, par ailleurs, une partition de l'ensemble des sommets du graphe initial. Nous présentons ensuite le schéma général d'implémentation dans le cadre du code d'éléments finis MODULEF pourdes problèmes plans d'éléments finis, et nous donnons quelques mesures comparatives avec la numérotation plus classique qui tend à minimiser le profil de la matrice.

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Complexity bounds for a nested dissection method

Summary A nested dissection ordering is given for solving any system of linear equationsAX=B, for the family ofsparse symmetric positive definite matrices corresponding to the class of undirected graphs withbounded degree, and satisfyinga -separator theorem. If we compare the methods and results presented by Rose [9], our algorithm is more simple, but the complexity results are less general because of the restriction of bounded degree. Besides, our proofs use continually the arborescent structure on the family of separators, which is, by another way, a partition of the set of vertices for the initial graph. Then, the general implementation scheme in the finite element package MODULEF, fortwo-dimensional finite element problems, is presented, and numerical comparisons between our ordering and the standard envelope method are given.

     

A Monte Carlo method for high dimensional integration

Summary A new method for the numerical integration of very high dimensional functions is introduced and implemented based on the Metropolis' Monte Carlo algorithm. The logarithm of the high dimensional integral is reduced to a 1-dimensional integration of a certain statistical function with respect to a scale parameter over the range of the unit interval. The improvement in accuracy is found to be substantial comparing to the conventional crude Monte Carlo integration. Several numerical demonstrations are made, and variability of the estimates are shown.     

On the augmented system approach to sparse least-squares problems

Summary We study the augmented system approach for the solution of sparse linear least-squares problems. It is well known that this method has better numerical properties than the method based on the normal equations. We use recent work by Arioli et al. (1988) to introduce error bounds and estimates for the components of the solution of the augmented system. In particular, we find that, using iterative refinement, we obtain a very robust algorithm and our estimates of the error are accurate and cheap to compute. The final error and all our error estimates are much better than the classical or Skeel's error analysis (1979) indicates. Moreover, we prove that our error estimates are independent of the row scaling of the augmented system and we analyze the influence of the Björck scaling (1967) on these estimates. We illustrate this with runs both on large-scale practical problems and contrived examples, comparing the numerical behaviour of the augmented systems approach with a code using the normal equations. These experiments show that while the augmented system approach with iterative refinement can sometimes be less efficient than the normal equations approach, it is comparable or better when the least-squares matrix has a full row, and is, in any case, much more stable and robust.This author was visiting Harwell and was funded by a grant from the Italian National Council of Research (CNR), Istituto di Elaborazione dell'Informazione-CNR, via S. Maria 46, I-56100 Pisa, ItalyThis author was visiting Harwell from Faculty of Mathematics and Computer Science of the University of Amsterdam     

Comparison theorems forL-monosplines of minimal norm

Summary LetLM _N be the set of allL-monosplines withN free knots, prescribed by a pair (x;E) of pointsx = {x _i } ₁ ⁿ ,a <x ₁ < ... <x _n <b and an incidence matrixE = (e _ij ) _i=1 ⁿ , _r-1 ^j=0 with Denote byLM _N ^O the subset ofLM _N consisting of theL-monosplines withN simple knots (n=N). We prove that theL-monosplines of minimalL _p-norms inLM _N belong toLM _N ^O .The results are reformulated as comparison theorems for quadrature formulae.