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An analytic proof of numerical stability of Gaussian collocation for delay differential

Nicola Guglielmi (2000)

Bollettino dell'Unione Matematica Italiana

In questo articolo si investigano le proprietà di stabilità asintotica dei metodi numerici per equazioni differenziali con ritardo, prendendo in esame l'equazione test: U t = a U t + b U t - τ dove a , b R , τ > 0 e g t è una funzione a valori reali e continua. In particolare, viene analizzata la dipendenza dal ritardo della stabilità numerica dei metodi di collocazione Gaussiana. Nel recente lavoro [GH99], la stabilità di questi metodi è stata dimostrata facendo uso di un approccio geometrico, basato sul legame tra la proprietà...

Defect correction and a posteriori error estimation of Petrov-Galerkin methods for nonlinear Volterra integro-differential equations

Shu Hua Zhang, Tao Lin, Yan Ping Lin, Ming Rao (2000)

Applications of Mathematics

We present two defect correction schemes to accelerate the Petrov-Galerkin finite element methods [19] for nonlinear Volterra integro-differential equations. Using asymptotic expansions of the errors, we show that the defect correction schemes can yield higher order approximations to either the exact solution or its derivative. One of these schemes even does not impose any extra regularity requirement on the exact solution. As by-products, all of these higher order numerical methods can also be...

Direct solution of nonlinear constrained quadratic optimal control problems using B-spline functions

Yousef Edrisi Tabriz, Mehrdad Lakestani (2015)

Kybernetika

In this paper, a new numerical method for solving the nonlinear constrained optimal control with quadratic performance index is presented. The method is based upon B-spline functions. The properties of B-spline functions are presented. The operational matrix of derivative ( 𝐃 φ ) and integration matrix ( 𝐏 ) are introduced. These matrices are utilized to reduce the solution of nonlinear constrained quadratic optimal control to the solution of nonlinear programming one to which existing well-developed...

Discrete maximum principle for interior penalty discontinuous Galerkin methods

Tamás Horváth, Miklós Mincsovics (2013)

Open Mathematics

A class of linear elliptic operators has an important qualitative property, the so-called maximum principle. In this paper we investigate how this property can be preserved on the discrete level when an interior penalty discontinuous Galerkin method is applied for the discretization of a 1D elliptic operator. We give mesh conditions for the symmetric and for the incomplete method that establish some connection between the mesh size and the penalty parameter. We then investigate the sharpness of...

Elliptic equations of higher stochastic order

Sergey V. Lototsky, Boris L. Rozovskii, Xiaoliang Wan (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

This paper discusses analytical and numerical issues related to elliptic equations with random coefficients which are generally nonlinear functions of white noise. Singularity issues are avoided by using the Itô-Skorohod calculus to interpret the interactions between the coefficients and the solution. The solution is constructed by means of the Wiener Chaos (Cameron-Martin) expansions. The existence and uniqueness of the solutions are established under rather weak assumptions, the main of which...

Energetics and switching of quasi-uniform states in small ferromagnetic particles

François Alouges, Sergio Conti, Antonio DeSimone, Yvo Pokern (2004)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

We present a numerical algorithm to solve the micromagnetic equations based on tangential-plane minimization for the magnetization update and a homothethic-layer decomposition of outer space for the computation of the demagnetization field. As a first application, detailed results on the flower-vortex transition in the cube of Micromagnetic Standard Problem number 3 are obtained, which confirm, with a different method, those already present in the literature, and validate our method and code. We...

Energetics and switching of quasi-uniform states in small ferromagnetic particles

François Alouges, Sergio Conti, Antonio DeSimone, Yvo Pokern (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We present a numerical algorithm to solve the micromagnetic equations based on tangential-plane minimization for the magnetization update and a homothethic-layer decomposition of outer space for the computation of the demagnetization field. As a first application, detailed results on the flower-vortex transition in the cube of Micromagnetic Standard Problem number 3 are obtained, which confirm, with a different method, those already present in the literature, and validate our method and...

Entropy solutions to parabolic equations in Musielak framework involving non coercivity term in divergence form

Mohamed Saad Bouh Elemine Vall, Ahmed Ahmed, Abdelfattah Touzani, Abdelmoujib Benkirane (2018)

Mathematica Bohemica

We prove the existence of solutions to nonlinear parabolic problems of the following type: b ( u ) t + A ( u ) = f + div ( Θ ( x ; t ; u ) ) in Q , u ( x ; t ) = 0 on Ω × [ 0 ; T ] , b ( u ) ( t = 0 ) = b ( u 0 ) on Ω , where b : is a strictly increasing function of class 𝒞 1 , the term A ( u ) = - div ( a ( x , t , u , u ) ) is an operator of Leray-Lions type which satisfies the classical Leray-Lions assumptions of Musielak type, Θ : Ω × [ 0 ; T ] × is a Carathéodory, noncoercive function which satisfies the following condition: sup | s | k | Θ ( · , · , s ) | E ψ ( Q ) for all k > 0 , where ψ is the Musielak complementary function of Θ , and the second term f belongs to L 1 ( Q ) .

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