PART IV Spectral Methods
|
|
- Jonas Armstrong
- 5 years ago
- Views:
Transcription
1 PART IV Spectral Methods Additional References: R. Peyret, Spectral methods for incompressible viscous flow, Springer (2002), B. Mercier, An introduction to the numerical analysis of spectral methods, Springer (1989), C. Canuto, M. Y. Hussaini, A. Quarteroni and T. A. Zang, Spectral Methods Fundamentals in Single Domains, Springer (2006). J. Shen, T. Tang and L.-L. Wang, Spectral Methods: Algorithms, Analysis and Applications, Springer (2011).
2 Agenda General Formulation Method of Weighted Residuals Approximation of Functions Approximation of PDEs Spectral Theorem Polynomial Approximation Orthogonal Polynomials Convergence Results Spectral Differentiation Numerical Quadratures
3 Method of Weighted Residuals Approximation of Functions Approximation of PDEs Spectral Methods belong to the broader category of Weighted Residual Methods, for which approximations are defined in terms of series expansions, such that a measure of the error knows as the residual is set to be zero in some approximate sense In general, an approximation u N (x) to u(x) is constructed using a set of basis functions ϕ k (x), k = 0,..., N (note that ϕ k (x) need not be orthogonal ) u N (x) k I N û k ϕ k (x), a x b, I N = {1,..., N}
4 Method of Weighted Residuals Approximation of Functions Approximation of PDEs Residual for two main problems: Approximation of a function u: R N (x) = u u N Approximate solution of a (differential) equation Lu f = 0: R N (x) = Lu N f In general, the residual R N is cancelled in the following sense: (R N, ψ i ) w = b a w R N ψi dx = 0, i I N, where ψ i (x), i I N are the trial (test) functions and w : [a, b] R + are the weights
5 Method of Weighted Residuals Approximation of Functions Approximation of PDEs Spectral Method is obtained by: selecting the basis functions ϕ k to form an orthogonal system under the weight w: (ϕ i, ϕ k ) w = δ ik, i, k I N and selecting the trial functions to coincide with the basis functions: ψ k = ϕ k, k I N with the weights w = w ( spectral Galerkin approach ), or selecting the trial functions as ψ k = δ(x x k ), x k (a, b), where x k are chosen in a non-arbitrary manner, and the weights are w = 1 ( Collocation, pseudo-spectral approach ) Note that the residual R N vanishes in the mean sense specified by the weight w in the Galerkin approach pointwise at the points xk in the collocation approach
6 Method of Weighted Residuals Approximation of Functions Approximation of PDEs Galerkin Method Assume that the basis functions {ϕ k } N k=1 form an orthogonal set Define the residual: R N (x) = u u N = u N k=0 ûkϕ k Cancellation of the residual in the mean sense (with the weight w) (R N, ϕ i ) w = b a ( u ) N û k ϕ k ϕ i w dx = 0, k=0 i = 0,..., N ( ) denotes complex conjugation (cf. definition of the inner product) Orthogonality of the basis / trial functions thus allows us to determine the coefficients û k by evaluating the expressions û k = b a u ϕ k w dx, k = 0,..., N Note that, for this problem, the Galerkin approach is equivalent to the Least Squares Method.
7 Method of Weighted Residuals Approximation of Functions Approximation of PDEs Collocation Method Define the residual: R N (x) = u u N = u N k=0 ûkϕ k Pointwise cancellation of the residual N û k ϕ k (x i ) = u(x i ), k=0 i = 0,..., N Determination of the coefficients û k thus requires solution of an algebraic system. Existence and uniqueness of solutions requires that det{ϕ k (x i )} 0 (condition on the choice of the collocation points x j and the basis functions ϕ k ) For certain pairs of basis functions ϕ k and collocation points x j the above system can be easily inverted and therefore determination of û k may be reduced to evaluation of simple expressions For this problem, the collocation method thus coincides with an interpolation technique based on the set of points {x j }
8 Method of Weighted Residuals Approximation of Functions Approximation of PDEs Galerkin Method (I) Consider a generic PDE problem Lu f = 0 a < x < b B u = g x = a B + u = g + x = b, where L is a linear, second-order differential operator, and B and B + represent appropriate boundary conditions (Dirichlet, Neumann, or Robin)
9 Method of Weighted Residuals Approximation of Functions Approximation of PDEs Galerkin Method (II) Reduce the problem to an equivalent homogeneous formulation via a lifting technique, i.e., substitute u = ũ + v, where ũ is an arbitrary function satisfying the boundary conditions above and the new (homogeneous) problem for v is Lv h = 0 a < x < b B v = 0 x = a B + v = 0 x = b, where h = f Lũ The reason for this transformation is that the basis functions ϕ k (usually) satisfy homogeneous boundary conditions.
10 Method of Weighted Residuals Approximation of Functions Approximation of PDEs Galerkin Method (III) The residual R N (x) = Lv N h, where v N = N k=0 ˆv kϕ k (x) satisfies ( by construction ) the boundary conditions Cancellation of the residual in the mean (cf. the Weak Formulation ) Thus (R N, ϕ i ) w = (Lv N h, ϕ i ) w, i = 0,..., N N k=0 ˆv k (Lϕ k, ϕ i ) w = (h, ϕ i ) w, i = 0,..., N, where the scalar product (Lϕ k, ϕ i ) w can be accurately evaluated using properties of the basis functions ϕ i and (h, ϕ i ) w = ĥ i An (N + 1) (N + 1) algebraic system is obtained with the matrix determined by the properties of the basis functions {ϕ k } N k=1 the properties of the operator L
11 Method of Weighted Residuals Approximation of Functions Approximation of PDEs Collocation Method (I) The residual (corresponding to the original inhomogeneous problem) N R N (x) = Lu N f, where u N = û k ϕ k (x) k=0 Pointwise cancellation of the residual, including the boundary nodes: Lu N (x i ) = f (x i ) i = 1,..., N 1 B u N (x 0 ) = g B + u N (x N ) = g +, This results in an (N + 1) (N + 1) algebraic system. Note that depending on the properties of the basis {ϕ 0,..., ϕ N }, this system may be singular.
12 Method of Weighted Residuals Approximation of Functions Approximation of PDEs Collocation Method (II) Sometimes an alternative formulation is useful, where the nodal values u N (x j ) j = 0,..., N, rather than the expansion coefficients û k, k = 0,..., N are unknown. The advantage is a convenient form of the expression for the derivative u (p) N (x i) = N j=0 d (p) ij u N (x j ), where d (p) is a p-th order differentiation matrix.
13 Spectral Theorem Polynomial Approximation Orthogonal Polynomials Theorem Let H be a separable Hilbert space and T a compact Hermitian operator. Then, there exists a sequence {λ n } n N and {W n } n N such that 1. λ n R, 2. the family {W n } n N forms a complete basis in H 3. T W n = λ n W n for all n N Systems of orthogonal functions are therefore related to spectra of certain operators, hence the name spectral methods
14 Spectral Theorem Polynomial Approximation Orthogonal Polynomials Example I Let T : L 2 (0, π) L 2 (0, π) be defined for all f L 2 (0, π) by T f = u, where u is the solution of the Dirichlet problem { u = f u(0) = u(π) = 0 Compactness of T follows from the Lax-Milgram lemma and compact embedding of H 1 (0, π) in L 2 (0, π). Eigenvalues and eigenvectors λ k = 1 k 2 and W k = 2 sin(kx) for k 1
15 Spectral Theorem Polynomial Approximation Orthogonal Polynomials Example I Thus, each function u L 2 (0, π) can be represented as u(x) = 2 k 1 û k W k (x), where û k = (u, W k ) L2 = 2 π π 0 u(x) sin(kx) dx. Uniform (pointwise) convergence is not guaranteed (only in L 2 sense)!
16 Spectral Theorem Polynomial Approximation Orthogonal Polynomials Example II Let T : L 2 (0, π) L 2 (0, π) be defined for all f L 2 (0, π) by T f = u, where u is the solution of the Neumann problem { u + u = f u (0) = u (π) = 0 Compactness of T follows from the Lax-Milgram lemma and compact embeddedness of H 1 (0, π) in L 2 (0, π). Eigenvalues and eigenvectors λ k = k 2 and W 0 (x) = 1, W k = 2 cos(kx) for k > 1
17 Spectral Theorem Polynomial Approximation Orthogonal Polynomials Example II Thus, each function u L 2 (0, π) can be represented as u(x) = 2 k 0 û k W k (x), where û k = (u, W k ) L2 = 2 π π 0 u(x) cos(kx) dx. Uniform (pointwise) convergence is not guaranteed (only in L 2 sense)!
18 Spectral Theorem Polynomial Approximation Orthogonal Polynomials Example III Expansion in sine series for functions vanishing on the boundaries Expansion in cosine series for functions with first derivatives vanishing on the boundaries Combining sine and cosine expansions we obtain the Fourier series expansion with the basis functions (in L 2 ( π, π)) W k (x) = e ikx, for k 0 W k form a Hilbert basis more flexible then sine or cosine series alone.
19 Spectral Theorem Polynomial Approximation Orthogonal Polynomials Example III Fourier series vs. Fourier transform Fourier Transform : F 1 : L 2 (R) L 2 (R), F 1 [u](k) = e ikx u(x) dx, k R : F 2 : L 2 (0, 2π) l 2, (i.e., bounded to discrete) û k = F 2 [u](k) = 2π 0 e ikx u(x) dx, k = 0, 1, 2,...
20 Spectral Theorem Polynomial Approximation Orthogonal Polynomials Theorem (Weierstrass Approximation Theorem) To any function f (x) that is continuous in [a, b] and to any real number ɛ > 0 there corresponds a polynomial P(x) such that P(x) f (x) C(a,b) < ɛ, i.e. the set of polynomials is dense in the Banach space C(a, b) (C(a, b) is the Banach space with the norm f C(a,b) = max x [a,b] f (x) ) Thus the power functions x k, k = 0, 1,... represent a natural basis in C(a, b) Question Is this set of basis functions useful? No! see below
21 Spectral Theorem Polynomial Approximation Orthogonal Polynomials Find the polynomial P N (of order N) that best approximates a function f L 2 (a, b) [note that we will need the structure of a Hilbert space, hence we go to L 2 (a, b), but C(a, b) L 2 (a, b)], i.e. b a [f (x) P N (x)] 2 dx b where P N (x) = ā 0 + ā 1 x + ā 2 x ā N x N a [f (x) P N (x)] 2 dx Using the formula N j=0 āj(e j, e k ) = (f, e k ), j = 0,..., N, where e k = x k N b b ā k x k+j dx = x j f (x) dx N k=0 k=0 a ā k b k+j+1 a k+j+1 k + j + 1 = a b a x j f (x) dx The resulting algebraic problem is extremely ill-conditioned, e.g. for a = 0 and b = 1 1 [A] kj = k + j + 1
22 Spectral Theorem Polynomial Approximation Orthogonal Polynomials Much better behaved approximation problems are obtained with the use of orthogonal basis functions Such systems of orthogonal basis functions are derived by applying the Schmidt orthogonalization procedure to the system {1, x,..., x N } Various families of orthogonal polynomials are obtained depending on the choice of: the domain [a, b] over which the polynomials are defined, and the weight w characterizing the inner product (, ) w used for orthogonalization
23 Polynomials defined on the interval [ 1, 1] Legendre polynomials (w = 1) Spectral Theorem Polynomial Approximation Orthogonal Polynomials 2k d k P k (x) = 2 2 k k! dx k (x 2 1) k, k = 0, 1, 2,... Jacobi polynomials (w = (1 x) α (1 + x) β ) J (α,β) k (x) = C k (1 x) α (1+x) β d k dx k [(1 x)α+k (1+x) β+k ] k = 0, 1, 2,..., where C k is a very complicated constant Chebyshev polynomials (w = 1 1 x 2 ) T n (x) = cos(k arccos(x)), k = 0, 1, 2,..., Note that Chebyshev polynomials are obtained from Jacobi polynomials for α = β = 1/2
24 Spectral Theorem Polynomial Approximation Orthogonal Polynomials Polynomials defined on the periodic interval [ π, π] Trigonometric polynomials (w = 1) S k (x) = e ikx k = 0, 1, 2,... Polynomials defined on the interval [0, + ] Laguerre polynomials (w = e x ) L k (x) = 1 k! ex d k dx k (e x x k ), k = 0, 1, 2,... Polynomials defined on the interval [, + ] Hermite polynomials (w = 1) H k (x) = ( 1) k (2 k k! d k ex2 π) 1/2 dx k e x2, k = 0, 1, 2,...
25 Spectral Theorem Polynomial Approximation Orthogonal Polynomials What is the relationship between orthogonal polynomials and eigenfunctions of a compact Hermitian operator (cf. Spectral Theorem) Each of the aforementioned families of orthogonal polynomials forms the set of eigenvectors for the following Sturm-Liouville problem [ d p(x) dy ] + [q(x) + λr(x)] y = 0 dx dx a 1 y(a) + a 2 y (a) = 0 b 1 y(b) + b 2 y (b) = 0 for appropriately selected domain [a, b] and coefficients p, q, r, a 1, a 2, b 1, b 2.
26 Convergence Results Spectral Differentiation Numerical Quadratures Truncated Fourier series: u N (x) = N k= N ûkeikx The series involved 2N + 1 complex coefficients (weight w 1): û k = 1 π ue ikx dx, 2π π k = N,..., N The expansion is redundant for real-valued u the property of conjugate symmetry û k = û k, which reduces the number of complex coefficients to N + 1; furthermore, I(û 0 ) 0 for real u, thus one has 2N + 1 real coefficients; in the real case one can work with positive frequencies only! Equivalent real representation: u N (x) = a 0 + N [a k cos(kx) + b k sin(kx)], k=1 where a 0 = û 0, a k = 2R(û k ) and b k = 2I(û k ).
27 Convergence Results Spectral Differentiation Numerical Quadratures Uniform Convergence (I) Consider a function u that is smooth and periodic (with the period 2π); note the following two facts: The Fourier coefficients are always less than the average of u û k = 1 π u(x)e ikx dx 1 π 2π M(u) u(x) dx 2π π π If v = d α u dx α = u (α), then û k = ˆv k (ik) α
28 Convergence Results Spectral Differentiation Numerical Quadratures Uniform Convergence (II) Then, using integration by parts, we have û k = 1 π u(x)e ikx dx = 1 2π π 2π ] π [u(x) e ikx 1 π u (x) e ikx ik π 2π π ik dx Repeating integration by parts p times û k = ( 1) p 1 π u (p) (x) e ikx 2π π ( ik) p dx = û k M(u(p) ) k p Therefore, the more regular is the function u, the more rapidly its Fourier coefficients tend to zero as n
29 Convergence Results Spectral Differentiation Numerical Quadratures Uniform Convergence (III) We have û k M(u ) = k 2 k Z û ke ikx û 0 + M(u ) n 0 n 2 The latter series converges absolutely Thus, if u is twice continuously differentiable and its first derivative is continuous and periodic with period 2π, then its Fourier series u N = P N u converges uniformly to u for N Spectral convergence if φ Cp ( π, π), then for all α > 0 there exists a positive constant C α such that ˆφ k Cα n, i.e., for a α function with an infinite number of smooth derivatives, the Fourier coefficients vanish faster than algebraically Rate of decay of Fourier transform of a function f : R R is determined by its smoothness ; functions defined on a bounded (periodic) domain are a special case
30 Convergence Results Spectral Differentiation Numerical Quadratures Theorem (a collection of several related results, see also Trefethen (2000)) Let u L 2 (R) have Fourier transform û. If u has p 1 continuous derivatives in L 2 (R) for some p 0 and a p-th derivative of bounded variation, then û(k) = O( k p 1 ) as k, If u has infinitely many continuous derivatives in L 2 (R), then û(k) = O( k m ) as k for every m 0 (the converse also holds) If there exist a, c > 0 such that u can be extended to an analytic function in the complex strip I(z) < a with u( + iy) c uniformly for all y ( a, a), where u( + iy) is the L 2 norm along the horizontal line I(z) = y, then u a L 2 (R), where u a (k) = e a k û(k) (the converse also holds) If u can be extended to an entire function (i.e., analytic throughout the complex plane) and there exists a > 0 such that u(z) = o(e a z ) as z for all complex values z C, the û has compact support contained in [ a, a]; that is û(k) = 0 for all k > a (the converse also holds)
31 Convergence Results Spectral Differentiation Numerical Quadratures Radii of Convergence Darboux s Principle [see Boyd (2001)] for all types of spectral expansions (and for ordinary power series), both the domain of convergence in the complex plane and the rate of convergence are controlled by the location and strength of the gravest singularity in the complex plane ( singularities in this context denote poles, fractional powers, logarithms and discontinuities of f (z) or its derivatives) Thus, given a function f : [0, 2π] R, the rate of convergence of its Fourier series is determined by the properties of its complex extension F : C C!!! Shapes of regions of convergence: Taylor series circular disk extending up to the nearest singularity Fourier (and Hermite) series horizontal strip extending vertically up to the nearest singularity Chebyshev series ellipse with foci at x = ±1 and extending up to the nearest singularity
32 Convergence Results Spectral Differentiation Numerical Quadratures Periodic Sobolev Spaces Let H r p(i ) be a periodic Sobolev space, i.e., H r p(i ) = {u : u (α) L 2 (I ), α = 0,..., r}, where I = ( π, π) is a periodic interval. The space C p (I ) is dense in H r p(i ) The following two norms can be shown to be equivalent in Hp: r [ ] 1/2 [ r ] 1/2 u r = (1 + k 2 ) r û k 2, u r = Cr α u (α) 2 k Z Note that the first definition is naturally generalized for the case when r is non-integer! The projection operator P N commutes with the derivative in the distribution sense: (P N u) (α) = (ik) α û k W k = P N u (α) k N α=0
33 Convergence Results Spectral Differentiation Numerical Quadratures Estimates of Approximation Error in H s p(i ) Theorem Let r, s R with 0 s r; then we have: u P N u s (1 + N 2 ) s r 2 u r, for u H r p(i ) Proof. u P N u 2 s = (1 + k 2 ) s r+r û k 2 (1 + N 2 ) s r (1 + k 2 ) r û k 2 k >N k >N (1 + N 2 ) s r u 2 r Thus, accuracy of the approximation P N u is better when u is smoother ; more precisely, for u H r p(i ), the L 2 leading order error is O(N r ) which improves when r increases.
34 Convergence Results Spectral Differentiation Numerical Quadratures Estimates of Approximation Error in L (I ) Lemma (Sobolev Inequality) let u H 1 p(i ), then there exists a constant C such that Proof. Suppose u C p û 0 is the average of u u 2 L (I ) C u 0 u 1 (I ); note the following facts From the mean value theorem: x 0 I such that û 0 = u(x 0 ) Let v(x) = u(x) û 0, then 1 x ( x 2 v(x) 2 = v(y)v (y) dy x 0 x 0 ) 1/2 ( x ) 1/2 v(y) 2 dy v (y) 2 dy 2π v v x 0 u(x) û 0 + v(x) û 0 + 2π 1/2 v 1/2 v 1/2 C u 1/2 0 u 1/2 1, since v = u, v u and û 0 u. As C p (I ) is dense in H 1 p(i ), the inequality also holds for any u H 1 p(i ).
35 Convergence Results Spectral Differentiation Numerical Quadratures Estimates of Approximation Error in L (I ) An estimate in the norm L (I ) follows immediately from the previous lemma and estimates in the H s p(i ) norm where u H r p(i ) u P N u 2 L (I ) C(1 + N2 ) r 2 (1 + N 2 ) 1 r 2 u r, Thus for r 1 u P N u 2 L (I ) = O(N 1 2 r ) Uniform convergence for all u H 1 p(i ) (Note that u need only to be continuous, therefore this result is stronger than the one given earlier)
36 Convergence Results Spectral Differentiation Numerical Quadratures Assume we have a truncated Fourier series of u(x) N u N (x) = P N u(x) = û k e ikx k= N The Fourier series of the p th derivative of u(x) is N N u (p) N (x) = P Nu (p) = (ik) p û k e ikx = k= N k= N û (p) k eikx Thus, using the vectors Û = [û N,..., û N ] T and Û (p) = [û (p) N,..., û(p) N ]T, one can introduce the Spectral Differentiation Matrix D (p) defined in Fourier space as Û (p) = ˆD (p) Û, where N p... ˆD (p) = i p 0... N p
37 Convergence Results Spectral Differentiation Numerical Quadratures Properties of the spectral differentiation matrix in Fourier representation D (p) is diagonal D (p) is singular (diagonal matrix with a zero eigenvalue) after desingularization the 2 norm condition number of D (p) grows in proportion to N p (since the matrix is diagonal, this is not an issue) Question how to derive the corresponding spectral differentiation matrix in real representation? Will see shortly...
38 Convergence Results Spectral Differentiation Numerical Quadratures Let s return to the Spectral Galerkin Method We need to evaluate the expansion (Fourier) coefficients û k = (u, φ k ) w = b a w(x)u(x)φ k (x) dx, k = 0,..., N Quadrature is a method to evaluate such integrals approximately. Gaussian Quadrature seeks to obtain the best numerical estimate of an integral b a w(x) f (x) dx by picking optimal points x i, i = 1,..., N at which to evaluate the function f (x).
39 Convergence Results Spectral Differentiation Numerical Quadratures Theorem (Gauß Jacobi Integration Theorem) If (N + 1) interpolation points {x i } N i=0 are chosen to be the zeros of P N+1 (x), where P N+1 (x) is the polynomial of degree (N + 1) of the set of polynomials which are orthogonal on [a, b] with respect to the weight function w(x), then the quadrature formula b a w(x)f (x) dx = N w i f (x i ) is exact for all f (x) which are polynomials of at most degree (2N + 1) i=0
40 Convergence Results Spectral Differentiation Numerical Quadratures Definition Let K be a non-empty, Lipschitz, compact subset of R d. Let l q 1 be an integer. A quadrature on K with l q points consists of: A set of l q real numbers {ω 1,..., ω lq } called quadrature weights A set of l q points {ξ 1,..., ξ lq } in K called Gauß points or quadrature nodes The largest integer k such that p P k, K p(x) dx = l q l=1 ω lp(ξ l ) is called the quadrature order and is denoted by k q Remark As regards 1D bounded intervals, the most frequently used quadratures are based on Legendre polynomials which are defined on the interval (0, 1) as E k (t) = 1 d k k! (t 2 t) k, k 0. Note dt k that they are orthogonal on (0, 1) with the weight w = 1.
41 Convergence Results Spectral Differentiation Numerical Quadratures Theorem Let l q 1, denote by ξ 1,..., ξ lq the l q roots of the Legendre polynomial L lq (x) and set ω l = 1 lq t ξ j 0 ξ l ξ j dt. Then {ξ 1,..., ξ lq, ω 1,..., ω lq } is a quadrature of j=1 j l order k q = 2l q 1 on [0, 1]. Proof. Let {L 1,..., L lq } be the set of Lagrange polynomials associated with the Gauß points {ξ 1,..., ξ lq }. Then ω l = 1 0 L l(t) dt, 1 l l q when p(x) is a polynomial of degree less than l q, we integrate both sides of the identity p(t) = l q l=1 p(ξ l)l l (t) dx, t [0, 1] and deduce that the quadrature is exact for p(x) when the polynomial p(x) has degree less than 2l q we write it in the form p(x) = q(x)l lq (x) + r(x), where both q(x) and r(x) are polynomials of degree less than l q ; owing to orthogonality of the Legendre polynomials, we conclude 1 1 l q l q p(t) dt = r(t) dt = ω l r(ξ l ) = ω l p(ξ l ), 0 since the points ξ l are also roots of L lq 0 l=1 l=1
42 Convergence Results Spectral Differentiation Numerical Quadratures Periodic Gaussian Quadrature If the interval [a, b] = [0, 2π] is periodic, the weight w(x) 1 and P N (x) is the trigonometric polynomial of degree N, the Gaussian quadrature is equivalent to the Trapezoidal Rule (i.e., the quadrature with unit weights and equispaced nodes) Evaluation of the spectral coefficients: Assume {φ} N k=1 is a set of basis functions orthogonal under the weight w û k = b a w(x)u(x)φ k (x) dx = N w i u(x i )φ k (x i ), k = 0,..., N, i=0 where x i are chosen so that φ N+1 (x i ) = 0, i = 0,..., N Denoting Û = [û 0,..., û N ] T and U = [u(x 0 ),..., u(x N )] T we can write the above as Û = TU, where T is a Transformation Matrix
256 Summary. D n f(x j ) = f j+n f j n 2n x. j n=1. α m n = 2( 1) n (m!) 2 (m n)!(m + n)!. PPW = 2π k x 2 N + 1. i=0?d i,j. N/2} N + 1-dim.
56 Summary High order FD Finite-order finite differences: Points per Wavelength: Number of passes: D n f(x j ) = f j+n f j n n x df xj = m α m dx n D n f j j n= α m n = ( ) n (m!) (m n)!(m + n)!. PPW =
More informationSPECTRAL METHODS: ORTHOGONAL POLYNOMIALS
SPECTRAL METHODS: ORTHOGONAL POLYNOMIALS 31 October, 2007 1 INTRODUCTION 2 ORTHOGONAL POLYNOMIALS Properties of Orthogonal Polynomials 3 GAUSS INTEGRATION Gauss- Radau Integration Gauss -Lobatto Integration
More informationPolynomial Approximation: The Fourier System
Polynomial Approximation: The Fourier System Charles B. I. Chilaka CASA Seminar 17th October, 2007 Outline 1 Introduction and problem formulation 2 The continuous Fourier expansion 3 The discrete Fourier
More informationLinear Operators, Eigenvalues, and Green s Operator
Chapter 10 Linear Operators, Eigenvalues, and Green s Operator We begin with a reminder of facts which should be known from previous courses. 10.1 Inner Product Space A vector space is a collection of
More informationScientific Computing WS 2018/2019. Lecture 15. Jürgen Fuhrmann Lecture 15 Slide 1
Scientific Computing WS 2018/2019 Lecture 15 Jürgen Fuhrmann juergen.fuhrmann@wias-berlin.de Lecture 15 Slide 1 Lecture 15 Slide 2 Problems with strong formulation Writing the PDE with divergence and gradient
More information1462. Jacobi pseudo-spectral Galerkin method for second kind Volterra integro-differential equations with a weakly singular kernel
1462. Jacobi pseudo-spectral Galerkin method for second kind Volterra integro-differential equations with a weakly singular kernel Xiaoyong Zhang 1, Junlin Li 2 1 Shanghai Maritime University, Shanghai,
More informationOrdinary Differential Equations II
Ordinary Differential Equations II February 23 2017 Separation of variables Wave eq. (PDE) 2 u t (t, x) = 2 u 2 c2 (t, x), x2 c > 0 constant. Describes small vibrations in a homogeneous string. u(t, x)
More informationhttp://www.springer.com/3-540-30725-7 Erratum Spectral Methods Fundamentals in Single Domains C. Canuto M.Y. Hussaini A. Quarteroni T.A. Zang Springer-Verlag Berlin Heidelberg 2006 Due to a technical error
More informationIndex. C 2 ( ), 447 C k [a,b], 37 C0 ( ), 618 ( ), 447 CD 2 CN 2
Index advection equation, 29 in three dimensions, 446 advection-diffusion equation, 31 aluminum, 200 angle between two vectors, 58 area integral, 439 automatic step control, 119 back substitution, 604
More informationON THE CONVERGENCE OF THE FOURIER APPROXIMATION FOR EIGENVALUES AND EIGENFUNCTIONS OF DISCONTINUOUS PROBLEMS
SIAM J. UMER. AAL. Vol. 40, o. 6, pp. 54 69 c 003 Society for Industrial and Applied Mathematics O THE COVERGECE OF THE FOURIER APPROXIMATIO FOR EIGEVALUES AD EIGEFUCTIOS OF DISCOTIUOUS PROBLEMS M. S.
More informationVariational Formulations
Chapter 2 Variational Formulations In this chapter we will derive a variational (or weak) formulation of the elliptic boundary value problem (1.4). We will discuss all fundamental theoretical results that
More informationFinite-dimensional spaces. C n is the space of n-tuples x = (x 1,..., x n ) of complex numbers. It is a Hilbert space with the inner product
Chapter 4 Hilbert Spaces 4.1 Inner Product Spaces Inner Product Space. A complex vector space E is called an inner product space (or a pre-hilbert space, or a unitary space) if there is a mapping (, )
More informationNumerical Analysis Preliminary Exam 10 am to 1 pm, August 20, 2018
Numerical Analysis Preliminary Exam 1 am to 1 pm, August 2, 218 Instructions. You have three hours to complete this exam. Submit solutions to four (and no more) of the following six problems. Please start
More informationRational Chebyshev pseudospectral method for long-short wave equations
Journal of Physics: Conference Series PAPER OPE ACCESS Rational Chebyshev pseudospectral method for long-short wave equations To cite this article: Zeting Liu and Shujuan Lv 07 J. Phys.: Conf. Ser. 84
More informationSobolev Spaces 27 PART II. Review of Sobolev Spaces
Sobolev Spaces 27 PART II Review of Sobolev Spaces Sobolev Spaces 28 SOBOLEV SPACES WEAK DERIVATIVES I Given R d, define a multi index α as an ordered collection of integers α = (α 1,...,α d ), such that
More information1 Continuity Classes C m (Ω)
0.1 Norms 0.1 Norms A norm on a linear space X is a function : X R with the properties: Positive Definite: x 0 x X (nonnegative) x = 0 x = 0 (strictly positive) λx = λ x x X, λ C(homogeneous) x + y x +
More informationNumerical Methods I Orthogonal Polynomials
Numerical Methods I Orthogonal Polynomials Aleksandar Donev Courant Institute, NYU 1 donev@courant.nyu.edu 1 Course G63.2010.001 / G22.2420-001, Fall 2010 Nov. 4th and 11th, 2010 A. Donev (Courant Institute)
More informationLecture IX. Definition 1 A non-singular Sturm 1 -Liouville 2 problem consists of a second order linear differential equation of the form.
Lecture IX Abstract When solving PDEs it is often necessary to represent the solution in terms of a series of orthogonal functions. One way to obtain an orthogonal family of functions is by solving a particular
More informationWeighted Residual Methods
Weighted Residual Methods Introductory Course on Multiphysics Modelling TOMASZ G. ZIELIŃSKI bluebox.ippt.pan.pl/ tzielins/ Institute of Fundamental Technological Research of the Polish Academy of Sciences
More informationSecond Order Elliptic PDE
Second Order Elliptic PDE T. Muthukumar tmk@iitk.ac.in December 16, 2014 Contents 1 A Quick Introduction to PDE 1 2 Classification of Second Order PDE 3 3 Linear Second Order Elliptic Operators 4 4 Periodic
More informationVector Spaces. Vector space, ν, over the field of complex numbers, C, is a set of elements a, b,..., satisfying the following axioms.
Vector Spaces Vector space, ν, over the field of complex numbers, C, is a set of elements a, b,..., satisfying the following axioms. For each two vectors a, b ν there exists a summation procedure: a +
More information1 Distributions (due January 22, 2009)
Distributions (due January 22, 29). The distribution derivative of the locally integrable function ln( x ) is the principal value distribution /x. We know that, φ = lim φ(x) dx. x ɛ x Show that x, φ =
More informationLecture 4: Numerical solution of ordinary differential equations
Lecture 4: Numerical solution of ordinary differential equations Department of Mathematics, ETH Zürich General explicit one-step method: Consistency; Stability; Convergence. High-order methods: Taylor
More informationSeparation of Variables in Linear PDE: One-Dimensional Problems
Separation of Variables in Linear PDE: One-Dimensional Problems Now we apply the theory of Hilbert spaces to linear differential equations with partial derivatives (PDE). We start with a particular example,
More information(L, t) = 0, t > 0. (iii)
. Sturm Liouville Boundary Value Problems 69 where E is Young s modulus and ρ is the mass per unit volume. If the end x = isfixed, then the boundary condition there is u(, t) =, t >. (ii) Suppose that
More informationChapter 1. Preliminaries. The purpose of this chapter is to provide some basic background information. Linear Space. Hilbert Space.
Chapter 1 Preliminaries The purpose of this chapter is to provide some basic background information. Linear Space Hilbert Space Basic Principles 1 2 Preliminaries Linear Space The notion of linear space
More informationFast Numerical Methods for Stochastic Computations
Fast AreviewbyDongbinXiu May 16 th,2013 Outline Motivation 1 Motivation 2 3 4 5 Example: Burgers Equation Let us consider the Burger s equation: u t + uu x = νu xx, x [ 1, 1] u( 1) =1 u(1) = 1 Example:
More informationSimple Examples on Rectangular Domains
84 Chapter 5 Simple Examples on Rectangular Domains In this chapter we consider simple elliptic boundary value problems in rectangular domains in R 2 or R 3 ; our prototype example is the Poisson equation
More informationPolynomial Chaos and Karhunen-Loeve Expansion
Polynomial Chaos and Karhunen-Loeve Expansion 1) Random Variables Consider a system that is modeled by R = M(x, t, X) where X is a random variable. We are interested in determining the probability of the
More informationFinite Element Method for Ordinary Differential Equations
52 Chapter 4 Finite Element Method for Ordinary Differential Equations In this chapter we consider some simple examples of the finite element method for the approximate solution of ordinary differential
More informationA fast and well-conditioned spectral method: The US method
A fast and well-conditioned spectral method: The US method Alex Townsend University of Oxford Leslie Fox Prize, 24th of June 23 Partially based on: S. Olver & T., A fast and well-conditioned spectral method,
More informationMATH 205C: STATIONARY PHASE LEMMA
MATH 205C: STATIONARY PHASE LEMMA For ω, consider an integral of the form I(ω) = e iωf(x) u(x) dx, where u Cc (R n ) complex valued, with support in a compact set K, and f C (R n ) real valued. Thus, I(ω)
More informationPointwise estimates for Green s kernel of a mixed boundary value problem to the Stokes system in a polyhedral cone
Pointwise estimates for Green s kernel of a mixed boundary value problem to the Stokes system in a polyhedral cone by V. Maz ya 1 and J. Rossmann 1 University of Linköping, epartment of Mathematics, 58183
More informationHilbert Spaces. Hilbert space is a vector space with some extra structure. We start with formal (axiomatic) definition of a vector space.
Hilbert Spaces Hilbert space is a vector space with some extra structure. We start with formal (axiomatic) definition of a vector space. Vector Space. Vector space, ν, over the field of complex numbers,
More informationON WEAKLY NONLINEAR BACKWARD PARABOLIC PROBLEM
ON WEAKLY NONLINEAR BACKWARD PARABOLIC PROBLEM OLEG ZUBELEVICH DEPARTMENT OF MATHEMATICS THE BUDGET AND TREASURY ACADEMY OF THE MINISTRY OF FINANCE OF THE RUSSIAN FEDERATION 7, ZLATOUSTINSKY MALIY PER.,
More informationPartial Differential Equations
Part II Partial Differential Equations Year 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2015 Paper 4, Section II 29E Partial Differential Equations 72 (a) Show that the Cauchy problem for u(x,
More informationChapter 12. Partial di erential equations Di erential operators in R n. The gradient and Jacobian. Divergence and rotation
Chapter 12 Partial di erential equations 12.1 Di erential operators in R n The gradient and Jacobian We recall the definition of the gradient of a scalar function f : R n! R, as @f grad f = rf =,..., @f
More informationWeak form of Boundary Value Problems. Simulation Methods in Acoustics
Weak form of Boundary Value Problems Simulation Methods in Acoustics Note on finite dimensional description of functions Approximation: N f (x) ˆf (x) = q j φ j (x) j=1 Residual function: r(x) = f (x)
More informationTD M1 EDP 2018 no 2 Elliptic equations: regularity, maximum principle
TD M EDP 08 no Elliptic equations: regularity, maximum principle Estimates in the sup-norm I Let be an open bounded subset of R d of class C. Let A = (a ij ) be a symmetric matrix of functions of class
More informationMATH 220: INNER PRODUCT SPACES, SYMMETRIC OPERATORS, ORTHOGONALITY
MATH 22: INNER PRODUCT SPACES, SYMMETRIC OPERATORS, ORTHOGONALITY When discussing separation of variables, we noted that at the last step we need to express the inhomogeneous initial or boundary data as
More informationSobolev Spaces. Chapter 10
Chapter 1 Sobolev Spaces We now define spaces H 1,p (R n ), known as Sobolev spaces. For u to belong to H 1,p (R n ), we require that u L p (R n ) and that u have weak derivatives of first order in L p
More informationMultiple integrals: Sufficient conditions for a local minimum, Jacobi and Weierstrass-type conditions
Multiple integrals: Sufficient conditions for a local minimum, Jacobi and Weierstrass-type conditions March 6, 2013 Contents 1 Wea second variation 2 1.1 Formulas for variation........................
More informationInterpolation. Chapter Interpolation. 7.2 Existence, Uniqueness and conditioning
76 Chapter 7 Interpolation 7.1 Interpolation Definition 7.1.1. Interpolation of a given function f defined on an interval [a,b] by a polynomial p: Given a set of specified points {(t i,y i } n with {t
More informationLECTURE 1: SOURCES OF ERRORS MATHEMATICAL TOOLS A PRIORI ERROR ESTIMATES. Sergey Korotov,
LECTURE 1: SOURCES OF ERRORS MATHEMATICAL TOOLS A PRIORI ERROR ESTIMATES Sergey Korotov, Institute of Mathematics Helsinki University of Technology, Finland Academy of Finland 1 Main Problem in Mathematical
More informationFunctional Analysis. Franck Sueur Metric spaces Definitions Completeness Compactness Separability...
Functional Analysis Franck Sueur 2018-2019 Contents 1 Metric spaces 1 1.1 Definitions........................................ 1 1.2 Completeness...................................... 3 1.3 Compactness......................................
More informationKernel Method: Data Analysis with Positive Definite Kernels
Kernel Method: Data Analysis with Positive Definite Kernels 2. Positive Definite Kernel and Reproducing Kernel Hilbert Space Kenji Fukumizu The Institute of Statistical Mathematics. Graduate University
More informationInner Product Spaces An inner product on a complex linear space X is a function x y from X X C such that. (1) (2) (3) x x > 0 for x 0.
Inner Product Spaces An inner product on a complex linear space X is a function x y from X X C such that (1) () () (4) x 1 + x y = x 1 y + x y y x = x y x αy = α x y x x > 0 for x 0 Consequently, (5) (6)
More informationFinite Elements. Colin Cotter. February 22, Colin Cotter FEM
Finite Elements February 22, 2019 In the previous sections, we introduced the concept of finite element spaces, which contain certain functions defined on a domain. Finite element spaces are examples of
More informationElements of linear algebra
Elements of linear algebra Elements of linear algebra A vector space S is a set (numbers, vectors, functions) which has addition and scalar multiplication defined, so that the linear combination c 1 v
More information4 Hilbert spaces. The proof of the Hilbert basis theorem is not mathematics, it is theology. Camille Jordan
The proof of the Hilbert basis theorem is not mathematics, it is theology. Camille Jordan Wir müssen wissen, wir werden wissen. David Hilbert We now continue to study a special class of Banach spaces,
More informationChapter 1: The Finite Element Method
Chapter 1: The Finite Element Method Michael Hanke Read: Strang, p 428 436 A Model Problem Mathematical Models, Analysis and Simulation, Part Applications: u = fx), < x < 1 u) = u1) = D) axial deformation
More informationNumerical Solutions to Partial Differential Equations
Numerical Solutions to Partial Differential Equations Zhiping Li LMAM and School of Mathematical Sciences Peking University Variational Problems of the Dirichlet BVP of the Poisson Equation 1 For the homogeneous
More informationTraces, extensions and co-normal derivatives for elliptic systems on Lipschitz domains
Traces, extensions and co-normal derivatives for elliptic systems on Lipschitz domains Sergey E. Mikhailov Brunel University West London, Department of Mathematics, Uxbridge, UB8 3PH, UK J. Math. Analysis
More informationProceedings of the 5th International Conference on Inverse Problems in Engineering: Theory and Practice, Cambridge, UK, 11-15th July 2005
Proceedings of the 5th International Conference on Inverse Problems in Engineering: Theory and Practice, Cambridge, UK, 11-15th July 2005 SOME INVERSE SCATTERING PROBLEMS FOR TWO-DIMENSIONAL SCHRÖDINGER
More informationand finally, any second order divergence form elliptic operator
Supporting Information: Mathematical proofs Preliminaries Let be an arbitrary bounded open set in R n and let L be any elliptic differential operator associated to a symmetric positive bilinear form B
More informationAn Accurate Fourier-Spectral Solver for Variable Coefficient Elliptic Equations
An Accurate Fourier-Spectral Solver for Variable Coefficient Elliptic Equations Moshe Israeli Computer Science Department, Technion-Israel Institute of Technology, Technion city, Haifa 32000, ISRAEL Alexander
More informationCHAPTER VIII HILBERT SPACES
CHAPTER VIII HILBERT SPACES DEFINITION Let X and Y be two complex vector spaces. A map T : X Y is called a conjugate-linear transformation if it is a reallinear transformation from X into Y, and if T (λx)
More informationVectors in Function Spaces
Jim Lambers MAT 66 Spring Semester 15-16 Lecture 18 Notes These notes correspond to Section 6.3 in the text. Vectors in Function Spaces We begin with some necessary terminology. A vector space V, also
More information4 Riesz Kernels. Since the functions k i (ξ) = ξ i. are bounded functions it is clear that R
4 Riesz Kernels. A natural generalization of the Hilbert transform to higher dimension is mutiplication of the Fourier Transform by homogeneous functions of degree 0, the simplest ones being R i f(ξ) =
More informationKasetsart University Workshop. Multigrid methods: An introduction
Kasetsart University Workshop Multigrid methods: An introduction Dr. Anand Pardhanani Mathematics Department Earlham College Richmond, Indiana USA pardhan@earlham.edu A copy of these slides is available
More informationPoint estimates for Green s matrix to boundary value problems for second order elliptic systems in a polyhedral cone
Maz ya, V. G., Roßmann, J.: Estimates for Green s matrix 1 ZAMM Z. angew. Math. Mech. 00 2004 0, 1 30 Maz ya, V. G.; Roßmann, J. Point estimates for Green s matrix to boundary value problems for second
More informationStochastic Spectral Approaches to Bayesian Inference
Stochastic Spectral Approaches to Bayesian Inference Prof. Nathan L. Gibson Department of Mathematics Applied Mathematics and Computation Seminar March 4, 2011 Prof. Gibson (OSU) Spectral Approaches to
More information12.0 Properties of orthogonal polynomials
12.0 Properties of orthogonal polynomials In this section we study orthogonal polynomials to use them for the construction of quadrature formulas investigate projections on polynomial spaces and their
More informationON SPECTRAL METHODS FOR VOLTERRA INTEGRAL EQUATIONS AND THE CONVERGENCE ANALYSIS * 1. Introduction
Journal of Computational Mathematics, Vol.6, No.6, 008, 85 837. ON SPECTRAL METHODS FOR VOLTERRA INTEGRAL EQUATIONS AND THE CONVERGENCE ANALYSIS * Tao Tang Department of Mathematics, Hong Kong Baptist
More informationMathematics for Engineers. Numerical mathematics
Mathematics for Engineers Numerical mathematics Integers Determine the largest representable integer with the intmax command. intmax ans = int32 2147483647 2147483647+1 ans = 2.1475e+09 Remark The set
More informationACM/CMS 107 Linear Analysis & Applications Fall 2017 Assignment 2: PDEs and Finite Element Methods Due: 7th November 2017
ACM/CMS 17 Linear Analysis & Applications Fall 217 Assignment 2: PDEs and Finite Element Methods Due: 7th November 217 For this assignment the following MATLAB code will be required: Introduction http://wwwmdunloporg/cms17/assignment2zip
More informationThe discrete and fast Fourier transforms
The discrete and fast Fourier transforms Marcel Oliver Revised April 7, 1 1 Fourier series We begin by recalling the familiar definition of the Fourier series. For a periodic function u: [, π] C, we define
More informationINDEX. Bolzano-Weierstrass theorem, for sequences, boundary points, bounded functions, 142 bounded sets, 42 43
INDEX Abel s identity, 131 Abel s test, 131 132 Abel s theorem, 463 464 absolute convergence, 113 114 implication of conditional convergence, 114 absolute value, 7 reverse triangle inequality, 9 triangle
More informationWeighted Residual Methods
Weighted Residual Methods Introductory Course on Multiphysics Modelling TOMASZ G. ZIELIŃSKI bluebox.ippt.pan.pl/ tzielins/ Table of Contents Problem definition. oundary-value Problem..................
More informationyou expect to encounter difficulties when trying to solve A x = b? 4. A composite quadrature rule has error associated with it in the following form
Qualifying exam for numerical analysis (Spring 2017) Show your work for full credit. If you are unable to solve some part, attempt the subsequent parts. 1. Consider the following finite difference: f (0)
More information2 A Model, Harmonic Map, Problem
ELLIPTIC SYSTEMS JOHN E. HUTCHINSON Department of Mathematics School of Mathematical Sciences, A.N.U. 1 Introduction Elliptic equations model the behaviour of scalar quantities u, such as temperature or
More informationA Spectral Method for Elliptic Equations: The Neumann Problem
A Spectral Method for Elliptic Equations: The Neumann Problem Kendall Atkinson Departments of Mathematics & Computer Science The University of Iowa Olaf Hansen, David Chien Department of Mathematics California
More informationSPRING 2006 PRELIMINARY EXAMINATION SOLUTIONS
SPRING 006 PRELIMINARY EXAMINATION SOLUTIONS 1A. Let G be the subgroup of the free abelian group Z 4 consisting of all integer vectors (x, y, z, w) such that x + 3y + 5z + 7w = 0. (a) Determine a linearly
More informationA FAST SOLVER FOR ELLIPTIC EQUATIONS WITH HARMONIC COEFFICIENT APPROXIMATIONS
Proceedings of ALGORITMY 2005 pp. 222 229 A FAST SOLVER FOR ELLIPTIC EQUATIONS WITH HARMONIC COEFFICIENT APPROXIMATIONS ELENA BRAVERMAN, MOSHE ISRAELI, AND ALEXANDER SHERMAN Abstract. Based on a fast subtractional
More informationDiscrete Projection Methods for Integral Equations
SUB Gttttingen 7 208 427 244 98 A 5141 Discrete Projection Methods for Integral Equations M.A. Golberg & C.S. Chen TM Computational Mechanics Publications Southampton UK and Boston USA Contents Sources
More informationIntroduction to Finite Element Method
Introduction to Finite Element Method Dr. Rakesh K Kapania Aerospace and Ocean Engineering Department Virginia Polytechnic Institute and State University, Blacksburg, VA AOE 524, Vehicle Structures Summer,
More informationThe following definition is fundamental.
1. Some Basics from Linear Algebra With these notes, I will try and clarify certain topics that I only quickly mention in class. First and foremost, I will assume that you are familiar with many basic
More informationi=1 α i. Given an m-times continuously
1 Fundamentals 1.1 Classification and characteristics Let Ω R d, d N, d 2, be an open set and α = (α 1,, α d ) T N d 0, N 0 := N {0}, a multiindex with α := d i=1 α i. Given an m-times continuously differentiable
More informationTwo special equations: Bessel s and Legendre s equations. p Fourier-Bessel and Fourier-Legendre series. p
LECTURE 1 Table of Contents Two special equations: Bessel s and Legendre s equations. p. 259-268. Fourier-Bessel and Fourier-Legendre series. p. 453-460. Boundary value problems in other coordinate system.
More informationNotes on Special Functions
Spring 25 1 Notes on Special Functions Francis J. Narcowich Department of Mathematics Texas A&M University College Station, TX 77843-3368 Introduction These notes are for our classes on special functions.
More informationOutline of Fourier Series: Math 201B
Outline of Fourier Series: Math 201B February 24, 2011 1 Functions and convolutions 1.1 Periodic functions Periodic functions. Let = R/(2πZ) denote the circle, or onedimensional torus. A function f : C
More informationHilbert Spaces. Contents
Hilbert Spaces Contents 1 Introducing Hilbert Spaces 1 1.1 Basic definitions........................... 1 1.2 Results about norms and inner products.............. 3 1.3 Banach and Hilbert spaces......................
More informationSINC PACK, and Separation of Variables
SINC PACK, and Separation of Variables Frank Stenger Abstract This talk consists of a proof of part of Stenger s SINC-PACK computer package (an approx. 400-page tutorial + about 250 Matlab programs) that
More information(f(x) P 3 (x)) dx. (a) The Lagrange formula for the error is given by
1. QUESTION (a) Given a nth degree Taylor polynomial P n (x) of a function f(x), expanded about x = x 0, write down the Lagrange formula for the truncation error, carefully defining all its elements. How
More informationNumerical Methods for Partial Differential Equations
Numerical Methods for Partial Differential Equations Eric de Sturler University of Illinois at Urbana-Champaign Read section 8. to see where equations of type (au x ) x = f show up and their (exact) solution
More informationLinear Algebra Massoud Malek
CSUEB Linear Algebra Massoud Malek Inner Product and Normed Space In all that follows, the n n identity matrix is denoted by I n, the n n zero matrix by Z n, and the zero vector by θ n An inner product
More informationMathematical Methods for Engineers and Scientists 1
K.T. Tang Mathematical Methods for Engineers and Scientists 1 Complex Analysis, Determinants and Matrices With 49 Figures and 2 Tables fyj Springer Part I Complex Analysis 1 Complex Numbers 3 1.1 Our Number
More informationNumerical Methods for Two Point Boundary Value Problems
Numerical Methods for Two Point Boundary Value Problems Graeme Fairweather and Ian Gladwell 1 Finite Difference Methods 1.1 Introduction Consider the second order linear two point boundary value problem
More informationA new class of highly accurate differentiation schemes based on the prolate spheroidal wave functions
We introduce a new class of numerical differentiation schemes constructed for the efficient solution of time-dependent PDEs that arise in wave phenomena. The schemes are constructed via the prolate spheroidal
More informationPhysics 250 Green s functions for ordinary differential equations
Physics 25 Green s functions for ordinary differential equations Peter Young November 25, 27 Homogeneous Equations We have already discussed second order linear homogeneous differential equations, which
More informationClass notes: Approximation
Class notes: Approximation Introduction Vector spaces, linear independence, subspace The goal of Numerical Analysis is to compute approximations We want to approximate eg numbers in R or C vectors in R
More informationBest approximation in the 2-norm
Best approximation in the 2-norm Department of Mathematical Sciences, NTNU september 26th 2012 Vector space A real vector space V is a set with a 0 element and three operations: Addition: x, y V then x
More informationScientific Computing: An Introductory Survey
Scientific Computing: An Introductory Survey Chapter 7 Interpolation Prof. Michael T. Heath Department of Computer Science University of Illinois at Urbana-Champaign Copyright c 2002. Reproduction permitted
More informationReview and problem list for Applied Math I
Review and problem list for Applied Math I (This is a first version of a serious review sheet; it may contain errors and it certainly omits a number of topic which were covered in the course. Let me know
More informationLECTURE NOTES ELEMENTARY NUMERICAL METHODS. Eusebius Doedel
LECTURE NOTES on ELEMENTARY NUMERICAL METHODS Eusebius Doedel TABLE OF CONTENTS Vector and Matrix Norms 1 Banach Lemma 20 The Numerical Solution of Linear Systems 25 Gauss Elimination 25 Operation Count
More informationSturm-Liouville operators have form (given p(x) > 0, q(x)) + q(x), (notation means Lf = (pf ) + qf ) dx
Sturm-Liouville operators Sturm-Liouville operators have form (given p(x) > 0, q(x)) L = d dx ( p(x) d ) + q(x), (notation means Lf = (pf ) + qf ) dx Sturm-Liouville operators Sturm-Liouville operators
More informationWe denote the space of distributions on Ω by D ( Ω) 2.
Sep. 1 0, 008 Distributions Distributions are generalized functions. Some familiarity with the theory of distributions helps understanding of various function spaces which play important roles in the study
More informationCompact symetric bilinear forms
Compact symetric bilinear forms Mihai Mathematics Department UC Santa Barbara IWOTA 2006 IWOTA 2006 Compact forms [1] joint work with: J. Danciger (Stanford) S. Garcia (Pomona
More informationLinear Algebra. Session 12
Linear Algebra. Session 12 Dr. Marco A Roque Sol 08/01/2017 Example 12.1 Find the constant function that is the least squares fit to the following data x 0 1 2 3 f(x) 1 0 1 2 Solution c = 1 c = 0 f (x)
More informationPreface. 2 Linear Equations and Eigenvalue Problem 22
Contents Preface xv 1 Errors in Computation 1 1.1 Introduction 1 1.2 Floating Point Representation of Number 1 1.3 Binary Numbers 2 1.3.1 Binary number representation in computer 3 1.4 Significant Digits
More information