Stability of θ-schemes for partial differential equations with piecewise constant arguments of alternately retarded and advanced type

ABSTRACT

This paper deals with the analytical and numerical stability of a partial differential equation with piecewise constant arguments of alternately retarded and advanced type. Firstly, the theory of separation of variables in matrix form and the Fourier method are implemented to achieve the sufficient conditions under which the analytic solution is asymptotically stable. Secondly, the discrete equation is obtained by applying the θ-schemes to the original continuous equation, the sufficient conditions for the asymptotic stability of numerical solution are also shown when the mesh ratio satisfying certain conditions. Finally, some numerical experiments for verifying the theoretical results are provided.     

A Hamiltonian-based solution to the two-block H problem for general plants in H and rational weights

A complete skew-Toeplitz-type solution to the two-block H^∞ problem for infinite-dimensional stable plants with rational weights is derived with a basis-free proof. The solution consists of one Riccati equation with a rank criterion for a transcendental function of a certain Hamiltonian. This gives a natural extension of the well-known formula for the one-block case. An example is given to illustrate the result.     

A numerical study of stationary solution of viscous Burgers’ equation using wavelet

In this paper we have studied the numerical stationary solution of viscous Burgers’ equation with Neumann boundary conditions by applying wavelet Galerkin method. Burns et al. [J. Burns, A. Balogh, D.S. Gilliam, and V. I. Shubov, Numerical stationary solutions for a viscous Burgers’ equation, J. Maths. Sys. Est. Contl. 8 (1998), pp. 1–16] have reported that for moderately small viscosity and for certain initial conditions, numerical solution approaches non-constant shock-type stationary solution though only possible actual stationary solution is a constant. We found that the wavelet Galerkin method precisely captures the correct steady-state solution. The solutions obtained were impressive and verify theoretical results.     

Decomposition and stability of linear systems with multiplicative noise

This paper concerns a representation of solutions and the stability of linear systems with multiplicative white noise, which is described by a vector Ito stochastic differential equation. The solution can be represented as a finite product of exponential matrices if Lie algebra generated by system matrices is solvable. If Lie algebra is not solvable, it is shown by the decomposition principle of Lie algebra that the problem of solving an equation can be reduced to the problem of solving a set of equations, whose corresponding Lie algebra is simple. Noting the structure of the sample solution, we present a technique of obtaining asymptotic stability conditions of sample solutions w.p.1, in the pth-order moment and in the pth-mean moment. The necessary and/or sufficient conditions of stability in some stochastic sense are obtained under certain conditions.     

Solving Third Order Differential Equations with Maximal Symmetry Group

The largest group of Lie symmetries that a third-order ordinary differential equation (ode) may allow has seven parameters. Equations sharing this property belong to a single equivalence class with a canonical representative v ^′′′(u)=0. Due to this simple canonical form, any equation belonging to this equivalence class may be identified in terms of certain constraints for its coefficients. Furthermore a set of equations for the transformation functions to canonical form may be set up for which large classes of solutions may be determined algorithmically. Based on these steps a solution algorithm is described for any equation with this symmetry type which resembles a similar scheme for second order equations with projective symmetry group. Received March 9, 2000; revised June 8, 2000     

Algebraic Riccati equation and J-spectral factorization for estimation

In this paper we investigate on the existence of the stabilizing solution of the algebraic Riccati equation (ARE) related to the filtering problem with a prescribed attenuation level γ. It is well known that such a solution exists and is positive definite for γ larger than a certain γ_F and it does not exist for γ smaller than a certain γ₀. We consider the intermediate case γ(γ₀,γ_F] and show that in this interval the stabilizing solution does exist, except for a finite number of values of γ. We show how the solution of the ARE may be employed to obtain a minimum-phase J-spectral factor of the J-spectrum associated with the filtering problem.     

Variable time-step <Emphasis Type="Italic">ϑ</Emphasis>-scheme for nonlinear evolution equations governed by a monotone operator

The single-step ϑ-scheme on a variable time grid is employed for the approximate solution of the initial-value problem for a nonlinear first-order evolution equation. The evolution equation is supposed to be governed by a possibly time-dependent hemicontinuous operator that is (up to a shift) monotone and coercive, and fulfills a certain growth condition. A piecewise constant as well as piecewise linear prolongation of the time-discrete solution is shown to converge towards the exact solution if ϑ≥1/2 (including the Crank-Nicolson scheme). In the appearance of a strongly continuous perturbation of the monotone main part, the method is still convergent if ϑ>1/2 and if the ratio of adjacent step sizes is bounded from above by a power of ϑ/(1−ϑ). Besides convergence also well-posedness of the time-discrete problem as well as a priori error estimates are studied.      

Solutions to a class of linear-quadratic-Gaussian (LQG) stochastic team problems with nonclassical information

We consider a stochastic dynamic team problem with two controllers and nonclassical information, which can be viewed as the transmission of a garbled version of a Gaussian message over a number of noisy channels under a fidelity criterion. We show that the optimum solution (under a quadratic loss functional) consists of linearly transforming the garbled message to a certain (optimum) power level P^* and then optimally decoding it by using a linear transformation at the receiving end. The power level P^* is determined by the solution of a fifth order algebraic equation. The paper also discusses an extension of this result to the case when the channel noise is correlated with the input random variable, and shows that for the single channel case the optimum solution is again linear.     

H∞ estimation for uncertain systems

This paper deals with the problem of H_∞ estimation for linear systems with a certain type of time-varying norm-bounded parameter uncertainty in both the state and output matrices. We address the problem of designing an asymptotically stable estimator that guarantees a prescribed level of H_∞ noise attenuation for all admissible parameter uncertainties. Both an interpolation theory approach and a Riccati equation approach are proposed to solve the estimation problem, with each method having its own advantages. The first approach seems more numerically attractive whilst the second one provides a simple structure for the estimator with its solution given in terms of two algebraic Riccati equations and a parameterization of a class of suitable H_∞ estimators. The Riccati equation approach also pinpoints the ‘worst-case’ uncertainty.     

H∞ filtering for linear periodic systems with parameter uncertainty

This paper focuses on H_∞ filtering for a class of linear periodic systems with a certain type of norm-bounded time-varying parameter uncertainty which appears in both the state and output matrices. The problem addressed is the design of a linear periodic estimator that guarantees both the quadratic stability and and prescribed H_∞ performance on infinite horizon for the estimation error for all admissible parameter uncertainties. A solution to this problem is obtained via a Riccati equation approach.     

A conservative exponential time differencing method for the nonlinear cubic Schrödinger equation

A mass and energy conservative exponential time differencing scheme using the method of lines is proposed for the numerical solution of a certain family of first-order time-dependent PDEs. The resulting nonlinear system is solved with an unconditionally stable modified predictor–corrector method using a second-order explicit scheme. The efficiency of the method introduced is analyzed and discussed by applying it to the nonlinear cubic Schrödinger equation. The results arising from the experiments for the single, the double soliton waves and the system of two Schrödinger equations are compared with relevant known ones.     

A Fast Spectral Subtractional Solver for Elliptic Equations

The paper presents a fast subtractional spectral algorithm for the solution of the Poisson equation and the Helmholtz equation which does not require an extension of the original domain. It takes O(N ² log N) operations, where N is the number of collocation points in each direction. The method is based on the eigenfunction expansion of the right hand side with integration and the successive solution of the corresponding homogeneous equation using Modified Fourier Method. Both the right hand side and the boundary conditions are not assumed to have any periodicity properties. This algorithm is used as a preconditioner for the iterative solution of elliptic equations with non-constant coefficients. The procedure enjoys the following properties: fast convergence and high accuracy even when the computation employs a small number of collocation points. We also apply the basic solver to the solution of the Poisson equation in complex geometries.     

Discontinuity-Preserving Surface Reconstruction Using Stochastic Differential Equations

We address the problem of reconstructing a surface from irregularly spaced sparse and noisy range data while concurrently identifying and preserving the significant discontinuities in depth. It is well known that, starting from either the probabilistic Markov random field model or the mechanical membrane or thin plate model for the surface, the solution of the reconstruction problem can be eventually reduced to the global minimization of a certain “energy” function. Requiring the preservation of depth discontinuities makes the energy function nonconvex and replete with multiple local minima. We present a new method for obtaining discontinuity-preserving reconstruction based on the numerical solution of an appropriate Ito vector stochastic differential equation (SDE). The reconstructed surface is found by following the sample path of the (stochastic) diffusion process that solves the SDE in question. Our central contribution is the demonstration of the efficacy of the stochastic differential equation technique for solving a vision problem. Through comparisions of the results of our method to those of the two well-known existingglobalminimization based reconstruction techniques, we show a significant improvement in the final reconstructions obtained.     

A Normal Form Supplement to the Oettli-Prager Theorem

It is proved that each element of the solution set of a system of interval linear equations is asolution of a system Ax = b in certain normal form: in each equation of Ax = b every coefficient, with exception of at most one, is equal either to the lower or to the upper bound on it. Even more, the distribution of the lower and upper bounds in A follows a specific pattern.     

Global existence and asymptotic behaviour of the solution of a generalized burger's equation with viscosity

We obtain the global existence and uniqueness for a generalized Burger's equation with viscosity and the initial value being in L^∞ by successive method. Moreover, under certain condition on the initial value the solution tends to the solution of a linear heat equation in H¹.     

Explicit solutions to the quaternion matrix equations X−AXF=C and X−A[Xtilde] F=C

In the present paper, we investigate the quaternion matrix equation X?AXF=C and X?A[Xtilde] F=C. For convenience, we named the quaternion matrix equations X?AXF=C and X?A[Xtilde] F=C as quaternion Stein matrix equation and quaternion Stein-conjugate matrix equation. Based on the Kronecker map and complex representation of a quaternion matrix, we give the solution expressions of the quaternion Stein matrix equation and quaternion Stein-conjugate matrix equation. Through these expressions, we can easily obtain the solution of the above two equations. In order to compare the direct algorithm with the indirect algorithm, we propose an example to illustrate the effectiveness of the proposed method.     

Solution of Electromagnetic Scattering Problems Involving Three-Dimensional Homogeneous Dielectric Objects by the Single Integral Equation Method

The problem of electromagnetic scattering by a homogeneous dielectric object is usually formulated as a pair of coupled integral equations involving two unknown currents on the surface S of the object. In this paper, however, the problem is formulated as a single integral equation involving one unknown current on S. Unique solution at resonance is obtained by using a combined field integral equation. The single integral equation is solved by the method of moments using a Galerkin test procedure. Numerical results for a dielectric sphere are in good agreement with the exact results. Furthermore, the single integral equation method is shown to have superior convergence speed of iterative solution compared with the coupled integral equations method.     

A refined jacobi-davidson method and its correction equation

A central problem in the Jacobi-Davidson method is to expand a projection subspace by solving a certain correction equation. It has been commonly accepted that the correction equation always has a solution. However, it is proved in this paper that this is not true. Conditions are given to decide when it has a unique solution or many solutions or no solution. A refined Jacobi-Davidson method is proposed to overcome the possible nonconvergence of Ritz vectors by computing certain refined approximation eigenvectors from the subspace. A corresponding correction equation is derived for the refined method. Numerical experiments are conducted and efficiency of the refined method is confirmed.     

Interval arithmetic error estimation for the solution of Fredholm integral equation

Finite element method with a posteriori estimation using interval arithmetic is discussed for a Fredholm integral equation of the second kind. This approach is general. It leads to the guaranteed L ^∞ asymptotically exact estimate without the usual overestimation when interval arithmetic is used. An algorithm is provided for determination of an approximate solution such that the computed error bound between the exact solution and its approximation in L ^∞ is less than the given tolerance ?. Numerical solution for the equation with only C ¹ kernel illustrates the approach.