Approximate low-rank factorization with structured factors

An approximate rank revealing factorization problem with structure constraints on the normalized factors is considered. Examples of structure, motivated by an application in microarray data analysis, are sparsity, nonnegativity, periodicity, and smoothness. In general, the approximate rank revealing factorization problem is nonconvex. An alternating projections algorithm is developed, which is globally convergent to a locally optimal solution. Although the algorithm is developed for a specific application in microarray data analysis, the approach is applicable to other types of structures.     

An inverse problem for a wave equation

The identification problem of piece-wise constant coefficient for one-dimensional wave equation is considered. Additional information consists of the Fourier transform of u_t at the point x=0, where u is a solution to the direct problem. A recurrent algorithm for determining the unknown coefficient is constructed under suitable assumptions. This algorithm simply consists of calculation of integrals (moments of a special type constructed with the help of the additional information) and algebraic transformations. The information is used only on a bounded interval of frequency parameter ω which can be chosen away from zero.     

Approximate periodic solutions for the Helmholtz-Duffing equation

Approximate periodic solutions for the Helmholtz-Duffing oscillator are obtained in this paper. He’s Energy Balance Method (HEBM) and He’s Frequency Amplitude Formulation (HFAF) are adopted as the solution methods. Oscillation natural frequencies are analytically analyzed. Error analysis is carried out and accuracy of the solution methods is evaluated.     

Approximate factorization of multivariate polynomials using singular value decomposition

We describe the design, implementation and experimental evaluation of new algorithms for computing the approximate factorization of multivariate polynomials with complex coefficients that contain numerical noise. Our algorithms are based on a generalization of the differential forms introduced by W. Ruppert and S. Gao to many variables, and use singular value decomposition or structured total least squares approximation and Gauss–Newton optimization to numerically compute the approximate multivariate factors. We demonstrate on a large set of benchmark polynomials that our algorithms efficiently yield approximate factorizations within the coefficient noise even when the relative error in the input is substantial (10⁻³).     

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.     

Approximate solution for a variable-coefficient semilinear heat equation with nonlocal boundary conditions

This paper develops an iterative algorithm for the solution to a variable-coefficient semilinear heat equation with nonlocal boundary conditions in the reproducing space. It is proved that the approximate sequence u _n (x, t) converges to the exact solution u(x, t). Moreover, the partial derivatives of u _n (x, t) are also convergent to the partial derivatives of u(x, t). And the approximate sequence u _n (x, t) is the best approximation under a complete normal orthogonal system.     

Accuracy improvement of a multistep splitting method for nonlinear viscous wave equations

This paper focuses on a multistep splitting method for a class of nonlinear viscous equations in two spaces, which uses second-order backward differentiation formula (BDF2) combined with approximation factorization for time integration, and second-order centred difference approximation to second derivatives for spatial discretization. By the discrete energy method, it is shown that this splitting method can attain second-order accuracy in both time and space with respect to the discrete L²- and H¹-norms. Moreover, for improving computational efficiency, we introduce a Richardson extrapolation method and obtain extrapolation solution of order four in both time and space. Numerical experiments illustrate the accuracy and performance of our algorithms.     

Numerical solution for the wave equation

In this paper we study numerical solutions for a hyperbolic system of equations using finite differences. In this setting, we propose the method of lines, with high precision in space. A class of some explicit, implicit and also semi-implicit schemes, with code variable methods, are presented. Finally, the analysis of some qualitative and quantitative proprieties of these methods is included.     

Generalized Lyapunov equation and factorization of matrix polynomials

This paper presents an algorithm for the construction of a solution of the generalized Lyapunov equation. It is proved that the polynomial matrix factorization relative to the imaginary axis may be reduced to the successive solution of Lyapunov equations, i.e. the factorization is reduced to the solution of a sequence of generalized Lyapunov equations, not to the solution of generalized Riccati equation.     

Local controllability of a nonlinear wave equation

We obtain results on local controllability (near an equilibrium point) for a nonlinear wave equation, by application of an infinite-dimensional analogue of the Lee-Markus method of linearization. Controllability of the linearized equation is studied by application of results of Russell, and local controllability of the nonlinear equation follows from the inverse function theorem. We prove that every state that is sufficiently small in a sense made precise in the paper can be reached from the origin in a timeT depending on the coefficients of the equation.This research was supported in part by the National Science Foundation under contract GP-9658.     

Approximate factorization of the discrete Navier-Stokes equations in Cartesian and cylindrical coordinates

A new pseudospectral technique for integrating incompressible Navier-Stokes equations with one nonperiodic boundary in Cartesian or cylindrical coordinate system is presented. Algorithm constructed makes use of Chebyshev collocation technique in nonperiodic direction. Special attention is paid to the approximate factorization of the discrete Navier-Stokes equations in cylindrical geometry leading to highly fast and robust numerical procedure providing spectral accuracy. New approach is an efficient tool for further investigation of turbulent shear flows, for physical hypotheses and alternative algorithms testing. Classical problems of incompressible fluid flows in an infinite plane channel and annuli at transitional Reynolds numbers are taken as model ones.     

Approximate solution of the fractional advection-dispersion equation

In this paper, we consider practical numerical method to solve a space-time fractional advection-dispersion equation with variable coefficients on a finite domain. The equation is obtained from the standard advection-dispersion equation by replacing the first-order time derivative by the Caputo fractional derivative, and the first-order and second-order space derivatives by the Riemann-Liouville fractional derivative, respectively. Here, a new method for solving this equation is proposed in the reproducing kernel space. The representation of solution is given by the form of series and the n-term approximation solution is obtained by truncating the series. The method is easy to implement and the numerical results show the accuracy of the method.     

Fourier solution of the wave equation for a star-like-shaped vibrating membrane

The Fourier solution of the wave equation for a circular vibrating membrane is generalized to a star-like-shaped structure. We show that the classical solution can be used in this more general case, provided that a suitable change of variables in the spherical co-ordinate system is performed.     

Reduced basis approximation and a posteriori error estimation for the time-dependent viscous Burgers’ equation

In this paper we present rigorous a posteriori L ² error bounds for reduced basis approximations of the unsteady viscous Burgers’ equation in one space dimension. The a posteriori error estimator, derived from standard analysis of the error-residual equation, comprises two key ingredients—both of which admit efficient Offline-Online treatment: the first is a sum over timesteps of the square of the dual norm of the residual; the second is an accurate upper bound (computed by the Successive Constraint Method) for the exponential-in-time stability factor. These error bounds serve both Offline for construction of the reduced basis space by a new POD-Greedy procedure and Online for verification of fidelity. The a posteriori error bounds are practicable for final times (measured in convective units) T≈O(1) and Reynolds numbers ν ⁻¹≫1; we present numerical results for a (stationary) steepening front for T=2 and 1≤ν ⁻¹≤200. This work was supported by AFOSR Grants FA9550-05-1-0114 and FA-9550-07-1-0425 and the Singapore-MIT Alliance. We acknowledge many helpful discussions with Professor Yvon Maday of University of Paris VI and Dr. Paul Fischer of Argonne National Laboratory and University of Chicago.     

Regional optimal control of a bilinear wave equation

We study a regional optimal control problem of a bilinear wave equation evolving on a spatial domain Ω with a distributed controls. We search a distributed control which aims to minimise a given functional cost that contains the gap between a desired state and the reached one. This latter is defined only on a subregion ω of Ω. Therefore, we prove existence and we give characterisation of an optimal control. The obtained results lead to an algorithm that we illustrate by simulations.     

Performance output exponential tracking for a wave equation with a general boundary disturbance

In this paper, we consider performance output tracking for a wave equation with a general boundary disturbance. The control and the disturbance are unmatched. Different from the existing results, the hidden regularity, instead of the high gain or variable structure, is utilized in the adaptive servomechanism design. As a result, we are able to cope with more complicated and general disturbances. Moreover, the performance output can track the reference signal exponentially, and at the same time, all the states of the subsystems involved are uniformly bounded. More specially, the overall closed-loop system is exponentially stable when the disturbance and reference are disconnected to the system. The numerical simulations are presented to illustrate the effect of the proposed scheme.     

Energy decay rate for a quasi-linear wave equation with localized strong dissipation

The purpose of this paper is to derive a sharp energy decay estimate for a quasi-linear wave equation with localized strong dissipation of the type −∇⋅(a(x)∇u_t) in a domain Ω of R^N, where a(x) is a nonnegative function supported only on a part of the boundary ∂Ω. We note that the index of algebraic decay depends on dimension N and no geometrical condition is imposed on the boundary ∂Ω.     

New local discontinuous Galerkin method for a fractional time diffusion wave equation

ABSTRACT

This paper is devoted to the study of a new discontinuous finite element idea for the time fractional diffusion-wave equation defined in bounded domain. The time fractional derivatives are described in the Caputo's sense. By applying the sine transform on the time fractional diffusion-wave equation, we make the equation depend on time. Then we use definition of Caputo's derivative and by defining l-degree discontinuous finite element with interpolated coefficients we solve the mentioned equation. Error estimate, existence and uniqueness are proved. Finally, the theoretical results are tested by some numerical examples.     

Solitary wave solutions for a higher order nonlinear Schrödinger equation

We consider a higher order nonlinear Schrödinger equation with third- and fourth-order dispersions, cubic–quintic nonlinearities, self steepening, and self-frequency shift effects. This model governs the propagation of femtosecond light pulses in optical fibers. In this paper, we investigate general analytic solitary wave solutions and derive explicit bright and dark solitons for the considered model. The derived analytical dark and bright wave solutions are expressed in terms of the model coefficients. These exact solutions are useful to understand the mechanism of the complicated nonlinear physical phenomena which are related to wave propagation in a higher-order nonlinear and dispersive Schrödinger system.