数值分析
An apriori bound for the condition number associated to each of the following problems is given: general linear equation solving, minimum squares, non-symmetric eigenvalue problems, solving univariate polynomials, solving systems of…
Discretization methods for ordinary differential equations based on the use of matrix exponentials have been known for decades. This set of ideas has come off age and acquired greater urgency recently, within the context of geometric…
The spectrum of the evolution Operator associated with a nonlinear stochastic flow with additive noise is evaluated by diagonalization in a polynomial basis. The method works for arbitrary noise strength. In the weak noise limit we…
The two-dimensional unsteady coupled Burgers' equations with moderate to severe gradients, are solved numerically using higher-order accurate finite difference schemes; namely the fourth-order accurate compact ADI scheme, and the…
Trigonometric polynomials are widely used for the approximation of a smooth function $f$ from a set of nonuniformly spaced samples $\{f(x_j)\}_{j=0}^{N-1}$. If the samples are perturbed by noise, controlling the smoothness of the…
A shift-invariant system is a collection of functions $\{g_{m,n}\}$ of the form $g_{m,n}(k) = g_m(k-an)$. Such systems play an important role in time-frequency analysis and digital signal processing. A principal problem is to find a dual…
We study numerical methods for the solution of general linear moment problems, where the solution belongs to a family of nested subspaces of a Hilbert space. Multi-level algorithms, based on the conjugate gradient method and the…
The possibility of interaction between Maple and numeric compiled languages in performing extensive numeric calculations is exemplified by the Ndynamics package, a tool for studying the (chaotic) behavior of dynamical systems. Programming…
The Multiquadric Radial Basis Function (MQ) Method is a meshless collocation method with global basis functions. It is known to have exponentional convergence for interpolation problems. We descretize nonlinear elliptic PDEs by the MQ…
We consider problems of dynamic viscoelasticity taking into account the coupling of elastic and thermal fields. Efficient approximate models are developed and computational results on thermomechanical behaviour of shape-memory-alloy…
We describe Active Libraries, which take an active role in compilation. Unlike traditional libraries which are passive collections of functions and objects, Active Libraries may generate components, specialize algorithms, optimize code,…
A method of numerically evaluating slowly convergent monotone series is described. First, we apply a condensation transformation due to Van Wijngaarden to the original series. This transforms the original monotone series into an alternating…
We present a novel linear solver that works well for large systems obtained from discretizing PDEs. It is robust and, for the examples we studied, the computational effort scales linearly with the number of equations. The algorithm is based…
We study numerical integrators that contract phase space volume even when the ODE does so at an arbitrarily small rate. This is done by a splitting into two-dimensional contractive systems. We prove a sufficient condition for Runge-Kutta…
We consider the problem of constructing spatial finite difference approximations on a fixed, arbitrary grid, which have analogues of any number of integrals of the partial differential equation and of some of its symmetries. A basis for the…
This study of spatio-temporal pattern formation in an annulus is motivated by two physical problems on vastly different scales. The first is atmospheric convection in the equatorial plane between the warm surface of the Earth and the cold…
This paper presents numerical and analytical investigation of gas flow in gas-dynamic filter - a device for cleaning gas from solid particles with counter flow of large water particles in order to prevent their release to the atmosphere.…
Numerical integrations in celestial mechanics often involve the repeated computation of a rotation with a constant angle. A direct evaluation of these rotations yields a linear drift of the distance to the origin. This is due to roundoff in…
The dynamics of large eddies in the atmosphere and oceans is described by the surface quasi geostrophic equation, which is reminiscent of the Euler equations. Thermal fronts build up rapidly. Two different numerical methods combined with…
An algorithm is presented for the efficient and accurate computation of the coefficients of the characteristic polynomial of a general square matrix. The algorithm is especially suited for the evaluation of canonical traces in determinant…