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  • Articles  (71)
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  • Springer  (71)
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  • 1
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    Mathematical programming 23 (1982), S. 326-340 
    ISSN: 1436-4646
    Keywords: Optimization ; Quasi-Newton ; Conjugate Gradient
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper we study conjugate gradient algorithms for large optimization problems. These methods accelerate (or precondition) the conjugate gradient method by means of quasi-Newton matrices, and are designed to utilize a variable amount of storage, depending on how much information is retained in the quasi-Newton matrices. We are concerned with the behaviour of such methods on the underlying quadratic model, and in particular, with finite termination properties.
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  • 2
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    Mathematical programming 19 (1980), S. 61-77 
    ISSN: 1436-4646
    Keywords: Optimization ; Nonlinear Programming ; Unconstrained Optimization ; Nondifferentiable Optimization ; Min—Max Problems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper, we suggest approximations for smoothing out the kinks caused by the presence of “max” or “min” operators in many non-smooth optimization problems. We concentrate on the continuous-discrete min—max optimization problem. The new approximations replace the original problem in some neighborhoods of the kink points. These neighborhoods can be made arbitrarily small, thus leaving the original objective function unchanged at almost every point ofR n . Furthermore, the maximal possible difference between the optimal values of the approximate problem and the original one, is determined a priori by fixing the value of a single parameter. The approximations introduced preserve properties such as convexity and continuous differentiability provided that each function composing the original problem has the same properties. This enables the use of efficient gradient techniques in the solution process. Some numerical examples are presented.
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  • 3
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    Mathematical programming 20 (1981), S. 49-62 
    ISSN: 1436-4646
    Keywords: Algorithms ; Optimization ; Minimax ; Quasi-Newton ; Superlinear Convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We present an algorithm for minimax optimization that combines LP methods and quasi-Newton methods. The quasi-Newton algorithm is used only if an irregular solution is detected, in which case second-order derivative information is needed in order to obtain a fast final rate of convergence. We prove that the algorithm can converge only to a stationary point and that normally the final rate of convergence will be either quadratic or superlinear. The performance is illustrated through some numerical examples.
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  • 4
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    Computing 25 (1980), S. 317-335 
    ISSN: 1436-5057
    Keywords: AMS (MOS): 65L65 ; CR: 5.17 ; AMS (MOS): 65L65 ; CR: 5.17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Abstract In this paper a general procedure to obtain spline approximations for the solutions of initial value problems for ordinary differential equations is presented. Several well-known spline approximation methods are included as special cases. It is common practice to partition the interval for which the initial value problem is defined into equidistant subintervals and to construct successively the spline approximation; thereby the spline function has to satisfy certain conditions at the knots. In the general procedure presented here additional knots are admitted in every subinterval. At these points which need not be equally spaced the spline approximation has to fulfill analogous conditions as at the original knots. Convergence and divergence theorems are proved; especially the influence of the additional knots on convergence and divergence of the method is investigated.
    Notes: Zusammenfassung In dieser Arbeit wird ein allgemeines Verfahren zur Erzeugung von Splineapproximationen für die Lösungen von Anfangswertproblemen bei gewöhnlichen Differentialgleichungen vorgestellt. Einige der bekannten Spline-approximationsmethoden sind als Spezialfälle enthalten. Eine gängige Vorgehensweise besteht darin, das Intervall, über dem das Anfangswertproblem gegeben ist, in äquidistante Teilintervalle zu zerlegen und dann sukzessive die Splineapproximation zu definieren. Hierbei wird gefordert, daß die Spline-approximation in den Knoten gewisse Bedingungen erfüllt. Bei dem hier betrachteten allgemeinen Verfahren werden in den einzelnen Teilintervallen noch zusätzliche Zwischenknoten eingeführt. In diesen Punkten, die nicht äquidistant sein müssen, werden für die Splineapproximation analoge Bedingungen wie in den Hauptknoten vorgeschrieben. Konvergenz- und Divergenzsätze werden bewiesen, insbesondere wird der Einfluß der Zwischenknoten auf Konvergenz und Divergenz des Verfahrens untersucht.
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  • 5
    ISSN: 1436-5057
    Keywords: 65L05 ; CR: 5.17 ; Numer. Analysis ; verallgemeinerte Runge-Kutta-Methoden ; steife Probleme
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Abstract Adaptive Runge-Kutta-methods are considered. Investigations of stability for these linear implicit methods are studied. For the application a LS-stable method of order four with an adaptive stepsize control is proposed. Test results for 25 stiff initial value problems for different tolerances are discussed.
    Notes: Zusammenfassung Es werden adaptive Runge-Kutta-Verfahren betrachtet und Stabilitätsuntersuchungen für diese linear impliziten Methoden durchgeführt. Für die Anwendung wird ein LS-stabiles Verfahren vierter Ordnung mit einer angepaßten Schrittweitenkontrolle vorgeschlagen. Testergebnisse von 25 stiff Anfangswertproblemen für verschiedenen Toleranzen werden diskutiert.
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  • 6
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    Numerische Mathematik 40 (1982), S. 179-199 
    ISSN: 0945-3245
    Keywords: AMS(MOS) ; Primary 65N30 ; Secondary 35R35 ; CR: 5.17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Two problems are considered in the paper: the first of them is connected with elliptic variational inequalities and consists in developing a moving obstacle algorithm for approximating the unknown free boundary; the other problem is linked with numerical solution of the Stefan problem, which is formulated in the similar way as in the elliptic case. Some computational aspects are also discussed in the paper.
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  • 7
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    Numerische Mathematik 40 (1982), S. 207-227 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65M30 ; CR: 5.17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Several regularization methods for parabolic equations backwards in time together with the usual additional constraints for their solution are considered. The error of the regularization is estimated from above and below. For a “boundary value problem in time”-method, finite elements as well as a time discretization are introduced and the error with respect to the regularized solution is estimated, thus giving an overall error of the discrete regularized problem. The algorithm is tested in simple numerical examples.
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  • 8
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    Numerische Mathematik 39 (1982), S. 221-230 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65L05 ; CR: 5.17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary In this paper Adams type methods for the special case of neutral functional differential equations are examined. It is shown thatk-step methods maintain orderk+1 for sufficiently small step size in a sufficiently smooth situation. However, when these methods are applied to an equation with a “non-smooth” solution the order of convergence is only one. Some computational considerations are given and numerical experiments are presented.
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  • 9
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    Numerische Mathematik 39 (1982), S. 309-324 
    ISSN: 0945-3245
    Keywords: AMS (MOS): 65L10 ; CR: 5.17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary A method for improvement of the numerical solution of differential equations by incorporation of asymptotic approximations is investigated for a class of singular perturbation problems. Uniform error estimates are derived for this method when implemented in known difference schemes and applied to linear second order O.D.E.'s. An improvement by a factor ofε n+1 can be obtained (where ɛ is the “small” parameter andn is the order of the asymptotic approximation) for a small amount of extra work. Numerical experiments are presented.
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  • 10
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    Numerische Mathematik 39 (1982), S. 341-350 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65L10 ; CR: 5.17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary We discuss the construction of three-point finite difference approximations and their convergence for the class of singular two-point boundary value problems: (x α y′)′=f(x,y), y(0)=A, y(1)=B, 0〈α〈1. We first establish a certain identity, based on general (non-uniform) mesh, from which various methods can be derived. To obtain a method having order two for all α∈(0,1), we investigate three possibilities. By employing an appropriate non-uniform mesh over [0,1], we obtain a methodM 1 based on just one evaluation off. For uniform mesh we obtain two methodsM 2 andM 3 each based on three evaluations off. For α=0,M 1 andM 2 both reduce to the classical second-order method based on one evaluation off. These three methods are investigated, theirO(h 2)-convergence established and illustrated by numerical examples.
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  • 11
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    Numerische Mathematik 39 (1982), S. 371-404 
    ISSN: 0945-3245
    Keywords: AMS (MOS): 65 N 30 ; CR: 5.17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary The purpose of this paper is to study the approximation of the Von Karman equations by the mixed finite element scheme of Miyoshi and to follow the solutions arcs at a neighbourhood of the first eigenvalue of the linearized problem. This last problem is solved by a continuation method.
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  • 12
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    Numerische Mathematik 39 (1982), S. 449-463 
    ISSN: 0945-3245
    Keywords: AMS (MOS): 65L65 ; CR: 5.17 ; AMS (MOS): 65L65 ; CR: 5.17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Description / Table of Contents: Summary In [10] a general procedureV is presented to obtain spline approximations by collocation for the solutions of initial value problems for first order ordinary differential equations. In this paper the attainable order of convergence with respect to the maximum norm is characterized in dependence of the parameters involved inV; in particular the appropriate choice of the collocation points is considered.
    Notes: Zusammenfassung In [10] ist ein allgemeines VerfahrenV beschrieben, das die Lösungen von Anfangswertproblemen bei gewöhnlichen Differentialgleichungen erster Ordnung durch Splines approximiert. Die Konstruktion der Splines erfolgt hierbei mittels Kollokation. In dieser Arbeit wird die maximal erreichbare Konvergenzordnung vonV bezüglich der Maximumnorm in Abhängigkeit aller Parameter vonV charakterisiert, insbesondere wird auf die geeignete Wahl der Kollokationsknoten eingegangen.
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  • 13
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    Numerische Mathematik 40 (1982), S. 169-177 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65L05 ; CR: 5.17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary The stability and accuracy of some explicit nonlinear methods for the numerical integration of stiff systems of ordinary differential equations are investigated. It is shown, that in the general case they can produce the essential error. The special class of stiff systems is singled out, for which these methods are highly efficient. Some numerical results are also presented.
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  • 14
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    Numerische Mathematik 40 (1982), S. 319-328 
    ISSN: 0945-3245
    Keywords: AMS (MOS): 65J05, 65L15 ; CR: 5.17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Although multiparameter eigenvalue problems, as for example Mathieu's differential equation, have been known for a long time, so far no work has been done on the numerical treatment of these problems. So in this paper we extend the spectral theory for one parameter (cf. [7, II, VII]) to multiparameter eigenvalue problmes, formulate in the framework of discrete approximation a convergent numerical treatment, establish algebraic bifurcation equations for the intersection points of the eigenvalue curves and illustrate this with some numerical examples.
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  • 15
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    Numerische Mathematik 40 (1982), S. 373-406 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65N30, 65M20 ; CR: 5.17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary We extend in this paper the analysis of a posteriori estimates of the space discretization error presented in a previous paper [3] for time-independent space meshes. In the context of the model problem studied there, results are given relating the effectiveness of the error estimator to properties of the solution, space meshes, and manner in which the meshes change. A procedure based upon this theory is presented for the adaptive construction of time-dependent meshes. The results of some computational experiments show that this procedure is practically very effective and suggest that it can be used to control the space discretization error in more general problems.
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  • 16
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    Mathematical programming 21 (1981), S. 172-181 
    ISSN: 1436-4646
    Keywords: Optimization ; Sparsity ; Matrix Updating
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper is concerned with two questions relating to quasi-Newton updates for unconstrained optimization that exploit any sparsity present in the second derivative matrix of the objective function. First, a family of such updates is derived, that reduces to any a priori known dense update formula when no sparsity is imposed. This family uses the Frobenius projection of the desired update on the subspace of matrices that satisfy all the needed conditions. In the second part, we prove that, under mild assumptions, a positive definite sparse quasi-Newton update always exists. The proof of this result includes the explicit determination of such an update.
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  • 17
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    Mathematical programming 21 (1981), S. 331-347 
    ISSN: 1436-4646
    Keywords: Optimization ; Nonlinear Programming ; Unconstrained Optimization ; Discrete Optimal Control ; Differential Dynamic Programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Dynamic programming techniques have proven to be more successful than alternative nonlinear programming algorithms for solving many discrete-time optimal control problems. The reason for this is that, because of the stagewise decomposition which characterizes dynamic programming, the computational burden grows approximately linearly with the numbern of decision times, whereas the burden for other methods tends to grow faster (e.g.,n 3 for Newton's method). The idea motivating the present study is that the advantages of dynamic programming can be brought to bear on classical nonlinear programming problems if only they can somehow be rephrased as optimal control problems. As shown herein, it is indeed the case that many prominent problems in the nonlinear programming literature can be viewed as optimal control problems, and for these problems, modern dynamic programming methodology is competitive with respect to processing time. The mechanism behind this success is that such methodology achieves quadratic convergence without requiring solution of large systems of linear equations.
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  • 18
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    Numerische Mathematik 34 (1980), S. 235-246 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65L05 ; CR: 5.17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary A class of extended backward differentiation formulae suitable for the approximate numerical integration of stiff systems of first order ordinary differential equations is derived. An algorithm is described whereby the required solution is predicted using a conventional backward differentiation scheme and then corrected using an extended backward differentiation scheme of higher order. This approach allows us to developL-stable schemes of order up to 4 andL(α)-stable schemes of order up to 9. An algorithm based on the integration formulae derived in this paper is illustrated by some numerical examples and it is shown that it is often superior to certain existing algorithms.
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  • 19
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    Numerische Mathematik 35 (1980), S. 127-142 
    ISSN: 0945-3245
    Keywords: AMS (MOS): 34G05, 65L05 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary A class of approximation schemes of arbitrary accuracy, generated by a two-step recurrence relation, is devised for evolution equations of the second order. The schemes are effected via a specially constructed family of rational approximations to cos τ for τ≧0 and yield computationally efficient methods for systems of second-order ordinary differential equations and semidiscrete approximations for initial-boundary value problems for second-order hyperbolic equations.
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    Numerische Mathematik 35 (1980), S. 143-162 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65M15, 65N30 ; CR: 5.17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary We study the error due to the discretization in time of a nonlinear parabolic problem by a multistep method. Error estimates are obtained if the method is of the orderp (p〉1) and stronglyA(Θ)-stable $$\left( {0〈 \Theta〈 \frac{\pi }{2}} \right)$$ . The method is also applied to the Navier-Stokes equations in two dimensions.
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  • 21
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    Numerische Mathematik 35 (1980), S. 231-240 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65L10 ; CR: 5.17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary The homotopy method is a frequently used technique in overcoming the local convergence nature of multiple shooting. In this paper sufficient conditions are given that guarantee the homotopy process to be feasible. The results are applicable to a class of two-point boundary value problems. Finally, the numerical solution of two practical problems arising in physiology is described.
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  • 22
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    Numerische Mathematik 35 (1980), S. 257-276 
    ISSN: 0945-3245
    Keywords: AMS(MOS) ; 65M10 ; CR: 5.17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Description / Table of Contents: Résumé Considérons une équation d'évolution parabolique linéaire associée à un opérateur linéaireA(t) dépendant du tempst. Nous développons dans cet article une méthode de discrétisation, basée sur les méthodes linéaires à pas multiples, traitant de manière implicite une partie de l'opérateurA(t) indépendante du temps, l'autre partie est traitée de manière explicite. Nous étudions la stabilité et la convergence de cette méthode.
    Notes: Summary Let us consider a linear parabolic equation which is associated with a time dependent operatorA(t). In this paper, we present a method, which is founded on linear multistep methods, which discretize a time-independent part of the operatorA(t) in an implicit way, and the other part in an explicit way. We study stability and convergence for this method.
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  • 23
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    Numerische Mathematik 35 (1980), S. 315-341 
    ISSN: 0945-3245
    Keywords: AMS(MOS) ; 65N30 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary We present here some new families of non conforming finite elements in ℝ3. These two families of finite elements, built on tetrahedrons or on cubes are respectively conforming in the spacesH(curl) andH(div). We give some applications of these elements for the approximation of Maxwell's equations and equations of elasticity.
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    Numerische Mathematik 35 (1980), S. 381-404 
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    Keywords: AMS(MOS): 65N30 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary We study in this paper the convergence of a new mixed finite element approximation of the Navier-Stokes equations. This approximation uses low order Lagrange elements, leads to optimal order of convergence for the velocity and the pressure, and induces an efficient numerical algorithm for the solution of this problem.
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    Numerische Mathematik 37 (1981), S. 257-277 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65N30 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary In theh-version of the finite element method, convergence is achieved by refining the mesh while keeping the degree of the elements fixed. On the other hand, thep-version keeps the mesh fixed and increases the degree of the elements. In this paper, we prove estimates showing the simultaneous dependence of the order of approximation on both the element degrees and the mesh. In addition, it is shown that a proper design of the mesh and distribution of element degrees lead to a better than polynomial rate of convergence with respect to the number of degrees of freedom, even in the presence of corner singularities. Numerical results comparing theh-version,p-version, and combinedh-p-version for a one dimensional problem are presented.
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    Numerische Mathematik 37 (1981), S. 405-421 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65 N 30 ; CR: 5.17
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    Topics: Mathematics
    Notes: Abstract The discretization by finite elements of a model variational problem for a clamped loaded beam is studied with emphasis on the effect of the beam thickness, which appears as a parameter in the problem, on the accuracy. It is shown that the approximation achieved by a standard finite element method degenerates for thin beams. In contrast a large family of mixed finite element methods are shown to yield quasioptimal approximation independent of the thickness parameter. The most useful of these methods may be realized by replacing the integrals appearing in the stiffness matrix of the standard method by Gauss quadratures.
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    Numerische Mathematik 37 (1981), S. 387-404 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65N20 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary The treatment of a multigrid method in the framework of numerical analysis elucidates that regularity of the solution is not necessary for the convergence of the multigrid algorithm but only for fast convergence. For the linear equations which arise from the discretization of the Poisson equation, a convergence factor 0,5 is established independent of the shape of the domain and of the regularity of the solution.
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    Numerische Mathematik 38 (1982), S. 141-154 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 35 A 40 ; 35 K 05 ; 65 N 15 ; 65 K 05 ; 80 A 20 ; CR: 5.17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary A nonlinear approximation technique for the numerical solution of certain free boundary problems is proposed. The method is shown for a degenerate one-dimensional Stefan problem. For this problem, an error estimate, which is independent of the used algorithm, is derived. Numerical examples are discussed.
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    Numerische Mathematik 40 (1982), S. 329-337 
    ISSN: 0945-3245
    Keywords: AMS (MOS): 65L05 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary A widely used technique for improving the accuracy of solutions of initial value problems in ordinary differential equations is local extrapolation. It is well known, however, that when using methods appropriate for solving stiff systems of ODES, the stability of the method can be seriously degraded if local extrapolation is employed. This is due to the fact that performing local extrapolation on a low order method is equivalent to using a higher order formula and this high order formula may not be suitable for solving stiff systems. In the present paper a general approach is proposed whereby the correction term added on in the process of local extrapolation is in a sense a rational, rather than a polynomial, function. This approach allows high order formulae with bounded growth functions to be developed. As an example we derive anA-stable rational correction algorithm based on the trapezoidal rule. This new algorithm is found to be efficient when low accuracy is requested (say a relative accuracy of about 1%) and its performance is compared with that of the more familiar Richardson extrapolation method on a large set of stiff test problems.
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    Numerische Mathematik 40 (1982), S. 339-371 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65N30 ; 65M20 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary In this first of two papers, computable a posteriori estimates of the space discretization error in the finite element method of lines solution of parabolic equations are analyzed for time-independent space meshes. The effectiveness of the error estimator is related to conditions on the solution regularity, mesh family type, and asymptotic range for the mesh size. For clarity the results are limited to a model problem in which piecewise linear elements in one space dimension are used. The results extend straight-forwardly to systems of equations and higher order elements in one space dimension, while the higher dimensional case requires additional considerations. The theory presented here provides the basis for the analysis and adaptive construction of time-dependent space meshes, which is the subject of the second paper. Computational results show that the approach is practically very effective and suggest that it can be used for solving more general problems.
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    Numerische Mathematik 34 (1980), S. 171-187 
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    Keywords: AMS(MOS): 65N05 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary Difference methods for the numerical solution of linear partial differential equations may often be improved by using a weighted right hand side instead of the original right hand side of the differential equation. Difference formulas, for which that is possible, are called “Mehrstellenformeln’ or Hermitian formulas. In this paper the Hermitian formulas for the approximation of Laplace's operator are characterized by a very simple condition. We prove, that in two-dimensional case for a Hermitian formula of ordern at leastn+3 discretization points are necessary. We give examples of such optimal formulas of arbitrary high-order.
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    Numerische Mathematik 34 (1980), S. 457-467 
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    Keywords: AMS(MOS): 65L05, 65Q05 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary By employing a numerical method which uses only rather classical tools of Numerical Analysis such as Newton's method and routines for ordinary differential equations, unstable periodic solutions of differential-difference equations can be computed. The method is applied to determine bifurcation diagrams with backward bifurcation.
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    Numerische Mathematik 35 (1980), S. 13-20 
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    Keywords: AMS (MOS): primary 65M05 ; 65M10 ; 65M15 ; secondary: 35M05 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary We consider the numerical solution of the Tricomi problem. Using a weak formulation based on different spaces of test and trial functions, we construct a new Galerkin procedure for the Tricomi problem. Existence, uniqueness, and uniform stability of the approximate solution is proven, and a priori error bounds are given.
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    Numerische Mathematik 35 (1980), S. 21-33 
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    Keywords: AMS(MOS): 65B05 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary The trapezoidal rule with deferred corrections using uncentered end formulas is shown to converge. While the proof technique is more specialized than the standard asymptotic expansion approach, it has some advantages. In addition to providing a more complete theoretical justification for current implementations of deferred corrections with the trapezoidal rule, the approach given here will hopefully apply for several other discretization methods.
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    Numerische Mathematik 35 (1980), S. 57-68 
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    Keywords: AMS(MOS): 65L05 ; 65M20 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary This paper discussesrational Runge-Kutta methods for stiff differential equations of high dimensions. These methods are explicit and in addition do not require the computation or storage of the Jacobian. A stability analysis (based onn-dimensional linear equations) is given. A second orderA 0-stable method with embedded error control is constructed and numerical results of stiff problems originating from linear and nonlinear parabolic equations are presented.
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    Numerische Mathematik 36 (1980), S. 253-266 
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    Keywords: AMS(MOS): 65LO5 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary Single step exponentially fitted integration formulae of orders 4 and 6 are derived. The final approximation to the required solution is obtained via a linear combination of asymptotically less accurate solutions obtained using conventional implicit integration formulae. This linear combination is performed in such a way that the final integration formula, as well as having an increased order of accuracy, integrates a certain pre-determined ordinary differential equation exactly. The algorithms developed are illustrated by means of some numerical examples.
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    Numerische Mathematik 37 (1981), S. 105-120 
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    Keywords: AMS(MOS): 65N30 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary This study establishes an error estimate for a penalty-finite element approximation of the variational inequality obtained by a class of obstacle problems. By special identification of the penalty term, we first show that the penalty solution converges to the solution of a mixed formulation of the variational inequality. The rate of convergence of the penalization is ɛ where ɛ is the penalty parameter. To obtain the error of finite element approximation, we apply the results obtained by Brezzi, Hager and Raviart for the mixed finite element method to the variational inequality.
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    Numerische Mathematik 37 (1981), S. 333-337 
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    Topics: Mathematics
    Notes: Summary A nonconforming mixed finite element method is presented for approximation of ∇w with Δw=f,w| r =0. Convergence of the order $$\left\| {\nabla w - u_h } \right\|_{0,\Omega } = \mathcal{O}(h^2 )$$ is proved, when linear finite elements are used. Only the standard regularity assumption on triangulations is needed.
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    Numerische Mathematik 38 (1982), S. 39-52 
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    Keywords: AMS (MOS): Primary 65L10 ; Secondary 35R35 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary An approximate method for nonlinear problems with functional constraints is considered, in which the constraint in the whole domain is replaced by the constraint on a manifold of lower dimension. The stability criterion is introduced, and convergence theorems are proved for the onedimensional problem. Numerical results for the elastic-plastic torsion problem are given.
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    Numerische Mathematik 38 (1981), S. 255-261 
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    Keywords: AMS (MOS): 65N99 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary This paper extends the earlier results by the author on two-dimensional free boundary problems. The main aim consists in derivation of an optimal error bound for the approximations of the free boundary.
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    Numerische Mathematik 38 (1981), S. 279-298 
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    Notes: Summary This paper deals with the solution of nonlinear stiff ordinary differential equations. The methods derived here are of Rosenbrock-type. This has the advantage that they areA-stable (or stiffly stable) and nevertheless do not require the solution of nonlinear systems of equations. We derive methods of orders 5 and 6 which require one evaluation of the Jacobian and oneLU decomposition per step. We have written programs for these methods which use Richardson extrapolation for the step size control and give numerical results.
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    Numerische Mathematik 38 (1982), S. 365-382 
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    Notes: Summary This paper considers the problems of minimizing Gateaux-differentiable functionals over subsets of real Banach spaces defined by a non-linear equality constraint. The existence of a Lagrange multiplier is proved, together with approximation results on the constrained subset, provided a nonlinear compatibility condition, generalizing the classical inf-sup condition, is satisfied. These ideas are applied to equilibrium problems in incompressible finite elasticity and lead to convergence results for these problems.
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    Numerische Mathematik 38 (1982), S. 447-453 
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    Notes: Summary As is known [4]. theC o Galerkin solution of a two-point boundary problem using piecewise polynomial functions, hasO(h 2k ) convergence at the knots, wherek is the degree of the finite element space. Also, it can be proved [5] that at specific interior points, the Gauss-Legendre points the gradient hasO(h k+1) convergence, instead ofO(h k ). In this note, it is proved that on any segment there arek−1 interior points where the Galerkin solution is ofO(h k+2), one order better than the global order of convergence. These points are the Lobatto points.
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    Numerische Mathematik 38 (1982), S. 467-471 
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    Keywords: AMS(MOS) 65L20 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary The approximation of linear systemsy′=−A(t)y+b(t) by backward differentiation methods up to order 5 is considered. It is proved that the error does not increase if the real symmetric matrixA(t) is positive definite andA′(t) is negative semi-definite.
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    Numerische Mathematik 39 (1982), S. 15-37 
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    Notes: Summary We make several assumptions on a nonlinear evolution problem, ensuring the existence of a Hopf bifurcation. Under a fairly general approximation condition, we define a discrete problem which retains the bifurcation property and we prove an error estimate between the branches of exact and approximate periodic solutions.
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    Numerische Mathematik 39 (1982), S. 39-50 
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    Topics: Mathematics
    Notes: Summary In this paper we derive error estimates for infinite element method used in the approximation of solutions of interface problems. Furthermore, approximations of stress intensity factors are given. The infinite element method may be considered as a certain scheme of mesh refinement, but it has the advantages that the refinement is easy to be constructed that the stiffness matrix can be calculated efficiently, and that an approximate solution which has a singularity at the singular point can be also obtained.
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    Numerische Mathematik 34 (1980), S. 29-40 
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    Keywords: AMS(MOS): 65N25 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary A method is constructed which yields a strip containing the full solution sets of nonlinear eigenvalue problems of the formu=λTu. The strip can be narrowed iteratively, and the method applies for both stable and unstable branches. Its high degree of accuracy is demonstrated by numerical examples. In particular, a lower bound is given for the critical value at which criticality is lost in the thermal ignition problem for the unit ball.
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    Numerische Mathematik 34 (1980), S. 41-62 
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    Topics: Mathematics
    Notes: Abstract This paper presents a new approach to the analysis of finite element methods based onC 0-finite elements for the approximate solution of 2nd order boundary value problems in which error estimates are derived directly in terms of two mesh dependent norms that are closely ralated to theL 2 norm and to the 2nd order Sobolev norm, respectively, and in which there is no assumption of quasi-uniformity on the mesh family. This is in contrast to the usual analysis in which error estimates are first derived in the 1st order Sobolev norm and subsequently are derived in theL 2 norm and in the 2nd order Sobolev norm — the 2nd order Sobolev norm estimates being obtained under the assumption that the functions in the underlying approximating subspaces lie in the 2nd order Sobolev space and that the mesh family is quasi-uniform.
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    Numerische Mathematik 34 (1980), S. 143-154 
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    Keywords: AMS(MOS): 65L65 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary In the first part [1] a general procedure is presented to obtain polynomial spline approximations for the solutions of initial value problems for ordinary differential equations; furthermore a divergence theorem is proved there. Sufficient conditions for convergence of the method are given in the second part [2]. The remaining case which has not been considered in [1] and [2] is treated in the present paper. In this special case the procedure is equivalent to an unstable two-step method with special initial values; nevertheless, convergence can be proved. Finally,A 0-stability of the method as well as the influence of rounding errors are investigated.
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    Numerische Mathematik 34 (1980), S. 1-13 
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    Keywords: AMS(MOS): 34A45, 34A50, 65L05 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary In this paper Lie series are presented in Chebyshev form and applied to the iterative solution of initial value problems in differential equations. The resulting method, though algebraically complicated, is of theoretical interest as a generalisation of Taylor series methods and iterative Chebyshev methods. The theory of the method is discussed and the solutions of some simple scalar equations are analysed to illustrate the behaviour of the process.
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    Notes: Summary The ALGOL-procedure1 char2 presented in this paper can be applied to the initial or initial-boundary value problem of a quasilinear hyperbolic differential equation of second order. A method of characteristics is combined with extrapolation to the limit. Thus, the results are very accurate. The same accuracy can also be obtained if the initial values are only piecewise smooth.
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    Numerische Mathematik 36 (1980), S. 1-25 
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    Keywords: AMS(MOS): 65 N 30 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary We begin in this paper the study of a general method of approximation of solutions of nonlinear equations in a Banach space. We prove here an abstract result concerning the approximation of branches of nonsingular solutions. The general theory is then applied to the study of the convergence of two mixed finite element methods for the Navier-Stokes and the von Kármán equations.
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    Numerische Mathematik 36 (1980), S. 33-52 
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    Topics: Mathematics
    Notes: Summary A modified variational formulation, recently introduced by Taylor, Beresford and Wilson for solving second order problems, using the nonconforming Wilson element is here analysed. It is shown that the Patch Test is satisfied and that stresses and displacements are respectively first and second order accurate for arbitrary quadrilateral meshes.
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    Numerische Mathematik 36 (1980), S. 73-98 
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    Keywords: AMS: 35R35, 65P05, 76S05 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary A new numerical method is used to solve stationary free boundary problems for fluid flow through porous media. The method also applies to inhomogeneous media, and to cases with a partial unsaturated flow.
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    Notes: Summary In this paper we describe a nonconforming finite element method to compute the MHD spectrum of a plasma in a toroïdal configuration. We show that this method leads to a good approximation of the spectrum.
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    Numerische Mathematik 37 (1981), S. 1-28 
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    Topics: Mathematics
    Notes: Summary We continue here the study of a general method of approximation of nonlinear equations in a Banach space yet considered in [2]. In this paper, we give fairly general approximation results for the solutions in a neighborhood of a simple limit point. We the apply the previous analysis to the study of Galerkin approximations for a class of variationally posed nonlinear problems and to a mixed finite element method for the NavierStokes equations.
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    Numerische Mathematik 37 (1981), S. 61-91 
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    Topics: Mathematics
    Notes: Summary Stability regions of explicit “linear” time discretization methods for solving initial value problems are treated. If an integration method needsm function evaluations per time step, then we scale the stability region by dividing bym. We show that the scaled stability region of a method, satisfying some reasonable conditions, cannot be properly contained in the scaled stability region of another method. Bounds for the size of the stability regions for three different purposes are then given: for “general” nonlinear ordinary differential systems, for systems obtained from parabolic problems and for systems obtained from hyperbolic problems. We also show how these bounds can be approached by high order methods.
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    Numerische Mathematik 36 (1980), S. 267-290 
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    Topics: Mathematics
    Notes: Summary In this paper, we present a finite element lumped mass scheme for eigenvalue problems of circular arch structures, and give error estimates for the approximation. They assert that approximate eigenvalues and eigenfuctions converge to the exact ones. Some numerical examples are also given to illustrate our results.
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    Numerische Mathematik 36 (1980), S. 319-331 
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    Keywords: AMS (MOS) ; 65L05 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary Burrage and Butcher [1, 2] and Crouzeix [4] introduced for Runge-Kutta methods the concepts ofB-stability,BN-stability and algebraic stability. In this paper we prove that for any irreducible Runge-Kutta method these three stability concepts are equivalent.
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    Numerische Mathematik 36 (1981), S. 389-403 
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    Topics: Mathematics
    Notes: Summary The paper deals with nonconforming finite element methods for the approximate solution of the interior boundary value problem for Maxwell equations in the time-harmonic case. The methods are based on penalization in the boundary conditions of total reflexion. Qualitative convergence results are obtained by a-priori estimates which are proven in the first part of this paper. The main object is to establish estimates for the global discretization error in various norms of the underlying spaces of approximating vector fields.
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    Numerische Mathematik 37 (1981), S. 157-166 
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    Keywords: AMS(MOS): 65L07 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary Consider the systemy′=f(x,y),y(a)=η,x∈[a,b],y∈R n wheref is continuous and Lipschitzian with respect to the second argument. Very often linear multistep variable stepsize variable formula methods (LM VSVFM's) are used to computey k≈y(xk) on the points of the grid:a=x 0〈x1〈x2〈...〈xN=b. The general LM VSVFM is based on formulae of the following type $$y_k = \sum\limits_{i = 1}^{s_k } {\alpha _i (\bar h_k ,sk)y_{k - i} } + \sum\limits_{i = 0}^{s_k } {h_{k - i} \beta _i (\bar h_k ,s_k )f(x_{k - i} ,y_{k - i} )} $$ whereh k=xk−xk−1, $$\bar h_k = (h_k ,h_{k - 1} , \ldots ,h_{k - s_k } )$$ ,s k≦k, k=1(1)N. The coefficients α i and β i depend on the lasts k+1 stepsizes and on the formula used at stepk. Only the zero-stability properties of some special classes of LM VSVFM's (as for example those based on Adams formulae) were investigated in the literature. A class of three-ordinate LM VSVFM's is defined in this paper. Some results concerning the zero-stability properties of these methods are proved. It is shown that some well-known results are simple corollaries of the results found for the three-ordinate LM VSVFM's. It is easily seen that similar results hold for the corresponding one-leg VSVFM's. Finally, the use of the theoretical results in the practical implementations is briefly discussed.
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    Numerische Mathematik 37 (1981), S. 235-255 
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    Keywords: AMS(MOS): 65L05 ; 65Q05 ; CR: 5.17
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    Topics: Mathematics
    Notes: Summary A class of numerical methods for the treatment of delay differential equations is developed. These methods are based on the wellknown Runge-Kutta-Fehlberg methods. The retarded argument is approximated by an appropriate multipoint Hermite Interpolation. The inherent jump discontinuities in the various derivatives of the solution are considered automatically. Problems with piecewise continuous right-hand side and initial function are treated too. Real-life problems are used for the numerical test and a comparison with other methods published in literature.
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    Numerische Mathematik 37 (1981), S. 355-370 
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    Topics: Mathematics
    Notes: Summary Recently there has been considerable interest in the approximate numerical integration of the special initial value problemy″=f(x, y) for cases where it is known in advance that the required solution is periodic. The well known class of Störmer-Cowell methods with stepnumber greater than 2 exhibit orbital instability and so are often unsuitable for the integration of such problems. An appropriate stability requirement for the numerical integration of periodic problems is that ofP-stability. However Lambert and Watson have shown that aP-stable linear multistep method cannot have an order of accuracy greater than 2. In the present paper a class of 2-step methods of Runge-Kutta type is discussed for the numerical solution of periodic initial value problems.P-stable formulae with orders up to 6 are derived and these are shown to compare favourably with existing methods.
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    Numerische Mathematik 38 (1982), S. 1-30 
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    Notes: Summary In the first two papers of this series [4, 5], we have studied a general method of approximation of nonsingular solutions and simple limit points of nonlinear equations in a Banach space. We derive here general approximation results of the branches of solutions in the neighborhood of a simple bifurcation point. The abstract theory is applied to the Galerkin approximation of nonlinear variational problems and to a mixed finite element approximation of the von Kármán equations.
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    Numerische Mathematik 39 (1982), S. 97-112 
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    Topics: Mathematics
    Notes: Summary We introduce some new families of finite element approximation for the stationary Stokes and Navier Stokes equations in a bounded domain in ℝ3. These elements can used tetahedrons or cubes. The approximation satisfie exactly the incompressibility condition.
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    Journal of mathematical biology 12 (1981), S. 343-354 
    ISSN: 1432-1416
    Keywords: Ecology ; Periodic differential equations ; Optimization
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    Topics: Biology , Mathematics
    Notes: Summary The theory developed here applies to populations whose size x obeys a differential equation, $$\dot x = r(t)xF(x,t)$$ in which r and F are both periodic in t with period p. It is assumed that the function r, which measures a population's intrinsic rate of growth or intrinsic rate of adjustment to environmental change, is measurable and bounded with a positive lower bound. It is further assumed that the function F, which is determined by the density-dependent environmental influences on growth, is such that there is a closed interval J, with a positive lower bound, in which there lies, for each t, a number K(t) for which $$F(K(t),t) = 0$$ and, as functions on J × ℝ, F is continuous, while ∂F/∂x is continuous, negative, and bounded. Because x(t) = 0, 〉 0, or 〈 0 in accord with whether K(t) = x(t), K(t) 〉 x(t), or K(t) 〈 x(t), the number K(t) is called the “carrying capacity of the environment at time t”. The assumptions about F imply that the number K(t) is unique for each t, depends continuously and periodically on t with period P, and hence attains its extrema, K min and K max. It is, moreover, easily shown that the differential equation for x has precisely one solution x * which has its values in J and is bounded for all t in ℝ; this solution is of period p, is asymptotically stable with all of J in its domain of attraction, and is such that its minimum and maximum values, x min * and x max * , obey $$K_{min} \leqslant x_{min}^* \leqslant x_{max}^* \leqslant K_{max}^* .$$ The following question is discussed: If the function F is given, and the function r can be chosen, which choices of r come close to maximizing, x min * ? The results obtained yield a procedure for constructing, for each F and each ɛ 〉 0, a function r such that x min * 〉 K max − ɛ.
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    Journal of optimization theory and applications 36 (1982), S. 495-519 
    ISSN: 1573-2878
    Keywords: Optimization ; nonlinear programming ; Numerical methods ; computational methods ; augmented Lagrangian functions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, a new augmented Lagrangian function is introduced for solving nonlinear programming problems with inequality constraints. The relevant feature of the proposed approach is that, under suitable assumptions, it enables one to obtain the solution of the constrained problem by a single unconstrained minimization of a continuously differentiable function, so that standard unconstrained minimization techniques can be employed. Numerical examples are reported.
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  • 68
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    Journal of optimization theory and applications 38 (1982), S. 25-31 
    ISSN: 1573-2878
    Keywords: Optimization ; Kuhn-Tucker theorem ; LegendreK-transform ; equilibrium composition
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The most common way of determining the steady states of a system is through the optimization of a concave function on a convex set. This applies only to cases where the objective function depends exclusively onextensive variables. In fields such as econometrics, physics, or chemistry, controllable quantities (and therefore constrained variables) are generally referred to asintensive parameters, and the states are described through a potential function. In the following pages, we examine how these two aspects can be connected.
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  • 69
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    Journal of optimization theory and applications 38 (1982), S. 409-422 
    ISSN: 1573-2878
    Keywords: Optimization ; scalar optimization ; vector optimization ; optimization under vector-valued criteria ; maximum principle ; dynamic programming ; optimization of dynamic systems ; multi-criteria decision problems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The optimal control problem with vector-valued criteria is considered. A new approach to the generalization of this problem and a method of constructing the Bellman function are given.
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  • 70
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    Journal of optimization theory and applications 32 (1980), S. 463-478 
    ISSN: 1573-2878
    Keywords: Optimization ; control ; relativity ; stochastic processes ; wave mechanics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The intention of this paper is to show how the influence of the work of Bellman has initiated a tentative new approach to quantum mechanics
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  • 71
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    Journal of optimization theory and applications 37 (1982), S. 315-341 
    ISSN: 1573-2878
    Keywords: Optimization ; unconstrained minimization ; updates ; line searches ; convergence ; numerical methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We consider a certain generalization of the Huang family of updates and discuss, firstly, convergence, dependence on parameters, and descent property; secondly, invariance under nonlinear scaling, conjugacy of search directions, and possibility of achieving a better approximation of the inverse of the Hessian. The last three aspects are shown to be dependent on particular choices of parameters. A numerical experiment is presented comparing the performances of the usual and modified BFGS algorithms.
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