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Formerly the geometry was based on shapes, but since the last centuries this founding mathematical science deals with transformations, projections, and mappings. Projective geometry identifies a line with a single point, like the perspective on the horizon line and, due to this fact, it requires a restructuring of the real mathematical and numerical analysis. In particular, the problem of interpolating data must be refocused. In this paper, we define a linear structure along with a metric on a projective space, and prove that the space thus constructed is complete. Then, we consider an iterated function system giving rise to a fractal interpolation function of a set of data. [ABSTRACT FROM AUTHOR]

In this paper, we provide a numerical solution for the nonlinear tempered fractional integrodifferential equation in three dimensions. We use the trapezoidal convolution rule with backward differences (BDF2) for temporal discretization, and develop an alternating direction implicit difference scheme for spatial discretization. A novel fast approximation is applied to tackle the nonlinear term. The stability and convergence analysis of the numerical scheme are analyzed. Furthermore, some numerical experiments are provided to confirm the theoretical results. [ABSTRACT FROM AUTHOR]

The best polynomial approximation and the Chebyshev approximation are both important in numerical analysis. In tradition, the best approximation is regarded as better than the Chebyshev approximation, because it is usually considered in the uniform norm. However, it is not always superior to the latter, as noticed by Trefethen (Math. Today 47:184–188, 2011) for the function f (x) = | x - 0.25 | . Recently, Wang (arxiv, 2106.03456, 2021) observed a similar phenomenon for a function with an algebraic singularity and proved it in theory. In this paper, we find that for functions with logarithmic endpoint singularities, the pointwise errors of the Chebyshev approximation are smaller than those of the best approximations of the same degree, except only at the narrow boundary layer. The pointwise error for the Chebyshev series truncated at the degree n is O (n - κ) ( κ = min { 2 γ + 1 , 2 δ + 1 } ), but increases as O (n - (κ - 1)) at the endpoint singularities. Theorems are given to explain this effect. [ABSTRACT FROM AUTHOR]

Approximation of a multivariate function is an important theme in the field of numerical analysis and its applications, which continues to receive a constant attention. In this paper, we provide a parameterized family of self-referential (fractal) approximants for a given multivariate smooth function defined on an axis-aligned hyper-rectangle. Each element of this class preserves the smoothness of the original function and interpolates the original function at a prefixed gridded data set. As an application of this construction, we deduce a fractal methodology to approach a multivariate Hermite interpolation problem. This part of our paper extends the classical bivariate Hermite's interpolation formula by Ahlin (Math. Comp. 18:264–273, 1964) in a twofold sense: (i) records, in particular, a multivariate generalization of this bivariate interpolation theory; (ii) replaces the unicity of the Hermite interpolant with a parameterized family of self-referential Hermite interpolants which contains the multivariate analogue of Ahlin's interpolant as a particular case. Some related aspects including the approximation by multivariate self-referential functions preserving Popoviciu convexity are given, too. [ABSTRACT FROM AUTHOR]

In this paper, we trace back the genesis of Aitken's Δ2 process and Shanks' sequence transformation. These methods, which are extrapolation methods, are used for accelerating the convergence of sequences of scalars, vectors, matrices, and tensors. They had, and still have, many important applications in numerical analysis and in applied mathematics. They are related to continued fractions and Padé approximants. We go back to the roots of these methods and analyze the original contributions. New and detailed explanations on the building and properties of Shanks' transformation and its kernel are provided. We then review their historical algebraic and algorithmic developments. We also analyze how they were involved in the solution of systems of linear and nonlinear equations, in particular in the methods of Steffensen, Pulay, and Anderson. Testimonies by various actors of the domain are given. The paper can also serve as an introduction to this domain of numerical analysis. [ABSTRACT FROM AUTHOR]

The paper deals with the numerical positivity, convergence and dynamical behaviors (including extinction and persistence) for stochastic SIS model. Compared with the existing numerical methods, a linearly backward Euler method with truncated Wiener process is introduced with a less computational cost and a better dynamic behavior. We discuss the numerical positivity by the truncated Wiener process, which is the basis for the investigation of convergence and dynamic behavior. The numerical dynamical behaviors (extinction and persistence) are obtained by an exponential representation for the nonlinear stochastic stability function and the large number theorem for martingale, which reproduces the existing theoretical results of exact solution. Finally, numerical examples are given to validate our numerical results for stochastic SIS model. [ABSTRACT FROM AUTHOR]

The Schröder iterative families of the first and second kind are of great importance in the theory and practice of iterative processes for solving nonlinear equations f(x) = 0. In both cases, the methods Er (first kind) and Sr (second kind) converge locally to a zero α of f as O(|xk − α|r). Although characteristics of these families have been studied in many papers, their dynamic and chaotic behavior has not been completely investigated. In this paper, we compare convergence properties of both iterative schemes using the two methodologies: (i) comparison by numerical examples and (ii) comparison using dynamic study of methods by basins of attraction that enable their graphic visualization. Apart from the visualization of iterative processes, basins of attraction reveal very useful features on iterations such as consumed CPU time and average number of iterations, both as functions of starting points. We demonstrate by several examples that the Schröder family of the second kind Sr possesses better convergence characteristics than the Schröder family of the first kind Er. [ABSTRACT FROM AUTHOR]

In this manuscript, we present a common tensor framework which can be used to generalize one-dimensional numerical tasks to arbitrary dimension d by means of tensor product formulas. This is useful, for example, in the context of multivariate interpolation, multidimensional function approximation using pseudospectral expansions and solution of stiff differential equations on tensor product domains. The key point to obtain an efficient-to-implement BLAS formulation consists in the suitable usage of the μ-mode product (also known as tensor-matrix product or mode-n product) and related operations, such as the Tucker operator. Their MathWorks MATLAB®/GNU Octave implementations are discussed in the paper, and collected in the package KronPACK. We present numerical results on experiments up to dimension six from different fields of numerical analysis, which show the effectiveness of the approach. [ABSTRACT FROM AUTHOR]

Exponential integrators, due to their robust stability properties, have been considered as reliable schemes for numerical solutions of stiff systems. In this paper, we propose generalized exponential time differencing (GETD) schemes for nonlinear fractional differential equations of order α ∈ (0,1). First, we improve the suboptimal performance of the multistep GETD schemes. Using graded mesh, uniform optimal convergence rates under no additional smoothness requirements are obtained. Second, we develop and analyze novel second-order and third-order accurate predictor-corrector type GETD schemes. Using linear stability analysis and numerical illustrations, we demonstrate that the newly introduced schemes have better stability properties than the multistep GETD schemes. Partial fraction decompositions of global Padé approximations for Mittag-Leffler function are used for efficient implementation. Numerical examples involving nonlinear scalar equations and stiff systems are provided to illustrate the theoretical findings. [ABSTRACT FROM AUTHOR]

In this paper, we consider ℓ2,p(0 < p < 1) regularized total variation with overlapping group sparsity prior for image restoration with impulse noise. The proposed prior inherits the advantages of a total variation regularizer to preserve edges and reduce the staircase effect, meanwhile promoting group-level sparseness. Since the new model is nonsmooth and nonconvex, we utilize the proximal alternate minimization method to solve it by drawing support from the half-quadratic scheme to deal with the constituted ℓ2-ℓ2,p subproblems. In addition, we also provide the convergence analysis for the used numerical methods. Experimental results demonstrate that the new approach outperforms representative gradient-based methods in terms of both visual perception and numerical indexes. [ABSTRACT FROM AUTHOR]

Zeroing dynamics (ZD) has shown great performance to solve various time-varying problems. In this paper, the problem of time-varying Sylvester-transpose matrix inequality is first investigated. Since it is difficult to solve a matrix inequality with a matrix variable and its transpose by traditional methods, this paper proposes a continuous ZD (CZD) model by employing ZD design formula and JMP function array to solve this challenging problem. Furthermore, for better implementation on digital computers, three discrete ZD (DZD) models are proposed by using three different discretization formulas with different precision, i.e., the Euler-forward formula, the 6-instant Zhang et al discretization (ZeaD) formula and the 7-instant ZeaD formula. What is more, theoretical truncation error analyses and numerical experiments substantiate the convergence, efficacy and superiority of the DZD models for solving time-varying Sylvester-transpose matrix inequality. [ABSTRACT FROM AUTHOR]

This paper deals with the design and analysis of a high-order numerical scheme for the two-dimensional time-fractional reaction-subdiffusion equation. The time-fractional derivative of order α, (α ∈ (0,1)) in the model problem is approximated by means of the L2 − 1σ scheme and the space derivatives are discretized by means of a compact alternating direction implicit (ADI) finite difference scheme. Convergence and stability of the method are analyzed. Five numerical examples are provided to demonstrate the applicability and accuracy of the method. It is shown that the method is unconditionally stable and is of O (Δ t 1 + α + h x 4 + h y 4) accuracy, where Δt is the temporal step size and hx and hy are the spatial step sizes. The computed results are in good agreement with the theoretical analysis. Moreover, the comparison with the corresponding results of existing methods demonstrates that our method has advantages in convergence order and error improvement when solving the time-fractional reaction-subdiffusion equation. The CPU time consumed by the proposed method is provided. [ABSTRACT FROM AUTHOR]

This paper introduces an efficient unconditionally stable fourth-order method for solving nonlinear space-fractional reaction-diffusion systems with nonhomogeneous Dirichlet boundary conditions on bounded domains. The proposed method is based on a compact improved matrix transformed technique for fourth-order spatial approximation and exponential time differencing approximation for fourth-order time integration. The main advantage of the improved matrix transfer technique is that it leads to a system of ordinary differential equations with spatial discretization matrix raised to the desired fractional order. The key benefit of the fourth-order exponential integrator is that it can be implemented with essentially the same computational complexity as the backward Euler method by utilizing a partial fraction splitting technique in which it is just required to solve two backward Euler-type well-conditioned linear systems at each time step by computing LU decomposition of spatial discretization matrix once outside the time loop. Linear stability analysis and various numerical experiments are also performed to demonstrate stability and accuracy of the proposed method. Moreover, calculation of local truncation error and an empirical convergence analysis show the fourth-order accuracy of the proposed method. [ABSTRACT FROM AUTHOR]

This paper is devoted to the development of an innovative Matlab software, dedicated to the numerical analysis of two-dimensional elliptic problems, by means of the probabilistic approach. This approach combines features of the Monte Carlo random walk method with discretization and approximation techniques, typical for meshless methods. It allows for determination of an approximate solution of elliptic equations at the specified point (or group of points), without a necessity to generate large system of equations for the entire problem domain. While the procedure is simple and fast, the final solution may suffer from both stochastic and discretization errors. The attached Matlab software is based on several original author's concepts. It permits the use of arbitrarily irregular clouds of nodes, non-homogeneous right-hand side functions, mixed type of boundary conditions as well as variable material coefficients (of anisotropic materials). The paper is illustrated with results of analysis of selected elliptic problems, obtained by means of this software. [ABSTRACT FROM AUTHOR]

In this paper, we present a global-in-time non-overlapping Schwarz method applied to the Ekman boundary layer problem. Such a coupled problem is representative of large-scale atmospheric and oceanic flows in the vicinity of the air-sea interface. Schwarz waveform relaxation (SWR) algorithms provide attractive methods for ensuring a "tight coupling" between the ocean and the atmosphere. However, the convergence study of such algorithms in this context raises a number of challenges. Numerous convergence studies of Schwarz methods have been carried out in idealized settings, but the underlying assumptions to make these studies tractable may prohibit them to be directly extended to the complexity of climate models. We illustrate this aspect on the coupled Ekman problem, which includes several essential features inherent to climate modeling while being simple enough for analytical results to be derived. We investigate its well-posedness and derive an appropriate SWR algorithm. Sufficient conditions for ensuring its convergence for different viscosity profiles are then established. Finally, we illustrate the relevance of our theoretical analysis with numerical results and suggest ways to improve the computational cost of the coupling. Our study emphasizes the fact that the convergence properties can be highly sensitive to some model characteristics such as the geometry of the problem and the use of continuously variable viscosity coefficients. [ABSTRACT FROM AUTHOR]

This paper deals with the blow-up behavior of numerical solutions to nonlinear fractional ordinary differential equations with a dissipative term. Based on the positivity preservation of the explicit L1-scheme, it is shown that for sufficiently small initial values, numerical solutions exist globally. Whereas for large initial values, numerical solutions with a suitable adaptive step strategy blow up in finite time. Finally, some numerical experiments are provided for verifying the theoretical analysis. [ABSTRACT FROM AUTHOR]

Finite difference schemes have been widely studied because of their fundamental role in numerical analysis. However, most finite difference formulas in the literature are not suitable for discrete time-varying problems because of intrinsic limitations and their relatively low precision. In this paper, a high-precision 1-step-ahead finite difference formula is developed. This 5-instant finite difference (5-IFD) formula is used to approximate and discretize first-order derivatives, and it helps us to compute discrete time-varying generalized matrix inverses. Furthermore, as special cases of generalized matrix inverses, time-varying matrix inversion, and scalar reciprocals are generally deemed as independent problems and studied separately, which are solved unitedly in this paper. The precision of the 5-IFD formula and the convergence behavior of the corresponding discrete-time models are derived theoretically and shown in numerical experiments. Conventional useful formulas, such as the Euler forward finite difference (EFFD) formula and the 4-instant finite difference (4-IFD) formula are also used for comparisons and to show the superiority of the 5-IFD formula. [ABSTRACT FROM AUTHOR]

In this paper, a fractional temporal SEIR measles model is considered. The model consists of four coupled time fractional ordinary differential equations. The time-fractional derivative is defined in the Caputo sense. Firstly, we solve this model by solving an approximate model that linearizes the four time fractional ordinary differential equations (TFODE) at each time step. Secondly, we derive an analytical solution of the single TFODE. Then, we can obtain analytical solutions of the four coupled TFODE at each time step, respectively. Thirdly, a computationally effective fractional Predictor-Corrector method (FPCM) is proposed for simulating the single TFODE. And the error analysis for the fractional predictor-corrector method is also given. It can be shown that the fractional model provides an interesting technique to describe measles spreading dynamics. We conclude that the analytical and Predictor-Corrector schemes derived are easy to implement and can be extended to other fractional models. Fourthly, for demonstrating the accuracy of analytical solution for fractional decoupled measles model, we applied GMMP Scheme (Gorenflo-Mainardi-Moretti-Paradisi) to the original fractional equations. The comparison of the numerical simulations indicates that the solution of the decoupled and linearized system is close enough to the solution of the original system. And it also indicates that the linearizing technique is correct and effective. [ABSTRACT FROM AUTHOR]

In a previous publication, we have used the discrete Fourier transform to compute the binomial coefficients. In the present paper, we extend the previously proposed method to compute the multinomial coefficients, analyse its precision and performance. The other methods, analysed in our previous publication, are also extended to the multinomial case. The FFT method presents the best performance to compute all multinomial coefficients at a given level. [ABSTRACT FROM AUTHOR]

In this paper, based on two-grid discretizations, two kinds of local and parallel finite element methods are proposed and investigated for the coupled Stokes/Darcy model. Following the idea presented in Xu and Zhou (Math. Comput. 69, 881–909 1999). a classical local and parallel finite element method is proposed and investigated. To derive global continuous approximations, a new local and parallel finite element method is devised by combining the partition of unity. We theoretically analyze the resulting formulations and derive optimal error estimates. Numerical experiments are reported to assess the theoretical results. [ABSTRACT FROM AUTHOR]

Solid wall boundary conditions have been an area of active research within the context of Smoothed Particle Hydrodynamics (SPH) for quite a while. Ferrand et al. (Int. J. Numer. Methods Fluids 71(4), 446-472, 2012) presented a novel approach using a renormalization factor in the SPH approximation. The computation of this factor depends on an integral along the boundary of the domain and in their original paper Ferrand et al. gave an analytical formulation for the 2-D case using the Wendland kernel. In this paper the formulation will be extended to 3-D, again providing analytical formulae. Due to the boundary being two dimensional a domain decomposition algorithm needs to be employed in order to obtain special integration domains. For these the analytical formulae will be presented when using the Wendland kernel. The algorithm presented within this paper is applied to several academic test-cases for which either analytical results or simulations with other methods are available. It will be shown that the present formulation produces accurate results and provides a significant improvement compared to approximative methods. [ABSTRACT FROM AUTHOR]

A large number of free boundary problems can be formulated as linear-complementarity problems. In this paper, we propose an inexact alternating direction method of multipliers for solving linear complementarity problem arising from free boundary problems by using the special structure of these problems. The convergence of our proposed method is proved. Numerical results show that the proposed method is feasible and effective, and it is significantly faster than modified alternating direction implicit algorithm and many other methods, especially when dimension of the problem being solved is large. [ABSTRACT FROM AUTHOR]

In this paper, we introduce the modified proximal point algorithm for common fixed points of asymptotically quasi-nonexpansive mappings in CAT(0) spaces and also prove some convergence theorems of the proposed algorithm to a common fixed point of asymptotically quasi-nonexpansive mappings and a minimizer of a convex function. The main results in this paper improve and generalize the corresponding results given by some authors. Moreover, we then give numerical examples to illustrate and show efficiency of the proposed algorithm for supporting our main results. [ABSTRACT FROM AUTHOR]

This paper is devoted to designing a practical algorithm to invert the Laplace transform by assuming that the transform possesses the Puiseux expansion at infinity. First, the general asymptotic expansion of the inverse function at zero is derived, which can be used to approximate the inverse function when the variable is small. Second, an inversion algorithm is formulated by splitting the Bromwich integral into two parts. One is the main weakly oscillatory part, which is evaluated by a composite Gauss-Legendre rule and its Kronrod extension, and the other is the remaining strongly oscillatory part, which is integrated analytically using the Puiseux expansion of the transform at infinity. Finally, some typical tests show that the algorithm can be used to invert a wide range of Laplace transforms automatically with high accuracy and the output error estimator matches well with the true error. [ABSTRACT FROM AUTHOR]

In this paper, we first present a new finite difference scheme to approximate the time fractional derivatives, which is defined in the sense of Caputo, and give a semidiscrete scheme in time with the truncation error O((Δt)3-α), where Δt is the time step size. Then a fully discrete scheme based on the semidiscrete scheme for the fractional Cattaneo equation in which the space direction is approximated by a local discontinuous Galerkin method is presented and analyzed. We prove that the method is unconditionally stable and convergent with order O(hk+1 + (Δt)3-α), where k is the degree of piecewise polynomial. Numerical examples are also given to confirm the theoretical analysis. [ABSTRACT FROM AUTHOR]

In this paper, we apply the Galerkin method with sinc bases for solving the boundary-value problems involving nonhomogeneous heat, convection diffusion, wave, and telegraph equations. The accuracy of the method for equation is $ \mathrm {O} (({\Delta } t)+e^{-k\sqrt {N} })$ . Error analysis is included. Several examples are given to illustrate the efficiency and implementation of the sinc-Galerkin method. Comparisons are made to confirm the reliability of the method. [ABSTRACT FROM AUTHOR]

Nonlinear minimization, as a subcase of nonlinear optimization, is an important issue in the research of various intelligent systems. Recently, Zhang et al. developed the continuous-time and discrete-time forms of Zhang dynamics (ZD) for time-varying nonlinear minimization. Based on this previous work, another two discrete-time ZD (DTZD) algorithms are proposed and investigated in this paper. Specifically, the resultant DTZD algorithms are developed for time-varying nonlinear minimization by utilizing two different types of Taylor-type difference rules. Theoretically, each steady-state residual error in the DTZD algorithm changes in an O( τ ) manner with τ being the sampling gap. Comparative numerical results are presented to further substantiate the efficacy and superiority of the proposed DTZD algorithms for time-varying nonlinear minimization. [ABSTRACT FROM AUTHOR]

In this paper, we introduce a class of new two-step multiderivative methods for the numerical solution of second-order initial value problems. We generate a two-step, symmetric, multiderivative method of order 8. We also perform a periodicity analysis. In addition, we determine their periodicity regions. Finally, we compare the new methods to the corresponding classical ones and other known methods from the literature, where we show the high efficiency of the new methods. [ABSTRACT FROM AUTHOR]

Efficient and accurate numerical schemes for solving the Helmholtz equation are critical to the success of various wave propagation–related inverse problems, for instance, the full-waveform inversion problem. However, the numerical solution to a multi-dimensional Helmholtz equation is notoriously difficult, especially when a perfectly matched layer (PML) boundary condition is incorporated. In this paper, an optimal 13-point finite difference scheme for the Helmholtz equation with a PML in the two-dimensional domain is presented. An error analysis for the numerical approximation of the exact wavenumber is provided. Based on error analysis, the optimal 13-point finite difference scheme is developed so that the numerical dispersion is minimized. Two practical strategies for selecting optimal parameters are presented. Several numerical examples are solved by the new method to illustrate its accuracy and effectiveness in reducing numerical dispersion. [ABSTRACT FROM AUTHOR]

One problem that arises in computation involving large numbers is precision. In certain situations, the result might be represented by the standard data type, but arithmetic precision might be compromised when dealing with large numbers in the course to the result. Binomial coefficients are an example that suffer from this torment. In the present paper, we review numerical methods to compute the binomial coefficients: Pascal's recursive method; prime factorization to cancel out terms; gamma function approximation; and a simplified iterative method that avoids loss in precision. Acknowledging that the binomial coefficients might be obtained by a successive convolution of a simple discrete rectangular function, we propose a different approach based on the discrete Fourier transform and another based on its fast implementation. We analyze and compare performance and precision of all of them. The proposed methods overcome the previous ones when computing all coefficients for a given level n, attaining better precision for large values of n. [ABSTRACT FROM AUTHOR]

In this paper, we consider product integration method based on orthogonal polynomials to solve mixed system of Volterra integral equations of the first and second kind with weakly singular kernels. For investigation of the theoretical and numerical analysis of the mixed systems, the notions of the tractability index and ν-smoothing property are extended for a weakly singular Volterra integral operator. Convergence analysis of the product integration method is derived. Finally, the proposed method is illustrated by two examples, which confirm the theoretical prediction of the error estimation. [ABSTRACT FROM AUTHOR]

Compared to the classical Black-Scholes model for pricing options, the Finite Moment Log Stable (FMLS) model can more accurately capture the dynamics of the stock prices including large movements or jumps over small time steps. In this paper, the FMLS model is written as a fractional partial differential equation and we will present a new numerical scheme for solving this model. We construct an implicit numerical scheme with second order accuracy for the FMLS and consider the stability and convergence of the scheme. In order to reduce the storage space and computational cost, we use a fast bi-conjugate gradient stabilized method (FBi-CGSTAB) to solve the discrete scheme. A numerical example is presented to show the efficiency of the numerical method and to demonstrate the order of convergence of the implicit numerical scheme. Finally, as an application, we use the above numerical technique to price a European call option. Furthermore, by comparing the FMLS model with the classical B-S model, the characteristics of the FMLS model are also analyzed. [ABSTRACT FROM AUTHOR]

In the paper, a two-grid finite element scheme is discussed for distributed optimal control governed by elliptic equations. With this new scheme, the solution of the elliptic optimal control problem on a fine grid is reduced to the solution of the elliptic optimal control problem on a much coarser grid and the solution of a linear algebraic system on the fine grid and the resulting solution still maintains an asymptotically optimal accuracy. Finally, numerical experiments are carried out to confirm the considered theory. [ABSTRACT FROM AUTHOR]

We investigate CQ algorithm for the split equality problem in Hilbert spaces. In such an algorithm, the selection of the step requires prior information on the matrix norms, which is not always possible in practice. In this paper, we propose a new way to select the step so that the implementation of the algorithm does not need any prior information of the matrix norms. In Hilbert spaces, we establish the weak convergence of the proposed method to a solution of the problem under weaker conditions than usual. Preliminary numerical experiments show that the efficiency of the proposed algorithm when it applies the variable step-size. [ABSTRACT FROM AUTHOR]

This paper provides a numerical investigation for European options under parabolic-ordinary system modeling markets to liquidity shocks. Our main results concern construction and analysis of fourth order in space compact finite difference schemes (CFDS). Numerical experiments using Richardson extrapolation in time are discussed. [ABSTRACT FROM AUTHOR]

In the paper, a space fractional Benjamin-Bona-Mahony (BBM) equation is proposed. For the direct problem, we develop the Chebyshev-Legendre spectral scheme for the proposed equation. The given approach is based on Legendre Galerkin formulation while the Chebyshev-Gauss-Lobatto (CGL) nodes are used in the computation. By using the presented method, the computational complexity is reduced and both accuracy and efficiency are achieved compared with the Legendre spectral method. Stability and convergence analysis of the numerical method are proven. For the inverse problem, the Bayesian method is developed to estimate some relevant parameters based on the spectral format of the direct problem. The convergence analysis on the Kullback-Leibler distance between the true posterior distribution and the approximation is derived. Some numerical experiments are included to demonstrate the theoretical analysis. [ABSTRACT FROM AUTHOR]

In this paper, we present dynamical viewpoints under the Möbius conjugacy map on the Riemann sphere for a uniparametric family of optimal eighth-order multiple-root finders. Various conjugacy properties are investigated including the invariance of the fixed point and its multiplier, which enables the family of iterative methods to trace along the consistent orbits in position. The parameter spaces and dynamical planes are studied and illustrated to visualize the periodic components and their geometric properties. Both theoretical and computational analyses along with a numerical algorithm are carried out regarding the bifurcation points of satellite and primitive components. [ABSTRACT FROM AUTHOR]

In this paper, the numerical solution of a nonlinear first-order singularly perturbed differential equation with integral boundary condition is considered. The discrete method is generated by a backward Euler formula and the grid is obtained by equidistributing a monitor function based on arc-length. We first give a rigorous error analysis for the numerical method of this problem on a grid that is constructed adaptively from a knowledge of the exact solution. A first-order rate of convergence, independent of the perturbation parameter, is established. Then, an a posteriori error bound and the corresponding convergence result are derived for the presented numerical scheme on an adaptive grid, which is constructed adaptively from a discrete approximation of the exact solution. At last, numerical experiments are given to illustrate our theoretical results. [ABSTRACT FROM AUTHOR]

We describe an algorithm to evaluate all the complex branches of the Lambert W function with rigorous error bounds in arbitrary-precision interval arithmetic or ball arithmetic. The classic 1996 paper on the Lambert W function by Corless et al. provides a thorough but partly heuristic numerical analysis of the Lambert W function which needs to be complemented with some explicit inequalities and practical observations about managing precision and branch cuts. An implementation is provided in the Arb library. [ABSTRACT FROM AUTHOR]

In this paper, an abstract evolutionary hemivariational inequality with a history-dependent operator is studied. First, a result on its unique solvability and solution regularity is proved by applying the Rothe method. Next, we introduce a numerical scheme to solve the inequality and derive error estimates. We apply the results to a quasistatic frictional contact problem in which the material is modeled with a viscoelastic constitutive law, the contact is given in the form of multivalued normal compliance, and friction is described with a subgradient of a locally Lipschitz potential. Finally, for the contact problem, we provide the optimal error estimate. [ABSTRACT FROM AUTHOR]

Quasi-Monte Carlo (QMC) rules are equal weight quadrature rules for approximating integrals over the s-dimensional unit cube [0, 1]. One line of research studies the integration error of functions in the unit ball of so-called Korobov spaces, which are Hilbert spaces of periodic functions on [0, 1] with square integrable partial mixed derivatives of order α. Using Parseval's identity, this smoothness can be defined for all real numbers α > 1/2. In this setting, the condition α > 1/2 is necessary as otherwise the Korobov space contains discontinuous functions for which function evaluation is not well defined. This paper is concerned with more precise endpoint estimates of the integration error using QMC rules for Korobov spaces with α arbitrarily close to 1/2. To obtain such estimates we introduce a log-scale for function spaces with smoothness close to 1/2, which we call log-Korobov spaces. We show that lattice rules can be used to obtain an integration error of order $\mathcal {O}(N^{-1/2} (\log N)^{-\mu (1-\lambda )/2})$ for any 1/ μ < λ ≤ 1, where μ > 1 is a certain power in the log-scale. A second result is concerned with tractability of numerical integration for weighted Korobov spaces with product weights $(\gamma _{j})_{j \in \mathbb {N}}$. Previous results have shown that if ${\sum }_{j=1}^{\infty } \gamma _{j}^{\tau } < \infty $ for some 1/(2 α) < τ ≤ 1 one can obtain error bounds which are independent of the dimension. In this paper we give a more refined estimate for the case where τ is close to 1/(2 α), namely we show dimension independent error bounds under the condition that ${\sum }_{j=1}^{\infty } \gamma _{j} \max \{1, \log \gamma _{j}^{-1}\}^{\mu (1-\lambda )} < \infty $ for some 1/ μ < λ ≤ 1. The essential tool in our analysis is a log-scale Jensen's inequality.The results described above also apply to integration in log-cosine spaces using tent-transformed lattice rules. [ABSTRACT FROM AUTHOR]

In this paper, we present error bounds for the linear complementarity problem (LCP) with the system matrix being an MB-matrix based on its equivalent LCP, from which some error bounds for LCP with special system matrices are derived. The numerical results show the sharpness of the proposed bounds. [ABSTRACT FROM AUTHOR]

The goal of this article is to develop a spectral collocation method for solving a distributed-order fractional Korteweg-de Vries equation using fractional Zigzag rising diagonal functions. To meet this target, we first introduce Zigzag and Jaiswal polynomials. Then, using a transformation, we find their fractional counterparts. As a linear combination of these functions, we seek a solution to the problem. We will generate operational matrices for fractional Zigzag raising diagonal functions and apply Simpson's rule to approximate the distributed fractional derivative. The resultant approximate equations are collocated to create a system of nonlinear equations. Error analysis of the numerical scheme is fully discussed. Numerical experiments have demonstrated the capability and efficiency of the method. We also demonstrate how the approach might be helpful for problems with non-smooth solutions. [ABSTRACT FROM AUTHOR]

In this paper, we introduce a new approach to multiple step verified integration of non-linear ordinary differential equations. The approach is based on the technique of a Taylor model integration, however, a novel method is introduced to suppress the wrapping effect over several integration steps. This method is simpler and more robust compared to the known methods. It allows more general inputs, while it does not require rigorous matrix inversion. Moreover, our integration algorithm allows the use of various types of underlying function enclosures. We present rigorous arithmetic operations with function enclosures based on the truncated Chebyshev series. Computational experiments are used to show the wrapping effect suppression of our method and to compare integration algorithm that uses Chebyshev function enclosures with the existing algorithms that use function enclosures based on the truncated Taylor series (Taylor models). [ABSTRACT FROM AUTHOR]