Alternative Error Bounds for Some Numerical Quadrature Rules

Similar to having done for the mid-point and trapezoid quadrature rules,we obtain alternative estimations of error bounds for the Simpson＇s quadrature rule involving n-time（1 ≤ n ≤ 4） differentiable mappings and then to the estimations of error bounds for the adaptive Simpson＇s quadrature rule.

Orthogonal Polynomials with Respect to Modified JacobiWeight and Corresponding Quadrature Rules of Gaussian Type

In this paper we consider polynomials orthogonal with respect to the linear functional L:P→C,defined on the space of all algebraic polynomials P by L[p]=∫_(-1)^(1)p(x)(1−x)^(α−1/2)(1+x)^(β−1/2)exp(iζx)dx,whereα,β>−1/2 are real numbers such thatℓ=|β−α|is a positive integer,andζ∈R\{0}.We prove the existence of such orthogonal polynomials for some pairs ofαandζand for all nonnegative integersℓ.For such orthogonal polynomials we derive three-term recurrence relations and also some differential-difference relations.For such orthogonal polynomials the corresponding quadrature rules of Gaussian type are considered.Also,some numerical examples are included.

Generalized cubature quadrature Kalman filters:derivations and extensions

A new Gaussian approximation nonlinear filter called generalized cubature quadrature Kalman filter (GCQKF) is introduced for nonlinear dynamic systems. Based on standard GCQKF, two extensions are developed, namely square root generalized cubature quadrature Kalman filter (SR-GCQKF) and iterated generalized cubature quadrature Kalman filter (I-GCQKF). In SR-GCQKF, the QR decomposition is exploited to alter the Cholesky decomposition and both predicted and filtered error covariances have been propagated in square root format to make sure the numerical stability. In I-GCQKF, the measurement update step is executed iteratively to make full use of the latest measurement and a new terminal criterion is adopted to guarantee the increase of likelihood. Detailed numerical experiments demonstrate the superior performance on both tracking stability and estimation accuracy of I-GCQKF and SR-GCQKF compared with GCQKF.

Differential quadrature time element method for structural dynamics

An accurate and efficient differential quadrature time element method （DQTEM） is proposed for solving ordi- nary differential equations （ODEs）, the numerical dissipation and dispersion of DQTEM is much smaller than that of the direct integration method of single/multi steps. Two methods of imposing initial conditions are given, which avoids the tediousness when derivative initial conditions are imposed, and the numerical comparisons indicate that the first method, in which the analog equations of initial displacements and velocities are used to directly replace the differential quadra- ture （DQ） analog equations of ODEs at the first and the last sampling points, respectively, is much more accurate than the second method, in which the DQ analog equations of initial conditions are used to directly replace the DQ analog equations of ODEs at the first two sampling points. On the contrary to the conventional step-by-step direct integration schemes, the solutions at all sampling points can be obtained simultaneously by DQTEM, and generally, one differential quadrature time element may be enough for the whole time domain. Extensive numerical comparisons validate the effi- ciency and accuracy of the proposed method.

A QUADRATURE RULE FOR HADAMARD FINITE PART INTEGRALS

Finite part integrals introduced by Hadamard in connection with hyperbolic partial differential equations,have been useful in a number of engineering applications.In this paper we investigate some numerical methods for computing finite-part integrals.

A stable one-point quadrature rule for three-dimensional numerical manifold method

We present a numerically stable one-point quadrature rule for the stiffness matrix and mass matrix of the three-dimensional numerical manifold method(3D NMM).The rule simplifies the integration over irregularly shaped manifold elements and overcomes locking issues,and it does not cause spurious modes in modal analysis.The essential idea is to transfer the integral over a manifold element to a few moments to the element center,thereby deriving a one-point integration rule by the moments and making modifications to avoid locking issues.For the stiffness matrix,after the virtual work is decomposed into moments,higher-order moments are modified to overcome locking issues in nearly incompressible and bending-dominated conditions.For the mass matrix,the consistent and lumped types are derived by moments.In particular,the lumped type has the clear advantage of simplicity.The proposed method is naturally suitable for 3D NMM meshes automatically generated from a regular grid.Numerical tests justify the accuracy improvements and the stability of the proposed procedure.

Modeling and analysis of piezoelectric beam with periodically variable cross-sections for vibration energy harvesting

A bimorph piezoelectric beam with periodically variable cross-sections is used for the vibration energy harvesting. The effects of two geometrical parameters on the first band gap of this periodic beam are investigated by the generalized differential quadrature rule （GDQR） method. The GDQR method is also used to calculate the forced vibration response of the beam and voltage of each piezoelectric layer when the beam is subject to a sinusoidal base excitation. Results obtained from the analytical method are compared with those obtained from the finite element simulation with ANSYS, and good agreement is found. The voltage output of this periodic beam over its first band gap is calculated and compared with the voltage output of the uniform piezoelectric beam. It is concluded that this periodic beam has three advantages over the uniform piezoelectric beam, i.e., generating more voltage outputs over a wide frequency range, absorbing vibration, and being less weight.

Chebyshev spectral variational integrator and applications

The Chebyshev spectral variational integrator(CSVI) is presented in this paper. Spectral methods have aroused great interest in approximating numerically a smooth problem for their attractive geometric convergence rates. The geometric numerical methods are praised for their excellent long-time geometric structure-preserving properties.According to the generalized Galerkin framework, we combine two methods together to construct a variational integrator, which captures the merits of both methods. Since the interpolating points of the variational integrator are chosen as the Chebyshev points,the integration of Lagrangian can be approximated by the Clenshaw-Curtis quadrature rule, and the barycentric Lagrange interpolation is presented to substitute for the classic Lagrange interpolation in the approximation of configuration variables and the corresponding derivatives. The numerical float errors of the first-order spectral differentiation matrix can be alleviated by using a trigonometric identity especially when the number of Chebyshev points is large. Furthermore, the spectral variational integrator(SVI) constructed by the Gauss-Legendre quadrature rule and the multi-interval spectral method are carried out to compare with the CSVI, and the interesting kink phenomena for the Clenshaw-Curtis quadrature rule are discovered. The numerical results reveal that the CSVI has an advantage on the computing time over the whole progress and a higher accuracy than the SVI before the kink position. The effectiveness of the proposed method is demonstrated and verified perfectly through the numerical simulations for several classical mechanics examples and the orbital propagation for the planet systems and the Solar system.

Error Control Strategies for Numerical Integrations in Fast Collocation Methods

We propose two error control techniques for numerical integrations in fast multiscale collocation methods for solving Fredholm integral equations of the second kind with weakly singular kernels. Both techniques utilize quadratures for singular integrals using graded points. One has a polynomial order of accuracy if the integrand has a polynomial order of smoothness except at the singular point and the other has exponential order of accuracy if the integrand has an infinite order of smoothness except at the singular point. We estimate the order of convergence and computational complexity of the corresponding approximate solutions of the equation. We prove that the second technique preserves the order of convergence and computational complexity of the original collocation method. Numerical experiments are presented to illustrate the theoretical estimates.

THEORETICAL ANALYSIS OF THE REPRODUCING KERNEL GRADIENT SMOOTHING INTEGRATION TECHNIQUE IN GALERKIN MESHLESS METHODS

Numerical integration poses greater challenges in Galerkin meshless methods than finite element methods owing to the non-polynomial feature of meshless shape functions.The reproducing kernel gradient smoothing integration(RKGSI)is one of the optimal numerical integration techniques in Galerkin meshless methods with minimum integration points.In this paper,properties,quadrature rules and the effect of the RKGSI on meshless methods are analyzed.The existence,uniqueness and error estimates of the solution of Galerkin meshless methods under numerical integration with the RKGSI are established.A procedure on how to choose quadrature rules to recover the optimal convergence rate is presented.

Sinc-Multistep Schemes for Forward Backward Stochastic Differential Equations

In this work,by combining the multistep discretization in time and the Sinc quadrature rule for approximating the conditional mathematical expectations,we will propose new fully discrete multistep schemes called“Sinc-multistep schemes”for forward backward stochastic differential equations(FBSDEs).The schemes avoid spatial interpolations and admit high order of convergence.The stability and the K-th order error estimates in time for the K-step Sinc multistep schemes are theoretically proved(1≤K≤6).This seems to be the first time for analyzing fully time-space discrete multistep schemes for FBSDEs.Numerical examples are also presented to demonstrate the effectiveness,stability,and high order of convergence of the proposed schemes.

GENUINE-OPTIMAL CIRCULANT PRECONDITIONERS FOR WIENER-HOPF EQUATIONS

Discusses the genuine-optimal circulant preconditioner for finite-section Wiener-Hopf equations. Definition of the genuine-optimal circulant preconditioner; Use of the preconditioned conjugate gradient method; Numerical treatments for high order quadrature rules.

Orthogonal Laurent Polynomials and Their Zeros

In this note, we investigate the necessity for the measure dψ being a strong distribution, which is associated with the coefficients of the recurrence relation satisfied by the orthogonal Laurent polynomials. We also give out a representation of the greatest zeros of orthogonal Laurent polynomials in the case of dψ being a strong distribution.

A SPARSE-GRID METHOD FOR MULTI-DIMENSIONAL BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS

A sparse-grid method for solving multi-dimensional backward stochastic differential equations （BSDEs） based on a multi-step time discretization scheme [31] is presented. In the multi-dimensional spatial domain, i.e. the Brownian space, the conditional mathe- matical expectations derived from the original equation are approximated using sparse-grid Gauss-Hermite quadrature rule and （adaptive） hierarchical sparse-grid interpolation. Error estimates are proved for the proposed fully-discrete scheme for multi-dimensional BSDEs with certain types of simplified generator functions. Finally, several numerical examples are provided to illustrate the accuracy and efficiency of our scheme.