Optimal interval length for the collocation of the Newton interpolation basis

It is known that the Lagrange interpolation problem at equidistant nodes is ill-conditioned. We explore the influence of the interval length in the computation of divided differences of the Newton interpolation formula. Condition numbers are computed for lower triangular matrices associated to the Newton interpolation formula at equidistant nodes. We consider the collocation matrices L and PL of the monic Newton basis and a normalized Newton basis, so that PL is the lower triangular Pascal matrix. In contrast to L, PL does not depend on the interval length, and we show that the Skeel condition number of the (n + 1) × (n + 1) lower triangular Pascal matrix is 3n. The 8-norm condition number of the collocation matrix L of the monic Newton basis is computed in terms of the interval length. The minimum asymptotic growth rate is achieved for intervals of length 3

A multidomain spectral method for solving elliptic equations

We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three distinct features. First, the combined problem of solving the PDE, satisfying the boundary conditions, and matching between different subdomains is cast into one set of equations readily accessible to standard linear and nonlinear solvers. Second, touching as well as overlapping subdomains are supported; both rectangular blocks with Chebyshev basis functions as well as spherical shells with an expansion in spherical harmonics are implemented. Third, the code is very flexible: The domain decomposition as well as the distribution of collocation points in each domain can be chosen at run time, and the solver is easily adaptable to new PDEs. The code has been used to solve the equations of the initial value problem of general relativity and should be useful in many other problems. We compare the new method to finite difference codes and find it superior in both runtime and accuracy, at least for the smooth problems considered here.Comment: 31 pages, 8 figure

The GNAT method for nonlinear model reduction: effective implementation and application to computational fluid dynamics and turbulent flows

The Gauss--Newton with approximated tensors (GNAT) method is a nonlinear model reduction method that operates on fully discretized computational models. It achieves dimension reduction by a Petrov--Galerkin projection associated with residual minimization; it delivers computational efficency by a hyper-reduction procedure based on the `gappy POD' technique. Originally presented in Ref. [1], where it was applied to implicit nonlinear structural-dynamics models, this method is further developed here and applied to the solution of a benchmark turbulent viscous flow problem. To begin, this paper develops global state-space error bounds that justify the method's design and highlight its advantages in terms of minimizing components of these error bounds. Next, the paper introduces a `sample mesh' concept that enables a distributed, computationally efficient implementation of the GNAT method in finite-volume-based computational-fluid-dynamics (CFD) codes. The suitability of GNAT for parameterized problems is highlighted with the solution of an academic problem featuring moving discontinuities. Finally, the capability of this method to reduce by orders of magnitude the core-hours required for large-scale CFD computations, while preserving accuracy, is demonstrated with the simulation of turbulent flow over the Ahmed body. For an instance of this benchmark problem with over 17 million degrees of freedom, GNAT outperforms several other nonlinear model-reduction methods, reduces the required computational resources by more than two orders of magnitude, and delivers a solution that differs by less than 1% from its high-dimensional counterpart

New collocation path-following approach for the optimal shape parameter using Kernel method

The goal of this work is to develop a numerical method combining Radial Basic Functions (RBF) kernel and a high order algorithm based on Taylor series and homotopy continuation method. The local RBF approximation applied in strong form allows us to overcome the difficulties of numerical integration and to treat problems of large deformations. Furthermore, the high order algorithm enables to transform the nonlinear problem to a set of linear problems. Determining the optimal value of the shape parameter in RBF kernel is still an outstanding research topic. This optimal value depends on density and distribution of points and the considered problem for e.g. boundary value problems, integral equations, delay-differential equations etc. These have been extensively attempts in literature which end up choosing this optimal value by tests and error or some other ad-hoc means. Our contribution in this paper is to suggest a new strategy using radial basis functions kernel with an automatic reasonable choice of the shape parameter in the nonlinear case which depends on the accuracy and stability of the results. The computational experiments tested on some examples in structural analysis are performed and the comparison with respect to the state of art algorithms from the literature is given

A Newton Collocation Method for Solving Dynamic Bargaining Games

We develop and implement a collocation method to solve for an equilibrium in the dynamic legislative bargaining game of Duggan and Kalandrakis (2008). We formulate the collocation equations in a quasi-discrete version of the model, and we show that the collocation equations are locally Lipchitz continuous and directionally differentiable. In numerical experiments, we successfully implement a globally convergent variant of Broyden's method on a preconditioned version of the collocation equations, and the method economizes on computation cost by more than 50% compared to the value iteration method. We rely on a continuity property of the equilibrium set to obtain increasingly precise approximations of solutions to the continuum model. We showcase these techniques with an illustration of the dynamic core convergence theorem of Duggan and Kalandrakis (2008) in a nine-player, two-dimensional model with negative quadratic preferences.