Optimizing Talbot's Contours for the Inversion of the Laplace Transform

Talbot's method for the numerical inversion of the Laplace Transform consists of numerically integrating the Bromwich integral on a special contour by means of the trapezoidal or midpoint rules. In this paper we address the issue of how to choose the parameters that define the contour, for the particular situation when parabolic PDEs are solved. In the process the well known subgeometric convergence rate O(e -c \sqrt N) of this method is improved to the geometric rate O(e -cN) with N the number of nodes in the integration rule. The value of the maximum decay rate c is explicitly determined. Numerical results involving two versions of the heat equation are presented. With the choice of parameters derived here, the rule-of-thumb is that to achieve an accuracy of 10 -l at any given time t, the associated elliptic problem has to be solved no more that l times.\ud \ud Supported by the National Research Foundation in South Africa under grant NRF528

A Numerical Methodology for the Painlevé Equations

The six Painlevé transcendents PI – PVI have both applications and analytic properties that make them stand out from most other classes of special functions. Although they have been the subject of extensive theoretical investigations for about a century, they still have a reputation for being numerically challenging. In particular, their extensive pole fields in the complex plane have often been perceived as ‘numerical mine fields’. In the present work, we note that the Painlevé property in fact provides the opportunity for very fast and accurate numerical solutions throughout such fields. When combining a Taylor/Padé-based ODE initial value solver for the pole fields with a boundary value solver for smooth regions, numerical solutions become available across the full complex plane. We focus here on the numerical methodology, and illustrate it for the PI equation. In later studies, we will concentrate on mathematical aspects of both the PI and the higher Painlevé transcendents

Parabolic and Hyperbolic Contours for Computing the Bromwich Integral

Some of the most effective methods for the numerical inversion of the Laplace transform are based on the approximation of the Bromwich contour integral. The accuracy of these methods often hinges on a good choice of contour, and several such contours have been proposed in the literature. Here we analyze two recently proposed contours, namely a parabola and a hyperbola. Using a representative model problem, we determine estimates for the optimal parameters that define these contours. An application to a fractional diffusion equation is presented.\ud \ud JACW was supported by the National Research Foundation in South Africa under grant FA200503230001

The exponentially convergent trapezoidal rule

It is well known that the trapezoidal rule converges geometrically when applied to analytic functions on periodic intervals or the real line. The mathematics and history of this phenomenon are reviewed and it is shown that far from being a curiosity, it is linked with computational methods all across scientific computing, including algorithms related to inverse Laplace transforms, special functions, complex analysis, rational approximation, integral equations, and the computation of functions and eigenvalues of matrices and operators

The Kink Phenomenon in Fejér and Clenshaw-Curtis Quadrature

The Fejér and Clenshaw-Curtis rules for numerical integration exhibit a curious phenomenon when applied to certain analytic functions. When N, (the number of points in the integration rule) increases, the error does not decay to zero evenly but does so in two distinct stages. For N less than a critical value, the error behaves like $O(\varrho^{-2N})$, where $\varrho$ is a constant greater than 1. For these values of N the accuracy of both the Fejér and Clenshaw-Curtis rules is almost indistinguishable from that of the more celebrated Gauss-Legendre quadrature rule. For larger N, however, the error decreases at the rate $O(\varrho^{-N})$, i.e., only half as fast as before. Convergence curves typically display a kink where the convergence rate cuts in half. In this paper we derive explicit as well as asymptotic error formulas that provide a complete description of this phenomenon.\ud \ud This work was supported by the Royal Society of the UK and the National Research Foundation of South Africa under the South Africa-UK Science Network Scheme. The first author also acknowledges grant FA2005032300018 of the NRF

Talbot quadratures and rational approximations

Many computational problems can be solved with the aid of contour integrals containing $e^z$ in the the integrand: examples include inverse Laplace transforms, special functions, functions of matrices and operators, parabolic PDEs, and reaction-diffusion equations. One approach to the numerical quadrature of such integrals is to apply the trapezoid rule on a Hankel contour defined by a suitable change of variables. Optimal parameters for three classes of such contours have recently been derived: (a) parabolas, (b) hyperbolas, and (c) cotangent contours, following Talbot in 1979. The convergence rates for these optimized quadrature formulas are very fast: roughly $O(3^{-N})$, where $N$ is the number of sample points or function evaluations. On the other hand, convergence at a rate apparently about twice as fast, $O(9.28903^{-N})$, can be achieved by using a different approach: best supremum-norm rational approximants to $e^z$ for $z\in (-\infty,0]$, following Cody, Meinardus and Varga in 1969. (All these rates are doubled in the case of self-adjoint operators or real integrands.) It is shown that the quadrature formulas can be interpreted as rational approximations and the rational approximations as quadrature formulas, and the strengths and weaknesses of the different approaches are discussed in the light of these connections. A MATLAB function is provided for computing Cody--Meinardus--Varga approximants by the method of Carathèodory-Fejèr approximation

Philosophical elements in four quartets

Four Quartets serves as an illustration of the undeniable fact that Western literature forms a unity, and bears out the truth of Eliot’s statement that “the whole of the literature of Europe from Homer... has a simultaneous existence and composes a si­ multaneous order” !). Again, as is the case with most other criti­ cal remarks on Four Quartets, the contents of the poems them­ selves serve as timely reminders of this fact, and thus seem to provide a more legitimate material basis for critical enquiry. For on several occasions Eliot takes up this point, and perhaps no­ where as unambiguously as in East Coker: “ And what there is to conquer By strength and submission, has already been discovered Once or twice, or several times, by men whom one cannot hope To emulate — but there is no competition — There is only the fight to recover what has been lost And found and lost again and again...

Any-order propagation of the nonlinear Schroedinger equation

We derive an exact propagation scheme for nonlinear Schroedinger equations. This scheme is entirely analogous to the propagation of linear Schroedinger equations. We accomplish this by defining a special operator whose algebraic properties ensure the correct propagation. As applications, we provide a simple proof of a recent conjecture regarding higher-order integrators for the Gross-Pitaevskii equation, extend it to multi-component equations, and to a new class of integrators.Comment: 10 pages, no figures, submitted to Phys. Rev.

Towards understanding Regge trajectories in holographic QCD

We reassess a work done by Migdal on the spectrum of low-energy vector mesons in QCD in the light of the AdS-QCD correspondence. Recently, a tantalizing parallelism was suggested between Migdal's work and a family of holographic duals of QCD. Despite the intriguing similarities, both approaches face a major drawback: the spectrum is in conflict with well-tested Regge scaling. However, it has recently been shown that holographic duals can be modified to accomodate Regge behavior. Therefore, it is interesting to understand whether Regge behavior can also be achieved in Migdal's approach. In this paper we investigate this issue. We find that Migdal's approach, which is based on a modified Pade approximant, is closely related to the issue of quark-hadron duality breakdown in QCD.Comment: 17 pages, 1 figure. Typos fixed, references added, improved discussion. Minor changes to match the journal versio