Numerical Studies of the Gauss Lattice Problem

The difference between the number of lattice points N(R) that lie in x^2 + y^2 ≤ R^2 and the area of that circle, d(R) = N(R) - πR^2, can be bounded by |d(R)| ≤ KR^θ. Gauss showed that this holds for θ = 1, but the least value for which it holds is an open problem in number theory. We have sought numerical evidence by tabulating N(R) up to R ≈ 55,000. From the convex hull bounding log |d(R)| versus log R we obtain the bound θ ≤ 0.575, which is significantly better than the best analytical result θ ≤ 0.6301 ... due to Huxley. The behavior of d(R) is of interest to those studying quantum chaos

Comments on "Numerical studies of viscous flow around circular cylinders"

It is claimed by Hamielec and Raal(1) that their computations improve upon the extrapolation procedure of Keller and Takami(2) which is considered “inadequate” and “could presumably lead to appreciable errors.” However, the authors clearly do not understand the procedure of Keller and Takami or else do not understand the nature of Imai’s asymptotic solution, or both

Three-Dimensional Ray Tracing and Geophysical Inversion in Layered Media

In this paper the problem of finding seismic rays in a three-dimensional layered medium is examined. The "layers" are separated by arbitrary smooth interfaces that can vary in three dimensions. The endpoints of each ray and the sequence of interfaces it encounters are specified. The problem is formulated as a nonlinear system of equations and efficient, accurate methods of solution are discussed. An important application of ray tracing methods, which is discussed, is the nonlinear least squares estimation of medium parameters from observed travel times. In addition the "type" of each ray is also determined by the least squares process—this is in effect a deconvolution procedure similar to that desired in seismic exploration. It enables more of the measured data to be used without filtering out the multiple reflections that are not pure P-waves

Exact Boundary Conditions at an Artificial Boundary for Partial Differential Equations in Cylinders

The numerical solution of partial differential equations in unbounded domains requires a finite computational domain. Often one obtains a finite domain by introducing an artificial boundary and imposing boundary conditions there. This paper derives exact boundary conditions at an artificial boundary for partial differential equations in cylinders. An abstract theory is developed to analyze the general linear problem. Solvability requirements and estimates of the solution of the resulting finite problem are obtained by use of the notions of exponential and ordinary dichotomies. Useful representations of the boundary conditions are derived using separation of variables for problems with constant tails. The constant tail results are extended to problems whose coefficients obtain limits at infinity by use of an abstract perturbation theory. The perturbation theory approach is also applied to a class of nonlinear problems. General asymptotic formulas for the boundary conditions are derived and displayed in detail

The Numerical Calculation of Traveling Wave Solutions of Nonlinear Parabolic Equations

Traveling wave solutions have been studied for a variety of nonlinear parabolic problems. In the initial value approach to such problems the initial data at infinity determines the wave that propagates. The numerical simulation of such problems is thus quite difficult. If the domain is replaced by a finite one, to facilitate numerical computations, then appropriate boundary conditions on the "artificial" boundaries must depend upon the initial data in the discarded region. In this work we derive such boundary conditions, based on the Laplace transform of the linearized problems at ±∞, and illustrate their utility by presenting a numerical solution of Fisher’s equation which has been proposed as a model in genetics

Difference Methods for Boundary Value Problems in Ordinary Differential Equations

A general theory of difference methods for problems of the form Ny ≡ y' - f(t,y) = O, a ≦ t ≦ b, g(y(a),y(b))= 0, is developed. On nonuniform nets, t_0 = a, t_j = t_(j-1) + h_j, 1 ≦ j ≦ J, t_J = b, schemes of the form N_(h)u_j = G_j(u_0,•••,u_J) = 0, 1 ≦ j ≦ J, g(u_0,u_J) = 0 are considered. For linear problems with unique solutions, it is shown that the difference scheme is stable and consistent for the boundary value problem if and only if, upon replacing the boundary conditions by an initial condition, the resulting scheme is stable and consistent for the initial value problem. For isolated solutions of the nonlinear problem, it is shown that the difference scheme has a unique solution converging to the exact solution if (i) the linearized difference equations are stable and consistent for the linearized initial value problem, (ii) the linearized difference operator is Lipschitz continuous, (iii) the nonlinear difference equations are consistent with the nonlinear differential equation. Newton’s method is shown to be valid, with quadratic convergence, for computing the numerical solution

Difference Methods and Deferred Corrections for Ordinary Boundary Value Problems

Compact as possible difference schemes for systems of nth order equations are developed. Generalizations of the Mehrstellenverfahren and simple theoretically sound implementations of deferred corrections are given. It is shown that higher order systems are more efficiently solved as given rather than as reduced to larger lower order systems. Tables of coefficients to implement these methods are included and have been derived using symbolic computations

Complex Bifurcation from Real Paths

A new bifurcation phenomenon, called complex bifurcation, is studied. The basic idea is simply that real solution paths of real analytic problems frequently have complex paths bifurcating from them. It is shown that this phenomenon occurs at fold points, at pitchfork bifurcation points, and at isola centers. It is also shown that perturbed bifurcations can yield two disjoint real solution branches that are connected by complex paths bifurcating from the perturbed solution paths. This may be useful in finding new real solutions. A discussion of how existing codes for computing real solution paths may be trivially modified to compute complex paths is included, and examples of numerically computed complex solution paths for a nonlinear two point boundary value problem, and a problem from fluid mechanics are given

A multigrid continuation method for elliptic problems with folds

We introduce a new multigrid continuation method for computing solutions of nonlinear elliptic eigenvalue problems which contain limit points (also called turning points or folds). Our method combines the frozen tau technique of Brandt with pseudo-arc length continuation and correction of the parameter on the coarsest grid. This produces considerable storage savings over direct continuation methods,as well as better initial coarse grid approximations, and avoids complicated algorithms for determining the parameter on finer grids. We provide numerical results for second, fourth and sixth order approximations to the two-parameter, two-dimensional stationary reaction-diffusion problem: Δu+λ exp(u/(1+au)) = 0. For the higher order interpolations we use bicubic and biquintic splines. The convergence rate is observed to be independent of the occurrence of limit points