Well-posedness of one-way wave equations and absorbing boundary conditions

A one-way wave equation is a partial differential which, in some approximate sense, behaves like the wave equation in one direction but permits no propagation in the opposite one. The construction of such equations can be reduced to the approximation of the square root of (1-s sup 2) on -1, 1 by a rational function r(s) = p sub m (s)/q sub n(s). Those rational functions r for which the corresponding one-way wave equation is well-posed are characterized both as a partial differential equation and as an absorbing boundary condition for the wave equation. We find that if r(s) interpolates the square root of (1-s sup 2) at sufficiently many points in (-1,1), then well-posedness is assured. It follows that absorbing boundary conditions based on Pade approximation are well-posed if and only if (m, n) lies in one of two distinct diagonals in the Pade table, the two proposed by Engquist and Majda. Analogous results also hold for one-way wave equations derived from Chebyshev or least-squares approximation

Classical free-streamline flow over a polygonal obstacle

In classical Kirchhoff flow, an ideal incompressible fluid flows past an obstacle and around a motionless wake bounded by free streamlines. Since 1869 it has been known that in principle, the two-dimensional Kirchhoff flow over a polygonal obstacle can be determined by constructing a conformal map onto a polygon in the log-hodograph plane. In practice, however, this idea has rarely been put to use except for very simple obstacles, because the conformal mapping problem has been too difficult. This paper presents a practical method for computing flows over arbitrary polygonal obstacles to high accuracy in a few seconds of computer time. We achieve this high speed and flexibility by working with a modified Schwarz-Christoffel integral that maps onto the flow region directly rather than onto the log-hodograph polygon. This integral and its associated parameter problem are treated numerically by methods developed earlier by Trefethen for standard Schwarz-Christoffel maps

Fourier analysis of the SOR iteration

The SOR iteration for solving linear systems of equations depends upon an overrelaxation factor omega. It is shown that for the standard model problem of Poisson's equation on a rectangle, the optimal omega and corresponding convergence rate can be rigorously obtained by Fourier analysis. The trick is to tilt the space-time grid so that the SOR stencil becomes symmetrical. The tilted grid also gives insight into the relation between convergence rates of several variants

On the resolvent condition in the Kreiss matrix theorem

The Kreiss Matrix Theorem asserts the uniform equivalence over all N x N matrices of power boundedness and a certain resolvent estimate. It is shown that the ratio of the constants in these two conditions grows linearly with N, and the optimal proportionality factor is obtained up to a factor of 2. Analogous results are also given for the related problem involving matrix exponentials. The proofs make use of a lemma that may be of independent interest, which bounds the arch length of the image of a circle in the complex plane under a rational function

Four bugs on a rectangle

The problem of four bugs in cyclic pursuit starting from a 2-by-1 rectangle is considered, and asymptotic formulas are derived to describe the motion. In contrast to the famous case of four bugs on a square, here the trajectories quickly freeze to essentially one dimension. After the first rotation about the centre point, the scale of the configuration has shrunk by a factor of 10^427907250, and this number is then exponentiated four more times with each successive cycle. Relations to Knuth’s double-arrow notation and level-index arithmetic are discussed

Analysis of a Classical Matrix Preconditioning Algorithm

We study a classical iterative algorithm for balancing matrices in the $L_\infty$ norm via a scaling transformation. This algorithm, which goes back to Osborne and Parlett \& Reinsch in the 1960s, is implemented as a standard preconditioner in many numerical linear algebra packages. Surprisingly, despite its widespread use over several decades, no bounds were known on its rate of convergence. In this paper we prove that, for any irreducible $n\times n$ (real or complex) input matrix~$A$, a natural variant of the algorithm converges in $O(n^3\log(n\rho/\varepsilon))$ elementary balancing operations, where $\rho$ measures the initial imbalance of~$A$ and $\varepsilon$ is the target imbalance of the output matrix. (The imbalance of~$A$ is $\max_i |\log(a_i^{\text{out}}/a_i^{\text{in}})|$, where $a_i^{\text{out}},a_i^{\text{in}}$ are the maximum entries in magnitude in the $i$th row and column respectively.) This bound is tight up to the $\log n$ factor. A balancing operation scales the $i$th row and column so that their maximum entries are equal, and requires $O(m/n)$ arithmetic operations on average, where $m$ is the number of non-zero elements in~$A$. Thus the running time of the iterative algorithm is $\tilde{O}(n^2m)$. This is the first time bound of any kind on any variant of the Osborne-Parlett-Reinsch algorithm. We also prove a conjecture of Chen that characterizes those matrices for which the limit of the balancing process is independent of the order in which balancing operations are performed.Comment: The previous version (1) (see also STOC'15) handled UB ("unique balance") input matrices. In this version (2) we extend the work to handle all input matrice

Stability of finite difference models containing two boundaries or interfaces

The stability of finite difference models of hyperbolic initial boundary value problems is connected with the propagation and reflection of parasitic waves. Wave propagation ideas are applied to models containing two boundaires or interfaces, where repeated reflection of trapped wave packets is a potential new source of instability. Various known instability phenomena are accounted for in a unified way. Results show: (1) dissipativity does not ensure stability when three or more formulas are concatenated at a boundary or internal interface; (2) algebraic GKS instabilities can be converted by a second boundary to exponential instabilities only when an infinite numerical reflection coefficient is present; and (3) GKS-stability and P-stability can be established in certain problems by showing that all numerical reflection coefficients have modulus less than 1

State diagram and the phase transition of pp-bosons in a square bi-partite optical lattice

It is shown that, in a reasonable approximation, the quantum state of $p$-bosons in a bi-partite square two-dimensional optical lattice is governed by the nonlinear boson model describing tunneling of \textit{boson pairs} between two orthogonal degenerate quasi momenta on the edge of the first Brillouin zone. The interplay between the lattice anisotropy and the atomic interactions leads to the second-order phase transition between the number-squeezed and coherent phase states of the $p$-bosons. In the isotropic case of the recent experiment, Nature Physicis 7, 147 (2011), the $p$-bosons are in the coherent phase state, where the relative global phase between the two quasi momenta is defined only up to mod($\pi$): $\phi=\pm\pi/2$. The quantum phase diagram of the nonlinear boson model is given.Comment: 15 pages; 5 figures, some in colo

Chopping a Chebyshev series

Chebfun and related software projects for numerical computing with functions are based on the idea that at each step of a computation, a function f(x) defined on an interval [a, b] is “rounded” to a prescribed precision by constructing a Chebyshev series and chopping it at an appropriate point. Designing a chopping algorithm with the right properties proves to be a surprisingly complex and interesting problem. We describe the chopping algorithm introduced in Chebfun Version 5.3 in 2015 after\ud many years of discussion and the considerations that led to this design