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

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 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

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

The chebop system for automatic solution of differential equations

In MATLAB, it would be good to be able to solve a linear differential equation by typing u = L\f, where f, u, and L are representations of the right-hand side, the solution, and the differential operator with boundary conditions. Similarly it would be good to be able to exponentiate an operator with expm(L) or determine eigenvalues and eigenfunctions with eigs(L). A system is described in which such calculations are indeed possible, based on the previously developed chebfun system in object-oriented MATLAB. The algorithms involved amount to spectral collocation methods on Chebyshev grids of automatically determined resolution

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

Complexity plots

In this paper, we present a novel visualization technique for assisting in observation and analysis of algorithmic\ud complexity. In comparison with conventional line graphs, this new technique is not sensitive to the units of\ud measurement, allowing multivariate data series of different physical qualities (e.g., time, space and energy) to be juxtaposed together conveniently and consistently. It supports multivariate visualization as well as uncertainty visualization. It enables users to focus on algorithm categorization by complexity classes, while reducing visual impact caused by constants and algorithmic components that are insignificant to complexity analysis. It provides an effective means for observing the algorithmic complexity of programs with a mixture of algorithms and blackbox software through visualization. Through two case studies, we demonstrate the effectiveness of complexity plots in complexity analysis in research, education and application

Multimode Memories in Atomic Ensembles

The ability to store multiple optical modes in a quantum memory allows for increased efficiency of quantum communication and computation. Here we compute the multimode capacity of a variety of quantum memory protocols based on light storage in ensembles of atoms. We find that adding a controlled inhomogeneous broadening improves this capacity significantly.Comment: Published version. Many thanks are due to Christoph Simon for his help and suggestions. (This acknowledgement is missing from the final draft: apologies!

Facilitation of Stakeholder Input in the National Environmental Policy Act Process

Use of effective communication techniques can greatly facilitate the process of receiving stakeholder input. Section 102(2) of the National Environmental Policy Act of 1969, as amended (NEPA) offers a chance for members of the public to be involved in the Federal agency decision making process. It requires a federal agency to consider the impacts of their undertaking on many resources areas to include social, cultural, economic and natural environments. Regulation for implementing NEPA Section 102(2) is provided in the Council on Environmental Quality’s (CEQ’s) regulations in the Code of Federal Regulations (CFR), Title 40, Part 1500 (40 CFR 1500). CEQ’s regulation at 40 CFR 1500.2(d) requires federal agencies to encourage and facilitate public involvement in decisions which affect the quality of the human environment. In addition to being mandated by federal regulation, these interactions can be beneficial to the preparing agency during the gathering and assessing information phase of the federal action. This paper looks at: the role and importance of stakeholder interactions and input, the potential benefits of information exchanges, and various techniques to enhance communication among the participating stakeholders. To illustrate these points, real world examples are presented. Additionally, how current and future environmental reviews can benefit from using these techniques, throughout the NEPA process

A spectral Petrov-Galerkin formulation for pipe flow II: Nonlinear transitional stages

This work is devoted to the study of the nonlinear evolution of perturbations of Hagen-Poiseuille or pipe flow. We make use of a solenoidal spectral Petrov-Galerkin method for the spatial discretization of the Navier-Stokes equations for the perturbation field. For the time evolution, we use a semi-implicit time integration scheme. Special attention is given to the explicit treatment and efficient evaluation of the nonlinear terms. The hydrodynamic stability analysis is focused on the streak breakdown process by which two-dimensional streamwise-independent perturbations transiently modulate the basic flow, resulting in a profile which is linearly unstable with respect to three-dimensional perturbations. This mechanism is one possible route of transition to turbulence in subcritical shear flows