1 |
Aspects of interval analysis applied to initial-value problems for ordinary differential equations and hyperbolic partial differential equationsAnguelov, Roumen Anguelov 09 1900 (has links)
Interval analysis is an essential tool in the construction of validated numerical solutions
of Initial Value Problems (IVP) for Ordinary (ODE) and Partial (PDE) Differential
Equations. A validated solution typically consists of guaranteed lower and upper bounds
for the exact solution or set of exact solutions in the case of uncertain data, i.e. it is an
interval function (enclosure) containing all solutions of the problem.
IVP for ODE: The central point of discussion is the wrapping effect. A new concept of
wrapping function is introduced and applied in studying this effect. It is proved that the
wrapping function is the limit of the enclosures produced by any method of certain type
(propagate and wrap type). Then, the wrapping effect can be quantified as the difference
between the wrapping function and the optimal interval enclosure of the solution set (or
some norm of it). The problems with no wrapping effect are characterized as problems for
which the wrapping function equals the optimal interval enclosure. A sufficient condition
for no wrapping effect is that there exist a linear transformation, preserving the intervals,
which reduces the right-hand side of the system of ODE to a quasi-isotone function. This
condition is also necessary for linear problems and "near" necessary in the general case.
Hyperbolic PDE: The Initial Value Problem with periodic boundary conditions for
the wave equation is considered. It is proved that under certain conditions the problem
is an operator equation with an operator of monotone type. Using the established monotone
properties, an interval (validated) method for numerical solution of the problem is
proposed. The solution is obtained step by step in the time dimension as a Fourier series
of the space variable and a polynomial of the time variable. The numerical implementation
involves computations in Fourier and Taylor functoids. Propagation of discontinuo~swaves
is a serious problem when a Fourier series is used (Gibbs phenomenon, etc.). We
propose the combined use of periodic splines and Fourier series for representing discontinuous
functions and a method for propagating discontinuous waves. The numerical implementation involves computations in a Fourier hyper functoid. / Mathematical Sciences / D. Phil. (Mathematics)
|
2 |
Aspects of interval analysis applied to initial-value problems for ordinary differential equations and hyperbolic partial differential equationsAnguelov, Roumen Anguelov 09 1900 (has links)
Interval analysis is an essential tool in the construction of validated numerical solutions
of Initial Value Problems (IVP) for Ordinary (ODE) and Partial (PDE) Differential
Equations. A validated solution typically consists of guaranteed lower and upper bounds
for the exact solution or set of exact solutions in the case of uncertain data, i.e. it is an
interval function (enclosure) containing all solutions of the problem.
IVP for ODE: The central point of discussion is the wrapping effect. A new concept of
wrapping function is introduced and applied in studying this effect. It is proved that the
wrapping function is the limit of the enclosures produced by any method of certain type
(propagate and wrap type). Then, the wrapping effect can be quantified as the difference
between the wrapping function and the optimal interval enclosure of the solution set (or
some norm of it). The problems with no wrapping effect are characterized as problems for
which the wrapping function equals the optimal interval enclosure. A sufficient condition
for no wrapping effect is that there exist a linear transformation, preserving the intervals,
which reduces the right-hand side of the system of ODE to a quasi-isotone function. This
condition is also necessary for linear problems and "near" necessary in the general case.
Hyperbolic PDE: The Initial Value Problem with periodic boundary conditions for
the wave equation is considered. It is proved that under certain conditions the problem
is an operator equation with an operator of monotone type. Using the established monotone
properties, an interval (validated) method for numerical solution of the problem is
proposed. The solution is obtained step by step in the time dimension as a Fourier series
of the space variable and a polynomial of the time variable. The numerical implementation
involves computations in Fourier and Taylor functoids. Propagation of discontinuo~swaves
is a serious problem when a Fourier series is used (Gibbs phenomenon, etc.). We
propose the combined use of periodic splines and Fourier series for representing discontinuous
functions and a method for propagating discontinuous waves. The numerical implementation involves computations in a Fourier hyper functoid. / Mathematical Sciences / D. Phil. (Mathematics)
|
3 |
Approximations polynomiales rigoureuses et applications / Rigorous Polynomial Approximations and ApplicationsJoldes, Mioara Maria 26 September 2011 (has links)
Quand on veut évaluer ou manipuler une fonction mathématique f, il est fréquent de la remplacer par une approximation polynomiale p. On le fait, par exemple, pour implanter des fonctions élémentaires en machine, pour la quadrature ou la résolution d'équations différentielles ordinaires (ODE). De nombreuses méthodes numériques existent pour l'ensemble de ces questions et nous nous proposons de les aborder dans le cadre du calcul rigoureux, au sein duquel on exige des garanties sur la précision des résultats, tant pour l'erreur de méthode que l'erreur d'arrondi.Une approximation polynomiale rigoureuse (RPA) pour une fonction f définie sur un intervalle [a,b], est un couple (P, Delta) formé par un polynôme P et un intervalle Delta, tel que f(x)-P(x) appartienne à Delta pour tout x dans [a,b].Dans ce travail, nous analysons et introduisons plusieurs procédés de calcul de RPAs dans le cas de fonctions univariées. Nous analysons et raffinons une approche existante à base de développements de Taylor.Puis nous les remplaçons par des approximants plus fins, tels que les polynômes minimax, les séries tronquées de Chebyshev ou les interpolants de Chebyshev.Nous présentons aussi plusieurs applications: une relative à l'implantation de fonctions standard dans une bibliothèque mathématique (libm), une portant sur le calcul de développements tronqués en séries de Chebyshev de solutions d'ODE linéaires à coefficients polynômiaux et, enfin, un processus automatique d'évaluation de fonction à précision garantie sur une puce reconfigurable. / For purposes of evaluation and manipulation, mathematical functions f are commonly replaced by approximation polynomials p. Examples include floating-point implementations of elementary functions, integration, ordinary differential equations (ODE) solving. For that, a wide range of numerical methods exists. We consider the application of such methods in the context of rigorous computing, where we need guarantees on the accuracy of the result, with respect to both the truncation and rounding errors.A rigorous polynomial approximation (RPA) for a function f defined over an interval [a,b] is a couple (P, Delta) where P is a polynomial and Delta is an interval such that f(x)-P(x) belongs to Delta, for all x in [a,b]. In this work we analyse and bring forth several ways of obtaining RPAs for univariate functions. Firstly, we analyse and refine an existing approach based on Taylor expansions. Secondly, we replace them with better approximations such as minimax approximations, Chebyshev truncated series or interpolation polynomials.Several applications are presented: one from standard functions implementation in mathematical libraries (libm), another regarding the computation of Chebyshev series expansions solutions of linear ODEs with polynomial coefficients, and finally an automatic process for function evaluation with guaranteed accuracy in reconfigurable hardware.
|
Page generated in 0.0794 seconds