stability of the difference type methods for linear volterra equations in hilbert spaces we study the stability of backward difference timestepping method for linear volterra equations of scalar type in a hilbert space framework the results and methods extend and simulate numerically those introduced by pruss for integrability with respect to continuous solutions

dynamical noether invariants for time dependent nonlinear systems dynamical invariants are derived for time dependent systems with nonlinear equations of motion including nonharmonic damped systems the concept of a dynamical algebra is discussed and its utility for the construction of dynamical invariants for nonharmonic systems is demonstrated finally we show the existence of dynamical invariants for some nonlinear quantum systems

a comparative study of three boundary element approaches to calculate the transient response of viscoelastic solids with unbounded domains abstract as an alternative to domain discretization methods the boundary element method bem provides a powerful tool for the calculation of dynamic structural response in frequency and time domain field equations of motion and boundary conditions are cast into boundary integral equations bie which are discretized only on the boundary fundamental solutions are used as weighting functions in the bie which fulfil the sommerfeld radiation condition i e the energy radiation into a surrounding medium is modelled correctly therefore infinite and semi infinite domains can be effectively treated by the method the soil represents such a semi infinite domain in soil structure interaction problems the response to vibratory loads superimposed to static pre loads can often be calculated by linear viscoelastic constitutive equations conventional viscoelastic constitutive equations can be generalized by taking fractional order time derivatives into account in the present paper two time domain bem approaches including generalized viscoelastic behaviour are compared with the laplace domain bem approach and subsequent numerical inverse transformation one of the presented time domain approaches uses an analytical integration of the elastodynamic bie in a time step viscoelastic constitutive properties are introduced after laplace transformation by means of an elastic viscoelastic correspondence principle the transient response is obtained by inverse transformation in each time step the other time domain approach is based on the so called convolution quadrature method in this formulation the convolution integral in the bie is numerically approximated by a quadrature formula whose weights are determined by the same laplace transformed fundamental solutions used in the first method and a linear multistep method a numerical study of wave propagation problems in 3 d viscoelastic continuum is performed for comparing the three bem formulations

a note on the invariants for the time dependent oscillator the author gives a procedure for the construction of equivalent families of invariants for ermakov systems starting directly from the equations of motion

on the convergence of multistep methods for nonlinear stiff differential equations convergence estimates are given fora stable multistep methods applied to singularly perturbed differential equations and nonlinear parabolic problems the approach taken here combines perturbation arguments with frequency domain techniques

time dependent invariants and quantum mechanics in two dimensions a class of time dependent problems in two space dimensions possessing time dependent invariants bilinear in momenta is considered explicit expression of the potentials and the corresponding invariants are derived quantum mechanics is introduced in these time dependent problems directly through a feynman propagator defined as a path integral involving the classical action the propagators are shown to admit expansions in terms of the eigenfunctions of the corresponding invariant operators equivalence of the present theory to that of lewis and riesenfeld h r lewis jr and w b riesenfeld j math phys 10 1458 1969 is discussed

fractional evolution dirac like equations some properties and a discrete von neumann type analysis a system of fractional evolution equations results from employing the tool of the fractional calculus and following the method used by dirac to obtain his well known equation from klein gordon s one it represents a possible interpolation between dirac and diffusion and wave equations in one space dimension in this paper some analytical properties typical of the general solution of this system of equations are obtained and necessary stability bounds for a numerical scheme approximating such equations are found through the classical discrete von neumann type analysis the non local property of the time fractional differential operator leads to discretizations in terms of series here the analytical methods usually employed in the study of the stability of discrete schemes when dealing with integer order differential equations have been adapted to the complexity of the real order case

the numerical solution of linear multi term fractional differential equations systems of equations in this paper we show how the numerical approximation of the solution of a linear multi term fractional differential equation can be calculated by reduction of the problem to a system of ordinary and fractional differential equations each of order at most unity we begin by showing how our method applies to a simple class of problems and we give a convergence result we solve the bagley torvik equation as an example we show how the method can be applied to a general linear multi term equation and give two further examples

adaptive discretization of fractional order viscoelasticity using sparse time history an efficient numerical method to integrate the constitutive response of fractional order viscoelasticity is developed the method can handle variable time steps to overcome the problem of the growing amount of data that has to be stored and used in each time step we introduce sparse quadrature we use an internal variable formulation of the viscoelastic equations where the internal variable is of stress type the rate equation that governs the evolution of the internal variable involves a fractional integral and can be identified as a volterra integral equation of the second kind with a weakly singular kernel for the numerical integration of the rate equation we adopt the finite element method in time in particular the discontinuous galerkin method with piecewise constant basis functions is used a priori and a posteriori error estimates are proved an adaptive strategy based on the a posteriori error estimate is developed finally the precision and effectiveness of the method are demonstrated by comparing the numerical solutions with analytical solutions

exact time dependence of solutions to the time dependent schrodinger equation solutions of the schrodinger equation with an exact time dependence are derived as eigenfunctions of dynamical invariants which are constructed from time independent operators using time dependent unitary transformations exact solutions and a closed form expression for the corresponding time evolution operator are found for a wide range of time dependent hamiltonians in d dimensions including non hermitean symmetric hamiltonians hamiltonians are constructed using time dependent unitary spatial transformations comprising dilatations translations and rotations and solutions are found in several forms as eigenfunctions of a quadratic invariant as coherent state eigenfunctions of boson operators as plane wave solutions from which the general solution is obtained as an integral transform by means of the fourier transform and as distributional solutions for which the initial wavefunction is the dirac function for the isotropic harmonic oscillator in d dimensions radial solutions are found which extend known results for d 1 including barut girardello and perelomov coherent states i e vector coherent states which are shown to be related to eigenfunctions of the quadratic invariant by the transformation this transformation which leaves the ermakov equation invariant implements su 1 1 transformations on linear dynamical invariants coherent states are derived also for the time dependent linear potential exact solutions are found for hamiltonians with electromagnetic interactions in which the time dependent magnetic and electric fields are not necessarily spatially uniform as an example it is shown how to find exact solutions of the time dependent schrodinger equation for the dirac magnetic monopole in the presence of time dependent magnetic and electric fields of a specified form

theoretical aspects of the application of convolution quadrature to scattering of acoustic waves in this paper we address several theoretical questions related to the numerical approximation of the scattering of acoustic waves in two or three dimensions by penetrable non homogeneous obstacles using convolution quadrature cq techniques for the time variable and coupled boundary element method finite element method for the space variable the applicability of cq to waves requires polynomial type bounds for operators related to the operator s 2 in the right half complex plane we propose a new systematic way of dealing with this problem both at the continuous and semidiscrete in space cases we apply the technique to three different situations scattering by a group of sound soft and hard obstacles by homogeneous and non homogeneous obstacles

transient elastodynamic antiplane crack analysis of anisotropic solids abstract transient elastodynamic analysis of an antiplane crack in anisotropic solids is presented a time domain traction boundary integral equation bie method is applied for this purpose the traction bie is hypersingular and has the crack opening displacement as its fundamental unknown quantity unlike the usual time domain bie method the present formulation applies a convolution quadrature developed by lubich lubich c 1988a b convolution quadrature and discretized operational calculus numer math 52 129 145 part i 413 425 part ii which requires only the laplace domain instead of the time domain green s functions the spatial variation of the crack opening displacement is approximated by an infinite series of chebyshev polynomials which take the local behavior of the crack opening displacement at crack tips into account by using a galerkin method the time domain bie is converted into a system of linear algebraic equations which can be solved step by step special attention is devoted to the computation of dynamic stress intensity factors of an antiplane crack in generally anisotropic solids numerical results for isotropic solids are presented and compared with the well known analytical results of thau and lu thau s a lu t h 1970 diffraction of transient horizontal shear waves by a finite crack and a finite rigid ribbon int j enggn sci 8 857 874 to check the accuracy and efficiency of the present time domain bie method the effect of the material anisotropy on the dynamic stress intensity factors is analyzed via several numerical examples

unitary relations in time dependent harmonic oscillators for a harmonic oscillator with time dependent positive mass and frequency a unitary operator is shown to transform the quantum states of the system to those of a harmonic oscillator system of unit mass and time dependent frequency as well as operators for a driven harmonic oscillator a unitary transformation which relates the driven system and a system of the same mass and frequency without a driving force is given as a generalization of previous results in terms of the solution of classical equation of motion of the driven system thus transformations give a simple way of finding exact wavefunctions of a driven harmonic oscillator system provided the quantum states of the corresponding system of unit mass are given

a simple error estimator and adaptive procedure for practical engineerng analysis a new error estimator is presented which is not only reasonably accurate but whose evaluation is computationally so simple that it can be readily implemented in existing finite element codes the estimator allows the global energy norm error to be well estmated and alos gives a good evaluation of local errors it can thus be combined with a full adaptive process of refinement or more simply provide guidance for mesh redesign which allows the user to obtain a desired accuracy with one or two trials when combined with an automatic mesh generator a very efficient guidance process to analysis is avaiable estimates other than the energy norm have successfully been applied giving for instance a predetermined accuracy of stresses

a second order accurate numerical method for a fractional wave equation we study a generalized crank nicolson scheme for the time discretization of a fractional wave equation in combination with a space discretization by linear finite elements the scheme uses a non uniform grid in time to compensate for the singular behaviour of the exact solution at t 0 with appropriate assumptions on the data and assuming that the spatial domain is convex or smooth we show that the error is of order k2 h2 where k and h are the parameters for the time and space meshes respectively

fast numerical solution of weakly singular volterra integral equations abstract we give a fortran program for the numerical solution of abel volterra convolution equations of the second and first kind we use a fractional linear multistep method bdf4 1 2 and use fast fourier transform techniques to exploit the convolution structure a detailed description of the computation of the quadrature weights using fft is given numerical examples are included

rapid solution of the wave equation in unbounded domains in this paper we propose and analyze a new fast method for the numerical solution of time domain boundary integral formulations of the wave equation we employ lubich s convolution quadrature method for the time discretization and a galerkin boundary element method for the spatial discretization the coefficient matrix of the arising system of linear equations is a triangular block toeplitz matrix possible choices for solving the linear system arising from the above discretization include the use of fast fourier transform fft techniques and the use of data sparse approximations by using fft techniques the computational complexity can be reduced substantially while the storage cost remains unchanged and is typically high using data sparse approximations the gain is reversed i e the computational cost is approximately unchanged while the storage cost is substantially reduced the method proposed in this paper combines the advantages of these two approaches first the discrete convolution related to the block toeplitz system is transformed into the discrete fourier image thereby arriving at a decoupled system of discretized helmholtz equations with complex wave numbers a fast data sparse e g fast multipole or panel clustering method can then be applied to the transformed system additionally significant savings can be achieved if the boundary data are smooth and time limited in this case the right hand sides of many of the helmholtz problems are almost zero and hence can be disregarded finally the proposed method is inherently parallel we analyze the stability and convergence of these methods thereby deriving the choice of parameters that preserves the convergence rates of the unperturbed convolution quadrature we also present numerical results which illustrate the predicted convergence behavior

interface dynamic stiffness matrix approach for three dimensional transient multi region boundary element analysis a novel substructuring method is developed for the coupling of boundary element and finite element subdomains in order to model three dimensional multi region elastodynamic problems in the time domain the proposed procedure is based on the interface stiffness matrix approach for static multi region problems using variational principles together with the concept of duhamel integrals unit impulses are applied at the boundary of each region in order to evaluate the impulse response matrices of the duhamel convolution integrals although the method is not restricted to a special discretization technique the regions are discretized using the boundary element method combined with the convolution quadrature method this results in a time domain methodology with the advantages of performing computations in the laplace domain which produces very accurate and stable results as verified on test examples in addition the assembly of the boundary element regions and the coupling to finite elements are greatly simplified and more efficient finally practical applications in the area of soil structure interaction and tunneling problems are shown copyright 2009 john wiley sons ltd

statistics of nonlinear stochastic dynamical systems under levy noises by a convolution quadrature approach this paper describes a novel numerical approach to find the statistics of the non stationary response of scalar nonlinear systems excited by levy white noises the proposed numerical procedure relies on the introduction of an integral transform of the wiener hopf type into the equation governing the characteristic function once this equation is rewritten as partial integro differential equation it is then solved by applying the method of convolution quadrature originally proposed by lubich here extended to deal with this particular integral transform the proposed approach is relevant for two reasons 1 statistics of systems with several different drift terms can be handled in an efficient way independently from the kind of white noise 2 the particular form of wiener hopf integral transform and its numerical evaluation both introduced in this study are generalizations of fractional integro differential operators of potential type and grunwald letnikov fractional derivatives respectively

two fully discrete schemes for fractional diffusion and diffusion wave equations with nonsmooth data we consider initial boundary value problems for the subdiffusion and diffusion wave equations involving a caputo fractional derivative in time we develop two fully discrete schemes based on the piecewise linear galerkin finite element method in space and convolution quadrature in time with the generating function given by the backward euler method second order backward difference method and establish error estimates optimal with respect to the regularity of problem data these two schemes are first and second order accurate in time for both smooth and nonsmooth data extensive numerical experiments for two dimensional problems confirm the convergence analysis and robustness of the schemes with respect to data regularity

a new physiological boundary condition for hemodynamics we propose a new physiologically based outflow boundary condition for hemodynamics under general transient regimes this is in contrast to previous studies that impose restrictions of temporal periodicity the new condition is analyzed and its numerical implementation is discussed in detail we show that existing impedance boundary conditions can be viewed as numerical approximations of the new condition our study provides a partial justification for using some of these existing conditions beyond the periodic problems for which they were designed moreover the new condition has better stability properties the theoretical results are illustrated by numerical experiments pertaining to cerebral blood flow

lie symmetries nonlinear equations of motion and new ermakov systems it is shown that a lagrangian of the form l 1 1 rho 2 omega 2 t rho 2 g t f k t rho said to be in factored form yields an equation of motion that is equivalent to the most general equation derivable via noether s theorem from the unfactored lagrangian l 1 2 rho 2 p rho t in view of this equivalence the theory of extended lie groups is applied to the factored nonlinear equation of motion p omega 2 t rho g t f k t rho to obtain its lie symmetries the latter are obtained when g t and k t initially arbitrary are determined in terms of a function x t which satisfies the auxiliary equation x omega 2 t x k x3 it is then possible with the auxiliary equation and the equation of motion to form a coupled pair of nonlinear equations an ermakov system whose first integral is not invariant under the action of the symmetry group in contrast to previous ermakov systems

an analysis of the rayleigh stokes problem for a generalized second grade fluid we study the rayleigh stokes problem for a generalized second grade fluid which involves a riemann liouville fractional derivative in time and present an analysis of the problem in the continuous space semidiscrete and fully discrete formulations we establish the sobolev regularity of the homogeneous problem for both smooth and nonsmooth initial data v v including v in l 2 omega v l2 a space semidiscrete galerkin scheme using continuous piecewise linear finite elements is developed and optimal with respect to initial data regularity error estimates for the finite element approximations are derived further two fully discrete schemes based on the backward euler method and second order backward difference method and the related convolution quadrature are developed and optimal error estimates are derived for the fully discrete approximations for both smooth and nonsmooth initial data numerical results for one and two dimensional examples with smooth and nonsmooth initial data are presented to illustrate the efficiency of the method and to verify the convergence theory

nonlinear superposition higher order nonlinear equations and classical linear invariants we find a class of nonlinear ordinary differential equations in of any order m 2 whose solutions are given by the nonlinear superposition law t x t r d t dt where dmr d m f r r and x t satisfies a special self adjoint linear equation of order m the coefficients of the self adjoint equation in x which are identical to those of the nonlinear equations in can be deduced from the well known invariants of the classical theory of linear differential equations

a numerical method for a partial integro differential equation a method is considered for the integration in time of a partial integro differential equation the discretization technique employed is patterned after an idea of ch lubich error bounds are derived for both smooth and nonsmooth initial data

invariants for the time dependent harmonic oscillator i two equivalent families of linear invariants and two equivalent families of quadratic invariants are obtained for a harmonic oscillator with variable mass or with variable frequency explicit formulae are obtained for the linear and quadratic invariants in the case of a damped oscillator and the hamiltonian is seen as a special quadratic invariant

on the discretization in time for a parabolic integrodifferential equation with a weakly singular kernel ii nonsmooth initial data abstract backward euler methods are considered for a parabolic integrodifferential equation with a memory term containing a weakly singular kernel the integral term is treated by means of a convolution quadrature suggested by lubich some results from lubich s discretized fractional calculus play a crucial role in error analyses the stability and convergence properties of the time discretizations are derived and are applied to the semidiscrete equations built by the galerkin finite element methods in the space variables

element by element a posteriori error estimation and improvement of stress solutions for two dimensional elastic problems a quantitative method of a posteriori error estimation based on finite element solutions is developed the proposed method can estimate the error of solutions obtained by the finite element method for two dimensional elastic problems with 4 node elements since the error is estimated element by element the proposed method does not require a large memory or long computing time not only rectangular elements but also arbitrarily shaped 4 node elements can be used in this method for estimating the error in the finite element computation with high accuracy the finite element solutions are improved by adding the estimated errors onto the original solutions the proposed method can be utilized for any type of linear problem if an isoparametric finite element method is used

on the multistep time discretization of linear initial boundary value problems and their boundary integral equations convergence estimates in terms of the data are shown for multistep methods applied to non homogeneous linear initial boundary value problems similar error bounds are derived for a new class of time discrete and fully discrete approximation schemes for boundary integral equations of such problems e g for the single layer potential equation of the wave equation in both cases the results are obtained from convergence and stability estimates for operational quadrature approximations of convolutions these estimates which are also proved here depend on bounds of the laplace transform of the distributional convolution kernel outside the stability region scaled by the time stepsize and on the smoothness of the data

toward a universal h p adaptive finite element strategy part 2 a posteriori error estimation abstract in this second paper of the series on h p adaptive finite element methods we present five different techniques for a posteriori error estimation of h p methods for linear elliptic boundary value problems the techniques are referred to as the residual estimation method the duality method the subdomain residual method a method based on interpolation theory and a post processing method the present study examines the theory and behavior of such techniques applied specifically to h p adaptive finite element methods several numerical examples illustrate the efficiency of the methods

laplace transforms for approximation of highly oscillatory volterra integral equations of the first kind abstract this paper focuses on laplace and inverse laplace transforms for approximation of volterra integral equations of the first kind with highly oscillatory bessel kernels where the explicit formulae for the solution of the first kind integral equations are derived from which the integral equations can also be efficiently calculated by the clenshaw curtis filon type methods furthermore by applying the asymptotics of the solution some simpler formulas for approximating the solution for large values of the parameters are deduced preliminary numerical results are presented based on the approximate formulae and the explicit formulae which are compared with the convolution quadrature and numerical inverse laplace transform methods all these methods share that the costs the same independent of large values of frequencies

on the quadrature error in operational quadrature methods for convolutions we analyze the quadrature error associated with operational quadrature methods for convolution equations the assumptions are that the convolution kernel is inl 1 and that its laplace transform is analytic and bounded in an obtuse sector of the complex plane under these circumstances the laplace transform has a slow variation property which admits a fourier analysis of the quadrature error we provide generall p error estimates assuming suitable smoothness conditions on the function under convolution

ermakov systems velocity dependent potentials and nonlinear superposition we derive new ermakov systems with velocity dependent potentials the extended ermakov system presented contains all known one dimensional cases and many new systems these ermakov systems lead to a nonlinear superposition law for the solutions

runge kutta convolution quadrature methods for well posed equations with memory runge kutta based convolution quadrature methods for abstract well posed linear and homogeneous volterra equations non necessarily of sectorial type are developed a general representation of the numerical solution in terms of the continuous one is given the error and stability analysis is based on this representation which for the particular case of the backward euler method also shows that the numerical solution inherits some interesting qualitative properties such as positivity of the exact solution numerical illustrations are provided

operational quadrature methods for wiener hopf integral equations we study the numerical solution of wiener hopf integral equations by a class of quadrature methods which lead to discrete wiener hopf equations with quadrature weights constructed from the fourier transform of the kernel or rather from the laplace transforms of the kernel halves as the analytical theory of wiener hopf equations is likewise based on the fourier transform of the kernel this approach enables us to obtain results on solvability and stability and error estimates for the discretization the discrete wiener hopf equations are solved by using an approximate wiener hopf factorization obtained with fft numerical experiments with the milne equation of radiative transfer are included

linear invariants of a time dependent quantal oscillator explicitly time dependent invariants linear in x and p are found to simplify the solution of the schrodinger equation with oscillator type hamiltonian as an example exact dynamics is obtained of the time dependent quantal oscillator with damping and subject to external force the invariant and hence the solution of the schrodinger equation involve only the amplitude of the classical damped oscillator the identity of our solution with a recently obtained result is illustrated a digressive remark on quadratic invariants and the dirac operator formalism is added

a new space time energetic formulation for wave propagation analysis in layered media by bems in this paper considering a dirichlet neumann problem for 1d wave propagation analysis in layered media reformulated in terms of boundary integral equations we compare two classical weak formulations for the boundary element method with a new space time energetic formulation continuity and coerciveness of the bilinear form corresponding to this last formulation are proved several numerical results will be presented pointing out the numerical properties of the derived linear systems instability phenomena arising using one of the classical techniques can be prevented choosing suitable time steps in the discretization phase of course with a higher computational cost with respect to the new procedure which appears to be unconditionally stable copyright 2008 john wiley sons ltd

a posteriori error estimation for standard finite element analysis a new residual type estimator based on projections of the error on subspaces of locally supported functions is presented the estimator is defined by a standard element by element refinement first an approximation of the energy norm of the error is obtained solving local problems with homogeneous dirichlet boundary conditions a later enrichment of the estimation is performed by adding the contributions of projections on a new family of subspaces this estimate is a lower bound of the measure of the actual error the estimator does not need to approximate local boundary conditions for the error equation therefore computation of flux jumps is not necessary moreover the estimator can be applied in mixed meshes containing elements of different shapes and its implementation in a standard finite element code is straightforward the presented results show the effectiveness of the estimator approximating both the distribution and the global measure of the error as well as its usefulness in adaptive procedures

wave propagation in a simplified modelled poroelastic continuum fundamental solutions and a time domain boundary element formulation in finite element formulations for poroelastic continua a representation of biot s theory using the unknowns solid displacement and pore pressure is preferred such a formulation is possible either for quasi static problems or for dynamic problems if the inertia effects of the fluid are neglected contrary to these formulations a boundary element method bem for the general case of biot s theory in time domain has been published wave propagation in viscoelastic and poroelastic continua a boundary element approach lecture notes in applied mechanics springer berlin heidelberg new york 2001 if the advantages of both methods are required it is common practice to couple both methods however for such a coupled fe be procedure a bem for the simplified dynamic biot theory as used in fem must be developed therefore here the fundamental solutions as well as a be time stepping procedure is presented for the simplified dynamic theory where the inertia effects of the fluid are neglected further a semi analytical one dimensional solution is presented to check the proposed be formulation finally wave propagation problems are studied using either the complete biot theory as well as the simplified theory these examples show that no significant differences occur for the selected material copyright 2005 john wiley sons ltd

implicit runge kutta methods for the discretization of time domain integral equations implicit runge kutta based schemes are proposed for solving the time domain integral equations of electromagnetic theory the proposed technique maps a laplace domain equation to a domain equation using the butcher tableau of the implicit runge kutta scheme a discrete time domain system is recovered by computing the inverse transform numerically the resulting technique is capable of third or fifth order accuracy in time and is stable independent of time step numerical results illustrate the accuracy and stability of the technique

uniform error estimates of operational quadrature methods for nonlinear convolution equations on the half line we study uniform error estimates of operational quadrature methods for nonlinear convolution equations on the half line equations of this kind arise in control engineering and diffusion problems the essential ingredients are the stability of the operational quadrature method in an l2 setting which is inherited from the continuous equation by its very construction and a theorem that says that the behavior of the linearized equations is the same in all lp spaces i p oo

an algorithm for approximate solutions to weakly filtered synchronous control systems and nonlinear renewal processes a multi time perturbation algorithm is derived to study certain synchronous control systems and nonlinear renewal processes the new methods presented here study singular perturbation problems for nonlinear volterra integro differential equations whose kernels are close to the dirac delta function the algorithm provides useful approximate solutions to weakly filtered phase locked loop circuits and to nonlinear renewal equations describing certain population dynamics

effects of material gradients on transient dynamic mode iii stress intensity factors in a fgm abstract this paper presents a transient dynamic crack analysis for a functionally graded material fgm by using a hypersingular time domain boundary integral equation method the spatial variations of the material parameters of the fgm are described by an exponential law a numerical solution procedure is developed for solving the hypersingular time domain traction bie to avoid the use of time dependent green s functions which are not available for general fgm a convolution quadrature formula is adopted for approximating the temporal convolution while a galerkin method is applied for the spatial discretization of the hypersingular time domain traction bie numerical results for the transient dynamic stress intensity factors for a finite crack in an infinite and linear elastic fgm subjected to an impact anti plane crack face loading are presented and discussed the effects of the material gradients of the fgm on the transient dynamic stress intensity factors and their dynamic overshoot over the corresponding static stress intensity factors are analyzed

diffraction of waves on square lattice by semi infinite crack in this paper a discrete analogue of sommerfeld half plane diffraction is investigated the two dimensional problem of diffraction on a square lattice of a plane transverse wave by a semi infinite crack is solved the discrete wiener hopf method has been used to obtain the exact solution of the discrete helmholtz equation with input data prescribed on the crack boundary sites due to a time harmonic incident wave it is established that there exists a unique saddle point for the diffraction integral and its properties are characterized an asymptotic approximation of the solution in the far field is provided and for some values of the frequency it is compared with the numerical solution of the diffraction problem using a finite grid a low frequency approximation of the solution in integral form recovers the classical continuum solution at sufficiently large frequency in the pass band the effects due to discreteness and anisotropy appear the analysis is relevant to a 5 point discretization bas

time dependent potentials associated with exceptional orthogonal polynomials we introduce a method for generating rational extensions of time dependent potentials such that the associated schrodinger equation admits solutions in terms of exceptional orthogonal polynomials our method is applicable to position dependent schrodinger equations as well as to their conventional counterparts for constant mass

time domain boundary integral equation modeling of heat transmission problems this paper investigates the numerical modeling of a time dependent heat transmission problem by the convolution quadrature boundary element method it introduces the latest theoretical development into the error analysis of the numerical scheme semigroup theory is applied to obtain stability in the spatially semidiscrete scheme functional calculus is employed to yield convergence in the fully discrete scheme we compare the results to a more traditional laplace domain approach

weighted l1 paley wiener theorem with applications to stability of the linear multi step methods for volterra equations in hilbert spaces abstract we study the weighted l 1 paley wiener theorem with applications to stability of the linear multi step time discretization for a linear volterra equation of scalar type in a hilbert space the results extend to weighted l 1 stability some recent l 1 stability theorem due to the author numer math 109 2008 571 595 our theoretical results are applied to investigate the asymptotic behavior as t n of the numerical solutions of certain integro differential equations in hilbert space

an exact invariant for a class of time dependent anharmonic oscillators with cubic anharmonicity an exact invariant is constructed for a class of time dependent anharmonic oscillators using the method of the lie theory of extended groups the presence of the anharmonic term imposes a constraint on the nature of the time dependence for a subclass it is possible to obtain an energy like integral and a condition under which the motion is bounded

convolution quadrature and discretized operational calculus ii operational quadrature rules are applied to problems in numerical integration and the numerical solution of integral equations singular integrals power and logarithmic singularities finite part integrals multiple timescale convolution volterra integral equations wiener hopf integral equations frequency domain conditions which determine the stability of such equations can be carried over to the discretization

ermakov and non ermakov systems in quantum dissipative models via the hydrodynamical formulation of quantum mechanics a unified protocol to treat the quantum time dependent harmonic oscillator with friction is presented described by two different models an explicitly time dependent linear schrodinger equation caldirola kanai model and a logarithmic nonlinear schrodinger equation kostin model for the former model an ermakov system that makes it possible to obtain an invariant of ermakov lewis type is derived for the latter model a non ermakov system is derived instead and it is shown that neither an exact nor an approximate invariant of ermakov lewis type exists

validation of a posteriori error estimators by numerical approach abstract a numerical methodology which determines the quality or robustness of a posteriori error estimators is described the methodology accounts precisely for the factors which affect the quality of error estimators for finite element solutions of linear elliptic problems namely the local geometry of the grid and the structure of the solution the methodology can be employed to check the robustness of any estimator for the complex grids which are used in engineering computations

on accurate product integration rules for linear fractional differential equations this paper addresses the numerical solution of linear fractional differential equations with a forcing term competitive and highly accurate product integration rules are derived by starting from an equivalent formulation in terms of a volterra integral equation with a generalized mittag leffler function in the kernel the error analysis is reported and aspects related to the computational complexity are treated numerical tests confirming the theoretical findings are presented

invariants for dissipative nonlinear systems by using rescaling a rescaling transformation of space and time is introduced in the study of nonlinear dissipative systems that are described by a second order differential equation with a friction term proportional to the velocity t v the transformation is of the form x t where x c t t d dt a2 t this rescaling is used to find each potential for which there exists an exact invariant quadratic in the velocity and to find the invariant the invariants are found explicitly for a power law potential t xm 1 m 1 and an arbitrary coefficient of friction t we show in an example how the rescaling transformation can be chosen to give an asymptotic solution of the equation in cases where the exact invariant does not exist for certain parameters the asymptotic solution is a self similar solution that is an attractor for all initial conditions the technique of applying a rescaling transformation has been useful in other problems and may have additional practical applications

potential evaluation in space time bie formulations of 2d wave equation problems in this paper we examine the computation of the potential generated by space time bie representations associated with dirichlet and neumann problems for the 2d wave equation in particular we consider the efficient evaluation of the convolution time integral that appears in the potential representation for this we propose two simple quadrature rules which appear more efficient than the currently used ones both are of gaussian type the classical gauss jacobi quadrature rule in the case of a dirichlet problem and the classical gauss radau quadrature rule in the case of a neumann problem both of them give very accurate results by using a few quadrature nodes as long as the potential is evaluated at a point not very close to the boundary of the pde problem domain to deal with this latter case we propose an alternative rule which is defined by a proper combination of a gauss legendre formula with one of product type the latter having only 5 nodes the proposed quadrature formulas are compared with the second order bdf lubich convolution quadrature formula and with two higher order lubich formulas of runge kutta type an extensive numerical testing is presented this shows that the new proposed approach is very competitive from both the accuracy and efficiency points of view

a variational method for finite element stress recovery and error estimation abstract a variational method for obtaining smoothed stresses from a finite element derived non smooth stress field is presented the method is based on minimizing a functional involving discrete least squares error plus a penalty constraint that ensures smoothness of the stress field an equivalent accuracy criterion is developed for the smoothing analysis which results in a c1 continuous smoothed stress field possessing the same order of accuracy as that found at the superconvergent optimal stress points of the original finite element analysis application of the smoothing analysis to residual error estimation is also demonstrated

an energy approach to space time galerkin bem for wave propagation problems in this paper we consider dirichlet or neumann wave propagation problems reformulated in terms of boundary integral equations with retarded potential starting from a natural energy identity a space time weak formulation for 1d integral problems is briefly introduced and continuity and coerciveness properties of the related bilinear form are proved then a theoretical analysis of an extension of the introduced formulation for 2d problems is proposed pointing out the novelty with respect to existing literature results at last various numerical simulations will be presented and discussed showing unconditional stability of the space time galerkin boundary element method applied to the energetic weak problem copyright 2009 john wiley sons ltd

solutions to the discrete airy equation application to parabolic equation calculations in the case of the equidistant discretization of the airy differential equation discrete airy equation the exact solution can be found explicitly this fact is used to derive a discrete transparent boundary condition tbc for a schrodinger type equation with linear varying potential which can be used in parabolic equation simulations in underwater acoustics and for radar propagation in the troposphere we propose different strategies for the discrete tbc and show an efficient implementation finally a stability proof for the resulting scheme is given a numerical example in the application to underwater acoustics shows the superiority of the new discrete tbc

time discretization of fractional subdiffusion equations via fractional resolvent operators abstract in this work we study time discretization of subdiffusion equations that is fractional differential equations of order 0 1 assuming that a is the generator of a fractional resolvent family s t t 0 which allows to write the solution to the subdiffusion equation t u t a u t f t as a variation of constants formula we find an interesting connection between s t t 0 and a discrete resolvent family s n n n and then by using the properties of s t t 0 we study the existence of solutions to the discrete subdiffusion equation c u n a u n f n n n where based on the backward euler method for a 0 given c u n is an approximation of t u t at time t n n we study simultaneously the fractional derivative in the caputo and riemann liouville sense we also provide error estimates and some experiments to illustrate the results

exact invariants for a class of time dependent nonlinear hamiltonian systems a method of generalizing a class of invariants for a time dependent linear oscillator is developed for the motion of a mass point in one dimension with a general time dependent nonlinear potential formulas are derived for the allowable time dependent potentials and for the corresponding invariants the method by which these conclusions are reached is interesting theoretically and is explained in detail

uniform error estimates of galerkin methods for monotone abel volterra integral equations on the half line we consider galerkin methods for monotone abel volterra integral equations of the second kind on the half line the l2 theory follows from kolodner s theory of monotone hammerstein equations we derive the loo theory from the l2 theory by relating the l2and loo spectra of operators of the form x b ax to one another here denotes convolution and b e l1 and a e loo as an extra condition we need b t o t a 1 with a 0 we also prove the discrete analogue in particular we verify that the galerkin matrix satisfies the discrete conditions

runge kutta convolution quadrature for the boundary element method abstract time domain boundary element formulations can be established either directly in time domain or via laplace or fourier domain somewhere in between are the convolution quadrature based boundary element formulations which utilize the laplace domain fundamental solution but establish a time stepping procedure up to now in applications mostly backward differential formulas of second order are used as the underlying multistep method however in recent mathematical literature also runge kutta methods have been applied here the use of runge kutta methods is explained in detail and some numerical studies are given in these studies the backward difference based procedures are compared to runge kutta methods for a non smooth problem an l 2 norm of the error is used as the basis of comparison the convergence of which is investigated theoretically as well the results confirm that the usage of the new techniques is preferable with regard to less numerical oscillations in the solution and better representation of wave fronts

an analysis of the modified l1 scheme for time fractional partial differential equations with nonsmooth data we introduce a modified l1 scheme for solving time fractional partial differential equations and obtain error estimates for smooth and nonsmooth initial data in both homogeneous and inhomogeneous c

systems based decomposition schemes for the approximate solution of multi term fractional differential equations we give a comparison of the efficiency of three alternative decomposition schemes for the approximate solution of multi term fractional differential equations using the caputo form of the fractional derivative the schemes we compare are based on conversion of the original problem into a system of equations we review alternative approaches and consider how the most appropriate numerical scheme may be chosen to solve a particular equation

long time behavior of the two grid finite element method for fully discrete semilinear evolution equations with positive memory abstract based on two grid discretizations two fully discrete finite element algorithms for semilinear parabolic integro differential equations with positive memory are proposed with the backward euler scheme for the temporal discretization the basic idea of the space two grid finite element algorithms is to approximate the semilinear equations on a coarse space grid and to solve the linearized equations on a finer space grid at each time step to further decreases the amount of computational work a space time two grid algorithm based on a coarse space grid with large time stepsize t and a finer space grid with small time stepsize t for the evolutional equations is proposed in this paper the sharp long time stability and error estimates for the standard finite element method the space two grid finite element method and the space time two grid finite element method are derived it is showed that the two grid algorithms long time stability and error estimates are similar to those of the direct resolution of the semilinear problem on a fine grid

strong order of convergence of a fully discrete approximation of a linear stochastic volterra type evolution equation in this paper we investigate a discrete approximation in time and in space of a hilbert space valued stochastic process u t t 0 t satisfying a stochastic linear evolution equation with a positive type memory term driven by an additive gaussian noise the equation can be written in an abstract form as du t 0 b t s au s ds dt dw t 0 t u 0 u0 h where w is a q wiener process on h l d and where the main example of b we consider is given by b t t 1 0 0 such that a has finite trace and that q is bounded from h into d a for some real with 1 1 the discretization is achieved via an implicit euler scheme and a laplace transform convolution quadrature in time parameter t t n and a standard continuous finite element method in space parameter h let un h be the discrete solution at t n t we show that e un h u t 1 2 o h t for any 1 1 2 and 1 1 m kovacs department of mathematics and statistics university of otago po box 56 dunedin 9054 new zealand e mail mkovacs maths otago ac nz j printems laboratoire d analyse et de mathematiques appliquees cnrs umr 8050 61 avenue du general de gaulle universite paris est 94010 creteil france e mail printems u pec fr 2 mihaly kovacs jacques printems

error estimates and adaptive refinement for plate bending problems the zienkiewicz zhu error estimator is shown to be effective in problems of plate flexure when used in conjunction with triangular elements and an adaptive mesh generator allowing a prescribed size of elements to be developed very fast adaptive convergence for results of specified accuracy is achieved

canonical transformations and exact invariants for dissipative systems a simple treatment to the problem of finding exact invariants and related auxiliary equations for time dependent oscillators with friction is presented the treatment is based on the use of a time dependent canonical transformation and an auxiliary transformation

the self equilibration of residuals and complementary a posteriori error estimates in the finite element method it is demonstrated that the residual in a compatible displacement finite element solution can be partitioned into local self equilibrating systems on each element an a posteriori error analysis is then based on a complementary approach and examples indicate that the guaranteed upper bound on the energy of the error is preserved

weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive type memory term abstract in this paper we are interested in the numerical approximation of the marginal distributions of the hilbert space valued solution of a stochastic volterra equation driven by an additive gaussian noise this equation can be written in the abstract ito form as d x t 0 t b t s a x s d s d t d w q t t 0 t x 0 x 0 h where w q is a q wiener process on the hilbert space h and where the time kernel b is the locally integrable potential t 2 1 2 or slightly more general the operator a is unbounded linear self adjoint and positive on h our main assumption concerning the noise term is that a 1 2 q 1 2 is a hilbert schmidt operator on h for some 0 1 the numerical approximation is achieved via a standard continuous finite element method in space parameter h and an implicit euler scheme and a laplace convolution quadrature in time parameter t t n we show that for h r twice continuously differentiable test function with bounded second derivative e x h n e x t c ln t h 2 t t h 2 for any 0 1 this is essentially twice the rate of strong convergence under the same regularity assumption on the noise

nonsmooth data error estimates for approximations of an evolution equation with a positive type memory term we study the numerical approximation of an integro differential equation which is intermediate between the heat and wave equations the proposed discretization uses convolution quadrature based on the first and second order backward difference methods in time and piecewise linear finite elements in space optimal order error bounds in terms of the initial data and the inhomogeneity are shown for positive times without assumptions of spatial regularity of the data

application of the zienkiewicz zhu error estimator for plate and shell analysis the global error in energy norm is computed by summing all the elemental errors the method is well suited for adaptive mesh refinement as the error contribution for each element is known demonstration examples using uniform and adaptive refinement schemes for both the plate and shell analysis show the effectiveness of the method proposed

a fully discrete bem fem scheme for transient acoustic waves abstract we study a symmetric bem fem coupling scheme for the scattering of transient acoustic waves by bounded inhomogeneous anisotropic obstacles in a homogeneous field an incident wave in free space interacts with the obstacles and produces a combination of transmission and scattering the transmitted part of the wave is discretized in space by finite elements while the scattered wave is reduced to two fields defined on the boundary of the obstacles and is discretized in space with boundary elements we choose a coupling formulation that leads to a symmetric system of integro differential equations the retarded boundary integral equations are discretized in time by convolution quadrature and the interior field is discretized in time with the trapezoidal rule we show that the scattering problem generates a c 0 group of isometries in a hilbert space and use associated estimates to derive stability and convergence results we provide numerical experiments and simulations to validate our results and demonstrate the flexibility of the method

analysis of a temporal discretization for a semilinear fractional diffusion equation abstract this paper considers a temporal discretization of a semilinear fractional diffusion equation with nonsmooth initial data with appropriately graded temporal grids first order temporal accuracy in the norm of l 2 0 t l 2 is derived by a new discrete gronwall s inequality and then first order temporal accuracy in the norm of l 0 t l 2 is established for 1 2 1 finally numerical results are provided to verify the theoretical results

dynamics of structures coupled with elastic media a review of numerical models and methods abstract this paper reviews issues and developments in the field of structure environment interaction problems in which the environment is an elastic body possibly unbounded it covers in particular the fields of soil structure interaction ground borne noise and vibration emitted by transportation systems and wave diffraction by obstacles in an elastic medium the general setting for a linear bounded structure coupled to an unbounded linear environment through a bounded interface is first recalled and the domain decomposition technique classically used for its description is put up extensions for the cases of nonlinear structure and uncertain environment are then discussed finally the ongoing research in the fields of unbounded interface moving interface and multiple interfaces are reviewed and summarized

boundary integral solvers for an evolutionary exterior stokes problem this paper proposes and analyzes a full discretization of the exterior transient stokes problem with dirichlet boundary conditions the method is based on a single layer boundary integral representation using galerkin semidiscretization in the space variables and multistep convolution quadrature in time convergence estimates are based on a laplace domain analysis which translates into a detailed study of the exterior brinkman problem some numerical experiments are provided

fractional linear multistep methods for abel volterra integral equations of the second kind fractional powers of linear multistep methods are suggested for the numerical solution of weakly singular volterra integral equations the proposed methods are convergent of the order of the underlying multistep method also in the generic case of solutions which are not smooth at the origin the stability properties stability region a stability a a stability are closely related to those of the underlying linear multistep method