We propose and analyze an exponentially convergent numerical method for solving differential equations with right-hand fractional Riemann–Liouville derivative and unbounded operator coefficient in Banach spaces. We use a representation of the solution in the form of the Danford–Cauchy integral on a hyperbola that covers the spectrum of the operator coefficient with subsequent application of the exponentially convergent quadrature. To this end, we choose the parameters of the hyperbola in order to guarantee the possibility of analytic extension of the integrand in a strip containing the real axis and then apply the Sinc-quadrature. We prove the exponential accuracy of the method and present a numerical example that confirms the obtained a priori estimate.

We propose and analyze an efficient discretization of the Mittag-Leffler operator function E_1+α(-At^1+α)=∑_K=0^∞(-At^1+α)^K/Γ(1+K(1+α)), where A is a self-adjoint positive-definite operator. This function has a broad field of applications. Thus, it specifies a solution operator for the evolutionary problem ∂tu + ∂t−𝛼 Au = 0, t > 0, u(0) = u0, that includes a spatial operator A and its fractional time derivative of order 𝛼 (in the Riemann–Liouville sense), i.e., u(t) = E1+𝛼(−At1+𝛼)u0. We apply the method of Cayley transform, which allows us to recursively separate the variables and represent the Mittag-Leffler function in the form of an infinite series of products of the Laguerre–Cayley functions with respect to the time variable (i.e., polynomials in t1+𝛼) and the powers of Cayley transform for the spatial operator. The approximate representation has the form of a truncated series with N terms. We estimate the accuracy of the N-term approximation scheme depending on 𝛼 and N.

УДК 519.62, 519.63Запропоновано та проаналiзовано експоненцiально збiжний наближений метод розв’язування диференцiального рiвняння з правосторонньою дробовою похiдною Рiмана – Лiувiлля i необмеженим операторним коефiцiєнтом у банаховому просторi. Застосовано зображення розв’язку за допомогою iнтеграла Данфорда – Кошi по гiперболi, що охоплює спектр операторного коефiцiєнта, з подальшим застосуванням експоненцiально збiжної квадратурної формули. Для цього вибрано параметри гiперболи таким чином, щоб пiдiнтегральна функцiя мала аналiтичне продовження в смугу навколо дiйсної осi, а потiм застосовано Sinc-квадратуру. Показано експоненцiальну точнiсть методу i наведено числовi розрахунки тестового прикладу, що пiдтверджують апрiорну оцiнку.

The ideas of the method of fictitious domains and homotopy are combined with an aim to reduce the solution of boundary-value problems for multidimensional partial differential equations (PDE) in domains of any shape to an exponentially convergent sequence of PDE in a parallelepiped (or, in the 2D case, in a rectangle). This enables us to decrease the required computer time due to the elimination of the necessity of triangulation of the domain by a grid with N inner nodes (thus, the Delaunay algorithm in the 2D case requires $$ \mathcal{O} $$(N log N) operations).

UDC 517.9; 519.63 The ideas of the fictitious domain method and homotopy are combined with an aim to reduce the solution of boundary-value problems for multidimensional partial differential equations (PDE) in domains of any shape to an exponentially convergent sequence of PDEs in a parallelepiped (in a rectangle, in the 2D case). This allows us to reduce the computational costs due to the elimination of the necessity of triangulation of the domain by a grid with $N$ inner nodes (e.g., the Delaunay algorithm in the 2D case requires ${\mathcal {O}}(N \log{N})$ operations).

Abstract We consider the Dirichlet boundary value problem for linear fractional differential equations with the Riemann–Liouville fractional derivatives. By transforming the boundary value problem to the integral equation, some regularity properties of the exact solution are derived. Based on these properties, the numerical solution of the boundary value problems by a grid method is discussed and weighted estimates considering the boundary effect are obtained. It is shown that the accuracy (the convergence rate) near the boundary is better than inside the domain due to the influence of the Dirichlet boundary condition.

Abstract We represent the solution u ⁢ ( t ) {u(t)} of an initial value problem (IVP) for the first-order differential equation with an operator coefficient as a series using the Cayley transform of the corresponding operator coefficient and the Laguerre polynomials. In the case of a boundary value problem (BVP) for the second-order differential equation with an operator coefficient, we represent its solution using the Cayley transform and the Meixner-type polynomials. The approximate solution is the truncated sum of N (the discretization parameter) summands. We give the error estimate of these approximations depending on N and the distance of t to the initial point of the time interval or of the spatial argument x to the boundary of the spatial domain.

We study some resonant equations related to the classical orthogonal polynomials on infinite intervals, i.e., the Hermite and the Laguerre orthogonal polynomials, and propose an algorithm for finding their particular and general solutions in the closed form. This algorithm is especially suitable for the computer-algebra tools, such as Maple. The resonant equations form an essential part of various applications, e.g., of the efficient functional-discrete method for the solution of operator equations and eigenvalue problems. These equations also appear in the context of supersymmetric Casimir operators for the di-spin algebra and in the solution of square operator equations, such as A2u = f (e.g., of the biharmonic equation).

In the present paper we propose and analyze a class of tensor approaches for the efficient numerical solution of a first order differential equation psi'(t) + A psi = f(t) with an unbounded operator coefficient A. These techniques are based on a Laguerre polynomial expansions with coefficients which are powers of the Cayley transform of the operator A. The Cayley transform under consideration is a useful tool to arrive at the following aims: (1) to separate time and spatial variables, (2) to switch from the continuous "rime variable" to "the discrete time variable" and from the study of functions of an unbounded operator to the ones of a bounded operator, (3) to obtain exponentially accurate approximations. In the earlier papers of the authors some approximations on the basis of the Cayley transform and the N-term Laguerre expansions of the accuracy order O(e(-N)) were proposed and justified provided that the initial value is analytical for A. In the present paper we combine the Cayley transform and the Chebyshev-Gauss-Lobatto interpolation and arrive at an approximation of the accuracy order O(e(-N)) without restrictions on the input data. The use of the Laguerre expansion or the Chebyshev-Gauss-Lobatto interpolation allows to separate the time and space variables. The separation of the multidimensional spatial variable can be achieved by the use of low-rank approximation to the Cayley transform of the Laplace-like operator that is spectrally close to A. As a result a quasi-optimal numerical algorithm can be designed.

Most important computational problems nowadays are those related to processing of the large data sets and to numerical solution of the high-dimensional integral-differential equations. These problems arise in numerical modeling in quantum chemistry, material science, and multiparticle dynamics, as well as in machine learning, computer simulation of stochastic processes and many other applications related to big data analysis. Modern tensor numerical methods enable solution of the multidimensional partial differential equations (PDE) in ad by reducing them to one-dimensional calculations. Thus, they allow to avoid the so-called "curse of dimensionality", i.e. exponential growth of the computational complexity in the dimension size d, in the course of numerical solution of high-dimensional problems. At present, both tensor numerical methods and multilinear algebra of big data continue to expand actively to further theoretical and applied research topics. This issue of CMAM is devoted to the recent developments in the theory of tensor numerical methods and their applications in scientific computing and data analysis. Current activities in this emerging field on the effective numerical modeling of temporal and stationary multidimensional PDEs and beyond are presented in the following ten articles, and some future trends are highlighted therein.

Abstract A new algorithm for eigenvalue problems for the fractional Jacobi-type ODE is proposed. The algorithm is based on piecewise approximation of the coefficients of the differential equation with subsequent recursive procedure adapted from some homotopy considerations. As a result, the eigenvalue problem (which is in fact nonlinear) is replaced by a sequence of linear boundary value problems (besides the first one) with a singular linear operator called the exact functional discrete scheme (EFDS). A finite subsequence of m terms, called truncated functional discrete scheme (TFDS), is the basis for our algorithm. The approach provides super-exponential convergence rate as m→∞{m\to\infty}. The eigenpairs can be computed in parallel for all given indexes. The algorithm is based on some recurrence procedures including the basic arithmetical operations with the coefficients of some expansions only. This is an exact symbolic algorithm (ESA) for m=∞{m=\infty} and a truncated symbolic algorithm (TSA) for a finite m. Numerical examples are presented to support the theory.

A new algorithm for the solution of eigenvalue problems for linear operators of the form A = A + B (with a special application to high-order ordinary differential equations) is proposed and justified. The algorithm is based on the approximation of A by an operator \( \overline{A}=A+\overline{B} \) such that the eigenvalue problem for Ā is supposed to be simpler than for A: The algorithm for this eigenvalue problem is based on the homotopy idea and, for a given eigenpair number, recursively computes a sequence of approximate eigenpairs that converges to the exact eigenpair with a superexponential convergence rate. The eigenpairs can be computed in parallel for all prescribed indexes. The case of multiple eigenvalues of the operator Ā is emphasized. Examples of eigenvalue problems for the high-order ordinary differential operators are presented to support the theory.

The book provides a comprehensive introduction to compact finite difference methods for solving boundary value ODEs with high accuracy. The corresponding theory is based on exact difference schemes (E

A new algorithm for eigenvalue problems for linear differential operators with fractional derivatives is proposed and justified. The algorithm is based on the approximation (perturbation) of the coefficients of a part of the differential operator by piecewise constant functions where the eigenvalue problem for the last one is supposed to be simpler than the original one. Another milestone of the algorithm is the homotopy idea which results at the possibility for a given eigenpair number to compute recursively a sequence of the approximate eigenpairs. This sequence converges to the exact eigenpair with a super-exponential convergence rate. The eigenpairs can be computed in parallel for all prescribed indexes. The proposed method possesses the following principal property: its convergence rate increases together with the index of the eigenpair. Numerical examples confirm the theory.

This paper generalizes earlier authors’ results on the analytical approximation of the singularly perturbed boundary problem describing the eigenoscillations of a thin-walled axisymmetric shell. The asymptotic behavior of the eigenmodes at the clamped ends is studied, and a set of trial functions capturing this behavior is constructed to be used in the Ritz method. Illustrative numerical examples demonstrate a fast convergence so that the eigenmodes are accurately approximated in a uniform metric together with their second-, third-, and fourth-order derivatives. The numerical results are validated by comparing them with an asymptotic eigensolution and computations done by the ANSYS codes based on the finite-element method.

Employing the virtual work variational principle and the linear multimodal method for the liquid sloshing in an axisymmetric tank, we study coupled eigenoscillations of a tower and an elevated tank partially filled by a liquid. An emphasis is placed on the case of an upright circular cylindrical tank. Theoretical results are compared with known experimental data.

The necessary and sufficient conditions for stability of abstract difference schemes in Hilbert and Banach spaces are formulated. Contrary to known stability results we give stability conditions for schemes with non-self-adjoint operator coefficients in a Hilbert space and with strongly positive operator coefficients in a Banach space. It is shown that the parameters of the sectorial spectral domain play the crucial role. As an application we consider the Richardson iteration scheme for an operator equation in a Banach space, in particulary the Richardson iteration with precondition for a finite element scheme for a non-selfadjoint operator. The theoretical results are also the basis when using the regularization principle to construct stable difference schemes. For this aim we start from some simple scheme (even unstable) and derive stable schemes by perturbing the initial operator coefficients and by taking into account the stability conditions. Our approach is also valid for schemes with unbounded operator coefficients.

Sloshing of an ideal incompressible liquid in a rigid truncated (tapered) conical tank is considered when the tank performs small-magnitude oscillatory motions with the forcing frequency close to the lowest natural sloshing frequency. The multimodal method, the non-conformal mapping technique and the Moiseev type asymptotics are employed to derive a finite-dimensional system of weakly nonlinear ordinary differential (modal) equations. This modal system is a generalization of that by Gavrilyuk et al 2005 Fluid Dyn. Res. 37 399-429. Using the derived modal equations, we classify the resonant steady-state wave regimes occurring due to horizontal harmonic tank excitations. The frequency ranges are detected where the 'planar' and/or 'swirling' steady-state sloshing are stable as well as a range in which all steady-state wave regimes are not stable and irregular ( chaotic) liquid motions occur is established. The results on the frequency ranges are qualitatively supported by experiments by Matta E 2002 PhD Thesis Politecnico di Torino, Torino.(Some figures may appear in colour only in the online journal)