We describe a method for the numerical evaluation of the angular prolate spheroidal wave functions of the first kind of order zero. It is based on the observation that underlies the WKB method, namely that many second order differential equations admit solutions whose logarithms can be represented much more efficiently than the solutions themselves. However, rather than exploiting this fact to construct asymptotic expansions of the prolate spheroidal wave functions, our algorithm operates by numerically solving the Riccati equation satisfied by their logarithms. Its running time grows much more slowly with bandlimit and characteristic exponent than standard algorithms. We illustrate this and other properties of our algorithm with numerical experiments.
We prove upper and lower bounds on the minimal spherical dispersion, improving upon previous estimates obtained by Rote and Tichy [Spherical dispersion with an application to polygonal approximation of curves, Anz. \"Osterreich. Akad. Wiss. Math.-Natur. Kl. 132 (1995), 3--10]. In particular, we see that the inverse $N(\varepsilon,d)$ of the minimal spherical dispersion is, for fixed $\varepsilon>0$, linear in the dimension $d$ of the ambient space. We also derive upper and lower bounds on the expected dispersion for points chosen independently and uniformly at random from the Euclidean unit sphere. In terms of the corresponding inverse $\widetilde{N}(\varepsilon,d)$, our bounds are optimal with respect to the dependence on $\varepsilon$.
We couple the L1 discretization for Caputo derivative in time with spectral Galerkin method in space to devise a scheme that solves quasilinear subdiffusion equations. Both the diffusivity and the source are allowed to be nonlinear functions of the solution. We prove method's stability and convergence with spectral accuracy in space. The temporal order depends on solution's regularity in time. Further, we support our results with numerical simulations that utilize parallelism for spatial discretization. Moreover, as a side result we find asymptotic exact values of error constants along with their remainders for discretizations of Caputo derivative and fractional integrals. These constants are the smallest possible which improves the previously established results from the literature.
In numerical linear algebra, a well-established practice is to choose a norm that exploits the structure of the problem at hand in order to optimize accuracy or computational complexity. In numerical polynomial algebra, a single norm (attributed to Weyl) dominates the literature. This article initiates the use of $L_p$ norms for numerical algebraic geometry, with an emphasis on $L_{\infty}$. This classical idea yields strong improvements in the analysis of the number of steps performed by numerous iterative algorithms. In particular, we exhibit three algorithms where, despite the complexity of computing $L_{\infty}$-norm, the use of $L_p$-norms substantially reduces computational complexity: a subdivision-based algorithm in real algebraic geometry for computing the homology of semialgebraic sets, a well-known meshing algorithm in computational geometry, and the computation of zeros of systems of complex quadratic polynomials (a particular case of Smale's 17th problem).
In this paper, we investigate the energy minimization model of the ensemble Kohn-Sham density functional theory for metallic systems, in which a pseudo-eigenvalue matrix and a general smearing approach are involved. We study the invariance and the existence of the minimizer of the energy functional. We propose an adaptive double step size strategy and the corresponding preconditioned conjugate gradient methods for solving the energy minimization model. Under some mild but reasonable assumptions, we prove the global convergence of our algorithms. Numerical experiments show that our algorithms are efficient, especially for large scale metallic systems. In particular, our algorithms produce convergent numerical approximations for some metallic systems, for which the traditional self-consistent field iterations fail to converge.
A numerical algorithm is presented to solve a benchmark problem proposed by Hemker. The algorithm incorporates asymptotic information into the design of appropriate piecewise-uniform Shishkin meshes. Moreover, different co-ordinate systems are utilized due to the different geometries and associated layer structures that are involved in this problem. Numerical results are presented to demonstrate the effectiveness of the proposed numerical algorithm.
The numerical analysis of causal fermion systems is advanced by employing differentiable programming methods. The causal action principle for weighted counting measures is introduced for general values of the integer parameters $f$ (the particle number), $n$ (the spin dimension) and $m$ (the number of spacetime points). In the case $n=1$, the causal relations are clarified geometrically in terms of causal cones. Discrete Dirac spheres are introduced as candidates for minimizers for large $m$ in the cases $n=1, f=2$ and $n=2, f=4$. We provide a thorough numerical analysis of the causal action principle for weighted counting measures for large $m$ in the cases $n=1,2$ and $f=2,3,4$. Our numerical findings corroborate that all minimizers for large $m$ are good approximations of the discrete Dirac spheres. In the example $n=1, f=3$ it is explained how numerical minimizers can be visualized by projected spacetime plots. Methods and prospects are discussed to numerically investigate settings in which hitherto no analytic candidates for minimizers are known.
The asymptotic stable region and long-time decay rate of solutions to linear homogeneous Caputo time fractional ordinary differential equations (F-ODEs) are known to be completely determined by the eigenvalues of the coefficient matrix. Very different from the exponential decay of solutions to classical ODEs, solutions of F-ODEs decay only polynomially, leading to the so-called Mittag-Leffler stability, which was already extended to semi-linear F-ODEs with small perturbations. This work is mainly devoted to the qualitative analysis of the long-time behavior of numerical solutions. By applying the singularity analysis of generating functions developed by Flajolet and Odlyzko (SIAM J. Disc. Math. 3 (1990), 216-240), we are able to prove that both $\mathcal{L}$1 scheme and strong $A$-stable fractional linear multistep methods (F-LMMs) can preserve the numerical Mittag-Leffler stability for linear homogeneous F-ODEs exactly as in the continuous case. Through an improved estimate of the discrete fractional resolvent operator, we show that strong $A$-stable F-LMMs are also Mittag-Leffler stable for semi-linear F-ODEs under small perturbations. For the numerical schemes based on $\alpha$-difference approximation to Caputo derivative, we establish the Mittag-Leffler stability for semi-linear problems by making use of properties of the Poisson transformation and the decay rate of the continuous fractional resolvent operator. Numerical experiments are presented for several typical time fractional evolutional equations, including time fractional sub-diffusion equations, fractional linear system and semi-linear F-ODEs. All the numerical results exhibit the typical long-time polynomial decay rate, which is fully consistent with our theoretical predictions.
We present an algorithm for the numerical solution of ordinary differential equations by random enumeration of the Butcher trees used in the implementation of the Runge-Kutta method. Our Monte Carlo scheme allows for the direct numerical evaluation of an ODE solution at any given time within a certain interval, without iteration through multiple time steps. In particular, this approach does not involve a discretization step size, and it does not require the truncation of Taylor series.
Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large errors in the solutions. We specify conditions under which approximations are well behaved in the sense of minimizers, stationary points, and level-sets and this leads to a framework of consistent approximations. The framework is developed for a broad class of composite problems, which are neither convex nor smooth. We demonstrate the framework using examples from stochastic optimization, neural-network based machine learning, distributionally robust optimization, penalty and augmented Lagrangian methods, interior-point methods, homotopy methods, smoothing methods, extended nonlinear programming, difference-of-convex programming, and multi-objective optimization. An enhanced proximal method illustrates the algorithmic possibilities. A quantitative analysis supplements the development by furnishing rates of convergence.
In warehouses, order picking is known to be the most labor-intensive and costly task in which the employees account for a large part of the warehouse performance. Hence, many approaches exist, that optimize the order picking process based on diverse economic criteria. However, most of these approaches focus on a single economic objective at once and disregard ergonomic criteria in their optimization. Further, the influence of the placement of the items to be picked is underestimated and accordingly, too little attention is paid to the interdependence of these two problems. In this work, we aim at optimizing the storage assignment and the order picking problem within mezzanine warehouse with regards to their reciprocal influence. We propose a customized version of the Non-dominated Sorting Genetic Algorithm II (NSGA-II) for optimizing the storage assignment problem as well as an Ant Colony Optimization (ACO) algorithm for optimizing the order picking problem. Both algorithms incorporate multiple economic and ergonomic constraints simultaneously. Furthermore, the algorithms incorporate knowledge about the interdependence between both problems, aiming to improve the overall warehouse performance. Our evaluation results show that our proposed algorithms return better storage assignments and order pick routes compared to commonly used techniques for the following quality indicators for comparing Pareto fronts: Coverage, Generational Distance, Euclidian Distance, Pareto Front Size, and Inverted Generational Distance. Additionally, the evaluation regarding the interaction of both algorithms shows a better performance when combining both proposed algorithms.