Quadrature Rule (quadrature + rule)

Distribution by Scientific Domains


Selected Abstracts


An interpolation-based local differential quadrature method to solve partial differential equations using irregularly distributed nodes

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN BIOMEDICAL ENGINEERING, Issue 7 2008
Hang Ma
Abstract To circumvent the constraint in application of the conventional differential quadrature (DQ) method that the solution domain has to be a regular region, an interpolation-based local differential quadrature (LDQ) method is proposed in this paper. Instead of using regular nodes placed on mesh lines in the DQ method (DQM), irregularly distributed nodes are employed in the LDQ method. That is, any spatial derivative at a nodal point is approximated by a linear weighted sum of the functional values of irregularly distributed nodes in the local physical domain. The feature of the new approach lies in the fact that the weighting coefficients are determined by the quadrature rule over the irregularly distributed local supporting nodes with the aid of nodal interpolation techniques developed in the paper. Because of this distinctive feature, the LDQ method can be consistently applied to linear and nonlinear problems and is really a mesh-free method without the limitation in the solution domain of the conventional DQM. The effectiveness and efficiency of the method are validated by two simple numerical examples by solving boundary-value problems of a linear and a nonlinear partial differential equation. Copyright © 2007 John Wiley & Sons, Ltd. [source]


On the BIEM solution for a half-space by Neumann series

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN BIOMEDICAL ENGINEERING, Issue 3 2007
M. Y. Antes
Abstract This paper presents an approach which allows the solution of elastic problems concerning a half-space (half-plane) with cavities by the boundary integral equation methods using Neumann's series. To evaluate the series terms at singular points, the regular representations of singular integrals for the external problems were proven and the regular recurrent relationships for the series terms, which can be calculated by any known quadrature rule, are obtained. The numerical proposed procedure was tested by comparison with known theoretical solution and the method convergence was studied for various depths of a buried cavity. Copyright © 2006 John Wiley & Sons, Ltd. [source]


Hypersingular integral equation method for three-dimensional crack problem in shear mode

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN BIOMEDICAL ENGINEERING, Issue 6 2004
Y. Z. ChenArticle first published online: 19 APR 200
Abstract This paper presents the use of the hypersingular integral equation method for solving the flat crack problem in shear mode. In the method, the crack opening displacement (COD) functions are assumed to be polynomials with several undetermined coefficients. The involved hypersingular integral can be reduced into a repeat integral in a particular polar co-ordinate, and further integrated by a known quadrature rule. This technique considerably reduces the effort of derivation and computation to obtain the final solution. The undetermined coefficients in the COD functions are obtained from an algebraic equation. The stress intensity factors (SIF) along the boundary of the flat crack can then be easily calculated. Numerical examples are given to demonstrate the efficiency of the proposed method. Copyright 2004 John Wiley & Sons, Ltd. [source]


An appropriate quadrature rule for the analysis of plane crack problems in the boundary-element method

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN BIOMEDICAL ENGINEERING, Issue 10 2001
E. E. Theotokoglou
Abstract An hypersingular integral equation of a three-dimensional elastic solid with an embedded planar crack subjected to a uniform stress field at infinity is derived. The solution of the boundary-integral equation is succeeded taking into consideration an appropriate Gauss quadrature rule for finite part integrals which is suitable for the numerical treatment of any plane crack with a smooth-contour shape and permit the fast convergence for the results. The problem of a circular and of an elliptical crack in an infinite body subjected to a uniform stress field at infinity is confronted; and the stress intensity factors are calculated. Copyright © 2001 John Wiley & Sons, Ltd. [source]


A Hermite reproducing kernel approximation for thin-plate analysis with sub-domain stabilized conforming integration

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, Issue 3 2008
Dongdong Wang
Abstract A Hermite reproducing kernel (RK) approximation and a sub-domain stabilized conforming integration (SSCI) are proposed for solving thin-plate problems in which second-order differentiation is involved in the weak form. Although the standard RK approximation can be constructed with an arbitrary order of continuity, the proposed approximation based on both deflection and rotation variables is shown to be more effective in solving plate problems. By imposing the Kirchhoff mode reproducing conditions on deflectional and rotational degrees of freedom simultaneously, it is demonstrated that the minimum normalized support size (coverage) of kernel functions can be significantly reduced. With this proposed approximation, the Galerkin meshfree framework for thin plates is then formulated and the integration constraint for bending exactness is also derived. Subsequently, an SSCI method is developed to achieve the exact pure bending solution as well as to maintain spatial stability. Numerical examples demonstrate that the proposed formulation offers superior convergence rates, accuracy and efficiency, compared with those based on higher-order Gauss quadrature rule. Copyright © 2007 John Wiley & Sons, Ltd. [source]


A generalized dimension-reduction method for multidimensional integration in stochastic mechanics

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, Issue 12 2004
H. Xu
Abstract A new, generalized, multivariate dimension-reduction method is presented for calculating statistical moments of the response of mechanical systems subject to uncertainties in loads, material properties, and geometry. The method involves an additive decomposition of an N -dimensional response function into at most S -dimensional functions, where S,N; an approximation of response moments by moments of input random variables; and a moment-based quadrature rule for numerical integration. A new theorem is presented, which provides a convenient means to represent the Taylor series up to a specific dimension without involving any partial derivatives. A complete proof of the theorem is given using two lemmas, also proved in this paper. The proposed method requires neither the calculation of partial derivatives of response, as in commonly used Taylor expansion/perturbation methods, nor the inversion of random matrices, as in the Neumann expansion method. Eight numerical examples involving elementary mathematical functions and solid-mechanics problems illustrate the proposed method. Results indicate that the multivariate dimension-reduction method generates convergent solutions and provides more accurate estimates of statistical moments or multidimensional integration than existing methods, such as first- and second-order Taylor expansion methods, statistically equivalent solutions, quasi-Monte Carlo simulation, and the fully symmetric interpolatory rule. While the accuracy of the dimension-reduction method is comparable to that of the fourth-order Neumann expansion method, a comparison of CPU time suggests that the former is computationally far more efficient than the latter. Copyright © 2004 John Wiley & Sons, Ltd. [source]


On the spectrum of the electric field integral equation and the convergence of the moment method

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, Issue 1 2001
Karl F. Warnick
Abstract Existing convergence estimates for numerical scattering methods based on boundary integral equations are asymptotic in the limit of vanishing discretization length, and break down as the electrical size of the problem grows. In order to analyse the efficiency and accuracy of numerical methods for the large scattering problems of interest in computational electromagnetics, we study the spectrum of the electric field integral equation (EFIE) for an infinite, conducting strip for both the TM (weakly singular kernel) and TE polarizations (hypersingular kernel). Due to the self-coupling of surface wave modes, the condition number of the discretized integral equation increases as the square root of the electrical size of the strip for both polarizations. From the spectrum of the EFIE, the solution error introduced by discretization of the integral equation can also be estimated. Away from the edge singularities of the solution, the error is second order in the discretization length for low-order bases with exact integration of matrix elements, and is first order if an approximate quadrature rule is employed. Comparison with numerical results demonstrates the validity of these condition number and solution error estimates. The spectral theory offers insights into the behaviour of numerical methods commonly observed in computational electromagnetics. Copyright © 2001 John Wiley & Sons, Ltd. [source]


Radial basis collocation method and quasi-Newton iteration for nonlinear elliptic problems

NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, Issue 3 2008
H.Y. Hu
Abstract This work presents a radial basis collocation method combined with the quasi-Newton iteration method for solving semilinear elliptic partial differential equations. The main result in this study is that there exists an exponential convergence rate in the radial basis collocation discretization and a superlinear convergence rate in the quasi-Newton iteration of the nonlinear partial differential equations. In this work, the numerical error associated with the employed quadrature rule is considered. It is shown that the errors in Sobolev norms for linear elliptic partial differential equations using radial basis collocation method are bounded by the truncation error of the RBF. The combined errors due to radial basis approximation, quadrature rules, and quasi-Newton and Newton iterations are also presented. This result can be extended to finite element or finite difference method combined with any iteration methods discussed in this work. The numerical example demonstrates a good agreement between numerical results and analytical predictions. The numerical results also show that although the convergence rate of order 1.62 of the quasi-Newton iteration scheme is slightly slower than rate of order 2 in the Newton iteration scheme, the former is more stable and less sensitive to the initial guess. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008 [source]


Valuing credit derivatives using Gaussian quadrature: A stochastic volatility framework

THE JOURNAL OF FUTURES MARKETS, Issue 1 2004
Nabil Tahani
This article proposes semi-closed-form solutions to value derivatives on mean reverting assets. A very general mean reverting process for the state variable and two stochastic volatility processes, the square-root process and the Ornstein-Uhlenbeck process, are considered. For both models, semi-closed-form solutions for characteristic functions are derived and then inverted using the Gauss-Laguerre quadrature rule to recover the cumulative probabilities. As benchmarks, European call options are valued within the following frameworks: Black and Scholes (1973) (represents constant volatility and no mean reversion), Longstaff and Schwartz (1995) (represents constant volatility and mean reversion), and Heston (1993) and Zhu (2000) (represent stochastic volatility and no mean reversion). These comparisons show that numerical prices converge rapidly to the exact price. When applied to the general models proposed (represent stochastic volatility and mean reversion), the Gauss-Laguerre rule proves very efficient and very accurate. As applications, pricing formulas for credit spread options, caps, floors, and swaps are derived. It also is shown that even weak mean reversion can have a major impact on option prices. © 2004 Wiley Periodicals, Inc. Jrl Fut Mark 24:3,35, 2004 [source]


DQ-based simulation of weakly nonlinear heat conduction processes

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN BIOMEDICAL ENGINEERING, Issue 11 2008
S. Tomasiello
Abstract In this paper, an explicit form for the numerical solution of problems in the space,time domain by using quadrature rules is proposed. The compact form of the shape functions recently proposed by the author is useful to the scope. Numerical solutions for the time-dependent one-dimensional nonlinear heat conduction problem are calculated by means of the iterative differential quadrature method, a method proposed by the author and based on quadrature rules. The accuracy of the solution and stability analysis show good performance of the approach. Copyright © 2007 John Wiley & Sons, Ltd. [source]


Stability and accuracy of the iterative differential quadrature method

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, Issue 9 2003
Stefania Tomasiello
Abstract In this paper the stability and accuracy of an iterative method based on differential quadrature rules will be discussed. The method has already been proposed by the author in a previous work, where its good performance has been shown. Nevertheless, discussion about stability and accuracy remained open. An answer to this question will be provided in this paper, where the conditional stability of the method will be pointed out, in addition to an examination of the possible errors which arise under certain conditions. The discussion will be preceded by an overview of the method and its foundations, i.e. the differential quadrature rules, and followed by a numerical case which shows how the method behaves when applied to reduce continuous systems to two-degree-of-freedom systems in the non-linear range. In particular, here the case of oscillators coupled in non-linear terms will be treated. The numerical results, used to draw Poincaré maps, will be compared with those obtained by using the Runge,Kutta method with a high precision goal. Copyright © 2003 John Wiley & Sons, Ltd. [source]


On a quadrature algorithm for the piecewise linear wavelet collocation applied to boundary integral equations

MATHEMATICAL METHODS IN THE APPLIED SCIENCES, Issue 11 2003
Andreas Rathsfeld
Abstract In this paper, we consider a piecewise linear collocation method for the solution of a pseudo-differential equation of order r=0, ,1 over a closed and smooth boundary manifold. The trial space is the space of all continuous and piecewise linear functions defined over a uniform triangular grid and the collocation points are the grid points. For the wavelet basis in the trial space we choose the three-point hierarchical basis together with a slight modification near the boundary points of the global patches of parametrization. We choose linear combinations of Dirac delta functionals as wavelet basis in the space of test functionals. For the corresponding wavelet algorithm, we show that the parametrization can be approximated by low-order piecewise polynomial interpolation and that the integrals in the stiffness matrix can be computed by quadrature, where the quadrature rules are composite rules of simple low-order quadratures. The whole algorithm for the assembling of the matrix requires no more than O(N [logN]3) arithmetic operations, and the error of the collocation approximation, including the compression, the approximative parametrization, and the quadratures, is less than O(N,(2,r)/2). Note that, in contrast to well-known algorithms by Petersdorff, Schwab, and Schneider, only a finite degree of smoothness is required. In contrast to an algorithm of Ehrich and Rathsfeld, no multiplicative splitting of the kernel function is required. Beside the usual mapping properties of the integral operator in low order Sobolev spaces, estimates of Calderón,Zygmund type are the only assumptions on the kernel function. Copyright © 2003 John Wiley & Sons, Ltd. [source]


Efficient algorithms for multiscale modeling in porous media

NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS, Issue 5 2010
Mary F. Wheeler
Abstract We describe multiscale mortar mixed finite element discretizations for second-order elliptic and nonlinear parabolic equations modeling Darcy flow in porous media. The continuity of flux is imposed via a mortar finite element space on a coarse grid scale, while the equations in the coarse elements (or subdomains) are discretized on a fine grid scale. We discuss the construction of multiscale mortar basis and extend this concept to nonlinear interface operators. We present a multiscale preconditioning strategy to minimize the computational cost associated with construction of the multiscale mortar basis. We also discuss the use of appropriate quadrature rules and approximation spaces to reduce the saddle point system to a cell-centered pressure scheme. In particular, we focus on multiscale mortar multipoint flux approximation method for general hexahedral grids and full tensor permeabilities. Numerical results are presented to verify the accuracy and efficiency of these approaches. Copyright © 2010 John Wiley & Sons, Ltd. [source]


Radial basis collocation method and quasi-Newton iteration for nonlinear elliptic problems

NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, Issue 3 2008
H.Y. Hu
Abstract This work presents a radial basis collocation method combined with the quasi-Newton iteration method for solving semilinear elliptic partial differential equations. The main result in this study is that there exists an exponential convergence rate in the radial basis collocation discretization and a superlinear convergence rate in the quasi-Newton iteration of the nonlinear partial differential equations. In this work, the numerical error associated with the employed quadrature rule is considered. It is shown that the errors in Sobolev norms for linear elliptic partial differential equations using radial basis collocation method are bounded by the truncation error of the RBF. The combined errors due to radial basis approximation, quadrature rules, and quasi-Newton and Newton iterations are also presented. This result can be extended to finite element or finite difference method combined with any iteration methods discussed in this work. The numerical example demonstrates a good agreement between numerical results and analytical predictions. The numerical results also show that although the convergence rate of order 1.62 of the quasi-Newton iteration scheme is slightly slower than rate of order 2 in the Newton iteration scheme, the former is more stable and less sensitive to the initial guess. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008 [source]


Nonconforming Galerkin methods for the Helmholtz equation

NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, Issue 5 2001
Jim Douglas Jr.
Abstract Nonconforming Galerkin methods for a Helmholtz-like problem arising in seismology are discussed both for standard simplicial linear elements and for several new rectangular elements related to bilinear or trilinear elements. Optimal order error estimates in a broken energy norm are derived for all elements and in L2 for some of the elements when proper quadrature rules are applied to the absorbing boundary condition. Domain decomposition iterative procedures are introduced for the nonconforming methods, and their convergence at a predictable rate is established. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 475,494, 2001 [source]