7. Finite Difference Calculus. Interpolation of Functions
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Chapter 4 Finite Difference Gradient Information
Chapter 4 Finite Difference Gradient Information In the masters thesis Thoresson (2003), the feasibility of using gradient- based approximation methods for the optimisation of the spring and damper characteristics of an off-road vehicle, for both ride comfort and handling, was investigated. The Sequential Quadratic Programming (SQP) algorithm and the locally developed Dynamic-Q method were the two successive approximation methods used for the optimisation. The determination of the objective function value is performed using computationally expensive numerical simulations that exhibit severe inherent numerical noise. The use of forward finite differences and central finite differences for the determination of the gradients of the objective function within Dynamic-Q is also investigated. The results of this study, presented here, proved that the use of central finite differencing for gradient information improved the optimisation convergence history, and helped to reduce the difficulties associated with noise in the objective and constraint functions. This chapter presents the feasibility investigation of using gradient-based successive approximation methods to overcome the problems of poor gradient information due to severe numerical noise. The two approximation methods applied here are the locally developed Dynamic-Q optimisation algorithm of Snyman and Hay (2002) and the well known Sequential Quadratic 47 CHAPTER 4. FINITE DIFFERENCE GRADIENT INFORMATION 48 Programming (SQP) algorithm, the MATLAB implementation being used for this research (Mathworks 2000b). This chapter aims to provide the reader with more information regarding the Dynamic-Q successive approximation algorithm, that may be used as an alternative to the more established SQP method. Both algorithms are evaluated for effectiveness and efficiency in determining optimal spring and damper characteristics for both ride comfort and handling of a vehicle. -
Fast and Efficient Algorithms for Evaluating Uniform and Nonuniform
World Academy of Science, Engineering and Technology International Journal of Computer and Information Engineering Vol:13, No:8, 2019 Fast and Efficient Algorithms for Evaluating Uniform and Nonuniform Lagrange and Newton Curves Taweechai Nuntawisuttiwong, Natasha Dejdumrong Abstract—Newton-Lagrange Interpolations are widely used in quadratic computation time, which is slower than the others. numerical analysis. However, it requires a quadratic computational However, there are some curves in CAGD, Wang-Ball, DP time for their constructions. In computer aided geometric design and Dejdumrong curves with linear complexity. In order to (CAGD), there are some polynomial curves: Wang-Ball, DP and Dejdumrong curves, which have linear time complexity algorithms. reduce their computational time, Bezier´ curve is converted Thus, the computational time for Newton-Lagrange Interpolations into any of Wang-Ball, DP and Dejdumrong curves. Hence, can be reduced by applying the algorithms of Wang-Ball, DP and the computational time for Newton-Lagrange interpolations Dejdumrong curves. In order to use Wang-Ball, DP and Dejdumrong can be reduced by converting them into Wang-Ball, DP and algorithms, first, it is necessary to convert Newton-Lagrange Dejdumrong algorithms. Thus, it is necessary to investigate polynomials into Wang-Ball, DP or Dejdumrong polynomials. In this work, the algorithms for converting from both uniform and the conversion from Newton-Lagrange interpolation into non-uniform Newton-Lagrange polynomials into Wang-Ball, DP and the curves with linear complexity, Wang-Ball, DP and Dejdumrong polynomials are investigated. Thus, the computational Dejdumrong curves. An application of this work is to modify time for representing Newton-Lagrange polynomials can be reduced sketched image in CAD application with the computational into linear complexity. -
Mials P
Euclid's Algorithm 171 Euclid's Algorithm Horner’s method is a special case of Euclid's Algorithm which constructs, for given polyno- mials p and h =6 0, (unique) polynomials q and r with deg r<deg h so that p = hq + r: For variety, here is a nonstandard discussion of this algorithm, in terms of elimination. Assume that d h(t)=a0 + a1t + ···+ adt ;ad =06 ; and n p(t)=b0 + b1t + ···+ bnt : Then we seek a polynomial n−d q(t)=c0 + c1t + ···+ cn−dt for which r := p − hq has degree <d. This amounts to the square upper triangular linear system adc0 + ad−1c1 + ···+ a0cd = bd adc1 + ad−1c2 + ···+ a0cd+1 = bd+1 . adcn−d−1 + ad−1cn−d = bn−1 adcn−d = bn for the unknown coefficients c0;:::;cn−d which can be uniquely solved by back substitution since its diagonal entries all equal ad =0.6 19aug02 c 2002 Carl de Boor 172 18. Index Rough index for these notes 1-1:-5,2,8,40 cartesian product: 2 1-norm: 79 Cauchy(-Bunyakovski-Schwarz) 2-norm: 79 Inequality: 69 A-invariance: 125 Cauchy-Binet formula: -9, 166 A-invariant: 113 Cayley-Hamilton Theorem: 133 absolute value: 167 CBS Inequality: 69 absolutely homogeneous: 70, 79 Chaikin algorithm: 139 additive: 20 chain rule: 153 adjugate: 164 change of basis: -6 affine: 151 characteristic function: 7 affine combination: 148, 150 characteristic polynomial: -8, 130, 132, 134 affine hull: 150 circulant: 140 affine map: 149 codimension: 50, 53 affine polynomial: 152 coefficient vector: 21 affine space: 149 cofactor: 163 affinely independent: 151 column map: -6, 23 agrees with y at Λt:59 column space: 29 algebraic dual: 95 column -
CS321-001 Introduction to Numerical Methods
CS321-001 Introduction to Numerical Methods Lecture 3 Interpolation and Numerical Differentiation Professor Jun Zhang Department of Computer Science University of Kentucky Lexington, KY 40506-0633 Polynomial Interpolation Given a set of discrete values, how can we estimate other values between these data The method that we will use is called polynomial interpolation. We assume the data we had are from the evaluation of a smooth function. We may be able to use a polynomial p(x) to approximate this function, at least locally. A condition: the polynomial p(x) takes the given values at the given points (nodes), i.e., p(xi) = yi with 0 ≤ i ≤ n. The polynomial is said to interpolate the table, since we do not know the function. 2 Polynomial Interpolation Note that all the points are passed through by the curve 3 Polynomial Interpolation We do not know the original function, the interpolation may not be accurate 4 Order of Interpolating Polynomial A polynomial of degree 0, a constant function, interpolates one set of data If we have two sets of data, we can have an interpolating polynomial of degree 1, a linear function x x1 x x0 p(x) y0 y1 x0 x1 x1 x0 y1 y0 y0 (x x0 ) x1 x0 Review carefully if the interpolation condition is satisfied Interpolating polynomials can be written in several forms, the most well known ones are the Lagrange form and Newton form. Each has some advantages 5 Lagrange Form For a set of fixed nodes x0, x1, …, xn, the cardinal functions, l0, l1,…, ln, are defined as 0 if i j li (x j ) ij -
The Original Euler's Calculus-Of-Variations Method: Key
Submitted to EJP 1 Jozef Hanc, [email protected] The original Euler’s calculus-of-variations method: Key to Lagrangian mechanics for beginners Jozef Hanca) Technical University, Vysokoskolska 4, 042 00 Kosice, Slovakia Leonhard Euler's original version of the calculus of variations (1744) used elementary mathematics and was intuitive, geometric, and easily visualized. In 1755 Euler (1707-1783) abandoned his version and adopted instead the more rigorous and formal algebraic method of Lagrange. Lagrange’s elegant technique of variations not only bypassed the need for Euler’s intuitive use of a limit-taking process leading to the Euler-Lagrange equation but also eliminated Euler’s geometrical insight. More recently Euler's method has been resurrected, shown to be rigorous, and applied as one of the direct variational methods important in analysis and in computer solutions of physical processes. In our classrooms, however, the study of advanced mechanics is still dominated by Lagrange's analytic method, which students often apply uncritically using "variational recipes" because they have difficulty understanding it intuitively. The present paper describes an adaptation of Euler's method that restores intuition and geometric visualization. This adaptation can be used as an introductory variational treatment in almost all of undergraduate physics and is especially powerful in modern physics. Finally, we present Euler's method as a natural introduction to computer-executed numerical analysis of boundary value problems and the finite element method. I. INTRODUCTION In his pioneering 1744 work The method of finding plane curves that show some property of maximum and minimum,1 Leonhard Euler introduced a general mathematical procedure or method for the systematic investigation of variational problems. -
Upwind Summation by Parts Finite Difference Methods for Large Scale
Upwind summation by parts finite difference methods for large scale elastic wave simulations in 3D complex geometries ? Kenneth Durua,∗, Frederick Funga, Christopher Williamsa aMathematical Sciences Institute, Australian National University, Australia. Abstract High-order accurate summation-by-parts (SBP) finite difference (FD) methods constitute efficient numerical methods for simulating large-scale hyperbolic wave propagation problems. Traditional SBP FD operators that approximate first-order spatial derivatives with central-difference stencils often have spurious unresolved numerical wave-modes in their computed solutions. Recently derived high order accurate upwind SBP operators based non-central (upwind) FD stencils have the potential to suppress these poisonous spurious wave-modes on marginally resolved computational grids. In this paper, we demonstrate that not all high order upwind SBP FD operators are applicable. Numerical dispersion relation analysis shows that odd-order upwind SBP FD operators also support spurious unresolved high-frequencies on marginally resolved meshes. Meanwhile, even-order upwind SBP FD operators (of order 2; 4; 6) do not support spurious unresolved high frequency wave modes and also have better numerical dispersion properties. For all the upwind SBP FD operators we discretise the three space dimensional (3D) elastic wave equation on boundary-conforming curvilinear meshes. Using the energy method we prove that the semi-discrete ap- proximation is stable and energy-conserving. We derive a priori error estimate and prove the convergence of the numerical error. Numerical experiments for the 3D elastic wave equation in complex geometries corrobo- rate the theoretical analysis. Numerical simulations of the 3D elastic wave equation in heterogeneous media with complex non-planar free surface topography are given, including numerical simulations of community developed seismological benchmark problems. -
Lagrange & Newton Interpolation
Lagrange & Newton interpolation In this section, we shall study the polynomial interpolation in the form of Lagrange and Newton. Given a se- quence of (n +1) data points and a function f, the aim is to determine an n-th degree polynomial which interpol- ates f at these points. We shall resort to the notion of divided differences. Interpolation Given (n+1) points {(x0, y0), (x1, y1), …, (xn, yn)}, the points defined by (xi)0≤i≤n are called points of interpolation. The points defined by (yi)0≤i≤n are the values of interpolation. To interpolate a function f, the values of interpolation are defined as follows: yi = f(xi), i = 0, …, n. Lagrange interpolation polynomial The purpose here is to determine the unique polynomial of degree n, Pn which verifies Pn(xi) = f(xi), i = 0, …, n. The polynomial which meets this equality is Lagrange interpolation polynomial n Pnx=∑ l j x f x j j=0 where the lj ’s are polynomials of degree n forming a basis of Pn n x−xi x−x0 x−x j−1 x−x j 1 x−xn l j x= ∏ = ⋯ ⋯ i=0,i≠ j x j −xi x j−x0 x j−x j−1 x j−x j1 x j−xn Properties of Lagrange interpolation polynomial and Lagrange basis They are the lj polynomials which verify the following property: l x = = 1 i= j , ∀ i=0,...,n. j i ji {0 i≠ j They form a basis of the vector space Pn of polynomials of degree at most equal to n n ∑ j l j x=0 j=0 By setting: x = xi, we obtain: n n ∑ j l j xi =∑ j ji=0 ⇒ i =0 j=0 j=0 The set (lj)0≤j≤n is linearly independent and consists of n + 1 vectors. -
High Order Gradient, Curl and Divergence Conforming Spaces, with an Application to NURBS-Based Isogeometric Analysis
High order gradient, curl and divergence conforming spaces, with an application to compatible NURBS-based IsoGeometric Analysis R.R. Hiemstraa, R.H.M. Huijsmansa, M.I.Gerritsmab aDepartment of Marine Technology, Mekelweg 2, 2628CD Delft bDepartment of Aerospace Technology, Kluyverweg 2, 2629HT Delft Abstract Conservation laws, in for example, electromagnetism, solid and fluid mechanics, allow an exact discrete representation in terms of line, surface and volume integrals. We develop high order interpolants, from any basis that is a partition of unity, that satisfy these integral relations exactly, at cell level. The resulting gradient, curl and divergence conforming spaces have the propertythat the conservationlaws become completely independent of the basis functions. This means that the conservation laws are exactly satisfied even on curved meshes. As an example, we develop high ordergradient, curl and divergence conforming spaces from NURBS - non uniform rational B-splines - and thereby generalize the compatible spaces of B-splines developed in [1]. We give several examples of 2D Stokes flow calculations which result, amongst others, in a point wise divergence free velocity field. Keywords: Compatible numerical methods, Mixed methods, NURBS, IsoGeometric Analyis Be careful of the naive view that a physical law is a mathematical relation between previously defined quantities. The situation is, rather, that a certain mathematical structure represents a given physical structure. Burke [2] 1. Introduction In deriving mathematical models for physical theories, we frequently start with analysis on finite dimensional geometric objects, like a control volume and its bounding surfaces. We assign global, ’measurable’, quantities to these different geometric objects and set up balance statements. -
Mathematical Topics
A Mathematical Topics This chapter discusses most of the mathematical background needed for a thor ough understanding of the material presented in the book. It has been mentioned in the Preface, however, that math concepts which are only used once (such as the mediation operator and points vs. vectors) are discussed right where they are introduced. Do not worry too much about your difficulties in mathematics, I can assure you that mine a.re still greater. - Albert Einstein. A.I Fourier Transforms Our curves are functions of an arbitrary parameter t. For functions used in science and engineering, time is often the parameter (or the independent variable). We, therefore, say that a function g( t) is represented in the time domain. Since a typical function oscillates, we can think of it as being similar to a wave and we may try to represent it as a wave (or as a combination of waves). When this is done, we have the function G(f), where f stands for the frequency of the wave, and we say that the function is represented in the frequency domain. This turns out to be a useful concept, since many operations on functions are easy to carry out in the frequency domain. Transforming a function between the time and frequency domains is easy when the function is periodic, but it can also be done for certain non periodic functions. The present discussion is restricted to periodic functions. 1IIIt Definition: A function g( t) is periodic if (and only if) there exists a constant P such that g(t+P) = g(t) for all values of t (Figure A.la). -
The Pascal Matrix Function and Its Applications to Bernoulli Numbers and Bernoulli Polynomials and Euler Numbers and Euler Polynomials
The Pascal Matrix Function and Its Applications to Bernoulli Numbers and Bernoulli Polynomials and Euler Numbers and Euler Polynomials Tian-Xiao He ∗ Jeff H.-C. Liao y and Peter J.-S. Shiue z Dedicated to Professor L. C. Hsu on the occasion of his 95th birthday Abstract A Pascal matrix function is introduced by Call and Velleman in [3]. In this paper, we will use the function to give a unified approach in the study of Bernoulli numbers and Bernoulli poly- nomials. Many well-known and new properties of the Bernoulli numbers and polynomials can be established by using the Pascal matrix function. The approach is also applied to the study of Euler numbers and Euler polynomials. AMS Subject Classification: 05A15, 65B10, 33C45, 39A70, 41A80. Key Words and Phrases: Pascal matrix, Pascal matrix func- tion, Bernoulli number, Bernoulli polynomial, Euler number, Euler polynomial. ∗Department of Mathematics, Illinois Wesleyan University, Bloomington, Illinois 61702 yInstitute of Mathematics, Academia Sinica, Taipei, Taiwan zDepartment of Mathematical Sciences, University of Nevada, Las Vegas, Las Vegas, Nevada, 89154-4020. This work is partially supported by the Tzu (?) Tze foundation, Taipei, Taiwan, and the Institute of Mathematics, Academia Sinica, Taipei, Taiwan. The author would also thank to the Institute of Mathematics, Academia Sinica for the hospitality. 1 2 T. X. He, J. H.-C. Liao, and P. J.-S. Shiue 1 Introduction A large literature scatters widely in books and journals on Bernoulli numbers Bn, and Bernoulli polynomials Bn(x). They can be studied by means of the binomial expression connecting them, n X n B (x) = B xn−k; n ≥ 0: (1) n k k k=0 The study brings consistent attention of researchers working in combi- natorics, number theory, etc. -
Numerical Stability & Numerical Smoothness of Ordinary Differential
NUMERICAL STABILITY & NUMERICAL SMOOTHNESS OF ORDINARY DIFFERENTIAL EQUATIONS Kaitlin Reddinger A Thesis Submitted to the Graduate College of Bowling Green State University in partial fulfillment of the requirements for the degree of MASTER OF ARTS August 2015 Committee: Tong Sun, Advisor So-Hsiang Chou Kimberly Rogers ii ABSTRACT Tong Sun, Advisor Although numerically stable algorithms can be traced back to the Babylonian period, it is be- lieved that the study of numerical methods for ordinary differential equations was not rigorously developed until the 1700s. Since then the field has expanded - first with Leonhard Euler’s method and then with the works of Augustin Cauchy, Carl Runge and Germund Dahlquist. Now applica- tions involving numerical methods can be found in a myriad of subjects. With several centuries worth of diligent study devoted to the crafting of well-conditioned problems, it is surprising that one issue in particular - numerical stability - continues to cloud the analysis and implementation of numerical approximation. According to professor Paul Glendinning from the University of Cambridge, “The stability of solutions of differential equations can be a very difficult property to pin down. Rigorous mathemat- ical definitions are often too prescriptive and it is not always clear which properties of solutions or equations are most important in the context of any particular problem. In practice, different definitions are used (or defined) according to the problem being considered. The effect of this confusion is that there are more than 57 varieties of stability to choose from” [10]. Although this quote is primarily in reference to nonlinear problems, it can most certainly be applied to the topic of numerical stability in general. -
A Low‐Cost Solution to Motion Tracking Using an Array of Sonar Sensors and An
A Low‐cost Solution to Motion Tracking Using an Array of Sonar Sensors and an Inertial Measurement Unit A thesis presented to the faculty of the Russ College of Engineering and Technology of Ohio University In partial fulfillment of the requirements for the degree Master of Science Jason S. Maxwell August 2009 © 2009 Jason S. Maxwell. All Rights Reserved. 2 This thesis titled A Low‐cost Solution to Motion Tracking Using an Array of Sonar Sensors and an Inertial Measurement Unit by JASON S. MAXWELL has been approved for the School of Electrical Engineering Computer Science and the Russ College of Engineering and Technology by Maarten Uijt de Haag Associate Professor School of Electrical Engineering and Computer Science Dennis Irwin Dean, Russ College of Engineering and Technology 3 ABSTRACT MAXWELL, JASON S., M.S., August 2009, Electrical Engineering A Low‐cost Solution to Motion Tracking Using an Array of Sonar Sensors and an Inertial Measurement Unit (91 pp.) Director of Thesis: Maarten Uijt de Haag As the desire and need for unmanned aerial vehicles (UAV) increases, so to do the navigation and system demands for the vehicles. While there are a multitude of systems currently offering solutions, each also possess inherent problems. The Global Positioning System (GPS), for instance, is potentially unable to meet the demands of vehicles that operate indoors, in heavy foliage, or in urban canyons, due to the lack of signal strength. Laser‐based systems have proven to be rather costly, and can potentially fail in areas in which the surface absorbs light, and in urban environments with glass or mirrored surfaces.