×

A new integrable convergence acceleration algorithm for computing Brezinski-Durbin-Redivo-Zaglia’s sequence transformation via Pfaffians. (English) Zbl 1391.65004

Summary: In the literature, most known sequence transformations can be written as a ratio of two determinants. But, it is not always this case. One exception is that the sequence transformation proposed by Brezinski, Durbin, and Redivo-Zaglia cannot be expressed as a ratio of two determinants. Motivated by this, we will introduce a new algebraic tool – pfaffians, instead of determinants in the paper. It turns out that Brezinski-Durbin-Redivo-Zaglia’s transformation can be expressed as a ratio of two pfaffians. To the best of our knowledge, this is the first time to introduce pfaffians in the expressions of sequence transformations. Furthermore, an extended transformation of high order is presented in terms of pfaffians and a new convergence acceleration algorithm for implementing the transformation is constructed. Then, the Lax pair of the recursive algorithm is obtained which implies that the algorithm is integrable. Numerical examples with applications of the algorithm are also presented.

MSC:

65B05 Extrapolation to the limit, deferred corrections
37K10 Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.)
Full Text: DOI

References:

[1] Aitken, A.C.: On Bernoullis numerical solution of algebraic equations. Proc. Roy. Soc. Edinb. 46, 289-305 (1926) · JFM 52.0098.05 · doi:10.1017/S0370164600022070
[2] Aitken, A.C.: Determinants and matrices. Oliver and Boyd, Edinburgh (1959) · Zbl 0022.10005
[3] Barbeau, E.J.: Euler subdues a very obstreperous series. Amer. Math. Monthly 86, 356-372 (1979) · Zbl 0422.40004 · doi:10.1080/00029890.1979.11994809
[4] Benchiboun, M.D.: Etude de certaines généralisations du △2 d’Aitken et comparaison de procédés d’accélération de la convergence, thèse 3ème cycle, Université, de Lille I (1987)
[5] Brezinski, C.: Accélération de suites à convergence logarithmique. C. R. Acad. Sc. Paris 273 A, 727-730 (1971) · Zbl 0248.65004
[6] Brezinski, C.: Conditions d’application et de convergence de procds d’extrapolation. Numer. Math. 20, 64-79 (1972) · doi:10.1007/BF01436643
[7] Brezinski, C.: A general extrapolation algorithm. Numer. Math. 35, 175-187 (1980) · Zbl 0444.65001 · doi:10.1007/BF01396314
[8] Brezinski, C.: Quasi-linear extrapolation processes. In: Agarwal, R.P., et al. (eds.) Numerical Mathematics, Singapore 1988, ISNM, vol. 86, pp 61-78. Birk̈hauser-Verlag, Basel (1988) · Zbl 0654.65006
[9] Brezinski, C.: A bibliography on continued fractions, Padé approximation sequence transformation and related subjects (Zaragoza, Spain: Prensas Universitarias de Zaragoza) (1991)
[10] Brezinski, C.: Extrapolation algorithms and Padé approximations: a historical survey. Appl. Numer. Math. 20, 299-318 (1996) · Zbl 0854.65001 · doi:10.1016/0168-9274(95)00110-7
[11] Brezinski, C.: Convergence acceleration during the 20th century. J. Comput. Appl. Math. 122, 1-21 (2000) · Zbl 0976.65003 · doi:10.1016/S0377-0427(00)00360-5
[12] Brezinski, C.: Cross rules and non-Abelian lattice equations for the discrete and confluent non-scalar ε-algorithms. J. Phys. A: Math. Theor. 43, 5201-11 (2010) · Zbl 1192.82048 · doi:10.1088/1751-8113/43/20/205201
[13] Brezinski, C., Crouzeix, M.: Remarques sur le precédé △2 aitken d, Aitken. C. R. Acad. Sci. Paris 270 A, 896-898 (1970) · Zbl 0193.12101
[14] Brezinski, C., Redivo-Zaglia, M.: Extrapolation methods theory and practice. Amsterdam, North-Holland (1991) · Zbl 0744.65004
[15] Brezinski, C., Redivo-Zaglia, M.: Generalizations of Aitken’s process for accelerating the convergence of sequences. Comput. Appl. Math. 26, 171-189 (2007) · Zbl 1182.65007 · doi:10.1590/S0101-82052007000200001
[16] Brezinski, C., Redivo-Zaglia, M.: Shanks function transformations in a vector space. Appl. Numer. Math. 116, 57-63 (2017) · Zbl 1372.65003 · doi:10.1016/j.apnum.2016.06.013
[17] Brezinski, C., He, Y., Hu, X.B., Sun, J.Q.: A generalization of the G-transformation and the related algorithms. Appl. Numer. Math. 60, 1221-1230 (2010) · Zbl 1203.65011 · doi:10.1016/j.apnum.2010.03.008
[18] Brezinski, C., He, Y., Hu, X.B., Sun, J.Q., Tam, H.W.: Confluent form of the multistep ε-algorithm, and the relevant integrable system. Stud. Appl. Math. 127, 191-209 (2011) · Zbl 1242.65002 · doi:10.1111/j.1467-9590.2011.00518.x
[19] Brezinski, C., He, Y., Hu, X.B., Redivo-Zaglia, M., Sun, J.Q.: Multistep ε-algorithm, Shanks’ transformation, and Lotka-Volterra system by Hirota’s method. Math. Comput. 81, 1527-1549 (2012) · Zbl 1421.65002 · doi:10.1090/S0025-5718-2011-02554-8
[20] Brualdi, R.A., Schneider, H.: Determinantal identities: Gauss, Schur, Cauchy, Sylvester, Kronecker, Jacobi, Binet, Laplace, Muir, and Cayley. Linear Algebra Appl. 52/53, 769-791 (1983) · Zbl 0533.15007 · doi:10.1016/0024-3795(83)80049-4
[21] Caieniello, E.R.: Combinatorics and renormalization in quantum field theory, (Benjamin) (1973) · Zbl 0074.04601
[22] Carstensen, C., On a general epsilon algorithm, 437-441 (1989), Basel
[23] Ford, W.F., Sidi, A.: An algorithm for a generalization of the richardson extrapolation process. SIAM J. Numer. Anal. 24, 1212-1232 (1987) · Zbl 0627.65001 · doi:10.1137/0724080
[24] Hardy, G.H.: Divergent Series. Clarendon Press, Oxford (1949) · Zbl 0032.05801
[25] He, Y., Hu, X.B., Tam, H.W.: A q-difference version of the ε-algorithm. J. Phys. A: Math. Theor. 42, 095202 (2009) · Zbl 1159.81379 · doi:10.1088/1751-8113/42/9/095202
[26] He, Y., Hu, X.B., Sun, J.Q., Weniger, E.J.: Convergence acceleration algorithm via an equation related to the lattice Boussinesq equation. SIAM J. Sci. Comput. 33, 1234-1245 (2011) · Zbl 1230.65101 · doi:10.1137/100808757
[27] He, Y., Hu, X.B., Tam, H.W., Zhang, Y.N.: A new method to generate non-autonomous discrete integrable systems via convergence acceleration algorithms. Eur. J. Appl. Math. 27, 194-212 (2016) · Zbl 1383.65152 · doi:10.1017/S0956792515000479
[28] Hirota, R.: Discrete analogue of a generalized Toda equation. J. Phys. Soc. Jpn. 50, 3785-3791 (1981) · doi:10.1143/JPSJ.50.3785
[29] Hirota, R.: The direct method in soliton theory, translated from the 1992 Japanese Original and Edited by Nagai, A., Nimmo, J. and Gilson, C. With a Foreword by Hietarinta, J. and Nimmo, J. in Cambridge Tracts in Mathematics, 155. Cambridge University Press, Cambridge (2004) · Zbl 1099.35111
[30] Iwasaki, M., Nakamura, Y.: On the convergence of a solution of the discrete Lotka-Volterra system. Inverse Prob. 18, 1569-1578 (2002) · Zbl 1021.35115 · doi:10.1088/0266-5611/18/6/309
[31] Iwasaki, M., Nakamura, Y.: An application of the discrete Lotka-Volterra system with variable step-size to singular value computation. Inverse Prob. 20, 553-563 (2004) · Zbl 1057.65018 · doi:10.1088/0266-5611/20/2/015
[32] Miki, M., Goda, H., Tjujimoto, S.: Discrete spectral transformations of skew orthogonal polynomials and associated discrete integrable systems. SIGMA 8, 008 (2012) · Zbl 1242.42022
[33] Nagai, A., Satsuma, J.: Discrete soliton equations and convergence acceleration algorithms. Phys. Lett. A 209, 305-312 (1995) · Zbl 1020.65500 · doi:10.1016/0375-9601(95)00865-9
[34] Nagai, A., Tokihiro, T., Satsuma, J.: The Toda molecule equation and the ε-algorithm. Math. Comp. 67, 1565-1575 (1998) · Zbl 0924.58028 · doi:10.1090/S0025-5718-98-00987-9
[35] Nakamura, Y.: Calculating laplace transforms in terms of the toda molecule. SIAM J. Sci. Comput. 20, 306-317 (1999) · Zbl 0932.37060 · doi:10.1137/S106482759631408X
[36] Nakamura, Y. (ed.): Applied integrable systems. Tokyo, Syokabo (2000). (in Japanese) · Zbl 1421.65002
[37] Ohta, Y.: Special solutions of discrete integrable systems. In: Grammaticos, B., Tamizhmani, T., Kosmann-Schwarzbach, Y. (eds.) Discrete Integrable Systems, Lecture Notes in Phys, vol. 644, pp 57-83. Springer, Berlin (2004) · Zbl 1065.37049
[38] Papageorgiou, V., Grammaticos, B., Ramani, A.: Integrable lattices and convergence acceleration algorithms. Phys. Lett. A 179, 111-115 (1993) · Zbl 0910.65001 · doi:10.1016/0375-9601(93)90658-M
[39] Papageorgiou, V., Grammaticos, B., Ramani, A.: Integrable dicerence equations and numerical analysis algorithms. In: Levi, D., et al. (eds.) Symmetries and integrability of dicerence equations, CRM proceedings and lecture notes, vol. 9, pp 269-279. AMS, Providence (1996) · Zbl 0857.65139
[40] Pye, W.C., Atchison, T.A.: An algorithm for the computation of the higher order G-transformation. SIAM J. Numer. Anal. 10, 1-7 (1973) · Zbl 0257.65109 · doi:10.1137/0710001
[41] Reed, M., Simon, B.: Methods of modern Mathematical physics IV: analysis of operators. Academic Press, New York (1978) · Zbl 0401.47001
[42] Rutishauser, H.: Der quotienten-differenzen-algorithmus Z. Angew. Math. Physik 5, 233-251 (1954) · Zbl 0055.34702 · doi:10.1007/BF01600331
[43] Shanks, D.: Non-linear transformations of divergent and slowly convergent sequences. J. Math. Phys. 34, 1-42 (1955) · Zbl 0067.28602 · doi:10.1002/sapm19553411
[44] Sun, J.Q., He, Y., Hu, X.B., Tam, H.W.: Q-difference and confluent forms of the lattice boussinesq equation and the relevant convergence acceleration algorithms. J. Math. Phys. 52, 023522 (2011) · Zbl 1314.35109 · doi:10.1063/1.3554693
[45] Sun, J.Q., Chang, X.K., He, Y., Hu, X.B.: An extended multistep Shanks transformation and convergence acceleration algorithm with their convergence and stability analysis. Numer. Math. 125, 785-809 (2013) · Zbl 1287.65059 · doi:10.1007/s00211-013-0549-1
[46] Symes, W.W.: The QR algorithm and scattering for the finite nonperiodic toda lattice. Phys. D 4, 275-280 (1982) · Zbl 1194.37112 · doi:10.1016/0167-2789(82)90069-0
[47] Tsujimoto, S., Nakamura, Y., Iwasaki, M.: The discrete Lotka-Volterra system computes singular values. Inverse Prob. 17, 53-58 (2001) · Zbl 0974.35110 · doi:10.1088/0266-5611/17/1/305
[48] Weniger, E.J.: Nonlinear sequence transformations for the acceleration of convergence and the summation of divergent series. Comp. Phys. Reports 10, 189-371 (1989) · doi:10.1016/0167-7977(89)90011-7
[49] Wimp, J.: Sequence transformations and their applications. Academic Press, New York (1981) · Zbl 0566.47018
[50] Wynn, P.: On a device for computing the em(sn) transformation. Math. Tables Aids Comput. 10, 91-96 (1956) · Zbl 0074.04601 · doi:10.2307/2002183
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.