On Compactness of Regular Integral Operators in the Space <Emphasis Type="Italic">L</Emphasis><Subscript>1</Subscript>

In this paper we obtain a sufficient condition for quite continuity of Fredholm type integral operators in the space L₁(a, b). Uniform approximations by operators with degenerate kernels of horizontally striped structures are constructed. A quantitative error estimate is obtained. We point out the possibility of application of the obtained results to second kind integral equations, including convolution equations on a finite interval, equations with polar kernels, one-dimensional equations with potential type kernels, and some transport equations in non-homogeneous layers.     

Adaptive meshless Galerkin boundary node methods for hypersingular integral equations

Adaptive refinement techniques are developed in this paper for the meshless Galerkin boundary node method for hypersingular boundary integral equations. Two types of error estimators are derived. One is a perturbation error estimator that is formulated based on the difference between numerical solutions obtained using two consecutive nodal arrangements. The other is a projection error estimator that is formulated based on the difference between the numerical solution itself and its projection. These error estimators are proven to have an upper and a lower bound by the constant multiples of the exact error in the energy norm. A localization scheme is presented to accomodate the non-local property of hypersingular integral operators for the needed computable local error indicators. The convergence of the adaptive meshless techniques is verified theoretically. To confirm the theoretical results and to show the efficiency of the adaptive techniques, numerical examples in 2D and 3D with high singularities are provided.     

Linear functional equations of the first, second, and third kind in L 2

Under consideration are the functional equations of the first, second, and third kind with operators in wide classes of linear continuous operators in L ₂ containing all integral operators. We propose methods for reducing these equations by linear invertible changes either to linear integral equations of the first kind with nuclear operators or to equivalent linear integral equations of the second kind with quasidegenerate Carleman kernels. Some various approximate methods of solution are applicable to the so-obtained integral equations.     

A posteriori error analysis for a class of integral equations and variational inequalities

We consider elliptic and parabolic variational equations and inequalities governed by integro-differential operators of order ${2s \in (0,2]}We consider elliptic and parabolic variational equations and inequalities governed by integro-differential operators of order 2s ? (0,2]{2s \in (0,2]}. Our main motivation is the pricing of European or American options under Lévy processes, in particular pure jump processes or jump diffusion processes with tempered stable processes. The problem is discretized using piecewise linear finite elements in space and the implicit Euler method in time. We construct a residual-type a posteriori error estimator which gives a computable upper bound for the actual error in H ^s -norm. The estimator is localized in the sense that the residuals are restricted to the discrete non-contact region. Numerical experiments illustrate the accuracy of the space and time estimators, and show that they can be used to measure local errors and drive adaptive algorithms.     

Measure-compact operators, almost compact operators, and linear functional equations in L p

Under study are the measure-compact operators and almost compact operators in L _p . We construct an example of a measure-compact operator that is not almost compact. Introducing two classes of closed linear operators in L _p , we prove that the resolvents of these operators are almost compact or measure-compact. We present methods for the reduction of linear functional equations of the second kind in L _p with almost compact or measure-compact operators to equivalent linear integral equations in L _p with quasidegenerate Carleman kernels.     

Wavelet shrinkage estimators of Calderón-Zygmund operators with odd kernels

Wavelet shrinkage is a strategy to obtain a nonlinear approximation to a given function f and is widely used in data compression,signal processing and statistics,etc.For Calder′on-Zygmund operators T,it is interesting to construct estimator of T f,based on wavelet shrinkage estimator of f.With the help of a representation of operators on wavelets,due to Beylkin et al.,an estimator of T f is presented in this paper.The almost everywhere convergence and norm convergence of the proposed estimators are established.     

Simple error estimators for the Galerkin BEM for some hypersingular integral equation in 2D

A posteriori error estimation is an important tool for reliable and efficient Galerkin boundary element computations. For hypersingular integral equations in 2D with a positive-order Sobolev space, we analyse the mathematical relation between the (h???h/2)-error estimator from [S. Ferraz-Leite and D. Praetorius, Simple a posteriori error estimators for the h-version of the boundary element method, Computing 83 (2008), pp. 135–162], the two-level error estimator from [M. Maischak, P. Mund, and E. Stephan, Adaptive multilevel BEM for acoustic scattering, 585 Comput. Methods Appl. Mech. Eng. 150 (1997), pp. 351–367], and the averaging error estimator from [C. Carstensen and D. Praetorius, Averaging techniques for the a posteriori bem error control for a hypersingular integral equation in two dimensions, SIAM J. Sci. Comput. 29 (2007), pp. 782–810]. All of these a posteriori error estimators are simple in the following sense: first, the numerical analysis can be done within the same mathematical framework, namely localization techniques for the energy norm. Second, there is almost no implementational overhead for the realization.     

Asymptotically optimal choice of the smoothing parameter in a nonparametric kernel estimator for a probability density

This paper presents a method of estimation of an “optimal” smoothing parameter (window width) in kernel estimators for a probability density. The obtained estimator is calculated directly from observations. By “optimal” smoothing parameters we mean those parameters which minimize the mean integral square error (MISE) or the integral square error (ISE) of approximation of an unknown density by the kernel estimator. It is shown that the asymptotic “optimality” properties of the proposed estimator correspond (with respect to the order) to those of the well-known cross-validation procedure [1, 2]. Translated fromStatisticheskie Metody Otsenivaniya i Proverki Gipotez, pp. 67–80, Perm, 1990.     

On systems of linear functional equations of the second kind in <Emphasis Type="Italic">L</Emphasis><Subscript>2</Subscript>

We consider a general system of functional equations of the second kind in L ₂ with a continuous linear operator T satisfying the condition that zero lies in the limit spectrum of the adjoint operator T*. We show that this condition holds for the operators of a wide class containing, in particular, all integral operators. The system under study is reduced by means of a unitary transformation to an equivalent system of linear integral equations of the second kind in L ₂ with Carleman matrix kernel of a special kind. By a linear continuous invertible change, this system is reduced to an equivalent integral equation of the second kind in L ₂ with quasidegenerate Carleman kernel. It is possible to apply various approximate methods of solution for such an equation.     

On the construction of error estimators for implicit Runge-Kutta methods

For implicit Runge-Kutta methods intended for stiff ODEs or DAEs, it is often difficult to embed a local error estimating method which gives realistic error estimates for stiff/algebraic components. If the embedded method's stability function is unbounded at z=∞, stiff error components are grossly overestimated. In practice, some codes ‘improve’ such inadequate error estimates by premultiplying the estimate by a ‘filter’ matrix which damps or removes the large, stiff error components. Although improving computational performance, this technique is somewhat arbitrary and lacks a sound theoretical backing. In this scientific note we resolve this problem by introducing an implicit error estimator. It has the desired properties for stiff/algebraic components without invoking artificial improvements. The error estimator contains a free parameter which determines the magnitude of the error, and we show how this parameter is to be selected on the basis of method properties. The construction principles for the error estimator can be adapted to all implicit Runge-Kutta methods, and a better agreement between actual and estimated errors is achieved, resulting in better performance.     

Localization of the Aronszajn-Slobodeckij norm and application to adaptive boundary element methods Part II. The three-dimensional case

Summary. In this paper we introduce new local a-posteriori error indicators for the Galerkin discretization of three-dimensional boundary integral equations. These error indicators are efficient and reliable for a wide class of integral operators, in particular for operators of negative order. They are based on local norms of the computable residual and can be used for controlling the adaptive refinement. The proofs of efficiency and reliability are based on the result that the Aronszajn-Slobodeckij norm (given by a double integral for a non-integer ) is localizable for certain functions. Neither inverse estimates nor saturation properties are needed. In this paper, we extend the two-dimensional results of a previous paper to the three-dimensional case. Received March 20, 2000 / Published online November 15, 2001     

On the integral equation formulations of some 2D contact problems

Two integral equations, representing the mechanical response of a 2D infinite plate supported along a line and subject to a transverse concentrated force, are examined. The kernels of the integral operators are of the type (x−y)ln|x−y| and (x−y)²ln|x−y|. In spite of the fact that these are only weakly singular, the two equations are studied in a more general framework, which allows us to consider also solutions having non-integrable endpoint singularities. The existence and uniqueness of solutions of the equations are discussed and their endpoint singularities detected.Since the two equations are of interest in their own right, some properties of the associated integral operators are examined in a scale of weighted Sobolev type spaces. Then, new results on the existence and uniqueness of integrable solutions of the equations that in some sense are complementary to those previously obtained are derived.     

Bounds and positivity conditions for operator valued functions in a Hilbert lattice

In this paper we investigate regular functions of a bounded operator A acting in a Hilbert lattice and having the form A=D + T, where T is a positive operator and D is a selfadjoint operator whose resolution of the identity P(t) $(a\le s \le b)$ has the property $P(s_2)-P(s_1)\;\;(s_1<s_2)$ are non-negative in the sense of the order. Upper and lower bounds and positivity conditions for the considered operator valued functions are derived. Applications of the obtained estimates to functions of integral operators, partial integral operators, infinite matrices and differential equations are also discussed.     

Integral equations of the third kind with unbounded operators

We consider linear functional equations of the third kind in L ₂ with arbitrary measurable coefficients and unbounded integral operators with kernels satisfying broad conditions. We propose methods for reducing these equations by linear continuous invertible transformations either to equivalent integral equations of the first kind with nuclear operators or to equivalent integral equations of the second kind with quasidegenerate Carleman kernels. To the integral equations obtained after the reduction, one can apply various exact and approximate methods of solution; in particular, the two approximate methods developed in this article.     

Inverse spectral problem for integro-differential operators

In this paper, we study the inverse spectral problem on a finite interval for the integro-differential operator ? which is the perturbation of the Sturm-Liouville operator by the Volterra integral operator. The potential q belongs to L ₂[0, π] and the kernel of the integral perturbation is integrable in its domain of definition. We obtain a local solution of the inverse reconstruction problem for the potential q, given the kernel of the integral perturbation, and prove the stability of this solution. For the spectral data we take the spectra of two operators given by the expression for ? and by two pairs of boundary conditions coinciding at one of the finite points.     

Mixed modulation spaces and their application to pseudodifferential operators

This paper uses frame techniques to characterize the Schatten class properties of integral operators. The main result shows that if the coefficients {〈k,Φm,n〉} of certain frame expansions of the kernel k of an integral operator are in ?2,p, then the operator is Schatten p-class. As a corollary, we conclude that if the kernel or Kohn-Nirenberg symbol of a pseudodifferential operator lies in a particular mixed modulation space, then the operator is Schatten p-class. Our corollary improves existing Schatten class results for pseudodifferential operators and the corollary is sharp in the sense that larger mixed modulation spaces yield operators that are not Schatten class.     

Local a-posteriori error indicators for the Galerkin discretization of boundary integral equations

In this paper we present local a-posteriori error indicators for the Galerkin discretization of boundary integral equations. These error indicators are introduced and investigated by Babuška-Rheinboldt [3] for finite element methods. We transfer them from finite element methods onto boundary element methods and show that they are reliable and efficient for a wide class of integral operators under relatively weak assumptions. These local error indicators are based on the computable residual and can be used for controlling the adaptive mesh refinement. Received March 4, 1996 / Revised version received September 25, 1996     

A posteriori error estimation of residual type for anisotropic diffusion-convection-reaction problems

This paper presents a robust a posteriori residual error estimator for diffusion-convection-reaction problems with anisotropic diffusion, approximated by a SUPG finite element method on isotropic or anisotropic meshes in R^d, d=2 or 3. The equivalence between the energy norm of the error and the residual error estimator is proved. Numerical tests confirm the theoretical results.     

A surjection theorem and a fixed point theorem for a class of positive operators

This paper is concerned with α-convex operators on ordered Banach spaces. A surjection theorem for 1-convex operators in order intervals is established by means of the properties of cone and monotone iterative technique. It is assumed that 1-convex operator A is increasing and satisfies Ay−Ax?M(y−x) for θ?x?y?v₀, where θ denotes the zero element and v₀ is a constant. Moreover, we prove a fixed point theorem for -convex operators by using fixed point theorem of cone expansion. In the end, we apply the fixed point theorem to certain integral equations.     

On a Certain Class of Integral Equations Associated with Hankel Transforms

This paper deals with a new class of Fredholm integral equations of the first kind associated with Hankel transforms of integer order. Analysis of the equations is based on operators transforming Bessel functions of the first kind into kernels of Weber–Orr integral transforms. Their inverse operators are established by means of new inversion theorems for the Hankel and Weber–Orr integral transforms of functions belonging to L ¹ and L ². These operators together with the proven Paley–Wiener’s theorem for the Weber–Orr transform enable to regularize the equations and, in special cases, to derive explicit solutions. The integral equations analyzed in this paper can be employed instead of dual integral equations usually treated with the Cooke–Lebedev method. An example manifests that it may be preferable because of the possibility to control norms of operators in the regularized equations.