Rational approximation to formal power series

A general method for obtaining rational approximations to formal power series is defined and studied. This method is based on approximate quadrature formulas. Newton-Cotes and Gauss quadrature methods are used. It is shown that Padé approximants and the ε-algorithm are related to Gaussian formulas while linear summation processes are related to Newton-Cotes formulas. An example is exhibited which shows that Padé approximation is not always optimal. An application to e^−t is studied and a method for Laplace transform inversion is proposed.     

Hyperinvariant subspaces for some <Emphasis Type="Italic">B</Emphasis>–circular operators

We show that if A is a Hilbert–space operator, then the set of all projections onto hyperinvariant subspaces of A, which is contained in the von Neumann algebra υN(A) that is generated by A, is independent of the representation of υ N(A), thought of as an abstract W^*–algebra. We modify a technique of Foias, Ko, Jung and Pearcy to get a method for finding nontrivial hyperinvariant subspaces of certain operators in finite von Neumann algebras. We introduce the B–circular operators as a special case of Speicher's B–Gaussian operators in free probability theory, and we prove several results about a B–circular operator z, including formulas for the B–valued Cauchy– and R–transforms of z^*z. We show that a large class of L^∞([0,1])–circular operators in finite von Neumann algebras have nontrivial hyperinvariant subspaces, and that another large class of them can be embedded in the free group factor L(F₃). These results generalize some of what is known about the quasinilpotent DT–operator. Supported in part by NSF Grant DMS-0300336. with an Appendix by Gabriel Tucci     

Laurent-Padé approximants to four kinds of Chebyshev polynomial expansions. Part I. Maehly type approximants

Laurent Padé-Chebyshev rational approximants,A _m (z,z ⁻¹)/B _n (z, z ⁻¹), whose Laurent series expansions match that of a given functionf(z,z ⁻¹) up to as high a degree inz, z ⁻¹ as possible, were introduced for first kind Chebyshev polynomials by Clenshaw and Lord [2] and, using Laurent series, by Gragg and Johnson [4]. Further real and complex extensions, based mainly on trigonometric expansions, were discussed by Chisholm and Common [1]. All of these methods require knowledge of Chebyshev coefficients off up to degreem+n. Earlier, Maehly [5] introduced Padé approximants of the same form, which matched expansions betweenf(z,z ⁻¹)B _n (z, z ⁻¹)). The derivation was relatively simple but required knowledge of Chebyshev coefficients off up to degreem+2n. In the present paper, Padé-Chebyshev approximants are developed not only to first, but also to second, third and fourth kind Chebyshev polynomial series, based throughout on Laurent series representations of the Maehly type. The procedures for developing the Padé-Chebyshev coefficients are similar to that for a traditional Padé approximant based on power series [8] but with essential modifications. By equating series coefficients and combining equations appropriately, a linear system of equations is successfully developed into two sub-systems, one for determining the denominator coefficients only and one for explicitly defining the numerator coefficients in terms of the denominator coefficients. In all cases, a type (m, n) Padé-Chebyshev approximant, of degreem in the numerator andn in the denominator, is matched to the Chebyshev series up to terms of degreem+n, based on knowledge of the Chebyshev coefficients up to degreem+2n. Numerical tests are carried out on all four Padé-Chebyshev approximants, and results are outstanding, with some formidable improvements being achieved over partial sums of Laurent-Chebyshev series on a variety of functions. In part II of this paper [7] Padé-Chebyshev approximants of Clenshaw-Lord type will be developed for the four kinds of Chebyshev series and compared with those of the Maehly type.     

Laurent-Padé approximants to four kinds of Chebyshev polynomial expansions. Part II: Clenshaw-Lord type approximants

Laurent-Padé (Chebyshev) rational approximantsP _m (w, w ⁻¹)/Q _n (w, w ⁻¹) of Clenshaw-Lord type [2,1] are defined, such that the Laurent series ofP _m /Q _n matches that of a given functionf(w, w ⁻¹) up to terms of orderw ^±(m+n) , based only on knowledge of the Laurent series coefficients off up to terms inw ^±(m+n) . This contrasts with the Maehly-type approximants [4,5] defined and computed in part I of this paper [6], where the Laurent series ofP _m matches that ofQ _n f up to terms of orderw ^±(m+n ), but based on knowledge of the series coefficients off up to terms inw ^±(m+2n). The Clenshaw-Lord method is here extended to be applicable to Chebyshev polynomials of the 1st, 2nd, 3rd and 4th kinds and corresponding rational approximants and Laurent series, and efficient systems of linear equations for the determination of the Padé-Chebyshev coefficients are obtained in each case. Using the Laurent approach of Gragg and Johnson [4], approximations are obtainable for allm≥0,n≥0. Numerical results are obtained for all four kinds of Chebyshev polynomials and Padé-Chebyshev approximants. Remarkably similar results of formidable accuracy are obtained by both Maehly-type and Clenshaw-Lord type methods, thus validating the use of either.     

A quadrature based method for evaluating exponential-type functions for exponential methods

We present a quadrature-based method to evaluate exponential-like operators required by different kinds of exponential integrators. The method approximates these operators by means of a quadrature formula that converges like O(e ^−cK ), with K the number of quadrature nodes, and it is useful when solving parabolic equations. The approach allows also the evaluation of the associated scalar mappings. The method is based on numerical inversion of sectorial Laplace transforms. Several numerical illustrations are provided to test the algorithm, including examples with a mass matrix and the application of the method inside the MATLAB package EXP4, an adaptive solver based on an exponential Runge–Kutta method.     

Transformation formulas associated with integrals involving the Riemann Ξ-function

Using residue calculus and the theory of Mellin transforms, we evaluate integrals of a certain type involving the Riemann Ξ-function, which give transformation formulas of the form F(z, α) = F(z, β), where αβ = 1. This gives a unified approach for generating certain modular transformation formulas, including a famous formula of Ramanujan and Guinand.     

Exploring multivariate Padé approximants for multiple hypergeometric series

We investigate the approximation of some hypergeometric functions of two variables, namely the Appell functions F _i , i = 1,...,4, by multivariate Padé approximants. Section 1 reviews the results that exist for the projection of the F _i onto ϰ=0 or y=0, namely, the Gauss function ₂ F ₁(a, b; c; z), since a great deal is known about Padé approximants for this hypergeometric series. Section 2 summarizes the definitions of both homogeneous and general multivariate Padé approximants. In section 3 we prove that the table of homogeneous multivariate Padé approximants is normal under similar conditions to those that hold in the univariate case. In contrast, in section 4, theorems are given which indicate that, already for the special case F ₁(a, b, b′; c; x; y) with a = b = b′ = 1 and c = 2, there is a high degree of degeneracy in the table of general multivariate Padé approximants. Section 5 presents some concluding remarks, highlighting the difference between the two types of multivariate Padé approximants in this context and discussing directions for future work. This revised version was published online in June 2006 with corrections to the Cover Date.     

Gumbel statistics for the longest interval of identical spins in a one-dimensional Gibbs measure

We consider one-dimensional Gibbs measures on spin configurations σ ∈ {–1,+1}^ℤ. For N ∈ ℕ let l _N denote the length of the longest interval of consecutive spins of the same kind in the interval [0,N]. We show that the distribution of a suitable continuous modification l _c (N) of l _N converges to the Gumbel distribution, i.e., for some α, β ∈ (0, ∞) and γ ∈ ℝ, lim _{N →∞} ℙ(l _c (N) ≤ α log N + βx + γ) = e ^{–e –x} . Received: 2 September 2002     

Mosaic approximations of discrete analogs of Calderón-Zygmund operators

Asymptotic estimates of the form mrA = O(InN · ln ^d ɛ ⁻¹), whered is the dimension of the initial space, for mosaic ranks of discrete analog of Calderón-Zygmund operators are obtained for various mosaic covers. Translated fromMatematicheskie Zametki, Vol. 63, No. 1, pp. 81–94, January, 1998.     

Properties of certain rational approximations toe −z

We consider the properties of a class of rational approximations toe ^–z due to Nørsett. In particular we investigate the acceptability of these approximations.See Definition 3.1, Section 3 below.     

Oscillation of Solutions of Linear Differential Equations

This paper is devoted to studying the growth problem, the zeros and fixed points distribution of the solutions of linear differential equations f″＋e^-zf′＋Q（z）f=F（z）,whereQ（z）≡h（z）e^cz and c∈R.     

Semidiscrete and asymptotic approximations for the nonstationary radiative–conductive heat transfer problem in a periodic system of grey heat shields

We consider semidiscrete and asymptotic approximations to a solution to the nonstationary nonlinear initial-boundary-value problem governing the radiative–conductive heat transfer in a periodic system consisting of n grey parallel plate heat shields of width ε = 1/n, separated by vacuum interlayers. We study properties of special semidiscrete and homogenized problems whose solutions approximate the solution to the problem under consideration. We establish the unique solvability of the problem and deduce a priori estimates for the solutions. We obtain error estimates of order O( ?{e} ) O\left( {\sqrt {\varepsilon } } \right) and O(ε) for semidiscrete approximations and error estimates of order O( ?{e} ) O\left( {\sqrt {\varepsilon } } \right) and O(ε ^3/4) for asymptotic approximations. Bibliography: 9 titles.     

Hausdorff dimension of Julia set of a polynomial with a Siegel disk

Let f(z) = e2πiθz(1 z/d)d,θ∈R\Q be a polynomial. Ifθis an irrational number of bounded type, it is easy to see that f(z) has a Siegel disk centered at 0. In this paper, we will show that the Hausdorff dimension of the Julia set of f(z) satisfies Dim(J(f))<2.     

Mean ergodic theorems for bi-continuous semigroups

In this paper we study the main properties of the Cesàro means of bi-continuous semigroups, introduced and studied by Kühnemund (Semigroup Forum 67:205–225, 2003). We also give some applications to Feller semigroups generated by second-order elliptic differential operators with unbounded coefficients in C _b (ℝ ^N ) and to evolution operators associated with nonautonomous second-order differential operators in C _b (ℝ ^N ) with time-periodic coefficients.     

A survey of truncation error analysis for Padé and continued fraction approximants

To compute the value of a functionf(z) in the complex domain by means of a converging sequence of rational approximants {f _n(z)} of a continued fraction and/or Padé table, it is essential to have sharp estimates of the truncation error ¦f(z)–f _n(z)¦. This paper is an expository survey of constructive methods for obtaining such truncation error bounds. For most cases dealt with, {f _n(z)} is the sequence of approximants of a continued fractoin, and eachf _n(z) is a (1-point or 2-point) Padé approximant. To provide a common framework that applies to rational approximantf _n(z) that may or may not be successive approximants of a continued fraction, we introduce linear fractional approximant sequences (LFASs). Truncation error bounds are included for a large number of classes of LFASs, most of which contain representations of important functions and constants used in mathematics, statistics, engineering and the physical sciences. An extensive bibliography is given at the end of the paper.Research supported in part by the U.S. National Science Foundation under Grants INT-9113400 and DMS-9302584.     

Two-point Padé expansions for a family of analytic functions

Each member G(z) of a family of analytic functions defined by Stieltjes transforms is shown to be represented by a positive T-fraction, the approximants of which form the main diagonal in the two-point Padé table of G(z). The positive T-fraction is shown to converge to G(z) throughout a domain D(a, b) = [z: z?[?b, ?a]], uniformly on compact subsets. In addition, truncation error bounds are given for the approximants of the continued function; these bounds supplement previously known bounds and apply in part of the domain of G(z) not covered by other bounds. The proofs of our results employ properties of orthogonal $\text{L}$-polynomials (Laurent polynomials) and $\text{L}$-Gaussian quadrature which are of some interest in themselves. A number of examples are considered.     

Convergence and computation of simultaneous rational quadrature formulas

We discuss the convergence and numerical evaluation of simultaneous quadrature formulas which are exact for rational functions. The problem consists in integrating a single function with respect to different measures using a common set of quadrature nodes. Given a multi-index n, the nodes of the integration rule are the zeros of the multi-orthogonal Hermite–Padé polynomial with respect to (S, α, n), where S is a collection of measures, and α is a polynomial which modifies the measures in S. The theory is based on the connection between Gauss-type simultaneous quadrature formulas of rational type and multipoint Hermite–Padé approximation. The numerical treatment relies on the technique of modifying the integrand by means of a change of variable when it has real poles close to the integration interval. The output of some tests show the power of this approach in comparison with other ones in use.     

Growth Behavior and Zero Distribution of Rational Approximants

We investigate the growth and the distribution of zeros of rational uniform approximations with numerator degree ≤n and denominator degree ≤m _n for meromorphic functions f on a compact set E of ℂ where m _n =o(n/log n) as n→∞. We obtain a Jentzsch–Szegő type result, i.e., the zero distribution converges weakly to the equilibrium distribution of the maximal Green domain E _ρ(f) of meromorphy of f if f has a singularity of multivalued character on the boundary of E _ρ(f). The paper extends results for polynomial approximation and rational approximation with fixed degree of the denominator. As applications, Padé approximation and real rational best approximants are considered.     

Toeplitz Operators on Generalized Bergman Spaces

We consider the weighted Bergman spaces HL²(\mathbb B^d, m_l){\mathcal {H}L^{2}(\mathbb {B}^{d}, \mu_{\lambda})}, where we set dm_l(z) = c_l(1-|z|²)^l dt(z){d\mu_{\lambda}(z) = c_{\lambda}(1-|z|^2)^{\lambda} d\tau(z)}, with τ being the hyperbolic volume measure. These spaces are nonzero if and only if λ > d. For 0 < λ ≤ d, spaces with the same formula for the reproducing kernel can be defined using a Sobolev-type norm. We define Toeplitz operators on these generalized Bergman spaces and investigate their properties. Specifically, we describe classes of symbols for which the corresponding Toeplitz operators can be defined as bounded operators or as a Hilbert–Schmidt operators on the generalized Bergman spaces.     

Laurent–Padé Approximants to Four Kinds of Chebyshev Polynomial Expansions. Part I. Maehly Type Approximants

Laurent Padé–Chebyshev rational approximants, A _m (z,z ^–1)/B _n (z,z ^–1), whose Laurent series expansions match that of a given function f(z,z ^–1) up to as high a degree in z,z ^–1 as possible, were introduced for first kind Chebyshev polynomials by Clenshaw and Lord [2] and, using Laurent series, by Gragg and Johnson [4]. Further real and complex extensions, based mainly on trigonometric expansions, were discussed by Chisholm and Common [1]. All of these methods require knowledge of Chebyshev coefficients of f up to degree m+n. Earlier, Maehly [5] introduced Padé approximants of the same form, which matched expansions between f(z,z ^–1)B _n (z,z ^–1) and A _m (z,z ^–1). The derivation was relatively simple but required knowledge of Chebyshev coefficients of f up to degree m+2n. In the present paper, Padé–Chebyshev approximants are developed not only to first, but also to second, third and fourth kind Chebyshev polynomial series, based throughout on Laurent series representations of the Maehly type. The procedures for developing the Padé–Chebyshev coefficients are similar to that for a traditional Padé approximant based on power series [8] but with essential modifications. By equating series coefficients and combining equations appropriately, a linear system of equations is successfully developed into two sub-systems, one for determining the denominator coefficients only and one for explicitly defining the numerator coefficients in terms of the denominator coefficients. In all cases, a type (m,n) Padé–Chebyshev approximant, of degree m in the numerator and n in the denominator, is matched to the Chebyshev series up to terms of degree m+n, based on knowledge of the Chebyshev coefficients up to degree m+2n. Numerical tests are carried out on all four Padé–Chebyshev approximants, and results are outstanding, with some formidable improvements being achieved over partial sums of Laurent–Chebyshev series on a variety of functions. In part II of this paper [7] Padé–Chebyshev approximants of Clenshaw–Lord type will be developed for the four kinds of Chebyshev series and compared with those of the Maehly type.