A hybrid Arnoldi-Faber iterative method for nonsymmetric systems of linear equations

Summary We present here a new hybrid method for the iterative solution of large sparse nonsymmetric systems of linear equations, say of the formAx=b, whereA ^{N, N} , withA nonsingular, andb ^N are given. This hybrid method begins with a limited number of steps of the Arnoldi method to obtain some information on the location of the spectrum ofA, and then switches to a Richardson iterative method based on Faber polynomials. For a polygonal domain, the Faber polynomials can be constructed recursively from the parameters in the Schwarz-Christoffel mapping function. In four specific numerical examples of non-normal matrices, we show that this hybrid algorithm converges quite well and is approximately as fast or faster than the hybrid GMRES or restarted versions of the GMRES algorithm. It is, however, sensitive (as other hybrid methods also are) to the amount of information on the spectrum ofA acquired during the first (Arnoldi) phase of this procedure.     

An incomplete-factorization preconditioning using repeated red-black ordering

Summary The convergence of the conjugate gradient method for the iterative solution of large systems of linear equations depends on proper preconditioning matrices. We present an efficient incomplete-factorization preconditioning based on a specific, repeated red-black ordering scheme and cyclic reduction. For the Dirichlet model problem, we prove that the condition number increases asymptotically slower with the number of equations than for usual incomplete factorization methods. Numerical results for symmetric and non-symmetric test problems and on locally refined grids demonstrate the performance of this method, especially for large linear systems.     

An algorithm for best approximate solutions ofAx=b with a smooth strictly convex norm

Summary In this paper, overdetermined systems ofm linear equations inn unknowns are considered. With ^m equipped with a smooth strictly convex norm, ·, an iterative algorithm for finding the best approximate solution of the linear system which minimizes the ·-error is given. The convergence of the algorithm is established and numerical results are presented for the case when · is anl _p norm, 1<p<.Portions of this paper are taken from the author's Ph.D. thesis at Michigan State University     

Characterization of regular singular linear systems of difference equations

This paper deals with linear systems of difference equations whose coefficients admit generalized factorial series representations atz=. We are concerned with the behavior of solutions near the pointz= (the only fixed singularity for difference equations). It is important to know whether a system of linear difference equations has a regular singularity or an irregular singularity. To a given system () we can assign a number , called the Moser's invariant of (), so that the system is regular singular if and only if 1. We shall develop an algorithm, implementable in a computer algebra system, which reduces in a finite number of steps the system of difference equations to an irreducible form. The computation ot the number can be done explicitly from this irreducible form.     

Limitations of the L-curve method in ill-posed problems

This paper considers the Tikhonov regularization method with the regularization parameter chosen by the so-called L-curve criterion. An infinite dimensional example is constructed for which the selected regularization parameter vanishes too rapidly as the noise to signal ratio in the data goes to zero. As a consequence the computed reconstructions do not converge to the true solution. Numerical examples are given to show that similar phenomena can be observed under more general assumptions in discrete ill-posed problems provided the exact solution of the problem is smooth.This work was partially supported by NATO grant CRG 930044.     

Discrete Series Characters for GL(n, q)

The discrete series characters of the finite general linear group GL(n, q) are expressed as uniquely defined integral linear combinations of characters induced from linear characters on certain subgroups Hd, n of GL(n, q). The coefficients in these linear combinations are determined (for all n, q) by a family of polynomials r(T) Z[T] indexed by the set of all partitions .     

A chance-constrained programming algorithm

This paper describes a new algorithm solving the deterministic equivalents of chance-constrained problems where the random variables are normally distributed and independent of each other. In this method nonlinear chance-constraints are first replaced by uniformly tighter linear constraints. The resulting linear programming problem is solved by a standard simplex method. The linear programming problem is then revised using the solution data and solved again until the stopping rule of the algorithm terminates the process. It is proved that the algorithm converges and that the solution found is the -optimal solution of the chance-constrained programming problem.The computational experience of the algorithm is reported. The algorithm is efficient if the random variables are distributed independently of each other and if they number less than two hundred. The computing system is called CHAPS, i.e. Chance-ConstrainedProgrammingSystem.     

An Adaptive Greedy Algorithm for Solving Large RBF Collocation Problems

The solution of operator equations with radial basis functions by collocation in scattered points leads to large linear systems which often are nonsparse and ill-conditioned. But one can try to use only a subset of the data for the actual collocation, leaving the rest of the data points for error checking. This amounts to finding sparse approximate solutions of general linear systems arising from collocation. This contribution proposes an adaptive greedy method with proven (but slow) linear convergence to the full solution of the collocation equations. The collocation matrix need not be stored, and the progress of the method can be controlled by a variety of parameters. Some numerical examples are given.     

Maximal inequalities,convexity inequality,and their duality. II

, , . . . [1], , . , , ., , L logL. , , . . . . [5]. , .     

On the admissibility of function spaces of typeB p,q s andF p,q s,and boundary value problems for non-linear partial differential equations

u=f(x)+S(u), S — , u-G(u), G — . B _p,q ^s () -F _p,q ^s (). R _n — . — . _p,q ^s F _p,q ^s .     

Extension of functions,which are traces of functions belonging to 249-01249-01249-01on an arbitrary subset of the line

( , k) , ER f(x) f(x)H _k (R) (k2— ,=(t) — k- ). f(x) E (t).     

Monodromy-data parameterization of spaces of local solutions of integrable reductions of Einstein’s field equations

We show that for the fields depending on only two of the four space-time coordinates, the spaces of local solutions of various integrable reductions of Einsteins field equations are the subspaces of the spaces of local solutions of the null-curvature equations selected by universal (i.e., solution-independent conditions imposed on the canonical (Jordan) forms of the desired matrix variables. Each of these spaces of solutions can be parameterized by a finite set of holomorphic functions of the spectral parameter, which can be interpreted as a complete set of the monodromy data on the spectral plane of the fundamental solutions of associated linear systems. We show that both the direct and inverse problems of such a map, i.e., the problem of finding the monodromy data for any local solution of the null-curvature equations for the given Jordan forms and also of proving the existence and uniqueness of such a solution for arbitrary monodromy data, can be solved unambiguously (the monodromy transform). We derive the linear singular integral equations solving the inverse problem and determine the explicit forms of the monodromy data corresponding to the spaces of solutions of Einsteins field equations.__________Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 143, No. 2, pp. 278–304, May, 2005     

Borel fibrations and G-spaces

Considering discrete groups G only, we present an elementary proof of the familiar equivalence of the category of G-spaces (with maps equivariant up to homotopy) and the category of Borel fibrations over BG.     

A generalized Laplace transform of generalized functions

- . . . , .     

Stability of Systems of Functional Differential Equations Containing a Small Parameter

New results on the stability of functional differential equations of the delayed type with a small parameter are reported. The right-hand side of the investigated system is assumed to satisfy Carathéodory-type conditions for the existence of a solution of the initial-value problem and to be globally continuous with respect to the parameter at the point . Under these assumptions the results can be used to investigate functional differential equations with rapidly oscillating coefficients. The concept of -stability is defined, and sufficient conditions for -stability are formulated in terms of Lyapunov-type functionals.     

On Infinite Systems of Linear Autonomous and Nonautonomous Stochastic Equations

The solvability of autonomous and nonautonomous stochastic linear differential equations in is studied. The existence of strong continuous (L^p-continuous) solutions of autonomous linear stochastic differential equations in with continuous (L^p-continuous) right-hand sides is proved. Uniqueness conditions are obtained. We give examples showing that both deterministic and stochastic linear nonautonomous differential equations with the same operator in may fail to have a solution. We also establish existence and uniqueness conditions for nonautonomous equations.     

Global bifurcation of fixed points and the Poincaré translation operator on manifolds

Let M be a differentiable manifold and [0, )×MM be a C¹ map satisfying the condition (0, p)=p for all pM. Among other results, we prove that when the degree (also called Hopf index or Euler characteristic) of the tangent vector field wMTM, given by w(p)=(/)(0, p), is well defined and nonzero, then the set (of nontrivial pairs) admits a connected subset whose closure is not compact and meets the slice {0}×M of [0, )×M. This extends known results regarding the existence of harmonic solutions of periodic ordinary differential equations on manifolds.     

Büschel linearer Abbildungen

If , , are linear mappings out of a projective space (P,G) into a projective space (P', G') and , then is said to belong to the pencil <,<> of linear mappings spanned by and if in the main (x), (x), (x) are collinear for all x P. We give some sufficient conditions for x P and , , such that (x) is uniquely determined by giving, and (z), z P.

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Herrn Prof. Dr.Helmut Karzel zum 60. Geburtstag gewidmet     

О несколвких принципиальных вопросах задач о цоБственных значениях отосительно систем Дифференциальных уравнений. I

Summary In the course of the numerical solution of Eigenvalue-problems connected with linear differential equations, the so-called encompassing theorems are of great importantce. We generalize in this paper the most important results of the theory, especially the encompassing-theorems, to the case of systems of differential equations. We expound further a method of perturbation which can be well applied also in the practice for the solution of Eigenvalue-problems connected with the systems. The problem acrose in connection with the fixation of the number of critical self-oscillation of turbine shovels.

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Midpoint collocation for Cauchy singular integral equations

Summary A Cauchy singular integral equation on a smooth closed curve may be solved numerically using continuous piecewise linear functions and collocation at the midpoints of the underlying grid. Even if the grid is non-uniform, suboptimal rates of convergence are proved using a discrete maximum principle for a modified form of the collocation equations. The same techniques prove negative norm estimates when midpoint collocation is used to determine piecewise constant approximations to the solution of first kind equations with the logarithmic potential.This work was supported by the Australian Research Council through the program grant Numerical analysis for integrals, integral equations and boundary value problems