The Cesàro-Denjoy-Bochner scale of almost periodicity

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Problem of instability in the first approximation

Let E be a Banach space, A be a continuous linear operator such that (A) ; Re>0 Ø, and F(t, x) be a continuous function on [0, )×E satisfying the condition F(t, x) q x (q= const). An example of a system dx/dt=Ax + F(t, x) is given which has an exponentially stable zero solution for certain F(t, x) with arbitrarily small q.Translated from Matematicheskie Zametki, Vol. 23, No. 5, pp. 721–723, May, 1978.     

A sandwich theorem and Hyers—Ulam stability of affine functions

It is shown that two real functionsf andg, defined on a real intervalI, satisfy the inequalitiesf(x + (1 – )y) g(x) + (1 – )g(y) andg(x + (1 – )y) f(x) + (1 – )f(y) for allx, y I and [0, 1], iff there exists an affine functionh: I such thatf h g. As a consequence we obtain a stability result of Hyers—Ulam type for affine functions.     

Remarks on ergodicity of stationary irreducible transient Markov chains

Summary Consider a stationary process {X _n(), – < n < . If the measure of the process is finite (the measure of the whole sample space finite), it is well known that ergodicity of the process {X _n(), - < n < and of each of the subprocesses {X _n(), 0 n < , {X _n(), – < n 0 are equivalent (see [3]). We shall show that this is generally not true for stationary processes with a sigma-finite measure, specifically for stationary irreducible transient Markov chains. An example of a stationary irreducible transient Markov chain {X _n(), - < n <} with {itX_n(), 0 n < < ergodic but {X _n(), < n 0 nonergodic is given. That this can be the case has already been implicitly indicated in the literature [4]. Another example of a stationary irreducible transient Markov chain with both {X _n(), 0 n < and {itX _n(),-< < n 0} ergodic but {X _n(), - < n < nonergodic is presented. In fact, it is shown that all stationary irreducible transient Markov chains {X _n(), - < n < < are nonergodic.This research was supported in part by the Office of Naval Research.John Simon Guggenheim Memorial Fellow.     

Convolution equations in spaces of sequences with an exponential growth constraint

One describes the sets of the solutions of the convolution equations S*x=0 (on the set or on ₊={n:n0}) in the spaces of sequences of the type X=^X(, ), where. One proves that any 1-invariant subspace E,EX, coincides with KezS for some S and, after the Laplace transform can be represented in the form f·A(K_{(, )}), where K_{(, )}={z:kⁿ}_{n z} ^: }+{xX:x_k=0, k(, ), whose zeros do not accumulate to the circumference ¦¦=.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSP, Vol. 149, pp. 107–115, 1986.The author expresses his sincere gratitude to N. K. Nikol'skii for the formulation of the problem and for his interest in the paper.     

On a new class of multiplicative pseudo-random number generators

In the computing literature, there are few detailed analytical studies of the global statistical characteristics of a class of multiplicative pseudo-random number generators.We comment briefly on normal numbers and study analytically the approximately uniform discrete distribution or (j,)-normality in the sense of Besicovitch for complete periods of fractional parts {x _{0 1} ⁱ /p} on [0, 1] fori=0, 1,..., (p–1)p^–1–1, i.e. in current terminology, generators given byx _{n+1 1} x _n mod p wheren=0, 1,..., (p–1)p ^–1–1,p is any odd prime, (x ₀,p)=1, ₁ is a primitive root modp ², and 1 is any positive integer.We derive the expectationsE(X, ),E(X ², ),E(X _nX_n+k); the varianceV(X, ), and the serial correlation coefficient k. By means of Dedekind sums and some results of H. Rademacher, we investigate the asymptotic properties of k for various lagsk and integers 1 and give numerical illustrations. For the frequently used case =1, we find comparable results to estimates of Coveyou and Jansson as well as a mathematical demonstration of a so-called rule of thumb related to the choice of ₁ for small k.Due to the number of parameters in this class of generators, it may be possible to obtain increased control over the statistical behavior of these pseudo-random sequences both analytically as well as computationally.     

Ergodic Properties of Function Groups

Let PSL(2,) be a torsion free function group. We discuss some aspects of the asymptotic relation between the geometry of the hyperbolic manifold H³/ and the geometry of the boundary of its convex core. This leads to a characterization of Fuchsian function groups by dynamical invariants.     

High order methods for the numerical solution of two-point boundary value problems

In a recent paper, Cash and Moore have given a fourth order formula for the approximate numerical integration of two-point boundary value problems in O.D.E.s. The formula presented was in effect a one-off formula in that it was obtained using a trial and error approach. The purpose of the present paper is to describe a unified approach to the derivation of high order formulae for the numerical integration of two-point boundary value problems. It is shown that the formula derived by Cash and Moore fits naturally into this framework and some new formulae of orders 4, 6 and 8 are derived using this approach. A numerical comparison with certain existing finite difference methods is made and this comparison indicates the efficiency of the high order methods for problems having a suitably smooth solution.     

A method for integration of unstable systems of ordinary differential equation subject to two-point boundary conditions

Instability problems in systems of differential equations are discussed. A matrix technique is given for producing numerical solutions to a system of ordinary differential equations with boundary conditions specified at each end of the interval when the system contains dominant solutions which give rise to numerical instability in conventional integration methods. A method of bringing up the initial conditions is described, whereby the two-point nature of the problem is made use of to stabilize the system. Three numerical examples are included.     

Constructive Axiomatic Approach to the Determination of the Orbit Spaces of Coregular Compact Linear Groups

We review the proposal of a constructive axiomatic approach to the determination of the orbit spaces of all the real compact linear groups, obtained through the computation of a metric matrix , which is defined only in terms of the scalar products between the gradients p₁(x),...,p_q(x) of the elements of a minimal integrity basis (MIB) for the ring [ⁿ]^G of G-invariant polynomials. The domain of semi-positivity of is known to realize the orbit space ⁿ/G of G as a semi-algebraic variety in the space ^q spanned by the variables p₁,...,p_q. The matrices can be obtained from the solutions of a universal differential equation (master equation), which satisfy convenient initial conditions. The master equation and the initial conditions involve as free parameters only the degrees d_a of the p_a(x)s. This approach tries to bypass the actual impossibility of explicitly determining a set of basic polynomial invariants for each group. Our results may be relevant in physical contexts where the study of covariant or invariant functions is important, like in the determination of patterns of spontaneous symmetry breaking in quantum field theory, in the analysis of phase spaces and structural phase transitions (Landaus theory), in covariant bifurcation theory, in crystal field theory and so on. Mathematics Subject Classifications (2000) 14L24, 13A50, 14L30.This paper is partially supported by INFN and MURST 40% and 60%.     

General framework,stability and error analysis for numerical stiff boundary value methods

Summary This paper provides a general framework, called theoretical multiple shooting, within which various numerical methods for stiff boundary value ordinary differential problems can be analyzed. A global stability and error analysis is given, allowing (as much as possible) the specificities of an actual numerical method to come in only locally. We demonstrate the use of our results for both one-sided and symmetric difference schemes. The class of problems treated includes some with internal (e.g. turning point) layers.     

Robust Estimation of Tail Parameters for Two-Parameter Pareto and Exponential Models via Generalized Quantile Statistics

Robust estimation of tail index parameters is treated for (equivalent) two-parameter Pareto and exponential models. These distributions arise as parametric models in actuarial science, economics, telecommunications, and reliability, for example, as well as in semiparametric modeling of upper observations in samples from distributions which are regularly varying or in the domain of attraction of extreme value distributions. New estimators of generalized quantile type are introduced and compared with several well-established estimators, for the purpose of identifying which estimators provide favorable trade-offs between efficiency and robustness. Specifically, we examine asymptotic relative efficiency with respect to the (efficient but nonrobust) maximum likelihood estimator, and breakdown point. The new estimators, in particular the generalized median types, are found to dominate well-established and popular estimators corresponding to methods of trimming, least squares, and quantiles. Further, we establish that the least squares estimator is actually deficient with respect to both criteria and should become disfavored. The generalized median estimators manifest a general principle: smoothing followed by medianing produces a favorable trade-off between efficiency and robustness.     

Einschließungsaussagen für gewöhnliche Differentialoperatoren

Summary For differential operatorsM of second order (as defined in (1.1)) we describe a method to prove Range-Domain implications—Mu–u and an algorithm to construct these functions , , , . This method has been especially developed for application to non-inverse-positive differential operators. For example, for non-negativea ₂ and for given functions = we require =C ₀[0, 1] C ₂([0, 1]–T) whereT is some finite set), (M) (t)(t), (t[0, 1]–T) and certain additional conditions for eachtT. Such Range-Domain implications can be used to obtain a numerical error estimation for the solution of a boundary value problemMu=r; further, we use them to guarantee the existence of a solution of nonlinear boundary value problems between the bounds- and .     

G8 estimator of solutions of systems of linear algebraic equations

For linear forms of regularized solutions (x, c)=Re c' · Re[I + i)+A'A_n ^–1]^–1 A'_nb of systems of equations Ax=b, where A is an n×m matrix, x, c, b are vectors, and _n is a sequence of constants, we propose the estimator , where is any measurable solution of the equation ()Re[1+₁a(())]²+ (₁–₂)(1+₁(gq()))=, a(y)=n^–1 Sp[Iy+^–1Z_s'Z^s+ iI]^–1, , _i=n_n ²_n ^–1s_n ^–1, ⁿ=mI_n ²_n ^–1s_n ^–1, X_i are independent observations on the matrix A. Under certain conditions, it is proved that G₈ is a consistent estimator for n and 0.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 66, pp. 111–119, 1988.     

Partly convex programming and zermelo's navigation problems

Mathematical programs, that become convex programs after freezing some variables, are termed partly convex. For such programs we give saddle-point conditions that are both necessary and sufficient that a feasible point be globally optimal. The conditions require cooperation of the feasible point tested for optimality, an assumption implied by lower semicontinuity of the feasible set mapping. The characterizations are simplified if certain point-to-set mappings satisfy a sandwich condition.The tools of parametric optimization and basic point-to-set topology are used in formulating both optimality conditions and numerical methods. In particular, we solve a large class of Zermelo's navigation problems and establish global optimality of the numerical solutions.Research partly supported by NSERC of Canada.     

The Laplacian with Robin Boundary Conditions on Arbitrary Domains

Using a capacity approach, we prove in this article that it is always possible to define a realization of the Laplacian on L ²() with generalized Robin boundary conditions where is an arbitrary open subset of R ⁿ and is a Borel measure on the boundary of . This operator generates a sub-Markovian C ₀-semigroup on L ²(). If d=d where is a strictly positive bounded Borel measurable function defined on the boundary and the (n–1)-dimensional Hausdorff measure on , we show that the semigroup generated by the Laplacian with Robin boundary conditions has always Gaussian estimates with modified exponents. We also obtain that the spectrum of the Laplacian with Robin boundary conditions in L ^p () is independent of p[1,). Our approach constitutes an alternative way to Daners who considers the (n–1)-dimensional Hausdorff measure on the boundary. In particular, it allows us to construct a conterexample disproving Daners' closability conjecture.     

Common Sections with Given Properties for a Finite Set of Convex Compacta

Let be convex compacta and let O be their common interior point. It is proved that there exists a 2-plane H through O such that for in–2 an affine image of a given centrally symmetric hexagon is inscribed in K_iH and has center at O. Furthermore, there exist n–3 2-planes H₁,...,H_n-3 through O lying at the same time in a 3-plane such that for in–3 an affine image of a regular octagon is inscribed in H_iK_i and has center at O. Bibliography: 9 titles.     

Toeplitz operators in n-dimensions

The interplay between the theory of Toeplitz operators on the circle and the theory of pseudodifferential operators on the line (i. e. Wiener-Hopf operators) is by now well-known and well-understood. In this article we show that there is a parallel situation in higher dimensions. To begin with, by using pseudodifferential multipliers, one can simplify the composition rules for Toeplitz operators, (§ 3), and describe precisely how Toeplitz operators of Bergmann type are related to Toeplitz operators of Szegö type (§ 9). Furthermore, it turns out that the ring of pseudodifferential operators on a compact manifold, M, is isomorphic with the ring of Toeplitz operators on an appropriate Grauert tube about M (§ § 4–6), and the ring of Weyl operators on ⁿ is isomorphic with the ring of Toeplitz operators on the complex ball in ⁿ (§ § 7–10).     

A modified Newton method for the solution of ill-conditioned systems of nonlinear equations with application to multiple shooting

In this paper the well-known modified (underrelaxed, damped) Newton method is extended in such a way as to apply to the solution of ill-conditioned systems of nonlinear equations, i.e. systems having a nearly singular Jacobian at some iterate. A special technique also derived herein may be useful, if only bad initial guesses of the solution point are available. Difficulties that arose previously in the numerical solution of nonlinear two-point boundary value problems by multiple shooting techniques can be removed by means of the results presented below.     

Numerical implementation of coherence for the example of the “Swiss Cross”

Summary We consider the two-dimensional Helmholtz equation u+u=0 inD with the boundary conditionsu=0 on D. D is the Swiss Cross — a region consisting of five unit squares. A method based on the concept of Coherence is utilized to determine an approximation for the first eigenvalue= ₁ more accurate than calculated by classical difference methods. The numerical result is used to illustrate isoperimetric upper and lower bounds for ₁, and to test some conjectures on its relations with torsional rigidity.Dedicated to the memory of Professor Lathar Collatz