The Richardson scheme for the singularly perturbed parabolic reaction-diffusion equation in the case of a discontinuous initial condition

The Dirichlet problem for a singularly perturbed parabolic reaction-diffusion equation with a piecewise continuous initial condition in a rectangular domain is considered. The higher order derivative in the equation is multiplied by a parameter ?², where ? ∈ (0, 1]. When ? is small, a boundary and an interior layer (with the characteristic width ?) appear, respectively, in a neighborhood of the lateral part of the boundary and in a neighborhood of the characteristic of the reduced equation passing through the discontinuity point of the initial function; for fixed ?, these layers have limited smoothness. Using the method of additive splitting of singularities (induced by the discontinuities of the initial function and its low-order derivatives) and the condensing grid method (piecewise uniform grids that condense in a neighborhood of the boundary layers), a finite difference scheme is constructed that converges ?-uniformly at a rate of O(N ^?2ln² N + n ₀ ^?1 ), where N + 1 and N ₀ + 1 are the numbers of the mesh points in x and t, respectively. Based on the Richardson technique, a scheme that converges ?-uniformly at a rate of O(N ^?3 + N ₀ ^?2 ) is constructed. It is proved that the Richardson technique cannot construct a scheme that converges in ?-uniformly in x with an order greater than three.     

Computer difference scheme for a singularly perturbed elliptic convection–diffusion equation in the presence of perturbations

A grid approximation of a boundary value problem for a singularly perturbed elliptic convection–diffusion equation with a perturbation parameter ε, ε ∈ (0,1], multiplying the highest order derivatives is considered on a rectangle. The stability of a standard difference scheme based on monotone approximations of the problem on a uniform grid is analyzed, and the behavior of discrete solutions in the presence of perturbations is examined. With an increase in the number of grid nodes, this scheme does not converge -uniformly in the maximum norm, but only conditional convergence takes place. When the solution of the difference scheme converges, which occurs if N ₁ ^-1 N ₂ ^-1 ? ε, where N ₁ and N ₂ are the numbers of grid intervals in x and y, respectively, the scheme is not -uniformly well-conditioned or ε-uniformly stable to data perturbations in the grid problem and to computer perturbations. For the standard difference scheme in the presence of data perturbations in the grid problem and/or computer perturbations, conditions imposed on the “parameters” of the difference scheme and of the computer (namely, on ε, N ₁,N ₂, admissible data perturbations in the grid problem, and admissible computer perturbations) are obtained that ensure the convergence of the perturbed solutions as N ₁,N ₂ → ∞, ε ∈ (0,1]. The difference schemes constructed in the presence of the indicated perturbations that converges as N ₁,N ₂ → ∞ for fixed ε, ε ∈ (0,1, is called a computer difference scheme. Schemes converging ε-uniformly and conditionally converging computer schemes are referred to as reliable schemes. Conditions on the data perturbations in the standard difference scheme and on computer perturbations are also obtained under which the convergence rate of the solution to the computer difference scheme has the same order as the solution of the standard difference scheme in the absence of perturbations. Due to this property of its solutions, the computer difference scheme can be effectively used in practical computations.     

Approximation of a system of singularly perturbed reaction-diffusion parabolic equations in a rectangle

The Dirichlet problem for a system of singularly perturbed reaction-diffusion parabolic equations in a rectangle is considered. The higher order derivatives of the equations are multiplied by a perturbation parameter ?², where ? takes arbitrary values in the interval (0, 1]. When ? vanishes, the system of parabolic equations degenerates into a system of ordinary differential equations with respect to t. When ? tends to zero, a parabolic boundary layer with a characteristic width ? appears in a neighborhood of the boundary. Using the condensing grid technique and the classical finite difference approximations of the boundary value problem, a special difference scheme is constructed that converges ?-uniformly at a rate of O(N ^?2ln² N + N ₀ ^?1 , where \(N = \mathop {\min }\limits_s N_s \), N ^s + 1 and N ₀ + 1 are the numbers of mesh points on the axes x _s and t, respectively.     

Finite difference schemes for the singularly perturbed reaction-diffusion equation in the case of spherical symmetry

The boundary value problem for the singularly perturbed reaction-diffusion parabolic equation in a ball in the case of spherical symmetry is considered. The derivatives with respect to the radial variable appearing in the equation are written in divergent form. The third kind boundary condition, which admits the Dirichlet and Neumann conditions, is specified on the boundary of the domain. The Laplace operator in the differential equation involves a perturbation parameter ?², where ? takes arbitrary values in the half-open interval (0, 1]. When ? → 0, the solution of such a problem has a parabolic boundary layer in a neighborhood of the boundary. Using the integro-interpolational method and the condensing grid technique, conservative finite difference schemes on flux grids are constructed that converge ?-uniformly at a rate of O(N ^?2ln² N + N ₀ ^?1 ), where N + 1 and N ₀ + 1 are the numbers of the mesh points in the radial and time variables, respectively.     

Approximation of systems of singularly perturbed elliptic reaction-diffusion equations with two parameters

In a rectangle, the Dirichlet problem for a system of two singularly perturbed elliptic reaction-diffusion equations is considered. The higher order derivatives of the ith equation are multiplied by the perturbation parameter ? _i ² (i = 1, 2). The parameters ?_i take arbitrary values in the half-open interval (0, 1]. When the vector parameter ? = (?₁, ?₂) vanishes, the system of elliptic equations degenerates into a system of algebraic equations. When the components ?₁ and (or) ?₂ tend to zero, a double boundary layer with the characteristic width ?₁ and ?₂ appears in the vicinity of the boundary. Using the grid refinement technique and the classical finite difference approximations of the boundary value problem, special difference schemes that converge ?-uniformly at the rate of O(N ^?2ln² N) are constructed, where N = min N _s, N _s + 1 is the number of mesh points on the axis x _s.     

Conditioning and stability of finite difference schemes on uniform meshes for a singularly perturbed parabolic convection-diffusion equation

For a singularly perturbed parabolic convection-diffusion equation, the conditioning and stability of finite difference schemes on uniform meshes are analyzed. It is shown that a convergent standard monotone finite difference scheme on a uniform mesh is not ?-uniformly well conditioned or ?-uniformly stable to perturbations of the data of the grid problem (here, ? is a perturbation parameter, ? ∈ (0, 1]). An alternative finite difference scheme is proposed, namely, a scheme in which the discrete solution is decomposed into regular and singular components that solve grid subproblems considered on uniform meshes. It is shown that this solution decomposition scheme converges ?-uniformly in the maximum norm at an O(N ^?1lnN + N ₀ ^?1 ) rate, where N + 1 and N ₀ + 1 are the numbers of grid nodes in x and t, respectively. This scheme is ?-uniformly well conditioned and ?-uniformly stable to perturbations of the data of the grid problem. The condition number of the solution decomposition scheme is of order O(δ^?2lnδ^?1 + δ ₀ ^?1 ); i.e., up to a logarithmic factor, it is the same as that of a classical scheme on uniform meshes in the case of a regular problem. Here, δ = N ^?1lnN and δ₀ = N ₀ ^?1 are the accuracies of the discrete solution in x and t, respectively.     

Grid approximation of a parabolic convection-diffusion equation on a priori adapted grids: ε-uniformly convergent schemes

The boundary value problem for a singularly perturbed parabolic convection-diffusion equation is considered. A finite difference scheme on a priori (sequentially) adapted grids is constructed and its convergence is examined. The construction of the scheme on a priori adapted grids is based on a majorant of the singular component of the grid solution that makes it possible to a priori find a subdomain in which the grid solution should be further refined given the perturbation parameter ε, the size of the uniform mesh in x, the desired accuracy of the grid solution, and the prescribed number of iterations K used to refine the solution. In the subdomains where the solution is refined, the grid problems are solved on uniform grids. The error of the solution thus constructed weakly depends on ε. The scheme converges almost ε-uniformly; namely, it converges under the condition N ^?1 = o(ε^v), where v = v(K) can be chosen arbitrarily small when K is sufficiently large. If a piecewise uniform grid is used instead of a uniform one at the final Kth iteration, the difference scheme converges ε-uniformly. For this piecewise uniform grid, the ratio of the mesh sizes in x on the parts of the mesh with a constant size (outside the boundary layer and inside it) is considerably less than that for the known ε-uniformly convergent schemes on piecewise uniform grids.     

Difference scheme for an initial–boundary value problem for a singularly perturbed transport equation

An initial–boundary value problem for a singularly perturbed transport equation with a perturbation parameter ε multiplying the spatial derivative is considered on the set ? = G ∪ S, where ? = D? × [0 ≤ t ≤ T], D? = {0 ≤ x ≤ d}, S = S ^l ∪ S, and S ^l and S₀ are the lateral and lower boundaries. The parameter ε takes arbitrary values from the half-open interval (0,1]. In contrast to the well-known problem for the regular transport equation, for small values of ε, this problem involves a boundary layer of width O(ε) appearing in the neighborhood of S ^l ; in the layer, the solution of the problem varies by a finite value. For this singularly perturbed problem, the solution of a standard difference scheme on a uniform grid does not converge ε-uniformly in the maximum norm. Convergence occurs only if h=dN^-1 ? ε and N₀^-1 ? 1, where N and N₀ are the numbers of grid intervals in x and t, respectively, and h is the mesh size in x. The solution of the considered problem is decomposed into the sum of regular and singular components. With the behavior of the singular component taken into account, a special difference scheme is constructed on a Shishkin mesh, i.e., on a mesh that is piecewise uniform in x and uniform in t. On such a grid, a monotone difference scheme for the initial–boundary value problem for the singularly perturbed transport equation converges ε-uniformly in the maximum norm at an ?(N^?1 + N₀^?1) rate.     

<Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> estimates for Riesz transform and their commutators associated with Schrödinger type operator

Let H ₂ = (?Δ)² + V ² be the Schrödinger type operator, where V satisfies reverse Hölder inequality. In this paper, we establish the L ^p boundedness for V ² H ₂ ^?1 , H ₂ ^?1 V ², VH ₂ ^?1/2 and H ₂ ^?1 V ², and that of their commutators. We also prove that H ₂ ^?1 V ²,VH ₂ ^?1/2 are bounded from BMO _L to BMO _L .     

Smoothness of solutions of almost hypoelliptic equations

The paper studies a class of almost hypoelliptic equations P(D)U = ? in a strip. It is proved that for \(\mathcal{H}\) great enough and for δ > 0 small enough all solutions of this equation, which are square summable with the weight e ^?δ|x| and for which \(D_2^{\alpha _2 } U\), where α ₂ = 0, …, \(ord_{\alpha _2 } P\), are infinitely differentiable in x ₁ functions, provided D ₁ ^j ? ∈ L ₂(\(\Omega _\mathcal{H} \)) for any j.     

The use of solutions on embedded grids for the approximation of singularly perturbed parabolic convection-diffusion equations on adapted grids

The Dirichlet problem on a closed interval for a parabolic convection-diffusion equation is considered. The higher order derivative is multiplied by a parameter ? taking arbitrary values in the semi-open interval (0, 1]. For the boundary value problem, a finite difference scheme on a posteriori adapted grids is constructed. The classical approximations of the equation on uniform grids in the main domain are used; in some subdomains, these grids are subjected to refinement to improve the grid solution. The subdomains in which the grid should be refined are determined using the difference of the grid solutions of intermediate problems solved on embedded grids. Special schemes on a posteriori piecewise uniform grids are constructed that make it possible to obtain approximate solutions that converge almost ?-uniformly, i.e., with an error that weakly depends on the parameter ?: |u(x, t) ? z(x, t)| ≤ M[N ₁ ^?1 ln² N ₁ + N ₀ ^?1 lnN ₀ + ?^?1 N ₁ ^?K ln ^K?1 N ₁], (x, t) ε ? _h , where N ₁ + 1 and N ₀ + 1 are the numbers of grid points in x and t, respectively; K is the number of refinement iterations (with respect to x) in the adapted grid; and M = M(K). Outside the σ-neighborhood of the outflow part of the boundary (in a neighborhood of the boundary layer), the scheme converges ?-uniformly at a rate O(N ₁ ^?1 ln² N ₁ + N ₀ ^?1 lnN ₀), where σ ≤ MN ₁ ^{?K + 1} ln ^K?1 N ₁ for K ≥ 2.     

Dominant dimensions,derived equivalences and tilting modules

We show that for every ? > 0 there exist δ > 0 and n₀ ∈ ? such that every 3-uniform hypergraph on n ≥ n₀ vertices with the property that every k-vertex subset, where k ≥ δn, induces at least \(\left( {\frac{1}{2} + \varepsilon } \right)\left( {\begin{array}{*{20}c} k \\ 3 \\ \end{array} } \right)\) edges, contains K₄^? as a subgraph, where K₄^? is the 3-uniform hypergraph on 4 vertices with 3 edges. This question was originally raised by Erd?s and Sós. The constant 1/4 is the best possible.     

Computer difference scheme for a singularly perturbed convection-diffusion equation

The Dirichlet problem for a singularly perturbed ordinary differential convection-diffusion equation with a perturbation parameter ? (that takes arbitrary values from the half-open interval (0, 1]) is considered. For this problem, an approach to the construction of a numerical method based on a standard difference scheme on uniform meshes is developed in the case when the data of the grid problem include perturbations and additional perturbations are introduced in the course of the computations on a computer. In the absence of perturbations, the standard difference scheme converges at an \(\mathcal{O}\) (δ _st ) rate, where δ _st = (? + N ^?1)^?1 N ^?1 and N + 1 is the number of grid nodes; the scheme is not ?-uniformly well conditioned or stable to perturbations of the data. Even if the convergence of the standard scheme is theoretically proved, the actual accuracy of the computed solution in the presence of perturbations degrades with decreasing ? down to its complete loss for small ? (namely, for ? = \(\mathcal{O}\) (δ^?2max _i,j |δa _i ^j | + δ^?1 max _{i, j} |δb _i ^j |), where δ = δ _st and δa _i ^j , δb _i ^j are the perturbations in the coefficients multiplying the second and first derivatives). For the boundary value problem, we construct a computer difference scheme, i.e., a computing system that consists of a standard scheme on a uniform mesh in the presence of controlled perturbations in the grid problem data and a hypothetical computer with controlled computer perturbations. The conditions on admissible perturbations in the grid problem data and on admissible computer perturbations are obtained under which the computer difference scheme converges in the maximum norm for ? ∈ (0, 1] at the same rate as the standard scheme in the absence of perturbations.     

Renormalized coupling constants for the three-dimensional scalar <Emphasis Type="Italic">λ</Emphasis><Emphasis Type="Italic">ϕ</Emphasis><Superscript>4</Superscript> field theory and pseudo-<Emphasis Type="Italic">ε</Emphasis>-expansion

The renormalized coupling constants g _2k that enter the equation of state and determine nonlinear susceptibilities of the system have universal values g _2k ^* at the Curie point. We use the pseudo-ε-expansion approach to calculate them together with the ratios R _2k = g _2k /g ₄ ^k-1 for the three-dimensional scalar λ ? ⁴ field theory. We derive pseudo-ε-expansions for g ₆ ^* , g ₈ ^* , R ₆ ^* , and R ₈ ^* in the five-loop approximation and present numerical estimates for R ₆ ^* and R ₈ ^* . The higher-order coefficients of the pseudo-ε-expansions for g ₆ ^* and R ₆ ^* are so small that simple Padé approximants turn out to suffice for very good numerical results. Using them gives R ₆ ^* = 1.650, while the recent lattice calculation gave R ₆ ^* = 1.649(2). The pseudo-ε-expansions of g ₈ ^* and R ₈ ^* are less favorable from the numerical standpoint. Nevertheless, Padé–Borel summation of the series for R ₈ ^* gives the estimate R ₈ ^* = 0.890, differing only slightly from the values R ₈ ^* = 0.871 and R ₈ ^* = 0.857 extracted from the results of lattice and field theory calculations.     

On the properties of maps connected with inverse Sturm-Liouville problems

Let L _D be the Sturm-Liouville operator generated by the differential expression L _y = ?y″ + q(x)y on the finite interval [0, π] and by the Dirichlet boundary conditions. We assume that the potential q belongs to the Sobolev space W ₂ ^? [0, π] with some ? ≥ ?1. It is well known that one can uniquely recover the potential q from the spectrum and the norming constants of the operator L _D. In this paper, we construct special spaces of sequences ? ₂ ^θ in which the regularized spectral data {s _k } _?∞ ^∞ of the operator L _D are placed. We prove the following main theorem: the map F _q = {s _k } from W ₂ ^? to ? ₂ ^θ is weakly nonlinear (i.e., it is a compact perturbation of a linear map). A similar result is obtained for the operator L _DN generated by the same differential expression and the Dirichlet-Neumann boundary conditions. These results serve as a basis for solving the problem of uniform stability of recovering a potential. Note that this problem has not been considered in the literature. The uniform stability results are formulated here, but their proof will be presented elsewhere.     

The embedding and approximation for classes of functions with a dominant mixed difference

We obtain a criterion for embedding the class SH _p ^Ω into that SB _q,? ^Ω* (1 < p ≤ q < ∞). We also determine the exact order of the best approximations of functions from classes SB _p,? ^Ω by trigonometric polynomials whose harmonics belong to sets generated by level surfaces of the majorant Λ (t).     

Asymptotic behavior of the maximal zero of a polynomial orthogonal on a segment with a nonclassical weight

Let {p _n (t)} _n=0 ^t8 be a system of algebraic polynomials orthonormal on the segment [?1, 1] with a weight p(t); let {x _n,ν ^(p) } _ν=1 ⁿ be zeros of a polynomial p _n (t) (x _x,ν ^(p) = cosθ _n,ν ^(p) ; 0 < θ _n,1 ^(p) < θ _n,2 ^(p) < ... < θ _n,n ^(p) < π). It is known that, for a wide class of weights p(t) containing the Jacobi weight, the quantities θ _n,1 ^(p) and 1 ? x _n,1 ^(p) coincide in order with n ^?1 and n ^?2, respectively. In the present paper, we prove that, if the weight p(t) has the form p(t) = 4(1 ? t ²)^?1{ln²[(1 + t)/(1 ? t)] + π ²}^?1, then the following asymptotic formulas are valid as n → ∞:

$$\theta _{n,1}^{(p)} = \frac{{\sqrt 2 }}{{n\sqrt {\ln (n + 1)} }}\left[ {1 + {\rm O}\left( {\frac{1}{{\ln (n + 1)}}} \right)} \right],x_{n,1}^{(p)} = 1 - \left( {\frac{1}{{n^2 \ln (n + 1)}}} \right) + O\left( {\frac{1}{{n^2 \ln ^2 (n + 1)}}} \right).$$

     

A numerical algorithm for solving a nonstationary problem of optimal control

Let {φ _n ^(α,β) (z)} _n=0 ^∞ be a system of Jacobi polynomials orthonormal on the circle |z| = 1 with respect to the weight (1 ? cos τ)^α+1/2(1 + cos τ)^β+1/2 (α, β > ?1), and let \(\psi _n^{\left( {\alpha ,\beta } \right)*} \left( z \right): = z^n \overline {\psi _n^{\left( {\alpha ,\beta } \right)} \left( {{1 \mathord{\left/ {\vphantom {1 {\bar z}}} \right. \kern-\nulldelimiterspace} {\bar z}}} \right)}\)). We establish relations between the polynomial φ _n ^(α,?1/2) (z) and the nth (C, α ? 1/2)-mean of the Maclaurin series for the function (1 ? z)^?α?3/2 and also between the polynomial φ _n ^(α,?1/2)* (z) and the nth (C, α + 1/2)-mean of the Maclaurin series for the function (1 ? z)^?α?1/2. We use these relations to derive an asymptotic formula for φ _n ^(α,?1/2) (z); the formula is uniform inside the disk |z| < 1. It follows that φ _n ^(α,?1/2) (z) ≠ 0 in the disk |z| ≤ ρ for fixed φ ∈ (0, 1) and α > ?1 if n is sufficiently large.     

On the deficiency index of the vector-valued Sturm–Liouville operator

Let R₊:= [0, +∞), and let the matrix functions P, Q, and R of order n, n ∈ N, defined on the semiaxis R₊ be such that P(x) is a nondegenerate matrix, P(x) and Q(x) are Hermitian matrices for x ∈ R₊ and the elements of the matrix functions P^?1, Q, and R are measurable on R₊ and summable on each of its closed finite subintervals. We study the operators generated in the space L_n²(R₊) by formal expressions of the form l[f] = ?(P(f' ? Rf))' ? R*P(f' ? Rf) + Qf and, as a particular case, operators generated by expressions of the form l[f] = ?(P₀f')' + i((Q₀f)' + Q₀f') + P'₁f, where everywhere the derivatives are understood in the sense of distributions and P₀, Q₀, and P₁ are Hermitianmatrix functions of order n with Lebesgue measurable elements such that P₀^?1 exists and ∥P0∥, ∥P₀^?1∥, ∥P₀^?1∥∥P₁∥², ∥P₀^?1∥∥Q₀∥² ∈ L_loc¹(R₊). Themain goal in this paper is to study of the deficiency index of the minimal operator L₀ generated by expression l[f] in L_n²(R₊) in terms of the matrix functions P, Q, and R (P₀, Q₀, and P₁). The obtained results are applied to differential operators generated by expressions of the form \(l[f] = - f'' + \sum\limits_{k = 1}^{ + \infty } {{H_k}} \delta \left( {x - {x_k}} \right)f\), where x_k, k = 1, 2,..., is an increasing sequence of positive numbers, with lim_k→+∞x_k = +∞, H_k is a number Hermitian matrix of order n, and δ(x) is the Dirac δ-function.     

On lie algebras of affine vector fields of ideal realizations of holomorphic linear connections

We study the properties of real realizations of holomorphic linear connections over associative commutative algebras \(\mathbb{A}\) _m with unity. The following statements are proved.If a holomorphic linear connection ? on M _n over \(\mathbb{A}\) _m (m ≥ 2) is torsion-free and R ≠ 0, then the dimension over ? of the Lie algebra of all affine vector fields of the space (M _mn ^? , ?^?) is no greater than (mn)² ? 2mn + 5, where m = dim_? \(\mathbb{A}\), \(n = dim_\mathbb{A} \) M _n , and ?^? is the real realization of the connection ?.Let ?^? =¹ ? ײ ? be the real realization of a holomorphic linear connection ? over the algebra of double numbers. If the Weyl tensor W = 0 and the components of the curvature tensor ¹ R ≠ 0, ² R ≠ 0, then the Lie algebra of infinitesimal affine transformations of the space (M _2n ^? , ?^?) is isomorphic to the direct sum of the Lie algebras of infinitesimal affine transformations of the spaces ( ^a M _n , ^a ?) (a = 1, 2).