Stability radius of polynomials occurring in the numerical solution of initial value problems

This paper deals with polynomial approximations(x) to the exponential function exp(x) related to numerical procedures for solving initial value problems. Motivated by stability requirements, we present a numerical study of the largest diskD()={z C: |z+|} that is contained in the stability regionS()={z C: |(z)|1}. The radius of this largest disk is denoted byr(), the stability radius. On the basis of our numerical study, several conjectures are made concerningr _m,p=sup {r(): _m,p}. Here _{m, p} (1pm; p, m integers) is the class of all polynomials(x) with real coefficients and degree m for which(x)=exp(x)+O(x ^p+1) (forx 0).     

Stability analysis of numerical methods for delay differential equations

Summary This paper deals with the stability analysis of step-by-step methods for the numerical solution of delay differential equations. We focus on the behaviour of such methods when they are applied to the linear testproblemU(t)=U(t)+U(t–) with >0 and , complex. A general theorem is presented which can be used to obtain complete characterizations of the stability regions of these methods.     

Stability of a spline collocation method for strongly elliptic multidimensional singular integral equations

Summary We consider a spline collocation method for strongly elliptic zero order pseudodifferential equationsp _gw Au=f on a cube =(0, 1) ^m . Utilizing multilinear spline functions which are zero at the boundary we collocate at the meshpoints inside . For classical strongly elliptic translation invariant pseudodifferential operators, we verify the stability of the considered collocation method inL ²(). Afterwards, form2 and a right hand sidefH ⁸(),s>m/2, we prove an asymptotic convergence estimate.The author has been supported by a grant of Deutsche Forschungsgemeinschaft under grant number Ko 634/32-1     

On the approximation of singular integral equations by equations with smooth kernels

Singular integral equations with Cauchy kernel and piecewise-continuous matrix coefficients on open and closed smooth curves are replaced by integral equations with smooth kernels of the form(t–)[(t–) ²–n ² (t) ²]^–1,0, wheren(t), t , is a continuous field of unit vectors non-tangential to . we give necessary and sufficient conditions under which the approximating equations have unique solutions and these solutions converge to the solution of the original equation. For the scalar case and the spaceL ₂() these conditions coincide with the strong ellipticity of the given equation.This work was fulfilled during the first author's visit to the Weierstrass Institute for Applied Analysis and Stochastics, Berlin in October 1993.     

On the newly generalized absolute Riesz summability of orthogonal series

[3] , [1], ¦C,,(t)¦ _k - . , , ¦R, , (t)¦ _k - ¦R, , (t)¦ _k - . (t)=1,k=1 [7], [9].

---

---

This research was partially supported by the Hungarian National Foundation for Scientific Research under Grant#T 016 393.     

Extremal Eigenvalues of the Laplacian in a Conformal Class of Metrics: The `Conformal Spectrum'

Let M be a compact connected manifold of dimension n endowed witha conformal class C ofRiemannian metrics of volume one. For any integer k 0, we consider the conformal invariant _k ^c (C) defined as the supremum of the k-th eigenvalue _k (g) of the Laplace–Beltrami operator _g , where g runs over C.First, we give a sharp universal lower bound for _k ^c (C) extending to all k a result obtained by Friedlander andNadirashvili for k = 1. Then, we show that the sequence \{ _k ^c (C)\}, that we call `conformal spectrum',is strictly increasing and satisfies, k 0, _k+1 ^c (C) ^n/2– _k ^c (C) ^n/2 n ^n/2 _n , where _n is the volume of the n-dimensionalstandard sphere.When M is an orientable surface of genus , we also considerthe supremum _k ^top()of _k (g) over theset of all the area one Riemannian metrics on M, and study thebehavior of _k ^top() in terms of .     

On the solution of singular linear systems of algebraic equations by semiiterative methods

Summary For a square matrixT ^n,n , where (I–T) is possibly singular, we investigate the solution of the linear fixed point problemx=T x+c by applying semiiterative methods (SIM's) to the basic iterationx ₀ ⁿ ,x _k T c _k–1+c(k1). Such problems arise if one splits the coefficient matrix of a linear systemA x=b of algebraic equations according toA=M–N (M nonsingular) which leads tox=M ^–1 N x+M ^–1 bT x+c. Even ifx=T x+c is consistent there are cases where the basic iteration fails to converge, namely ifT possesses eigenvalues 1 with ||1, or if =1 is an eigenvalue ofT with nonlinear elementary divisors. In these cases — and also ifx=T x+c is incompatible — we derive necessary and sufficient conditions implying that a SIM tends to a vector which can be described in terms of the Drazin inverse of (I–T). We further give conditions under which is a solution or a least squares solution of (I–T)x=c.Research supported in part by the Alexander von Humboldt-Stiftung     

A unifying theory of a posteriori finite element error control

Summary Residual-based a posteriori error estimates are derived within a unified setting for lowest-order conforming, nonconforming, and mixed finite element schemes. The various residuals are identified for all techniques and problems as the operator norm |||| of a linear functional of the formin the variable of a Sobolev space V. The main assumption is that the first-order finite element space is included in the kernel Ker of . As a consequence, any residual estimator that is a computable bound of |||| can be used within the proposed frame without further analysis for nonconforming or mixed FE schemes. Applications are given for the Laplace, Stokes, and Navier-Lamè equations.Supported by the DFG Research Center Matheon Mathematics for key technologies in Berlin.     

L 2-approximation by the translates of a function and related attenuation factors

Summary Let be thek-dimensional subspace spanned by the translates (·–2j/k),j=0, 1, ...,k–1, of a continuous, piecewise smooth, complexvalued, 2-periodic function . For a given functionfL ²(–, ), its least squares approximantS _kf from can be expressed in terms of an orthonormal basis. Iff is continuous,S _kf can be computed via its discrete analogue by fast Fourier transform. The discrete least squares approximant is used to approximate Fourier coefficients, and this complements the works of Gautschi on attenuation factors. Examples of include the space of trigonometric polynomials where is the de la Valleé Poussin kernel, algebraic polynomial splines where is the periodic B-spline, and trigonometric polynomial splines where is the trigonometric B-spline.     

On the Cesàro summability of orthogonal sequences

(C, ). , . 0<<1. 1) - ( _k ), _k =a _k , (C, ), . 2) , , (C, ) ; _k = =¦a _k ¦.     

Eulerian numbers with fractional order parameters

Summary The aim of this paper is to generalize the well-known Eulerian numbers, defined by the recursion relationE(n, k) = (k + 1)E(n – 1, k) + (n – k)E(n – 1, k – 1), to the case thatn is replaced by . It is shown that these Eulerian functionsE(, k), which can also be defined in terms of a generating function, can be represented as a certain sum, as a determinant, or as a fractional Weyl integral. TheE(, k) satisfy recursion formulae, they are monotone ink and, as functions of , are arbitrarily often differentiable. Further, connections with the fractional Stirling numbers of second kind, theS(, k), > 0, introduced by the authors (1989), are discussed. Finally, a certain counterpart of the famous Worpitzky formula is given; it is essentially an approximation ofx in terms of a sum involving theE(, k) and a hypergeometric function.Dedicated to the memory of Alexander M. Ostrowski on the occasion of the 100th anniversary of his birth.     

On spectral variations under bounded real matrix perturbations

Summary In this paper we investigate the set of eigenvalues of a perturbed matrix {ie509-1} whereA is given and ^{n × n}, ||< is arbitrary. We determine a lower bound for thisspectral value set which is exact for normal matricesA with well separated eigenvalues. We also investigate the behaviour of the spectral value set under similarity transformations. The results are then applied tostability radii which measure the distance of a matrixA from the set of matrices having at least one eigenvalue in a given closed instability domain _b.     

Isolation theorem for forms corresponding to purely real algebraic fields

Let M be the complete module of a purely real algebraic field of degree n 3, let be a lattice in this module, and let F(X) be its form. We use to denote any lattice for which we have = , where is a nondiagonal matrix for which – I . With each lattice we can associate a factorizable formF (X) in a natural manner. We denote the complete set of forms corresponding to the set {} by {F (X)}. It is proved that for any > 0 there exists an > 0 such that for eachF (X) {F } we have |F (X₀₎| for some integer vector X₀ 0.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 185, pp. 5–12, 1990.In conclusion, the author would like to express his deep gratitude to B. F. Skubenko for stating the problem and for his constant attention.     

On condition numbers and the distance to the nearest ill-posed problem

Summary The condition number of a problem measures the sensitivity of the answer to small changes in the input. We call the problem ill-posed if its condition number is infinite. It turns out that for many problems of numerical analysis, there is a simple relationship between the condition number of a problem and the shortest distance from that problem to an ill-posed one: the shortest distance is proportional to the reciprocal of the condition number (or bounded by the reciprocal of the condition number). This is true for matrix inversion, computing eigenvalues and eigenvectors, finding zeros of polynomials, and pole assignment in linear control systems. In this paper we explain this phenomenon by showing that in all these cases, the condition number satisfies one or both of the diffrential inequalitiesm·²DM·², where D is the norm of the gradient of . The lower bound on D leads to an upper bound 1/m(x) on the distance. fromx to the nearest ill-posed problem, and the upper bound on D leads to a lower bound 1/(M(X)) on the distance. The attraction of this approach is that it uses local information (the gradient of a condition number) to answer a global question: how far away is the nearest ill-posed problem? The above differential inequalities also have a simple interpretation: they imply that computing the condition number of a problem is approximately as hard as computing the solution of the problem itself. In addition to deriving many of the best known bounds for matrix inversion, eigendecompositions and polynomial zero finding, we derive new bounds on the distance to the nearest polynomial with multiple zeros and a new perturbation result on pole assignment.     

Small potential corrections for the discrete eigenvalues of the Sturm-Liouville problem

Summary The inverse Sturm-Liouville problem is the problem of finding a good approximation of a potential functionq such that the eigenvalue problem (^*)–y +qy=y holds on (0, ) fory(0)=y()=0 and a set of given eigenvalues . Since this problem has to be solved numerically by discretization and since the higher discrete eigenvalues strongly deviate from the corresponding Sturm-Liouville eigenvalues , asymptotic corrections for the 's serve to get better estimates forq. Let _k (1kn) be the first eigenvalues of (^*), let _k be the corresponding discrete eigenvalues obtained by the finite element method for (^*) and let _{k k} for the special caseq=0. Then, starting from an asymptotic correction technique proposed by Paine, de Hoog and Anderssen, new estimates for the errors of the corrected discrete eigenvalues are obtained and confirm and improve the knownO(kh ²)(h:=/(n+1)) behaviour. The estimates are based on new Sobolev inequalities and on Fourier analysis and it is shown that for 4+c ₂ k(n+1)/2, wherec ₁ andc ₂ are constants depending onq which tend to 0 for vanishingq.     

Lubin-Hensel factorization for Laurent series

Summary Let K be a complete ultrametric algebraically closed field. Let D be a bounded closed strongly infraconnected set in K with no T-filter, and let H(D) be the Banach algebra of the analytic elements in D. Let r, r be functions from D toR with bounds a, b such that 0 (D,r,r) be the Banach algebra of the Laurent series with coefficients a_s in H(D) such that , provided with a suitable norm. In (D, r, r) we give a kind of Hensel Factorization for series whose dominating coefficients at r(x) and at r(x) conserve the same rank. We take advantage of this method to correcting a mistake that happened in our previous article on the Hensel Factorization for Taylor series.And Erratum to «Maximum principle for analytic elements and Lubin-Hensel's Theorem inH(D)Y»,135, pp. 265–278 of this Journal.     

Implicit elliptic boundary-value problems with discontinuous nonlinearities

Let be a bounded domain in ⁿ (n3) having a smooth boundary, let be an essentially bounded real-valued function defined on × ^h, and let be a continuous real-valued function defined on a given subset Y of Y ^h. In this paper, the existence of strong solutions u W ^2,p (, ^h) W _o ^1,p (n/2<p<+) to the implicit elliptic equation (–u)=(x,u), with u=(u₁, u₂, ..., u_h) and u=(u ₁, u ₂, ..., u _h), is established. The abstract framework where the problem is placed is that of set-valued analysis.     

On the Growth of the Maximum of the Modulus of an Entire Function on a Sequence

Let M _f(r) and _f(r) be, respectively, the maximum of the modulus and the maximum term of an entire function f and let be a continuously differentiable function convex on (–, +) and such that x = o((x)) as x +. We establish that, in order that the equality be true for any entire function f, it is necessary and sufficient that ln (x) = o((x)) as x +.     

Superstable implicit Runge-Kutta methods for second order initial value problems

Using the well known properties of thes-stage implicit Runge-Kutta methods for first order differential equations, single step methods of arbitrary order can be obtained for the direct integration of the general second order initial value problemsy=f(x, y, y),y(x _o)=y _o,y(x _o)=y _o. These methods when applied to the test equationy+2y+ ² y=0, ,0, +>0, are superstable with the exception of a finite number of isolated values ofh. These methods can be successfully used for solving singular perturbation problems for which f/y and/or f/y are negative and large. Numerical results demonstrate the efficiency of these methods.     

Discrete Spectrum of Differential Operators in Spectral Gaps under Nonnegative Perturbations of High Order

Let A be a self-adjoint elliptic second-order differential operator, let (, ) be an inner gap in the spectrum of A, and let B(t) = A + tW ^* W, where W is a differential operator of higher order. Conditions are obtained under which the spectrum of the operator B(t) in the gap (, ) is either discrete, or does not accumulate to the right-hand boundary of the spectral gap, or is finite. The quantity N(, A, W, ), (, ), > 0 (the number of eigenvalues of the operator B(t) passing the point (, ) as t increases from 0 to ) is considered. Estimates of N(, A, W, ) are obtained. For the perturbation W ^* W of a special form, the asymptotics of N(, A, W, ) as + is given. Bibliography: 5 titles.