Beardon's Diophantine Equations and Non-Free Mobius Groups

Let µ be a real number. The Möbius group G_µis the matrix group generated by It is known that G_µ is free if |µ| 2 (see [1])or if µ is transcendental (see [3, 8]). Moreover, thereis a set of irrational algebraic numbers µ which is densein (–2, 2) and for which G_µ is non-free [2, p. 528].We may assume that µ > 0, and in this paper we considerrational µ in (0, 2). The following problem is difficult. Let G^nf denote the set of all rational numbers µ in (0,2) for which G_µ is non-free. In 1969 Lyndon and Ullman[8] proved that G^nf contains the elements of the forms p/(p²+ 1) and 1/(p + 1), where p = 1, 2, ..., and that if µ₀ G^nf, then µ₀/p G^nf for p = 1, 2, .... In 1993 Beardon[2] studied problem (P) by means of the words of the form A^rB^s A^t and A^r B^s A^t B^u A^v, and he obtained a sufficient conditionfor solvability of (P), included implicitly in [2, pp. 530–531],by means of the following Diophantine equations: 1991 Mathematics SubjectClassification 20E05, 20H20, 11D09.     

An error bound for the modified successive overrelaxation method

In this paper we consider the modified successive overrelaxation(MSOR)methodto appropriate the solution of the linear system D^-1/2 Ax =D^-1/2b, where A is a symmetric, positive definite and consistentlyordered matrix and D is a diagonal matrix with the diagonalidentical to that of A. The main purpose of this paper is to obtain some theoreticalresults, namely a bound for the norm of _n = v –v_n in termsof the norms _n –v_n-1, _n+1 –v_n and their inner product,where v =D^-1/2 x and v_n is the nth iteration vector, obtainedusing the (MSOR)method.     

Small Deviations of Riemann-Liouville Processes In lq Spaces With Respect To Fractal Measures

We investigate Riemann–Liouville processes R_H, with H> 0, and fractional Brownian motions B_H, for 0 < H <1, and study their small deviation properties in the spacesL_q([0, 1], µ). Of special interest here are thin (fractal)measures µ, that is, those that are singular with respectto the Lebesgue measure. We describe the behavior of small deviationprobabilities by numerical quantities of µ, called mixedentropy numbers, characterizing size and regularity of the underlyingmeasure. For the particularly interesting case of self-similarmeasures, the asymptotic behavior of the mixed entropy is evaluatedexplicitly. We also provide two-sided estimates for this quantityin the case of random measures generated by subordinators. While the upper asymptotic bound for the small deviation probabilityis proved by purely probabilistic methods, the lower bound isverified by analytic tools concerning entropy and Kolmogorovnumbers of Riemann–Liouville operators. 2000 MathematicsSubject Classification 60G15 (primary), 47B06, 47G10, 28A80(secondary).     

The Marica-Schonheim Inequality in Lattices

The Marica-Schönheim Inequality says that if A is a finitefamily of sets, then |A–||A| where A–A=[A₁\A₂:A₁,A₂A]. For a finite lattice L and AL, we define a–b=(J_a\J_b)where J_a=[jL:ja and j is join-irreducible], and if AL then welet A–A=[a₁–a₂: a₁, a₂A]. Then the analogue of theMarica-Schöonheim Inequality is |A–A|A| for all AL.We prove that this is true if L is distributive or complementedand modular or L is a partition lattice.     

A Numerical Method for the Solution of the Double Eigenvalue Problem

A generalization of the Rayleigh quotient iterative method,called the Minimum Residual Quotient Iteration (MRQI), is derivedfor the numerical solution of the 2-parameter eigenvalue problem;i.e. to find scalars µ and a corresponding vector x satisfyingthe following equations, Ax = B₁x + µB₂x, ||x|| = 1, f(x) = 0, where A and B are nxn real matrices, ||.|| denotes the l₂ normand f is a real functional. The method is applied to doubleeigenvalue problems for ordinary differential equations andcomputational results are presented.     

The Effect of Sidewalls on Overstable Convection in a Rotating Fluid

A simple two-dimensional model is used to demonstrate some interestingeffects which arise when Chandrasekhar's (1962) theory of overstableconvection in an infinite rotating fluid layer is modified totake account of lateral walls. The aim of the investigationis to determine how sidewalls aligned with the convective rollsaffect the critical Rayleigh number and frequency of oscillationand also how the overstable eigensolutions are related to thepreviously determined stationary solutions of the equations(Daniels, 1977). For containers of large aspect ratio, L, thecritical Rayleigh number for overstability is R_o+O(L^–1)(where R_o is the value for the infinite layer) and in the neighbourhoodof this single perturbed value it is found that there is aninfinite spectrum of overstable eigenvalues with frequencieswhich differ by O(L^–1). The O(L^–1) correction toR_o is determined analytically for the case of small Prandtlnumber and rapid rotation.     

Reduction of CalderON Commutators

Let A₁,..., A_n be Lipschitz functions on R such that A'₁,...,A'_nVMO. We show that on any bounded interval, the Calderóncommutator associated with the kernel (A₁(x)–A₁(y)) ...(A_n(x) – A_n(y))/(x–y) ⁿ¹ is a compact perturbationof , where H is the Hilberttransform. 1991 Mathematics Subject Classification 47B38, 47B47,47G10, 45E99.     

The Heat Flow of the CCR Algebra

Let Pf(x) = –if'(x) and Qf(x) = xf(x) be the canonicaloperators acting on an appropriate common dense domain in L²(R).The derivations D_P(A) = i(PA–AP) and D_Q(A) = i(QA–AQ)act on the *-algebra A of all integral operators having smoothkernels of compact support, for example, and one may considerthe noncommutative ‘Laplacian’, L = + , as a linear mapping of A into itself. L generates a semigroup of normal completely positive linearmaps on B(L₂(R)), and this paper establishes some basic propertiesof this semigroup and its minimal dilation to an E₀-semigroup.In particular, the author shows that its minimal dilation ispure and has no normal invariant states, and he discusses thesignificance of those facts for the interaction theory introducedin a previous paper. There are similar results for the canonical commutation relationswith n degrees of freedom, where 1 n < . 2000 MathematicsSubject Classification 46L57 (primary), 46L53, 46L65 (secondary).     

Long-Time Behavior of Solutions of the Fast Diffusion Equations with Critical Absorption Terms

This paper is devoted to the long-time behavior of solutionsto the Cauchy problem of the porous medium equation u_t = (u^m)– u^p in Rⁿ x (0,) with (1 – 2/n)₊ < m < 1and the critical exponent p = m + 2/n. For the strictly positiveinitial data u(x,0) = O(1 + |x|)^–k with n + mn(2 –n + nm)/(2[2 – m + mn(1 – m)]) k < 2/(1 –m), we prove that the solution of the above Cauchy problem convergesto a fundamental solution of u_t = (u^m) with an additional logarithmicanomalous decay exponent in time as t .     

On the Algorithmic Complexity of Minkowski's Reconstruction Theorem

In 1903 Minkowski showed that, given pairwise different unitvectors µ₁, ..., µ_m in Euclidean n-space Rⁿ whichspan Rⁿ, and positive reals µ₁, ..., µ_m such that^m_i=1µ_iµ_i = 0, there exists a polytope P in Rⁿ, uniqueup to translation, with outer unit facet normals µ₁, ...,µ_m and corresponding facet volumes µ₁, ..., µ_m.This paper deals with the computational complexity of the underlyingreconstruction problem, to determine a presentation of P asthe intersection of its facet halfspaces. After a natural reformulationthat reflects the fact that the binary Turing-machine modelof computation is employed, it is shown that this reconstructionproblem can be solved in polynomial time when the dimensionis fixed but is #P-hard when the dimension is part of the input. The problem of ‘Minkowski reconstruction’ has variousapplications in image processing, and the underlying data structureis relevant for other algorithmic questions in computationalconvexity.     

On the Discreteness and Convergence in n-Dimensional Mobius Groups

Throughout this paper, we adopt the same notations as in [1,6, 8] such as the Möbius group M(Rⁿ), the Clifford algebraC_n–1, the Clifford matrix group SL(2, _n), the Cliffordnorm of ||A||=(|a|²+|b|²+|c|²+|d|²) (1) and the Clifford metric of SL(2, _n) or of the Möbius groupM(Rⁿ) d(A₁,A₂)=||A₁–A₂||(|a₁–a₂|²+|b₁–b₂|²+|c₁–c₂|²+|d₁–d₂|²)(2) where |·| is the norm of a Clifford number and represents f_i M(), i = 1,2, and so on. In addition, we adopt some notions in [6, 12]:the elementary group, the uniformly bounded torsion, and soon. For example, the definition of the uniformly bounded torsionis as follows.     

Necessary and Sufficient Conditions for Exponential Stability and Ultimate Boundedness of Systems Governed by Stochastic Partial Differential Equations

Consider the following infinite dimensional stochastic evolutionequation over some Hilbert space H with norm |·|: It is proved that under certain mild assumptions, the strongsolution X_t(x₀)VHV*, t 0, is mean square exponentially stableif and only if there exists a Lyapunov functional (·,·):HxR₊R¹ which satisfies the following conditions: (i)c₁|x|²–k₁e^–µ₁t(x,t)c₂|x|²+k₂+k₂e^–µ₂t; (ii) L(x,t)–c₃(x,t)+k₃e^–µ₃t, xV, t0; where L is the infinitesimal generator of the Markov processX_t and c_i, k_i, µ_i, i = 1, 2, 3, are positive constants.As a by-product, the characterization of exponential ultimateboundedness of the strong solution is established as the nulldecay rates (that is, µ_i = 0) are considered.     

Bounded-Norm Matrix-Inverse Mappings

This paper introduces the concept of bounded-norm matrix-inversemappings, i.e. mappings µ : R^mxnR^nxm such that, for allnonzero mxn matrices A, the matrix µ(A) is a generalizedinverse of A and ||µ(A)||> k/s(A), where K < 0 isa constant and s(A) is the nonzero singular value of A havingsmallest absolute value. It is shown how the definition of suchmappings is motivated by the need to ensure finite terminationof the inner-iterations of generalized elimination methods forthe solution of nonlinearly constrained optimization problems.The main result of the paper is that the mapping defined byµ(A) = A^b is a bounded-norm matrix-inverse mapping, providedthat the basic inverse A^b is calculated using Gaussian eliminationwith complete pivoting. The concept of bounded-norm matrix-inversemappings is then extended to that of boundednorm least-squaresmatrix-inverse mappings. It is proved that the mapping definedby µ(A) = A^ß is a bounded-norm least-squaresmatrix-inverse mapping, provided that the basic least-squaresinverse A^ß is calculated using the QR decompositionwith column pivoting.     

Factor Algebras of Free Algebras: On a Problem of G. Bergman

Let A_n = K x₁,...,x_n be a free associative algebra over a fieldK. In this paper, examples are given of elements u A_n, n 3,such that the factor algebra of A_n over the ideal generatedby u is isomorphic to A_n–1, and yet u is not a primitiveelement of A_n (that is, it cannot be taken to x₁ by an automorphismof A_n). If the characteristic of the ground field K is 0, thisyields a negative answer to a question of G. Bergman. On theother hand, by a result of Drensky and Yu, there is no suchexample for n = 2. It should be noted that a similar questionfor polynomial algebras, known as the embedding conjecture ofAbhyankar and Sathaye, is a major open problem in affine algebraicgeometry. 2000 Mathematics Subject Classification 16S10, 16W20(primary); 14A05, 13B25 (secondary).     

Asymptotics for the Heat Content of a Planar Region with a Fractal Polygonal Boundary

Let k 3 be an integer. For 0<s<1, let D_s R² be the setthat is constructed iteratively as follows. Take a regular openk-gon with sides of unit length, attach regular open k-gonswith sides of length s to the middles of the edges, and so on.At each stage of the iteration the k-gons that are added area factor s smaller than the previous generation and are attachedto the outer edges of the family grown so far. The set D_s isdefined to be the interior of the closure of the union of allthe k-gons. It is easy to see that there must exist some s_k> 0 such that no k-gons overlap if and only if 0 < s s_k. We derive an explicit formula for s_k. The set D_s is open, bounded, connected and has a fractal polygonalboundary. Let denote the heat content of D_s at time t when D_s initially has temperature 0and D_s is kept at temperature 1. We derive the complete short-timeexpansion of up to terms that are exponentially small in 1/t. It turns out that there arethree regimes, corresponding to 0<s<1/(k–1), s=1/(k–1),and 1/(k–1)<s s_k. For s 1/(k–1) the expansionhas the form where p_s is a log (1/s²)-periodic function, d_s=log (k–1)/log(1/s) is a similarity dimension, A_s and B are constants relatedto the edges and vertices, respectively, of D_s, and r_s is anerror exponent. For s=1/(k–1), the t^1/2-term carries anadditional log t. 1991 Mathematics Subject Classification: 11D25,11G05, 14G05.     

The Fast Numerical Solution of Very Large Elliptic Difference Schemes

Let L_kv_k = g_k be a system of difference equations discretizingan elliptic boundary value problem. Assume the system to be"very large", that means that the number of unknowns exceedsthe capacity of storage. We present a method for solving theproblem with much less storage requirement. For two-dimensionalproblems the size of the needed storage decreases from O(h^–2)to (or even O(h^–5/4)). The computational work increasesonly by a factor about six. The technique can be generalizedto nonlinear problems. The algorithm is also useful for computerswith a small number of parallel processors.     

Recurrence and asymptotics for orthonormal rational functions on an interval

^{Let µ be a positive bounded Borel measure on a subsetI of the real line and = {₁, ..., _n} a sequence of arbitrary ‘complex’poles outside I. Suppose {₁, ..., _n} is the sequence of rationalfunctions with poles in orthonormal on I with respect to µ. First, we are concernedwith reducing the number of different coefficients in the three-termrecurrence relation satisfied by these orthonormal rationalfunctions. Next, we consider the case in which I = [–1, 1] and µ satisfies the Erdos–Turán conditionµ' > 0 a.e. on I (where µ' is the Radon–Nikodymderivative of the measure µ with respect to the Lebesguemeasure) to discuss the convergence of _n+1(x)/_n(x) as n tendsto infinity and to derive asymptotic formulas for the recurrencecoefficients in the three-term recurrence relation. Finally,we give a strong convergence result for _n(x) under the morerestrictive condition that µ satisfies the Szeg condition(1 – x2)–1/2 log µ'(x) L1([– 1, 1]).}     

Existence of Solutions To Weak Parabolic Equations For Measures

Let A = (a^ij) be a Borel mapping on [0, 1] x R^d with valuesin the space of non-negative operators on R^d and let b = (bⁱ)be a Borel mapping on [0, 1] x R^d with values in R^d. Let Under broad assumptions on A and b, we construct a family µ= (µ_t)_t [0, 1] of probability measures µ_t on R^dwhich solvesthe Cauchy problem L* µ = 0 with initial conditionµ₀ = , where \nu is a probability measure on R^d, in thefollowing weak sense: and Such an equation is satisfied by transition probabilities ofa diffusion process associated with A and b provided such aprocess exists. However, we do not assume the existence of aprocess and allow quite singular coefficients, in particular,b may be locally unbounded or A may be degenerate. An infinite-dimensionalanalogue is discussed as well. Main methods are L^p-analysiswith respect to suitably chosen measures and reduction to theelliptic case (studied previously) by piecewise constant approximationsin time. 2000 Mathematics Subject Classification 35K10, 35K12,60J35, 60J60, 47D07.     

Mixed hp-DGFEM for incompressible flows II: Geometric edge meshes

We consider the Stokes problem of incompressible fluid flowin three-dimensional polyhedral domains discretized on hexahedralmeshes with hp-discontinuous Galerkin finite elements of typeQ_k for the velocity and Q_k–1 for the pressure. We provethat these elements are inf-sup stable on geometric edge meshesthat are refined anisotropically and non-quasiuniformly towardsedges and corners. The discrete inf-sup constant is shown tobe independent of the aspect ratio of the anisotropic elementsand is of O(k^–3/2) in the polynomial degree k, as in thecase of conforming Q_k–Q_k–2 approximations on thesame meshes.     

A Note on the WKB Method for Difference Equations

We consider the asymptotic solution of the second-order differenceequation y_n + 1 –2y_n + y_n–1 + Q_ny_n = 0, where Q_n= N^–Q(n/N), 0 < < 2, Q(s) being a differentiablefunction of s, and N a large parameter such that Q(n/N) variesby order unity as n varies by order N. A discrete WKB methodis proposed, the form of the asymptotic expansion being similarto that used in the conventional WKB method. A particular Q(s)is studied, for which results of the discrete WKB method arein agreement with the results from the approach due to Bremmer(1951).