RICHARDSON EXTRAPOLATION AND DEFECT CORRECTION OF FINITE ELEMENT METHODS FOR OPTIMAL CONTROL PROBLEMS

Asymptotic error expansions in H^1-norm for the bilinear finite element approximation to a class of optimal control problems are derived for rectangular meshes. With the rectan- gular meshes, the Richardson extrapolation of two different schemes and an interpolation defect correction can be applied. The higher order numerical approximations are used to generate a posteriori error estimators for the finite element approximation.     

Asymptotic expansions of the Mehler-Fock transform

Asymptotic expansions in the two limitsx → + ∞ andx → 0+ are obtained for the Mehler-Fock transform

ON BLOCK PRECONDITIONERS FOR PDE-CONSTRAINED OPTIMIZATION PROBLEMS

Recently, Bal proposed a block-counter-diagonal and a block-counter-triangular precon- ditioning matrices to precondition the GMRES method for solving the structured system of linear equations arising from the Galerkin finite-element discretizations of the distributed control problems in （Computing 91 （2011） 379-395）. He analyzed the spectral properties and derived explicit expressions of the eigenvalues and eigenvectors of the preconditioned matrices. By applying the special structures and properties of the eigenvector matrices of the preconditioned matrices, we derive upper bounds for the 2-norm condition numbers of the eigenvector matrices and give asymptotic convergence factors of the preconditioned GMRES methods with the block-counter-diagonal and the block-counter-triangular pre- conditioners. Experimental results show that the convergence analyses match well with the numerical results.     

A NOTE ON RICHARDSON EXTRAPOLATION OF GALERKIN METHODS FOR EIGENVALUE PROBLEMS OF FREDHOLM INTEGRAL EQUATIONS

In this paper, we introduce a new extrapolation formula by combining Richardson extrapolation and Sloan iteration algorithms. Using this extrapolation formula, we obtain some asymptotic expansions of the Galerkin finite element method for semi-simple eigenvalue problems of Fredholm integral equations of the second kind and improve the accuracy of the numerical approximations of the corresponding eigenvalues. Some numerical experiments ave carried out to demonstrate the effectiveness of our new method and to confirm our theoretical results.     

Equivalence of a -functional with the approximation behavior of some linear means for abstract Fourier series

Within the setting of abstract Cesàro-bounded Fourier series a -functional is introduced and characterized by the convergence behavior of some linear means. Applications are given within the framework of Jacobi, Laguerre and Hermite expansions. In particular, Ditzian's (1996) equivalence result in the setting of Legendre expansions is covered.

     

Asymptotic nonnull distributions of certain test criteria for a covariance matrix

Asymptotic expansions of the distributions of two test criteria concerning a covariance matrix are derived under local alternatives in terms of noncentral χ² variates, and under the fixed alternative in terms of standard normal distribution function and its derivatives, respectively. Some numerical comparisons with the likelihood ratio criteria are made with these test criteria.     

Asymptotic expansions of posterior expectations,distributions and densities for stochastic processes

Asymptotic expansions are derived for Bayesian posterior expectations, distribution functions and density functions. The observations constitute a general stochastic process in discrete or continuous time.     

Optimizing in the class of Fuller modified limited information maximum likelihood estimators

A general class of Fuller modified maximum likelihood estimators are considered. It is shown that this class possesses finite moments. Asymptotic bias and asymptotic mean squared error are derived using small-σ expansions. A simulation study is carried out to compare different estimators in this class with standard estimators.     

Elliptic regularizations for the nonlinear heat equation

The purpose of this paper is to study two elliptic regularizations for the nonlinear heat equation with nonlinear boundary conditions formulated below. Asymptotic expansions of the order zero for the solutions of these elliptic regularizations are established, including some boundary layer corrections. Under some appropriate smoothness and compatibility conditions on the data estimates for the remainder terms with respect to the C([0,T];L²(Ω)) norm are proved in order to validate these expansions.     

On the equisummability of Hermite and Fourier expansions

We prove an equisummability result for the Fourier expansions and Hermite expansions as well as special Hermite expansions. We also prove the uniform boundedness of the Bochner-Riesz means associated to the Hermite expansions for polyradial functions.     

Asymptotic expansions of the distributions of the latent roots in MANOVA and the canonical correlations

Asymptotic expansions are given for the density function of the normalized latent roots of S₁S₂^?1 for large n under the assumption of $\text{Ω = O(n)}$, where S₁ and S₂ are independent noncentral and central Wishart matrices having the $\text{W}{}_{\mathrm{p}}\text{(b, Σ; Ω)}$ and W_p(n, Σ) distributions, respectively. The expansions are obtained by using a perturbation method. Asymptotic expansions are also obtained for the density function of the normalized canonical correlations when some of the population canonical correlations are zero.     

Large degree asymptotics of generalized Bessel polynomials

Asymptotic expansions are given for large values of n of the generalized Bessel polynomials . The analysis is based on integrals that follow from the generating functions of the polynomials. A new simple expansion is given that is valid outside a compact neighborhood of the origin in the z-plane. New forms of expansions in terms of elementary functions valid in sectors not containing the turning points z=±i/n are derived, and a new expansion in terms of modified Bessel functions is given. Earlier asymptotic expansions of the generalized Bessel polynomials by Wong and Zhang (1997) and Dunster (2001) are discussed.     

New characterization of Appell polynomials

We prove characterizations of Appell polynomials by means of symmetric property. For these polynomials, we establish a simple linear expression in terms of Bernoulli and Euler polynomials. As applications, we give interesting examples. In addition, from our study, we obtain Fourier expansions of Appell polynomials. This result recovers Fourier expansions known for Bernoulli and Euler polynomials and obtains the Fourier expansions for higher order Bernoulli–Euler's one.     

Uniform asymptotic methods for integrals

We give an overview of basic methods that can be used for obtaining asymptotic expansions of integrals: Watson’s lemma, Laplace’s method, the saddle point method, and the method of stationary phase. Certain developments in the field of asymptotic analysis will be compared with De Bruijn’s book Asymptotic Methods in Analysis. The classical methods can be modified for obtaining expansions that hold uniformly with respect to additional parameters. We give an overview of examples in which special functions, such as the complementary error function, Airy functions, and Bessel functions, are used as approximations in uniform asymptotic expansions.     

ON THE ORDER OF SUMMABILITY OF THE FOURIER INVERSION FORMULA

In this article we show that the order of the point value, in the sense of Lojasiewicz, of a tempered distribution and the order of summability of the pointwise Fourier inversion formula are closely related. Assuming that the order of the point values and certain order of growth at infinity are given for a tempered distribution, we estimate the order of summability of the Fourier inversion formula. For Fourier series, and in other cases, it is shown that if the distribution has a distributional point value of order k, then its Fourier series is e.v. Cesaro summable to the distributional point value of order k＋1. Conversely, we also show that if the pointwise Fourier inversion formula is e.v. Cesaro summable of order k, then the distribution is the （k ＋ 1）-th derivative of a locally integrable function, and the distribution has a distributional point value of order k ＋ 2. We also establish connections between orders of summability and local behavior for other Fourier inversion problems.     

Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices

Asymptotic expansions of the joint distributions of the latent roots of the Wishart matrix and multivariate F matrix are obtained for large degrees of freedom when the population latent roots have arbitrary multiplicity. Asymptotic expansions of the distributions of the latent vectors of the above matrices are also derived when the corresponding population root is simple. The effect of normalizations of the vector is examined.     

ON SOLVABILITY AND WAVEFORM RELAXATION METHODS FOR LINEAR VARIABLE-COEFFICIENT DIFFERENTIAL-ALGEBRAIC EQUATIONS

This paper is concerned with the solvability and waveform relaxation methods of linear variable-coefficient differential-algebraic equations （DAEs）. Most of the previous works have been focused on linear variable-coefficient DAEs with smooth coefficients and data, yet no results related to the convergence rate of the corresponding waveform relaxation methods has been obtained. In this paper, we develope the solvability theory for the linear variable-coefficient DAEs on Legesgue square-integrable function space in both traditional and least squares senses, and determine the convergence rate of the waveform relaxation methods for solving linear variable-coefficient DAEs.     

NUMERICAL RECONSTRUCTION OF SMALL PERTURBATIONS IN THE ELECTROMAGNETIC COEFFICIENTS OF A DIELECTRIC MATERIAL

The aim of this paper is to solve numerically the inverse problem of reconstructing small amplitude perturbations in the magnetic permeability of a dielectric material from partial or total dynamic boundary measurements. Our numerical algorithm is based on the resolution of the time-dependent Maxwell equations, an exact controllability method and Fourier inversion for localizing the perturbations. Two-dimensional numerical experiments illustrate the performance of the reconstruction method for different configurations even in the case of limited-view data.     

On summability of eigenfunction expansions of piecewise smooth functions

We consider two forms of eigenfunction expansions associated with an arbitrary elliptic differential operator with constant coefficients and order m, that is the multiple Fourier series and integrals. For the multiple Fourier integrals, we prove the convergence of the Riesz means of order s?>?(N???3)/2 of piecewise smooth functions of N?≥?2 variables. The same result is proved in the case of the N?≥?3 dimensional multiple Fourier series.