Convergence of block iterative methods for linear systems with generalized H-matrices

The paper studies the convergence of some block iterative methods for the solution of linear systems when the coefficient matrices are generalized H$H$-matrices. A truth is found that the class of conjugate generalized H$H$-matrices is a subclass of the class of generalized H$H$-matrices and the convergence results of R. Nabben [R. Nabben, On a class of matrices which arises in the numerical solution of Euler equations, Numer. Math. 63 (1992) 411–431] are then extended to the class of generalized H$H$-matrices. Furthermore, the convergence of the block AOR iterative method for linear systems with generalized H$H$-matrices is established and some properties of special block tridiagonal matrices arising in the numerical solution of Euler equations are discussed. Finally, some examples are given to demonstrate the convergence results obtained in this paper.     

Spectral analysis for the Gauss problem on continued fractions

We present a new derivation of the formula appearing in Babenko (1978) and Mayer and Roepstorff (1987) that gives the probability distribution of τ⁻ⁿ${\tau }^{-n}$ in terms of the eigenvalues of a symmetric operator. Here τ$\tau$ is the well-known Gauss-map.     

Hölder estimate for non-uniform parabolic equations in highly heterogeneous media

Uniform bound for the solutions of non-uniform parabolic equations in highly heterogeneous media is concerned. The media considered are periodic and they consist of a connected high permeability sub-region and a disconnected matrix block subset with low permeability. Parabolic equations with diffusion depending on the permeability of the media have fast diffusion in the high permeability sub-region and slow diffusion in the low permeability subset, and they form non-uniform parabolic equations. Each medium is associated with a positive number ?$?$, denoting the size ratio of matrix blocks to the whole domain of the medium. Let the permeability ratio of the matrix block subset to the connected high permeability sub-region be of the order ?^2τ${?}^{2\tau }$ for τ∈(0,1]$\tau \in (0,1]$. It is proved that the Hölder norm of the solutions of the above non-uniform parabolic equations in the connected high permeability sub-region are bounded uniformly in ?$?$. One example also shows that the Hölder norm of the solutions in the disconnected subset may not be bounded uniformly in ?$?$.     

Some limit theorems for Hawkes processes and application to financial statistics

In the context of statistics for random processes, we prove a law of large numbers and a functional central limit theorem for multivariate Hawkes processes observed over a time interval [0,T]$[0,T]$ when T→∞$T\to \infty$. We further exhibit the asymptotic behaviour of the covariation of the increments of the components of a multivariate Hawkes process, when the observations are imposed by a discrete scheme with mesh Δ$\Delta$ over [0,T]$[0,T]$ up to some further time shift τ$\tau$. The behaviour of this functional depends on the relative size of Δ$\Delta$ and τ$\tau$ with respect to T$T$ and enables to give a full account of the second-order structure. As an application, we develop our results in the context of financial statistics. We introduced in Bacry et al. (2013) [7] a microscopic stochastic model for the variations of a multivariate financial asset, based on Hawkes processes and that is confined to live on a tick grid. We derive and characterise the exact macroscopic diffusion limit of this model and show in particular its ability to reproduce the important empirical stylised fact such as the Epps effect and the lead–lag effect. Moreover, our approach enables to track these effects across scales in rigorous mathematical terms.     

Minimum size transversals in uniform hypergraphs

A set of vertices in a hypergraph which meets all the edges is called a transversal. The transversal number τ(H)$\tau \left(H\right)$ of a hypergraph H$H$ is the minimum cardinality of a transversal in H$H$. A classical greedy algorithm for constructing a transversal of small size selects in each step a vertex which has the largest degree in the hypergraph formed by the edges not met yet. The analysis of this algorithm (by Chvátal and McDiarmid (1992)  [3]) gave some upper bounds for τ(H)$\tau \left(H\right)$ in a uniform hypergraph H$H$ with a given number of vertices and edges. We discuss a variation of this greedy algorithm. Analyzing this new algorithm, we obtain upper bounds for τ(H)$\tau \left(H\right)$ which improve the bounds by Chvátal and McDiarmid.     

Random times and multiplicative systems

The present research is motivated by the recent results of Jeanblanc and Song (2011)  and . Our aim is to demonstrate, with the help of multiplicative systems introduced in Meyer (1979) [21], that for any given positive F$\mathbb{F}$-submartingale F$F$ such that _F∞=1$F_{\infty }=1$, there exists a random time τ$\tau$ on some extension of the filtered probability space such that the Azéma submartingale associated with τ$\tau$ coincides with F$F$. Pertinent properties of this construction are studied and it is subsequently extended to the case of several correlated random times with the predetermined univariate conditional distributions.     

An iterative adaptive finite element method for elliptic eigenvalue problems

We consider the task of resolving accurately the n$n$th eigenpair of a generalized eigenproblem rooted in some elliptic partial differential equation (PDE), using an adaptive finite element method (FEM). Conventional adaptive FEM algorithms call a generalized eigensolver after each mesh refinement step. This is not practical in our situation since the generalized eigensolver needs to calculate n$n$ eigenpairs after each mesh refinement step, it can switch the order of eigenpairs, and for repeated eigenvalues it can return an arbitrary linear combination of eigenfunctions from the corresponding eigenspace. In order to circumvent these problems, we propose a novel adaptive algorithm that only calls a generalized eigensolver once at the beginning of the computation, and then employs an iterative method to pursue a selected eigenvalue–eigenfunction pair on a sequence of locally refined meshes. Both Picard’s and Newton’s variants of the iterative method are presented. The underlying partial differential equation (PDE) is discretized with higher-order finite elements (hp$hp$-FEM) but the algorithm also works for standard low-order FEM. The method is described and accompanied with theoretical analysis and numerical examples. Instructions on how to reproduce the results are provided.     

Asymptotic average shadowing property on compact metric spaces

We prove that if for a continuous map f$f$ on a compact metric space X$X$, the chain recurrent set, R(f)$R\left(f\right)$ has more than one chain component, then f$f$ does not satisfy the asymptotic average shadowing property. We also show that if a continuous map f$f$ on a compact metric space X$X$ has the asymptotic average shadowing property and if A$A$ is an attractor for f$f$, then A$A$ is the single attractor for f$f$ and we have A=R(f)$A=R\left(f\right)$. We also study diffeomorphisms with asymptotic average shadowing property and prove that if M$M$ is a compact manifold which is not finite with dimM=2$dimM=2$, then the C¹$C^1$ interior of the set of all C¹$C^1$ diffeomorphisms with the asymptotic average shadowing property is characterized by the set of Ω$\Omega$-stable diffeomorphisms.     

Oscillation of harmonic functions for subordinate Brownian motion and its applications

In this paper, we establish an oscillation estimate of nonnegative harmonic functions for a pure-jump subordinate Brownian motion. The infinitesimal generator of such subordinate Brownian motion is an integro-differential operator. As an application, we give a probabilistic proof of the following form of relative Fatou theorem for such subordinate Brownian motion X$X$ in a bounded κ$\kappa$-fat open set; if u$u$ is a positive harmonic function with respect to X$X$ in a bounded κ$\kappa$-fat open set D$D$ and h$h$ is a positive harmonic function in D$D$ vanishing on D^c$D^c$, then the non-tangential limit of u/h$u/h$ exists almost everywhere with respect to the Martin-representing measure of h$h$.     

Higher order weakly over-penalized symmetric interior penalty methods

In this paper we study higher order weakly over-penalized symmetric interior penalty methods for second-order elliptic boundary value problems in two dimensions. We derive h$h$–p$p$ error estimates in both the energy norm and the _L2$L_2$ norm and present numerical results that corroborate the theoretical results.     

Newton’s method and high-order algorithms for the nth root computation

Two modifications of Newton’s method to accelerate the convergence of the n$n$th root computation of a strictly positive real number are revisited. Both modifications lead to methods with prefixed order of convergence p∈N,p≥2$p\in \mathbb{N},p\ge 2$. We consider affine combinations of the two modified p$p$th-order methods which lead to a family of methods of order p$p$ with arbitrarily small asymptotic constants. Moreover the methods are of order p+1$p+1$ for some specific values of a parameter. Then we consider affine combinations of the three methods of order p+1$p+1$ to get methods of order p+1$p+1$ again with arbitrarily small asymptotic constants. The methods can be of order p+2$p+2$ with arbitrarily small asymptotic constants, and also of order p+3$p+3$ for some specific values of the parameters of the affine combination. It is shown that infinitely many p$p$th-order methods exist for the n$n$th root computation of a strictly positive real number for any p≥3$p\ge 3$.     

New expansions of numerical eigenvalues by Wilson’s element

The paper explores new expansions of eigenvalues for −Δu=λρu$-\Delta u=\lambda \rho u$ in S$S$ with Dirichlet boundary conditions by Wilson’s element. The expansions indicate that Wilson’s element provides lower bounds of the eigenvalues. By the extrapolation or the splitting extrapolation, the O(h⁴)$O\left(h^4\right)$ convergence rate can be obtained, where h$h$ is the maximal boundary length of uniform rectangles. Numerical experiments are carried to verify the theoretical analysis made. It is worth pointing out that these results are new, compared with the recent book, Lin and Lin [Q. Lin, J. Lin, Finite Element Methods; Accuracy and Improvement, Science Press, Beijing, 2006].     

Stability of IMEX Runge–Kutta methods for delay differential equations

Stability of IMEX (implicit–explicit) Runge–Kutta methods applied to delay differential equations (DDEs) is studied on the basis of the scalar test equation du/dt=λu(t)+μu(t-τ)$\mathrm{d}u/\mathrm{d}t=\lambda u(t)+\mu u(t-\tau )$, where τ$\tau$ is a constant delay and λ,μ$\lambda ,\mu$ are complex parameters. More specifically, P-stability regions of the methods are defined and analyzed in the same way as in the case of the standard Runge–Kutta methods. A new IMEX method which possesses a superior stability property for DDEs is proposed. Some numerical examples which confirm the results of our analysis are presented.     

Test ideals of non-principal ideals: Computations,jumping numbers,alterations and division theorems

Given an ideal a⊆R$\mathfrak{a}\subseteq R$ in a (log) Q$\mathbb{Q}$-Gorenstein F  -finite ring of characteristic p>0$p>0$, we study and provide a new perspective on the test ideal τ(R,a^t)$\tau (R,{\mathfrak{a}}^t)$ for a real number t>0$t>0$. Generalizing a number of known results from the principal case, we show how to effectively compute the test ideal and also describe τ(R,a^t)$\tau (R,{\mathfrak{a}}^t)$ using (regular) alterations with a formula analogous to that of multiplier ideals in characteristic zero. We further prove that the F  -jumping numbers of τ(R,a^t)$\tau (R,{\mathfrak{a}}^t)$ as t varies are rational and have no limit points, including the important case where R is a formal power series ring. Additionally, we obtain a global division theorem for test ideals related to results of Ein and Lazarsfeld from characteristic zero, and also recover a new proof of Skoda's theorem for test ideals which directly mimics the proof for multiplier ideals.     

Some generalizations of Ekeland-type variational principle with applications to equilibrium problems and fixed point theory

In this paper, we introduce the concept of a Q$Q$-function defined on a quasi-metric space which generalizes the notion of a τ$\tau$-function and a w$w$-distance. We establish Ekeland-type variational principles in the setting of quasi-metric spaces with a Q$Q$-function. We also present an equilibrium version of the Ekeland-type variational principle in the setting of quasi-metric spaces with a Q$Q$-function. We prove some equivalences of our variational principles with Caristi–Kirk type fixed point theorems for multivalued maps, the Takahashi minimization theorem and some other related results. As applications of our results, we derive existence results for solutions of equilibrium problems and fixed point theorems for multivalued maps. We also extend the Nadler’s fixed point theorem for multivalued maps to a Q$Q$-function and in the setting of complete quasi-metric spaces. As a consequence, we prove the Banach contraction theorem for a Q$Q$-function and in the setting of complete quasi-metric spaces. The results of this paper extend and generalize many results appearing recently in the literature.     

Eigenvalue patterned condition numbers: Toeplitz and Hankel cases

We continue the study started in [Noschese and Pasquini, Eigenvalue condition numbers: zero-structured versus traditional. J. Comput. Appl. Math. 185 (2006) 174–189] concerning the sensitivity of simple eigenvalues of a matrix A to perturbations in A   that belong to a chosen subspace of matrices. In [Noschese and Pasquini, Eigenvalue condition numbers: zero-structured versus traditional. J. Comput. Appl. Math. 185 (2006) 174–189] the zero-structured perturbations have been considered. Here we focus on patterned perturbations, and the cases of the Toeplitz and of the Hankel matrices are investigated in detail. Useful expressions of the absolute patterned condition number of the eigenvalue λ$\lambda$ and of the analogue of the matrix yx^H${\mathit{yx}}^{\mathrm{H}}$, which leads to the traditional condition number of λ$\lambda$, are given. MATLAB codes are defined to compare traditional, zero-structured and patterned condition numbers. A report on significant numerical tests is included.     

Exponential bounds for convergence of entropy rate approximations in hidden Markov models satisfying a path-mergeability condition

A hidden Markov model (HMM) is said to have path-mergeable states   if for any two states i,j$i,j$ there exist a word w$w$ and state k$k$ such that it is possible to transition from both i$i$ and j$j$ to k$k$ while emitting w$w$. We show that for a finite HMM with path-mergeable states the block estimates of the entropy rate converge exponentially fast. We also show that the path-mergeability property is asymptotically typical in the space of HMM topologies and easily testable.