Hankel operators, the Segal-Bargmann space, and symmetrically-normed ideals

Starting with the Segal-Bargmann space, we investigate the Hankel operators with symbol functions in a certain linear space. Given an appropriate symbol function, we consider the associated Hankel operator together with the Hankel operator associated with that symbol function's complex conjugate. We give a necessary and sufficient condition for the simultaneous membership of these two operators in the symmetrically-normed ideal associated with any given symmetric norming function.     

Uzawa type algorithms for nonsymmetric saddle point problems

In this paper, we consider iterative algorithms of Uzawa type for solving linear nonsymmetric saddle point problems. Specifically, we consider systems, written as usual in block form, where the upper left block is an invertible linear operator with positive definite symmetric part. Such saddle point problems arise, for example, in certain finite element and finite difference discretizations of Navier-Stokes equations, Oseen equations, and mixed finite element discretization of second order convection-diffusion problems. We consider two algorithms, each of which utilizes a preconditioner for the operator in the upper left block. Convergence results for the algorithms are established in appropriate norms. The convergence of one of the algorithms is shown assuming only that the preconditioner is spectrally equivalent to the inverse of the symmetric part of the operator. The other algorithm is shown to converge provided that the preconditioner is a sufficiently accurate approximation of the inverse of the upper left block. Applications to the solution of steady-state Navier-Stokes equations are discussed, and, finally, the results of numerical experiments involving the algorithms are presented.

     

The finite rank perturbations of the product of Hankel and Toeplitz operators

In this paper we completely characterize when the product of a Hankel operator and a Toeplitz operator on the Hardy space is a finite rank perturbation of a Hankel operator, and when the commutator of a Hankel operator and a Toeplitz operators has finite rank.     

Balanced POD for model reduction of linear PDE systems: convergence theory

We consider convergence analysis for a model reduction algorithm for a class of linear infinite dimensional systems. The algorithm computes an approximate balanced truncation of the system using solution snapshots of specific linear infinite dimensional differential equations. The algorithm is related to the proper orthogonal decomposition, and it was first proposed for systems of ordinary differential equations by Rowley (Int. J. Bifurc. Chaos Appl. Sci. Eng. 15(3):997?C1013, 2005). For the convergence analysis, we consider the algorithm in terms of the Hankel operator of the system, rather than the product of the system Gramians as originally proposed by Rowley. For exponentially stable systems with bounded finite rank input and output operators, we prove that the balanced realization can be expressed in terms of balancing modes, which are related to the Hankel operator. The balancing modes are required to be smooth, and this can cause computational difficulties for PDE systems. We show how this smoothness requirement can be lessened for parabolic systems, and we also propose a variation of the algorithm that avoids the smoothness requirement for general systems. We prove entrywise convergence of the matrices in the approximate reduced order models in both cases, and present numerical results for two example PDE systems.     

When do Toeplitz and Hankel operators commute?

We completely classify all Toeplitz and Hankel operators which commute; namely, we prove that that a non-trivial Hankel operator and a non-trivial Toeplitz operator commute if and only if the Hankel operator has symbolz, where is the symbol of the Toeplitz operator, and is an affine function of the characteristic function of certain anti-symmetric sets of the unit circle.     

Hankel Operators on Fock Spaces and Related Bergman Kernel Estimates

Hankel operators with anti-holomorphic symbols are studied for a large class of weighted Fock spaces on ? ⁿ . The weights defining these Hilbert spaces are radial and subject to a mild smoothness condition. In addition, it is assumed that the weights decay at least as fast as the classical Gaussian weight. The main result of the paper says that a Hankel operator on such a Fock space is bounded if and only if the symbol belongs to a certain BMOA space, defined via the Berezin transform. The latter space coincides with a corresponding Bloch space which is defined by means of the Bergman metric. This characterization of boundedness relies on certain precise estimates for the Bergman kernel and the Bergman metric. Characterizations of compact Hankel operators and Schatten class Hankel operators are also given. In the latter case, results on Carleson measures and Toeplitz operators along with Hörmander’s L ² estimates for the $\bar{\partial}$ operator are key ingredients in the proof.     

The lumpability property for a family of Markov chains on poset block structures

We construct different classes of lumpings for a family of Markov chain products which reflect the structure of a given finite poset. We essentially use combinatorial methods. We prove that, for such a product, every lumping can be obtained from the action of a suitable subgroup of the generalized wreath product of symmetric groups, acting on the underlying poset block structure, if and only if the poset defining the Markov process is totally ordered, and one takes the uniform Markov operator in each factor state space. Finally we show that, when the state space is a homogeneous space associated with a Gelfand pair, the spectral analysis of the corresponding lumped Markov chain is completely determined by the decomposition of the group action into irreducible submodules.     

The Fourth-order Bessel–type Differential Equation

The Bessel-type functions, structured as extensions of the classical Bessel functions, were defined by Everitt and Markett in 1994. These special functions are derived by linear combinations and limit processes from the classical orthogonal polynomials, classical Bessel functions and the Krall Jacobi-type and Laguerre-type orthogonal polynomials. These Bessel-type functions are solutions of higher-order linear differential equations, with a regular singularity at the origin and an irregular singularity at the point of infinity of the complex plane.

There is a Bessel-type differential equation for each even-order integer; the equation of order two is the classical Bessel differential equation. These even-order Bessel-type equations are not formal powers of the classical Bessel equation.

When the independent variable of these equations is restricted to the positive real axis of the plane they can be written in the Lagrange symmetric (formally self-adjoint) form of the Glazman–Naimark type, with real coefficients. Embedded in this form of the equation is a spectral parameter; this combination leads to the generation of self-adjoint operators in a weighted Hilbert function space. In the second-order case one of these associated operators has an eigenfunction expansion that leads to the Hankel integral transform.

This article is devoted to a study of the spectral theory of the Bessel-type differential equation of order four; considered on the positive real axis this equation has singularities at both end-points. In the associated Hilbert function space these singular end-points are classified, the minimal and maximal operators are defined and all associated self-adjoint operators are determined, including the Friedrichs self-adjoint operator. The spectral properties of these self-adjoint operators are given in explicit form.

From the properties of the domain of the maximal operator, in the associated Hilbert function space, it is possible to obtain a virial theorem for the fourth-order Bessel-type differential equation.

There are two solutions of this fourth-order equation that can be expressed in terms of classical Bessel functions of order zero and order one. However it appears that additional, independent solutions essentially involve new special functions not yet defined. The spectral properties of the self-adjoint operators suggest that there is an eigenfunction expansion similar to the Hankel transform, but details await a further study of the solutions of the differential equation.     

对称r-循环矩阵的快速算法和并行算法

借助于快速付立叶变换(FFT),给出了一种判断对称r-循环线性系统是否有解的快速算法,并且在有解的情况下求出其解,该算法的计算复杂度为O(nlogn),且具有很好的并行性,若使用n台处理机并行处理该算法则只需要O(logn)步.当r=0时,对称r-循环矩阵变成一个上三角型Hankel矩阵,我们也给出了此类矩阵求逆的一种算法.最后将该算法推广到线性同余系统,其运算量仅为O(nlogn).     

A QMR-based interior-point algorithm for solving linear programs

A new approach for the implementation of interior-point methods for solving linear programs is proposed. Its main feature is the iterative solution of the symmetric, but highly indefinite 2×2-block systems of linear equations that arise within the interior-point algorithm. These linear systems are solved by a symmetric variant of the quasi-minimal residual (QMR) algorithm, which is an iterative solver for general linear systems. The symmetric QMR algorithm can be combined with indefinite preconditioners, which is crucial for the efficient solution of highly indefinite linear systems, yet it still fully exploits the symmetry of the linear systems to be solved. To support the use of the symmetric QMR iteration, a novel stable reduction of the original unsymmetric 3×3-block systems to symmetric 2×2-block systems is introduced, and a measure for a low relative accuracy for the solution of these linear systems within the interior-point algorithm is proposed. Some indefinite preconditioners are discussed. Finally, we report results of a few preliminary numerical experiments to illustrate the features of the new approach.     

Hankel matrices for system identification

The coefficients of a linear system, even if it is a part of a block-oriented nonlinear system, normally satisfy some linear algebraic equations via Hankel matrices composed of impulse responses or correlation functions. In order to determine or to estimate the coefficients of a linear system it is important to require the associated Hankel matrix be of row-full-rank. The paper first discusses the equivalent conditions for identifiability of the system. Then, it is shown that the row-full-rank of the Hankel matrix composed of impulse responses is equivalent to identifiability of the system. Finally, for the row-full-rank of the Hankel matrix composed of correlation functions, the necessary and sufficient conditions are presented, which appear slightly stronger than the identifiability condition. In comparison with existing results, here the minimum phase condition is no longer required for the case where the dimension of the system input and output is the same, though the paper does not make such a dimensional restriction.     

Factorization of Hardy spaces and Hankel operators on convex domains in ℂ n

In this article we study the (small) Hankel operator h_b on the Hardy and Bergman spaces on a smoothly bounded convex domain of finite type in ℂⁿ. We completely characterize the Hankel operators h_b that are bounded, compact, and belong to the Schatten ideal S_p, for 0 < p < ∞. In particular, if h_b denotes the Hankel operator on the Hardy space H² (Ω), we prove that h_b is bounded if and only if b ∈ BMOA, compact if and only if b ∈ VMOA, and in the Schatten class if and only if b ∈e B_p, 0 < p < ∞. This last result extends the analog theorem in the case of the unit disc of Peller [19] and Semmes [21]. In order to characterize the bounded Hankel operators, we prove a factorization theorem for functions in H¹ (Ω), a result that is of independent interest.     

Sums of Products of Toeplitz and Hankel Operators on the Dirichlet Space

On the Dirichlet space of the unit disk, we consider operators that are finite sums of Toeplitz products, Hankel products or products of a Toeplitz operator and a Hankel operator. We characterize when such operators are equal to zero. Our results extend several known results using completely different arguments.     

A symmetric mixed finite element method for nearly incompressible elasticity based on biorthogonal systems

We present a symmetric version of the nonsymmetric mixed finite element method presented in (Lamichhane, ANZIAM J 50 (2008), C324–C338) for nearly incompressible elasticity. The displacement–pressure formulation of linear elasticity is discretized using a Petrov–Galerkin discretization for the pressure equation in (Lamichhane, ANZIAM J 50 (2008), C324–C338) leading to a non‐symmetric saddle point problem. A new three‐field formulation is introduced to obtain a symmetric saddle point problem which allows us to use a biorthogonal system. Working with a biorthogonal system, we can statically condense out all auxiliary variables from the saddle point problem arriving at a symmetric and positive‐definite system based only on the displacement. We also derive a residual based error estimator for the mixed formulation of the problem. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2012     

Linear systems and determinantal random point fields

In random matrix theory, determinantal random point fields describe the distribution of eigenvalues of self-adjoint matrices from the generalized unitary ensemble. This paper considers symmetric Hamiltonian systems and determines the properties of kernels and associated determinantal random point fields that arise from them; this extends work of Tracy and Widom. The inverse spectral problem for self-adjoint Hankel operators gives sufficient conditions for a self-adjoint operator to be the Hankel operator on L²(0,∞) from a linear system in continuous time; thus this paper expresses certain kernels as squares of Hankel operators. For suitable linear systems (−A,B,C) with one-dimensional input and output spaces, there exists a Hankel operator Γ with kernel ?(x)(s+t)=Ce−(2x+s+t)AB such that gx(z)=det(I+(z−1)ΓΓ†) is the generating function of a determinantal random point field on (0,∞). The inverse scattering transform for the Zakharov-Shabat system involves a Gelfand-Levitan integral equation such that the trace of the diagonal of the solution gives . When A?0 is a finite matrix and B=C†, there exists a determinantal random point field such that the largest point has a generalised logistic distribution.     

Conditions of matrices in discrete tension spline approximations of DMBVP

Some splines can be defined as solutions of differential multi-point boundary value problems (DMBVP). In the numerical treatment of DMBVP, the differential operator is discretized by finite differences. We consider one dimensional discrete hyperbolic tension spline introduced in (Costantini et al. in Adv Comput Math 11:331–354, 1999), and the associated specially structured pentadiagonal linear system. Error in direct methods for the solution of this linear system depends on condition numbers of corresponding matrices. If the chosen mesh is uniform, the system matrix is symmetric and positive definite, and it is easy to compute both, lower and upper bound, for its condition. In the more interesting non-uniform case, matrix is not symmetric, but in some circumstances we can nevertheless find an upper bound on its condition number. This research was supported by Grant 0037114, by the Ministry of Science, Education and Sports of the Republic of Croatia.     

The weighted Weiss conjecture and reproducing kernel theses for generalized Hankel operators

The weighted Weiss conjecture states that the system theoretic property of weighted admissibility can be characterized by a resolvent growth condition. For positive weights, it is known that the conjecture is true if the system is governed by a normal operator; however, the conjecture fails if the system operator is the unilateral shift on the Hardy space ${H^2(\mathbb{D})}$ (discrete time) or the right-shift semigroup on ${L^2(\mathbb{R}_+)}$ (continuous time). To contrast and complement these counterexamples, in this paper, positive results are presented characterizing weighted admissibility of linear systems governed by shift operators and shift semigroups. These results are shown to be equivalent to the question of whether certain generalized Hankel operators satisfy a reproducing kernel thesis.     

Minimum-order observers for discrete-time systems

We consider the synthesis of a minimum-order state or functional observer for a linear dynamical system. The synthesis problem is solved for completely certain systems of general form and for some classes of uncertain systems. Various approaches are described, which ultimately lead to the same task: finding a minimum-dimension Hurwitz solution for a system of linear equations with a Hankel matrix. For scalar and vector linear systems, prior upper and lower bounds on the observer dimension are derived, which makes it possible to switch to an iterative procedure of finding an optimal solution. The discussion is set out for discrete-time dynamical systems.     

Stationary,completely mixed and symmetric optimal and equilibrium strategies in stochastic games

In this paper, we address various types of two-person stochastic games—both zero-sum and nonzero-sum, discounted and undiscounted. In particular, we address different aspects of stochastic games, namely: (1) When is a two-person stochastic game completely mixed? (2) Can we identify classes of undiscounted zero-sum stochastic games that have stationary optimal strategies? (3) When does a two-person stochastic game possess symmetric optimal/equilibrium strategies? Firstly, we provide some necessary and some sufficient conditions under which certain classes of discounted and undiscounted stochastic games are completely mixed. In particular, we show that, if a discounted zero-sum switching control stochastic game with symmetric payoff matrices has a completely mixed stationary optimal strategy, then the stochastic game is completely mixed if and only if the matrix games restricted to states are all completely mixed. Secondly, we identify certain classes of undiscounted zero-sum stochastic games that have stationary optima under specific conditions for individual payoff matrices and transition probabilities. Thirdly, we provide sufficient conditions for discounted as well as certain classes of undiscounted stochastic games to have symmetric optimal/equilibrium strategies—namely, transitions are symmetric and the payoff matrices of one player are the transpose of those of the other. We also provide a sufficient condition for the stochastic game to have a symmetric pure strategy equilibrium. We also provide examples to show the sharpness of our results.     

Critical higher order Sturm–Liouville difference operators

We investigate the so-called critical 2nth-order Sturm–Liouville difference operators and associated symmetric banded matrices. We show that arbitrarily small (in a certain sense) negative perturbation of a non-negative critical operator leads to an operator which is no longer non-negative.