Approximate Factorization in Shallow Water Applications

We consider the numerical integration of problems modelling phenomena in shallow water in 3 spatial dimensions. If the governing partial differential equations for such problems are spatially discretized, then the right-hand side of the resulting system of ordinary differential equations can be split into terms f ₁, f ₂, f ₃ and f ₄, respectively representing the spatial derivative terms with respect to the x, y and z directions, and the interaction terms. It is typical for shallow water applications that the interaction term f ₄ is nonstiff and that the function f ₃ corresponding with the vertical spatial direction is much more stiff than the functions f ₁ and f ₂ corresponding with the horizontal spatial directions. The reason is that in shallow seas the gridsize in the vertical direction is several orders of magnitude smaller than in the horizontal directions. In order to solve the initial value problem (IVP) for these systems numerically, we need a stiff IVP solver, which is necessarily implicit, requiring the iterative solution of large systems of implicit relations. The aim of this paper is the design of an efficient iteration process based on approximate factorization. Stability properties of the resulting integration method are compared with those of a number of integration methods from the literature. Finally, a performance test on a shallow water transport problem is reported.     

Convergence and computation of simultaneous rational quadrature formulas

We discuss the convergence and numerical evaluation of simultaneous quadrature formulas which are exact for rational functions. The problem consists in integrating a single function with respect to different measures using a common set of quadrature nodes. Given a multi-index n, the nodes of the integration rule are the zeros of the multi-orthogonal Hermite–Padé polynomial with respect to (S, α, n), where S is a collection of measures, and α is a polynomial which modifies the measures in S. The theory is based on the connection between Gauss-type simultaneous quadrature formulas of rational type and multipoint Hermite–Padé approximation. The numerical treatment relies on the technique of modifying the integrand by means of a change of variable when it has real poles close to the integration interval. The output of some tests show the power of this approach in comparison with other ones in use.     

ExtensionsQ-régulières deQ(t) de groupe de Galois 6.A 6 et 6.A 7

We prove that 6A ₆ and 6A ₇ are Galois groups of regular extensions ofQ(t), therefore of infinitely many extensions ofQ.      

Clairaut relation for geodesics of Hopf tubes

Summary In this note we use the Hopf map π: S³ → S² to construct an interesting family of Riemannian metrics h^fon the 3-sphere, which are parametrized on the space of positive smooth functions f on the 2-sphere. All these metrics make the Hopf map a Riemannian submersion. The Hopf tube over an immersed curve γ in S² is the complete lift π^-1(γ) of γ, and we prove that any geodesic of this Hopf tube satisfies a Clairaut relation. A Hopf tube plays the role in S³ of the surfaces of revolution in R^3. Furthermore, we show a geometric integration method of the Frenet equations for curves in those non-standard S³. Finally, if we consider the sphere S³ equipped with a family h^f of Lorentzian metrics, then a new Clairautrelation is also obtained for timelike geodesics of the Lorentzian Hopf tube, and a geometric integration method for curves is still possible.     

Convergence of the Lambert-McLeod trajectory solver and of the celf method

Summary A trajectory problem is an initial value problemd y/dt=f(y),y(0)= where the interest lies in obtaining the curve traced by the solution (the trajectory), rather than in finding the actual correspondanc between values of the parametert and points on that curve. We prove the convergence of the Lambert-McLeod scheme for the numerical integration of trajectory problems. We also study the CELF method, an explicit procedure for the integration in time of semidiscretizations of PDEs which has some useful conservation properties. The proofs rely on the concept of restricted stability introduced by Stetter. In order to show the convergence of the methods, an idea of Strang is also employed, whereby the numerical solution is compared with a suitable perturbation of the theoretical solution, rather than with the theoretical solution itself.     

On the r.e. predecessors of d.r.e. degrees

Let d be a Turing degree containing differences of recursively enumerable sets (d.r.e.sets) and R[d] be the class of less than d r.e. degrees in whichd is relatively enumerable (r.e.). A.H.Lachlan proved that for any non-recursive d.r.e. d R[d] is not empty. We show that the r.e. degree defined by Lachlan for a d.r.e.set d is just the minimum degree in which D is r.e. Then we study for a given d.r.e. degree d class R[d] and show that there exists a d.r.e.d such that R d] has a minimum element 0. The most striking result of the paper is the existence of d.r.e. degrees for which R[d] consists of one element. Finally we prove that for some d.r.e. d R[d] can be the interval [a,b] for some r.e. degrees a,b, a b d. Received: 17 January 1996     

Uncountable constructions for B.A. e.c. groups and banach spaces

This paper has two aims: to aid a non-logician to construct uncountable examples by reducing the problems to finitary problems, and also to present some construction solving open problems. We assume the diamond forℵ ₁ and solve problems in Boolean algebras, existentially closed groups and Banach spaces. In particular, we show that for a given countable e.c. groupM there is no uncountable group embeddable in everyG -equivalent toM; and that there is a non-separable Banach space with noℵ ₁ elements, no one being the closure of the convex hull of the others. Both had been well-known questions. We also deal generally with inevitable models (§4). The author would like to thank the NSF for partially supporting this research by grants H144-H747 and MCS-76-08479, and the United States-Israel Binational Science Foundation for partially supporting this research.     

Property A in an Infinite-Dimensional Space. I

   Abstract. We prove that an infinite-dimensional space of piecewise polynomial functions of degree at most n-1 with infinitely many simple knots, n ≥ 2 , satisfies Property A. Apart from its independent interest, this result allows us to solve an open classical problem (n ≥ 3 ) in theory of best approximation: the uniqueness of best L ₁ -approximation by n -convex functions to an integrable, continuous function defined on a bounded interval. In this first part of the paper we prove the case n=2 and give key results in order to complete the general proof in the second part.     

A Computationally Efficient Oracle Estimator for Additive Nonparametric Regression with Bootstrap Confidence Intervals

Abstract

This article makes three contributions. First, we introduce a computationally efficient estimator for the component functions in additive nonparametric regression exploiting a different motivation from the marginal integration estimator of Linton and Nielsen. Our method provides a reduction in computation of order n which is highly significant in practice. Second, we define an efficient estimator of the additive components, by inserting the preliminary estimator into a backfitting˙ algorithm but taking one step only, and establish that it is equivalent, in various senses, to the oracle estimator based on knowing the other components. Our two-step estimator is minimax superior to that considered in Opsomer and Ruppert, due to its better bias. Third, we define a bootstrap algorithm for computing pointwise confidence intervals and show that it achieves the correct coverage.     

Infima of d.r.e. degrees

Lachlan observed that the infimum of two r.e. degrees considered in the r.e. degrees coincides with the one considered in the D₂⁰{\Delta_2^0} degrees. It is not true anymore for the d.r.e. degrees. Kaddah proved in (Ann Pure Appl Log 62(3):207–263, 1993) that there are d.r.e. degrees a, b, c and a 3-r.e. degree x such that a is the infimum of b, c in the d.r.e. degrees, but not in the 3-r.e. degrees, as a < x < b, c. In this paper, we extend Kaddah’s result by showing that such a structural difference occurs densely in the r.e. degrees. Our result immediately implies that the isolated 3-r.e. degrees are dense in the r.e. degrees, which was first proved by LaForte.     

Numerical Computation of Multivariate Normal Probabilities

Abstract

The numerical computation of a multivariate normal probability is often a difficult problem. This article describes a transformation that simplifies the problem and places it into a form that allows efficient calculation using standard numerical multiple integration algorithms. Test results are presented that compare implementations of two algorithms that use the transformation with currently available software.     

A Generalized Global Cartan Decomposition: A Basic Example

Suppose G ₁ ?  G are complex linear simple Lie groups. Let  ₁ ?  be the corresponding pair of Lie algebras. For the Killing-orthogonal  of  ₁ in  we have a vector space direct sum  =  ₁⊕ , which generalizes the classical Cartan decomposition on the Lie algebras level. In this article we study the corresponding problem of a ‘generalized global Cartan decomposition’ on the Lie groups level for the pair of groups ( G , G ₁) = (SL (4,?),Sp (2,?)); here  =  (4,?),  ₁ =  (2,?), and  = {X ?  | X ^? = X}, where X? X ^? is the symplectic involution. We prove that G  =  G ₁exp  ∪ i G ₁exp . The key point of the proof is to study in detail the set exp ; and for that purpose we introduce the J-twisted Pfaffian of size 2n defined on the set of all 2n × 2n matrices X satisfying X ^? = X, which is here a natural counterpart of the standard Pfaffian.     

A trapping principle and convergence result for finite element approximate solutions of steady reaction/diffusion systems

We consider nonlinear elliptic systems, with mixed boundary conditions, on a convex polyhedral domain Ω ⊂ R ^N . These are nonlinear divergence form generalizations of Δu = f(·, u), where f is outward pointing on the trapping region boundary. The motivation is that of applications to steady-state reaction/diffusion systems. Also included are reaction/diffusion/convection systems which satisfy the Einstein relations, for which the Cole-Hopf transformation is possible. For maximum generality, the theory is not tied to any specific application. We are able to demonstrate a trapping principle for the piecewise linear Galerkin approximation, defined via a lumped integration hypothesis on integrals involving f, by use of variational inequalities. Results of this type have previously been obtained for parabolic systems by Estep, Larson, and Williams, and for nonlinear elliptic equations by Karátson and Korotov. Recent minimum and maximum principles have been obtained by Jüngel and Unterreiter for nonlinear elliptic equations. We make use of special properties of the element stiffness matrices, induced by a geometric constraint upon the simplicial decomposition. This constraint is known as the non-obtuseness condition. It states that the inward normals, associated with an arbitrary pair of an element’s faces, determine an angle with nonpositive cosine. Drăgănescu, Dupont, and Scott have constructed an example for which the discrete maximum principle fails if this condition is omitted. We also assume vertex communication in each element in the form of an irreducibility hypothesis on the off-diagonal elements of the stiffness matrix. There is a companion convergence result, which yields an existence theorem for the solution. This entails a consistency hypothesis for interpolation on the boundary, and depends on the Tabata construction of simple function approximation, based on barycentric regions. This work was supported by the National Science Foundation under grant DMS-0311263.     

Property A in an Infinite-Dimensional Space. II

   Abstract. This paper continues the proof that an infinite-dimensional space of piecewise polynomial functions of degree at most n-1 with infinitely many simple knots, n ≥ 2 , satisfies Property A.     

On the universal A.S. central limit theorem

Let (X _k ) be a sequence of independent r.v.’s such that for some measurable functions gk : R ^k → R a weak limit theorem of the form

Subregion-Adaptive Integration of Functions Having a Dominant Peak

Abstract

Many statistical multiple integration problems involve integrands that have a dominant peak. In applying numerical methods to solve these problems, statisticians have paid relatively little attention to existing quadrature methods and available software developed in the numerical analysis literature. One reason these methods have been largely overlooked, even though they are known to be more efficient than Monte Carlo for well-behaved problems of low dimensionality, may be that when applied naively they are poorly suited for peaked-integrand problems. In this article we use transformations based on “split t” distributions to allow the integrals to be efficiently computed using a subregion-adaptive numerical integration algorithm. Our split t distributions are modifications of those suggested by Geweke and may also be used to define Monte Carlo importance functions. We then compare our approach to Monte Carlo. In the several examples we examine here, we find subregion-adaptive integration to be substantially more efficient than importance sampling.     

Some Results of Backward Itô Formula

Abstract

We use the notion of backward integration, with respect to a general Lévy process, to treat, in a simpler and unifying way, various classical topics as: Girsanov theorem, first order partial differential equations, the Liouville (or Lyapunov) equations and the stochastic characteristic method.     

Intégration Symplectique des Variétés de Poisson Régulières

Asymplectic integration of a Poisson manifold (M, Λ) is a symplectic groupoid (Γ,η) whichrealizes the given Poisson manifold, i.e. such that the space of units Γ₀ with the induced Poisson structure Λ₀ is isomorphic to (M, Λ). This notion was introduced by A. Weinstein in [28] in order to quantize Poisson manifolds by quantizing their symplectic integration. Any Poisson manifold can be integrated by alocal symplectic groupoid ([4], [13]) but already for regular Poisson manifolds there are obstructions to global integrability ([2], [6], [11], [17], [28]). The aim of this paper is to summarize all the known obstructions and present a sufficient topological condition for integrability of regular Poisson manifolds; we will indeed describe a concrete procedure for this integration. Further our criterion will provide necessary and sufficient if we require Γ to be Hausdorff, which is a suitable condition to proceed to Weinstein’s program of quantization. These integrability results may be interpreted as a generalization of the Cartan-Smith proof of Lie’s third theorem in the infinite dimensional case.

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Recherche supportée par D.G.I.C.Y.T. Espagne (Proyecto PB90-0765) et Xunta de Galicia (Proxecto XUGA20704B90)     

A generalization of an inequality by N. V. Krylov

In Krylov (Journal of the Juliusz Schauder Center 4 (1994), 355–364), a parabolic Littlewood–Paley inequality and its application to an L ^p -estimate of the gradient of the heat kernel are proved. These estimates are crucial tools in the development of a theory of parabolic stochastic partial differential equations (Krylov, Mathematical Surveys and Monographs vol. 64 (1999), 185–242). We generalize these inequalities so that they can be applied to stochastic integrodifferential equations.      

On a problem of A. Pleijel

In 1955, Arne Pleijel proposed the following problem which remains unsolved to this day: Given a closed plane convex curve C and a point x() at a fixed distance above the plane, as the point x() varies, characterize the point for which the conical surface with vertex x() and base C attains its minimum, and determine the limits as 0 and of this minimum point. The purpose of this paper is to solve the cases where approach its extremities and in the course of the solution, we obtain an interesting characterization of the limit points, which we shall call the Pleijel points of C. A consequence is that the inner Pleijel point provides an upper bound for the isoperimetric defect of C. We also generalize the problem to higher dimensional spaces, and obtain the corresponding characterizations of the limiting points for convex surfaces.