B-splines and Hermite–Padé approximants to the exponential function

This paper is the continuation of a work initiated in [P. Sablonnière, An algorithm for the computation of Hermite–Padé approximations to the exponential function: divided differences and Hermite–Padé forms. Numer. Algorithms 33 (2003) 443–452] about the computation of Hermite–Padé forms (HPF) and associated Hermite–Padé approximants (HPA) to the exponential function. We present an alternative algorithm for their computation, based on the representation of HPF in terms of integral remainders with B-splines as Peano kernels. Using the good properties of discrete B-splines, this algorithm gives rise to a great variety of representations of HPF of higher orders in terms of HPF of lower orders, and in particular of classical Padé forms. We give some examples illustrating this algorithm, in particular, another way of constructing quadratic HPF already described by different authors. Finally, we briefly study a family of cubic HPF.     

On the Domain of Divergence of Hermite–Fejér Interpolating Polynomials

Recently, the study of the behavior of the Hermite–Fejér interpolants in the complex plane was initiated by L. Brutman and I. Gopengauz (1999, Constr. Approx.15, 611–617). It was shown that, for a broad class of interpolatory matrices on [−1, 1], the sequence of polynomials induced by Hermite–Fejér interpolation to f(z)≡z diverges everywhere in the complex plane outside the interval of interpolation [−1, 1]. In this note we amplify this result and prove that the divergence phenomenon takes place without any restriction on the interpolatory matrices.     

Quadratic Hermite–Padé Approximation to the Exponential Function: A Riemann–Hilbert Approach

We investigate the asymptotic behavior of the polynomials p, q, r of degrees n in type I Hermite–Padé approximation to the exponential function, defined by p(z)e^-z + q(z) + r(z) e^z = O(z³ⁿ⁺²) as z 0. These polynomials are characterized by a Riemann–Hilbert problem for a 3 × 3 matrix valued function. We use the Deift–Zhou steepest descent method for Riemann–Hilbert problems to obtain strong uniform asymptotics for the scaled polynomials p(3nz), q(3nz), and r(3nz) in every domain in the complex plane. An important role is played by a three-sheeted Riemann surface and certain measures and functions derived from it. Our work complements the recent results of Herbert Stahl.     

Laurent–Padé Approximants to Four Kinds of Chebyshev Polynomial Expansions. Part I. Maehly Type Approximants

Laurent Padé–Chebyshev rational approximants, A _m (z,z ^–1)/B _n (z,z ^–1), whose Laurent series expansions match that of a given function f(z,z ^–1) up to as high a degree in z,z ^–1 as possible, were introduced for first kind Chebyshev polynomials by Clenshaw and Lord [2] and, using Laurent series, by Gragg and Johnson [4]. Further real and complex extensions, based mainly on trigonometric expansions, were discussed by Chisholm and Common [1]. All of these methods require knowledge of Chebyshev coefficients of f up to degree m+n. Earlier, Maehly [5] introduced Padé approximants of the same form, which matched expansions between f(z,z ^–1)B _n (z,z ^–1) and A _m (z,z ^–1). The derivation was relatively simple but required knowledge of Chebyshev coefficients of f up to degree m+2n. In the present paper, Padé–Chebyshev approximants are developed not only to first, but also to second, third and fourth kind Chebyshev polynomial series, based throughout on Laurent series representations of the Maehly type. The procedures for developing the Padé–Chebyshev coefficients are similar to that for a traditional Padé approximant based on power series [8] but with essential modifications. By equating series coefficients and combining equations appropriately, a linear system of equations is successfully developed into two sub-systems, one for determining the denominator coefficients only and one for explicitly defining the numerator coefficients in terms of the denominator coefficients. In all cases, a type (m,n) Padé–Chebyshev approximant, of degree m in the numerator and n in the denominator, is matched to the Chebyshev series up to terms of degree m+n, based on knowledge of the Chebyshev coefficients up to degree m+2n. Numerical tests are carried out on all four Padé–Chebyshev approximants, and results are outstanding, with some formidable improvements being achieved over partial sums of Laurent–Chebyshev series on a variety of functions. In part II of this paper [7] Padé–Chebyshev approximants of Clenshaw–Lord type will be developed for the four kinds of Chebyshev series and compared with those of the Maehly type.     

Gaussian quadrature formulae on the unit circle

Let μ be a probability measure on [0,2π]. In this paper we shall be concerned with the estimation of integrals of the form

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For this purpose we will construct quadrature formulae which are exact in a certain linear subspace of Laurent polynomials. The zeros of Szegö polynomials are chosen as nodes of the corresponding quadratures. We will study this quadrature formula in terms of error expressions and convergence, as well as, its relation with certain two-point Padé approximants for the Herglotz–Riesz transform of μ. Furthermore, a comparison with the so-called Szegö quadrature formulae is presented through some illustrative numerical examples.     

Legendre modified moments for Euler's constant

Polynomial moments are often used for the computation of Gauss quadrature to stabilize the numerical calculation of the orthogonal polynomials, see [W. Gautschi, Computational aspects of orthogonal polynomials, in: P. Nevai (Ed.), Orthogonal Polynomials-Theory and Practice, NATO ASI Series, Series C: Mathematical and Physical Sciences, vol. 294. Kluwer, Dordrecht, 1990, pp. 181–216 [6]; W. Gautschi, On the sensitivity of orthogonal polynomials to perturbations in the moments, Numer. Math. 48(4) (1986) 369–382 [5]; W. Gautschi, On generating orthogonal polynomials, SIAM J. Sci. Statist. Comput. 3(3) (1982) 289–317 [4]] or numerical resolution of linear systems [C. Brezinski, Padé-type approximation and general orthogonal polynomials, ISNM, vol. 50, Basel, Boston, Stuttgart, Birkhäuser, 1980 [3]]. These modified moments can also be used to accelerate the convergence of sequences to a real or complex numbers if the error satisfies some properties as done in [C. Brezinski, Accélération de la convergence en analyse numérique, Lecture Notes in Mathematics, vol. 584. Springer, Berlin, New York, 1977; M. Prévost, Padé-type approximants with orthogonal generating polynomials, J. Comput. Appl. Math. 9(4) (1983) 333–346]. In this paper, we use Legendre modified moments to accelerate the convergence of the sequence H_n-log(n+1) to the Euler's constant γ. A formula for the error is given. It is proved that it is a totally monotonic sequence. At last, we give applications to the arithmetic property of γ.     

Ratio and relative asymptotics of polynomials orthogonal with respect to varying Denisov-type measures

Let μ be a finite positive Borel measure with compact support consisting of an interval plus a set of isolated points in , such that μ^′>0 almost everywhere on [c,d]. Let , be a sequence of polynomials, , with real coefficients whose zeros lie outside the smallest interval containing the support of μ. We prove ratio and relative asymptotics of sequences of orthogonal polynomials with respect to varying measures of the form dμ/w_2n. In particular, we obtain an analogue for varying measures of Denisov's extension of Rakhmanov's theorem on ratio asymptotics. These results on varying measures are applied to obtain ratio asymptotics for orthogonal polynomials with respect to fixed measures on the unit circle and for multi-orthogonal polynomials in which the measures involved are of the type described above.     

Laurent–Padé Approximants to Four Kinds of Chebyshev Polynomial Expansions. Part II: Clenshaw–Lord Type Approximants

Laurent–Padé (Chebyshev) rational approximants P _m (w,w ^–1)/Q _n (w,w ^–1) of Clenshaw–Lord type [2,1] are defined, such that the Laurent series of P _m /Q _n matches that of a given function f(w,w ^–1) up to terms of order w ^±(m+n), based only on knowledge of the Laurent series coefficients of f up to terms in w ^±(m+n). This contrasts with the Maehly-type approximants [4,5] defined and computed in part I of this paper [6], where the Laurent series of P _m matches that of Q _n f up to terms of order w ^±(m+n), but based on knowledge of the series coefficients of f up to terms in w ^±(m+2n). The Clenshaw–Lord method is here extended to be applicable to Chebyshev polynomials of the 1st, 2nd, 3rd and 4th kinds and corresponding rational approximants and Laurent series, and efficient systems of linear equations for the determination of the Padé–Chebyshev coefficients are obtained in each case. Using the Laurent approach of Gragg and Johnson [4], approximations are obtainable for all m0, n0. Numerical results are obtained for all four kinds of Chebyshev polynomials and Padé–Chebyshev approximants. Remarkably similar results of formidable accuracy are obtained by both Maehly-type and Clenshaw–Lord type methods, thus validating the use of either.     

Weak Asymptotics for the Generating Polynomials of the Stirling Numbers of the Second Kind

For the horizontal generating functions P_n(z)=∑ⁿ_k=1 S(n, k) z^k of the Stirling numbers of the second kind, strong asymptotics are established, as n→∞. By using the saddle point method for Q_n(z)=P_n(nz) there are two main results: an oscillating asymptotic for z(−e, 0) and a uniform asymptotic on every compact subset of \[−e, 0]. Finally, an Airy asymptotic in the neighborhood of −e is deduced.     

Large time behavior for nonlinear higher order convection–diffusion equations

We study the large time asymptotic behavior, in L^p (1p∞), of higher derivatives D^γu(t) of solutions of the nonlinear equation

(1)

where the integers n and θ are bigger than or equal to 1, a is a constant vector in with . The function ψ is a nonlinearity such that and ψ(0)=0, and is a higher order elliptic operator with nonsmooth bounded measurable coefficients on . We also establish faster decay when .     

Scalar and matrix Riemann–Hilbert approach to the strong asymptotics of Padé approximants and complex orthogonal polynomials with varying weight

We describe methods for the derivation of strong asymptotics for the denominator polynomials and the remainder of Padé approximants for a Markov function with a complex and varying weight. Two approaches, both based on a Riemann–Hilbert problem, are presented. The first method uses a scalar Riemann–Hilbert boundary value problem on a two-sheeted Riemann surface, the second approach uses a matrix Riemann–Hilbert problem. The result for a varying weight is not with the most general conditions possible, but the loss of generality is compensated by an easier and transparent proof.     

An Algorithm for the Computation of Hermite–Padé Approximations to the Exponential Function: Divided Differences and Hermite–Padé Forms

We present the first of two different algorithms for the explicit computation of Hermite–Padé forms (HPF) associated with the exponential function. Some roots of the algebraic equation associated with a given HPF are good approximants to the exponential in some subsets of the complex plane: they are called Hermite–Padé approximants (HPA) to this function. Our algorithm is recursive and based upon the expression of HPF as divided differences of the function texp(xt) at multiple integer nodes. Using this algorithm, we find again the results obtained by Borwein and Driver for quadratic HPF. As an example, we give an interesting family of quadratic HPA to the exponential.     

Asymptotics for Lp extremal polynomials on the unit circle

Let p > 1, and dμ a positive finite Borel measure on the unit circle Γ: = {z ε C: ¦z¦ = 1}. Define the monic polynomial φ_{n, p}(z)=zⁿ+…εP_n >(the set of polynomials of degree at most n) satisfying

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. Under certain conditions on dμ, the asymptotics of φ_{n, p}(z) for z outside, on, or inside Γ are obtained (cf. Theorems 2.2 and 2.4). Zero distributions of φ_{n, p} are also discussed (cf. Theorems 3.1 and 3.2).     

Multipoint Padé approximants to complex Cauchy transforms with polar singularities

We study diagonal multipoint Padé approximants to functions of the form

where R is a rational function and λ is a complex measure with compact regular support included in , whose argument has bounded variation on the support. Assuming that interpolation sets are such that their normalized counting measures converge sufficiently fast in the weak-star sense to some conjugate-symmetric distribution σ, we show that the counting measures of poles of the approximants converge to , the balayage of σ onto the support of λ, in the weak^* sense, that the approximants themselves converge in capacity to F outside the support of λ, and that the poles of R attract at least as many poles of the approximants as their multiplicity and not much more.     

Bounds on Turán determinants

Let μ denote a symmetric probability measure on [−1,1] and let (p_n) be the corresponding orthogonal polynomials normalized such that p_n(1)=1. We prove that the normalized Turán determinant Δ_n(x)/(1−x²), where , is a Turán determinant of order n−1 for orthogonal polynomials with respect to . We use this to prove lower and upper bounds for the normalized Turán determinant in the interval −1<x<1.     

A self-normalized Erd s—Rényi type strong law of large numbers

The original Erd s—Rényi theorem states that max_0kn∑^k+[clogn]_i=k+1X_i/[clogn]→α(c),c>0, almost surely for i.i.d. random variables {X_n, n1} with mean zero and finite moment generating function in a neighbourhood of zero. The latter condition is also necessary for the Erd s—Rényi theorem, and the function α(c) uniquely determines the distribution function of X₁. We prove that if the normalizing constant [c log n] is replaced by the random variable ∑^k+[clogn]_i=k+1(X²_i+1), then a corresponding result remains true under assuming only the exist first moment, or that the underlying distribution is symmetric.     

Markov-Type Inequalities for Products of Müntz Polynomials

Let Λ(λ_j)^∞_j=0 be a sequence of distinct real numbers. The span of {x^λ₀, x^λ₁, …, x^λ_n} over is denoted by M_n(Λ)span{x^λ₀, x^λ₁, …, x^λ_n}. Elements of M_n(Λ) are called Müntz polynomials. The principal result of this paper is the following Markov-type inequality for products of Müntz polynomials. T 2.1. LetΛ(λ_j)^∞_j=0andΓ(γ_j)^∞_j=0be increasing sequences of nonnegative real numbers. Let

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Then

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18(n+m+1)(λ_n+γ_m).In particular ,

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Under some necessary extra assumptions, an analog of the above Markov-type inequality is extended to the cases when the factor x is dropped, and when the interval [0, 1] is replaced by [a, b](0, ∞).     

Asymptotic behavior of Solutions for Hénon systems with nearly critical exponent

We consider in this paper the problem

(0.1)

where Ω is the unit ball in centered at the origin, 0α<pN, β>0, N8, p>1, q_ε>1. Suppose q_ε→q>1 as ε→0⁺ and q_ε,q satisfy respectively

we investigate the asymptotic behavior of the ground state solutions (u_ε,v_ε) of (0.1) as ε→0⁺. We show that the ground state solutions concentrate at a point, which is located at the boundary. In addition, the ground state solution is non-radial provided that ε>0 is small.     

L∞ convergence of interpolation and associated product integration for exponential weights

We investigate convergence in a weighted L_∞ norm of Hermite–Fejér, Hermite, and Grünwald interpolations at zeros of orthogonal polynomials with respect to exponential weights such as Freud, Erd s, and exponential weight on (−1,1). Convergence of product integration rules induced by the various approximation processes is deduced. We also give more precise weight conditions for convergence of interpolations with respect to above three types of weights, respectively.