A second-order accurate numerical method for a fractional wave equation

We study a generalized Crank–Nicolson scheme for the time discretization of a fractional wave equation, in combination with a space discretization by linear finite elements. The scheme uses a non-uniform grid in time to compensate for the singular behaviour of the exact solution at t = 0. With appropriate assumptions on the data and assuming that the spatial domain is convex or smooth, we show that the error is of order k ² + h ², where k and h are the parameters for the time and space meshes, respectively.     

An almost fourth order uniformly convergent difference scheme for a semilinear singularly perturbed reaction-diffusion problem

Summary. This paper is concerned with a high order convergent discretization for the semilinear reaction-diffusion problem: , for , subject to , where . We assume that on , which guarantees uniqueness of a solution to the problem. Asymptotic properties of this solution are discussed. We consider a polynomial-based three-point difference scheme on a simple piecewise equidistant mesh of Shishkin type. Existence and local uniqueness of a solution to the scheme are analysed. We prove that the scheme is almost fourth order accurate in the discrete maximum norm, uniformly in the perturbation parameter . We present numerical results in support of this result. Received February 25, 1994     

Note on a conjecture of toft

A conjecture of Toft [17] asserts that any 4-critical graph (or equivalently, every 4-chromatic graph) contains a fully odd subdivision ofK ₄. We show that if a graphG has a degree three nodev such thatG-v is 3-colourable, then eitherG is 3-colourable or it contains a fully oddK ₄. This resolves Toft's conjecture in the special case where a 4-critical graph has a degree three node, which is in turn used to prove the conjecture for line-graphs. The proof is constructive and yields a polynomial algorithm which given a 3-degenerate graph either finds a 3-colouring or exhibits a subgraph that is a fully odd subdivision ofK ₄. (A graph is 3-degenerate if every subgraph has some node of degree at most three.)     

Reliability and expectation bounds for coherent systems with exchangeable components

Sharp upper and lower bounds are obtained for the reliability functions and the expectations of lifetimes of coherent systems based on dependent exchangeable absolutely continuous components with a given marginal distribution function, by use of the concept of Samaniego's signature. We first show that the distribution of any coherent system based on exchangeable components with absolutely continuous joint distribution is a convex combination of distributions of order statistics (equivalent to the k-out-of-n systems) with the weights identical with the values of the Samaniego signature of the system. This extends the Samaniego representation valid for the case of independent and identically distributed components. Combining the representation with optimal bounds on linear combinations of distribution functions of order statistics from dependent identically distributed samples, we derive the corresponding reliability and expectation bounds, dependent on the signature of the system and marginal distribution of dependent components. We also present the sequences of exchangeable absolutely continuous joint distributions of components which attain the bounds in limit. As an application, we obtain the reliability bounds for all the coherent systems with three and four exchangeable components, expressed in terms of the parent marginal reliability function and specify the respective expectation bounds for exchangeable exponential components, comparing them with the lifetime expectations of systems with independent and identically distributed exponential components.     

The q-numerical radius of weighted shift operators with periodic weights

We deal with the q-numerical radius of weighted unilateral and bilateral shift operators. In particular, the q-numerical radius of weighted shift operators with periodic weights is discussed and computed.     

Continuous modified Newton’s-type method for nonlinear operator equations

A nonlinear operator equation F(x)=0, F:H→H, in a Hilbert space is considered. Continuous Newton’s-type procedures based on a construction of a dynamical system with the trajectory starting at some initial point x ₀ and becoming asymptotically close to a solution of F(x)=0 as t→+∞ are discussed. Well-posed and ill-posed problems are investigated. Received: June 29, 2001; in final form: February 26, 2002?Published online: February 20, 2003 This paper was finished when AGR was visiting Institute for Theoretical Physics, University of Giessen. The author thanks DAAD for support     

HAC estimation and strong linearity testing in weak ARMA models

In the framework of ARMA models, we consider testing the reliability of the standard asymptotic covariance matrix (ACM) of the least-squares estimator. The standard formula for this ACM is derived under the assumption that the errors are independent and identically distributed, and is in general invalid when the errors are only uncorrelated. The test statistic is based on the difference between a conventional estimator of the ACM of the least-squares estimator of the ARMA coefficients and its robust HAC-type version. The asymptotic distribution of the HAC estimator is established under the null hypothesis of independence, and under a large class of alternatives. The asymptotic distribution of the proposed statistic is shown to be a standard χ² under the null, and a noncentral χ² under the alternatives. The choice of the HAC estimator is discussed through asymptotic power comparisons. The finite sample properties of the test are analyzed via Monte Carlo simulation.     

Runge–Kutta convolution quadrature methods for well-posed equations with memory

Runge–Kutta based convolution quadrature methods for abstract, well-posed, linear, and homogeneous Volterra equations, non necessarily of sectorial type, are developed. A general representation of the numerical solution in terms of the continuous one is given. The error and stability analysis is based on this representation, which, for the particular case of the backward Euler method, also shows that the numerical solution inherits some interesting qualitative properties, such as positivity, of the exact solution. Numerical illustrations are provided.     

On the bidirectional vortex and other similarity solutions in spherical coordinates

The bidirectional vortex refers to the bipolar, coaxial swirling motion that can be triggered, for example, in cyclone separators and some liquid rocket engines with tangential aft-end injectors. In this study, we present an exact solution to describe the corresponding bulk motion in spherical coordinates. To do so, we examine both linear and nonlinear solutions of the momentum and vorticity transport equations in spherical coordinates. The assumption will be that of steady, incompressible, inviscid, rotational, and axisymmetric flow. We further relate the vorticity to some power of the stream function. At the outset, three possible types of similarity solutions are shown to fulfill the momentum equation. While the first type is incapable of satisfying the conditions for the bidirectional vortex, it can be used to accommodate other physical settings such as Hill’s vortex. This case is illustrated in the context of inviscid flow over a sphere. The second leads to a closed-form analytical expression that satisfies the boundary conditions for the bidirectional vortex in a straight cylinder. The third type is more general and provides multiple solutions. The spherical bidirectional vortex is derived using separation of variables and the method of variation of parameters. The three-pronged analysis presented here increases our repertoire of general mean flow solutions that rarely appear in spherical geometry. It is hoped that these special forms will permit extending the current approach to other complex fluid motions that are easier to capture using spherical coordinates.     

The category of varieties and interpretations is alg-universal

A category is said to be alg-universal if every category of universal algebras can be fully embedded into it. We prove here that the category of varieties and interpretations, or in other words, the category of abstract clones and clone homomorphisms, is alg-universal.