Numerical evaluation of hypersingular integrals

Boundary integral equations which employ integrals which exist only if defined in the Cauchy principal value sense or as the Hadamard finite part are currently used with success to solve many two- and three-dimensional problems of applied mechanics. We will recall definitions and main properties of these integrals, examine some numerical approaches for their evaluation and present several new results.     

On the Distribution of the Sum of n Non-Identically Distributed Uniform Random Variables

The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the characteristic function, we derive explicit formulae for the distribution of the sum of n non-identically distributed uniform random variables in both the continuous and the discrete case. The results, though involved, have a certain elegance. As examples, we derive from our general formulae some special cases which have appeared in the literature.     

Improved linear multi-step methods for stochastic ordinary differential equations

We consider linear multi-step methods for stochastic ordinary differential equations and study their convergence properties for problems with small noise or additive noise. We present schemes where the drift part is approximated by well-known methods for deterministic ordinary differential equations. In previous work, we considered Maruyama-type schemes, where only the increments of the driving Wiener process are used to discretize the diffusion part. Here, we suggest the improvement of the discretization of the diffusion part by also taking into account mixed classical-stochastic integrals. We show that the relation of the applied step sizes to the smallness of the noise is essential in deciding whether the new methods are worthwhile. Simulation results illustrate the theoretical findings.     

Spatial discretization of partial differential equations with integrals

We consider the problem of constructing spatial finite-differenceapproximations on an arbitrary fixed grid which preserve anynumber of integrals of the partial differential equation andpreserve some of its symmetries. A basis for the space of suchfinite-difference operators is constructed; most cases of interestinvolve a single such basis element. (The ‘Arakawa’Jacobian is such an element, as are discretizations satisfying‘summation by parts’ identities.) We show how thegrid, its symmetries, and the differential operator interactto affect the complexity of the finite difference.     

DQAINF: an algorithm for automatic integration of infinite oscillating tails

We describe an automatic quadrature routine which is specifically designed for real functions having a certain type of infinite oscillating tails. The algorithm is designed to integrate a vector function over an infinite interval. A FORTRAN implementation of the algorithm is included.The algorithm combines an adaptive subdivision strategy with extrapolation and requires that the decay of all the functions in the vector is the same. The algorithm is based on the assumption that the oscillating behavior is due to a periodic function with the property that it changes sign when evaluated at points of distance half a period. We assume that this period is known. The algorithm offers a choice of three different quasi-linear extrapolation procedures, namely the Euler transformation and two modifications of this transformation.This work was supported by The Norwegian Research Council for Science and the Humanities.     

实Clifford分析中六类拟Bochner-Martinelli型高阶奇异积分的几个问题

本文借助于Ｈａｄａｍａｒｄ关于高阶奇异积分有限部分的思想,研究关于实 Ｃｌｉｆｆｏｒｄ分析中六个类型(含一个奇点或二个奇点的)拟Ｂｏｃｈｎｅｒ－Ｍａｒｔｉｎｅｌｌｉ型高阶奇异积分的归纳定义、Ｈａｄａｍａｒｄ主值的存在性、递推公式、计算公式、微分公式、Ｐｏｉｎｃａｒｅ－Ｂｅｒｔｒａｎｄ置换公式以及拟Ｂ－Ｍ型高阶奇异积分的Ｈｏｌｄｅｒ连续性等问题．这些问题是研究单、多元复分析的学者们在研究奇异积分时,通常要涉及到的几个问题．     

H-值半鞅测度的弱收敛

本文引进了H-值半鞅测度，研究了其基本性质和与之相联系的随机积分，本文还引入了H-值半鞅测度序列依分布弱收敛的概念，建立了H-值半鞅测度的极限定理，给出了H-值半鞅测度弱收敛的条件。