Riccati-based preconditioner for computing invariant subspaces of large matrices

Summary. This paper introduces and analyzes the convergence properties of a method that computes an approximation to the invariant subspace associated with a group of eigenvalues of a large not necessarily diagonalizable matrix. The method belongs to the family of projection type methods. At each step, it refines the approximate invariant subspace using a linearized Riccati's equation which turns out to be the block analogue of the correction used in the Jacobi-Davidson method. The analysis conducted in this paper shows that the method converges at a rate quasi-quadratic provided that the approximate invariant subspace is close to the exact one. The implementation of the method based on multigrid techniques is also discussed and numerical experiments are reported. Received June 15, 2000 / Revised version received January 22, 2001 / Published online October 17, 2001     

A diffusion approximation result for two parameter processes

Summary We consider a one-dimensional linear wave equation with a small mean zero dissipative field and with the boundary condition imposed by the so-called Goursat problem. In order to observe the effect of the randomness on the solution we perform a space-time rescaling and we rewrite the problem in a diffusion approximation form for two parameter processes. We prove that the solution converges in distribution toward the solution of a two-parameter stochastic differential equation which we identify. The diffusion approximation results for oneparameter processes are well known and well understood. In fact, the solution of the one-parameter analog of the problem we consider here is immediate. Unfortunately, the situation is much more complicated for two-parameter processes and we believe that our result is the first one of its kind.Partially supported by ONR N00014-91-J-1010     

Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings

Coupling procedures for Markov renewal processes are described. Applications to ergodic theorems for processes with semi-Markov switchings are considered.This paper was partly prepared with the support of NFR Grant F-UP 10257-300.     

Nonnegative quadratic estimation and quadratic sufficiency in general linear models

Notions of linear sufficiency and quadratic sufficiency are of interest to some authors. In this paper, the problem of nonnegative quadratic estimation for β^′Hβ+hσ² is discussed in a general linear model and its transformed model. The notion of quadratic sufficiency is considered in the sense of generality, and the corresponding necessary and sufficient conditions for the transformation to be quadratically sufficient are investigated. As a direct consequence, the result on (ordinary) quadratic sufficiency is obtained. In addition, we pose a practical problem and extend a special situation to the multivariate case. Moreover, a simulated example is conducted, and applications to a model with compound symmetric covariance matrix are given. Finally, we derive a remark which indicates that our main results could be extended further to the quasi-normal case.     

Motivic Serre invariants of curves

In this article, we generalize the theory of motivic integration on formal schemes topologically of finite type and the notion of motivic Serre invariant, to a relative point of view. We compute the relative motivic Serre invariant for curves defined over the field of fractions of a complete discrete valuation ring R of equicharacteristic zero. One aim of this study is to understand the behavior of motivic Serre invariants under ramified extension of the ring R. Thanks to our constructions, we obtain, in particular, an expression for the generating power series, whose coefficients are the motivic Serre invariant associated to a curve, computed on a tower of ramified extensions of R. We give an interpretation of this series in terms of the motivic zeta function of Denef and Loeser.     

Flips and the Hilbert scheme over an exterior algebra

We study the tangent space at a monomial point M in the Hilbert scheme that parameterizes all ideals with the same Hilbert function as M over an exterior algebra.     

An algorithm for computing Jordan chains and inverting analytic matrix functions

We present an efficient algorithm for obtaining a canonical system of Jordan chains for an n × n regular analytic matrix function A(λ) that is singular at the origin. For any analytic vector function b(λ), we show that each term in the Laurent expansion of A(λ)⁻¹b(λ) may be obtained from the previous terms by solving an (n + d) × (n+d) linear system, where d is the order of the zero of det A(λ) at λ = 0. The matrix representing this linear system contains A(0) as a principal submatrix, which can be useful if A(0) is sparse. The last several iterations can be eliminated if left Jordan chains are computed in addition to right Jordan chains. The performance of the algorithm in floating point and exact (rational) arithmetic is reported for several test cases. The method is shown to be forward stable in floating point arithmetic.     

Banach-stone theorems and separating maps

LetC(X,E) andC(Y,F) denote the spaces of continuous functions on the Tihonov spacesX andY, taking values in the Banach spacesE andF, respectively. A linear mapH:C(X,E)→C(Y,F) isseparating iff(x)g(x)=0 for allx inX impliesHf(y)Hg(y)=0 for ally inY. Some automatic continuity properties and Banach-Stone type theorems (i.e., asserting that isometries must be of a certain form) for separating mapsH between spaces of real- and complex-valued functions have already been developed. The extension of such results to spaces of vector-valued functions is the general subject of this paper. We prove in Theorem 4.1, for example, for compactX andY, that a linear isometryH betweenC(X,E) andC(Y,F) is a “Banach-Stone” map if and only ifH is “biseparating (i.e,H andH ⁻¹ are separating). The Banach-Stone theorems of Jerison and Lau for vector-valued functions are then deduced in Corollaries 4.3 and 4.4 for the cases whenE andF or their topological duals, respectively, are strictly convex. Research supported by the Fundació Caixa Castelló, MI/25.043/92     

On the fast reduction of a quasiseparable matrix to Hessenberg and tridiagonal forms

In this paper we design a fast new algorithm for reducing an N × N quasiseparable matrix to upper Hessenberg form via a sequence of N − 2 unitary transformations. The new reduction is especially useful when it is followed by the QR algorithm to obtain a complete set of eigenvalues of the original matrix. In particular, it is shown that in a number of cases some recently devised fast adaptations of the QR method for quasiseparable matrices can benefit from using the proposed reduction as a preprocessing step, yielding lower cost and a simplification of implementation.     

Explicit bounds on some new nonlinear integral inequalities with delay

The purpose of the present note is to establish some new delay integral inequalities, which provide explicit bounds on unknown functions and generalize some results of Li et al. [Some new delay integral inequalities and their applications, J. Comput. Appl. Math. 180 (2005) 191–200]. The inequalities given here can be used to investigate the qualitative properties of certain delay differential equations and delay integral equations.