The modern origin of matrices and their applications

This paper deals with the modern development of matrices, linear transformations, quadratic forms and their applications to geometry and mechanics, eigenvalues, eigenvectors and characteristic equations with applications. Included are the representations of real and complex numbers, and quaternions by matrices, and isomorphism in order to show that matrices form a ring in abstract algebra. Some special matrices, including Hilbert’s matrix, Toeplitz’s matrix, Pauli’s and Dirac’s matrices in quantum mechanics, and Einstein’s Pythagorean formula are discussed to illustrate diverse applications of matrix algebra. Included also is a modern piece of information that puts mathematics, science and mathematics education professionals at the forefront of advanced study and research on linear algebra and its applications.     

Index theory for linear selfadjoint operator equations and nontrivial solutions for asymptotically linear operator equations

We develop index theories for linear selfadjoint operator equations and investigate multiple solutions for asymptotically linear operator equations. The operator equations consist of two kinds: the first has finite Morse index and can be used to investigate second order Hamiltonian systems and elliptic partial differential equations; the second may have infinite Morse index and can be used to investigate first order Hamiltonian systems.     

Order one equations with the Painlevé property

Differential equations with the Painleve property have been studied extensively due to their appearance in many branches of mathematics and their applicability in physics. Although a modern, differential algebraic treatment of the order one equations appeared before, the connection with the classical theory did not. Using techniques from algebraic geometry we provide the link between the classical and the modern treatment, and with the help of differential Galois theory a new classification is derived, both for characteristic 0 and p.     

强不可约算子理论及其应用(英文)

在有限维空间的矩阵理论中,著名的约当标准型定理充分揭示了矩阵的内在结构.在这篇综述中,我们给出复可分的无穷维希尔伯特空间上类似的约当标准型定理.同时也展示了该理论在其它数学分支中的应用。     

Complex Jacobi matrices

Complex Jacobi matrices play an important role in the study of asymptotics and zero distribution of formal orthogonal polynomials (FOPs). The latter are essential tools in several fields of numerical analysis, for instance in the context of iterative methods for solving large systems of linear equations, or in the study of Padé approximation and Jacobi continued fractions. In this paper we present some known and some new results on FOPs in terms of spectral properties of the underlying (infinite) Jacobi matrix, with a special emphasis to unbounded recurrence coefficients. Here we recover several classical results for real Jacobi matrices. The inverse problem of characterizing properties of the Jacobi operator in terms of FOPs and other solutions of a given three-term recurrence is also investigated. This enables us to give results on the approximation of the resolvent by inverses of finite sections, with applications to the convergence of Padé approximants.     

Spectra of infinite graphs with tails

We compute explicitly (modulo solutions of certain algebraic equations) the spectra of infinite graphs obtained by attaching one or several infinite paths to some vertices of given finite graphs. The main result concerns a canonical form for the adjacency matrix of such infinite graphs, and the algorithm of its calculation. The argument relies upon the spectral theory of eventually free Jacobi matrices. We also study some other couplings of infinite graphs (stars and Bethe–Caley trees).     

Spectral methods for orthogonal rational functions

We present an operator theoretic approach to orthogonal rational functions based on the identification of a suitable matrix representation of the multiplication operator associated with the corresponding orthogonality measure. Two alternatives are discussed, leading to representations which are linear fractional transformations with matrix coefficients acting on infinite Hessenberg or five-diagonal unitary matrices. This approach permits us to recover the orthogonality measure throughout the spectral analysis of an infinite matrix depending uniquely on the poles and the parameters of the recurrence relation for the orthogonal rational functions. Besides, the zeros of the orthogonal and para-orthogonal rational functions are identified as the eigenvalues of matrix linear fractional transformations of finite Hessenberg or five-diagonal matrices. As an application we use operator perturbation theory results to obtain new relations between the support of the orthogonality measure and the location of the poles and parameters of the recurrence relation for the orthogonal rational functions.     

Convolution equations and linear systems

This paper developes further the connections between linear systems and convolution equations. Here the emphasis is on equations on finite intervals. For these equations a new characteristic matrix (or operator) function is introduced, which contains all the important information about the equations and the corresponding operators. Explicit formulas for solutions and resolvent kernels are obtained. Convolution equations on the full line are also analyzed. Analogous results are derived for the inversion of finite and infinite Toeplitz matrices.     

An approximation theory for conjugate surfaces and solutions of elliptic multiple integral problems: Application to numerical solutions of generalized Laplace's equation

An approximation theory is given for a class of elliptic quadratic forms which include the study of conjugate surfaces for elliptic multiple integral problems. These ideas follow from the quadratic form theory of Hestenes, applied to multiple integral problems by Dennemeyer, and extended with applications for approximation problems by Gregory.The application of this theory to a variety of approximation problem areas in this setting is given. These include conjugate surfaces and conjugate solutions in the calculus of variations, oscillation problems for elliptic partial differential equations, eigenvalue problems for compact operators, numerical approximation problems, and, finally, the intersection of these problem areas.In the final part of this paper the ideas are specifically applied to the construction and counting of negative vectors in order to obtain new numerical methods for solving Laplace-type equations and to obtain the “Euler-Lagrange equations” for symmetric-banded tridiagonal matrices. In this new result (which will allow the reexamination of both the theory and applications of symmetricbanded matrices) one can construct, in a meaningful way, negative vectors, oscillation vectors, eigenvectors, and extremal solutions of classical problems as well as efficient algorithms for the numerical solution of partial differential equations. Numerical examples (test runs) are given.     

Linear measure functional differential equations with infinite delay

We use the theory of generalized linear ordinary differential equations in Banach spaces to study linear measure functional differential equations with infinite delay. We obtain new results concerning the existence, uniqueness, and continuous dependence of solutions. Even for equations with a finite delay, our results are stronger than the existing ones. Finally, we present an application to functional differential equations with impulses.     

Spectral analysis for linear semi‐infinite mass‐spring systems

We study how the spectrum of a Jacobi operator changes when this operator is modified by a certain finite rank perturbation. The operator corresponds to an infinite mass‐spring system and the perturbation is obtained by modifying one interior mass and one spring of this system. In particular, there are detailed results of what happens in the spectral gaps and which eigenvalues do not move under the modifications considered. These results were obtained by a new tecnique of comparative spectral analysis and they generalize and include previous results for finite and infinite Jacobi matrices.     

Representations of centrally-extended Lie algebras over differential operators and vertex algebras

We construct irreducible modules of centrally-extended classical Lie algebras over left ideals of the algebra of differential operators on the circle, through certain irreducible modules of centrally-extended classical Lie algebras of infinite matrices with finite number of nonzero entries. The structures of vertex algebras associated with the vacuum representations of these algebras are determined. Moreover, we prove that under certain conditions, the highest-weight irreducible modules of centrally-extended classical Lie algebras of infinite matrices with finite number of nonzero entries naturally give rise to the irreducible modules of the simple quotients of these vertex algebras. From vertex algebra and its representation point of view, our results with positive integral central charge are high-order differential operator analogues of the well-known WZW models in conformal field theory associated with affine Kac-Moody algebras. Indeed, when the left ideals are the algebra of differential operators, our Lie algebras do contain affine Kac-Moody algebras as subalgebras and our results restricted on them are exactly the representation contents in WZW models. Similar results with negative central charge are also obtained.     

Two-sided estimates for solutions to the Cauchy problem for Wazewski linear differential systems with delay

The Cauchy problem is considered for Wazewski linear differential systems with finite delay. The right-hand sides of systems contain nonnegative matrices and diagonal matrices with negative diagonal entries. The initial data are nonnegative functions. The matrices in equations are such that the zero solution is asymptotically stable. Two-sided estimates for solutions to the Cauchy problem are constructed with the use of the method of monotone operators and the properties of nonsingular M-matrices. The estimates from below and above are zero and exponential functions with parameters determined by solutions to some auxiliary inequalities and equations. Some estimates for solutions to several particular problems are constructed.     

$L^1$-Stability and error estimates for approximate Hamilton-Jacobi solutions

Summary.   We study the -stability and error estimates of general approximate solutions for the Cauchy problem associated with multidimensional Hamilton-Jacobi (H-J) equations. For strictly convex Hamiltonians, we obtain a priori error estimates in terms of the truncation errors and the initial perturbation errors. We then demonstrate this general theory for two types of approximations: approximate solutions constructed by the vanishing viscosity method, and by Godunov-type finite difference methods. If we let denote the `small scale' of such approximations (– the viscosity amplitude , the spatial grad-size , etc.), then our -error estimates are of , and are sharper than the classical -results of order one half, . The main building blocks of our theory are the notions of the semi-concave stability condition and -measure of the truncation error. The whole theory could be viewed as a multidimensional extension of the -stability theory for one-dimensional nonlinear conservation laws developed by Tadmor et. al. [34,24,25]. In addition, we construct new Godunov-type schemes for H-J equations which consist of an exact evolution operator and a global projection operator. Here, we restrict our attention to linear projection operators (first-order schemes). We note, however, that our convergence theory applies equally well to nonlinear projections used in the context of modern high-resolution conservation laws. We prove semi-concave stability and obtain -bounds on their associated truncation errors; -convergence of order one then follows. Second-order (central) Godunov-type schemes are also constructed. Numerical experiments are performed; errors and orders are calculated to confirm our -theory. Received April 20, 1998 / Revised version received November 8, 1999 / Published online August 24, 2000     

A-posteriori error estimation for finite element modifications of line methods applied to singularly perturbed partial differential equations

Two types of singularly perturbed, linear partial differential equations are considered, namely time dependent convection-diffusion problems and a two-dimensional elliptic equation having a first order unperturbed operator. Finite element approximations are constructed via modifications of classical methods of lines. The main purpose of the present work is to establish a-posteriori estimates for the error between the solutions of the finite element methods and the boundary value problems arising from the line methods. The different types of equations, parabolic and elliptic ones, and distinct directions of the lines in the elliptic case require different techniques in order to derive estimates of the desired form. These realistic, local a-posteriori error estimates may be used as a basis for adaptive computations refining the mesh automatically on every discrete line.     

The Contact Problems of the Mathematical Theory of Elasticity for Plates with an Elastic Inclusion

The contacts problem of the theory of elasticity and bending theory of plates for finite or infinite plates with an elastic inclusion of variable rigidity are considered. The problems are reduced to integral differential equation or to the system of integral differential equations with variable coefficient of singular operator. If such coefficient varies with power law we can manage to investigate the obtained equations, to get exact or approximate solutions and to establish behavior of unknown contact stresses at the ends of elastic inclusion.      

Eigenvalue perturbation theory of structured real matrices and their sign characteristics under generic structured rank-one perturbations

An eigenvalue perturbation theory under rank-one perturbations is developed for classes of real matrices that are symmetric with respect to a non-degenerate bilinear form, or Hamiltonian with respect to a non-degenerate skew-symmetric form. In contrast to the case of complex matrices, the sign characteristic is a crucial feature of matrices in these classes. The behaviour of the sign characteristic under generic rank-one perturbations is analyzed in each of these two classes of matrices. Partial results are presented, but some questions remain open. Applications include boundedness and robust boundedness for solutions of structured systems of linear differential equations with respect to general perturbations as well as with respect to structured rank perturbations of the coefficients.     

Automatic computation of Stokes matrices

We describe a general procedure for computing Stokes matrices for solutions of linear differential equations with polynomial coefficients. The algorithms developed make an automation of the calculations possible, for a wide class of equations. We apply our techniques to some classical holonomic functions and also for some new special functions that are interesting in their own right: Ecalle’s accelerating functions.      

Special operator equations

The study addresses the matrix operator equations of a special form which are used in the theory of Markov chains. Solving the operator equations with stochastic transition probability matrices of large finite or even countably infinite size reduces to the case of stochastic matrices of small size. In particular, the case of ternary chains is considered in detail. A Markov model for crack growth in a composite serves as an example of application.     

Numerical methods for ordinary differential equations on matrix manifolds

In recent years differential systems whose solutions evolve on manifolds of matrices have acquired a certain relevance in numerical analysis. A classical example of such a differential system is the well-known Toda flow. This paper is a partial survey of numerical methods recently proposed for approximating the solutions of ordinary differential systems evolving on matrix manifolds. In particular, some results recently obtained by the author jointly with his co-workers will be presented. We will discuss numerical techniques for isospectral and isodynamical flows where the eigenvalues of the solutions are preserved during the evolution and numerical methods for ODEs on the orthogonal group or evolving on a more general quadratic group, like the symplectic or Lorentz group. We mention some results for systems evolving on the Stiefel manifold and also review results for the numerical solution of ODEs evolving on the general linear group of matrices.