GENUINE-OPTIMAL CIRCULANT PRECONDITIONERS FOR WIENER-HOPF EQUATIONS

1. IntroductionWienerHopf equations are integral equations defined on the haif line:where rr > 0, a(.) C L1(ro and g(.) E L2(at). Here R = (--oo,oo) and ty [0,oo). Inou-r discussions, we assume that a(.) is colljugate symmetric, i.e. a(--t) = a(t). WienerHop f equations arise in a variety of practical aPplicatiolls in mathematics and ellgineering, forinstance, in the linear prediction problems fOr stationary stochastic processes [8, pp.145--146],diffuSion problems and scattering problems […     

Wiener-Hopf equation: Kernels representable as a superposition of complex-valued exponents

The paper studies the Wiener-Hopf equations with kernels representable as superposition of complex-valued exponents. Such kernels arise in the kinetic gas theory, in the radiation transfer, etc. By application of a special, three-factor expansion of the initial uninvertible operator, the solution of the considered equation is reduced to those of two simple Volterra equations and a Wiener-Hopf integral equation with a contractive operator. A structural existence theorem is proved.     

Theory of a class of Wiener-Hopf equations of the first kind: Application to the Sommerfeld problem

A new theory of a class of Wiener-Hopf equations of the first kind in a space of distributions is presented. It is shown that the corresponding Wiener-Hopf operator is a Fredholm operator. This result is obtained by an appropriate modification of the standard Wiener-Hopf technique used for equations of the second kind. The nullity and defect numbers of the operator are determined from a factorization of the symbol. An application to the Sommerfeld problem is briefly considered.     

A relation between convolution type operators on intervals in sobolev spaces

We construct an operator relation between convolution type operators with or without a reflection on a union of finite intervals and corresponding Wiener-Hopf operators. This relation is the reult for several other relations between intermediate operators constructed for that purpose. The presented relations are obtained with the help of different extension methods that annulate particular actions of the related operators. All the operators are defined in Bessel potential spaces or Sobolev spaces. In particular, the final relation enables us to derive properties from a Wiener-Hopf operator to the intial one. An example of application of the presented results is done in a differaction problem by a union of two strips     

Convolution operators on a finite interval with periodic kernel-Fredholm property and invertibility

Finite interval convolution operators with periodic kernel-functions are studied from the point of view of Fredholm properties and invertibility. These operators are associated with Wiener-Hopf operators with matrix-valued symbols defined on a space of functions whose domain is a contour consisting of two parallel straight-lines. For the Fredholm study a Wiener-Hopf operator is considered on a space of functions defined on a contour composed of two closed curves having a common multiple point. Invertibility of the finite interval operator is studied for a subclass of symbols related to the problem of wave diffraction by a strip grating.The present work was sponsored by JNICT (Portugal) under grant n. 87422/MATM and Programa Ciência.     

Left versus right canonical Wiener-Hopf factorization and realization

For an arbitrary rational matrix function, not necessarily analytic at infinity, the existence of a right canonical Wiener-Hopf factorization is characterized in terms of a left canonical Wiener-Hopf factorization. Formulas for the factors in a right factorization are given in terms of the formulas for the factors in a given left factorization. All formulas are based on a special representation of a rational matrix function involving a quintet of matrices.     

Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence

We study the asymptotic behavior of the Gerber-Shiu expected discounted penalty function in the renewal risk model. Under the assumption that the claim-size distribution has a convolution-equivalent density function, which allows both heavy-tailed and light-tailed cases, we establish some asymptotic formulas for the Gerber-Shiu function with a fairly general penalty function. These formulas become completely transparent in the compound Poisson risk model or for certain choices of the penalty function in the renewal risk model. A by-product of this work is an extension of the Wiener-Hopf factorization to include the times of ascending and descending ladders in the continuous-time renewal risk model.     

ON THE ESTIMATION OF GENERALIZED LEBESGUE CONSTANT AND MODULUS OF GENERALIZED SINGULAR QUADRATURE FORMULAS AND ITS APPLICATION

This article, first gives the estimaties of two modulus, namely, generalized Lebesgue constant and modulus of generalized singular integral quadrature formulas, then applies them to obtain the error bounds of the operator BLmp to the operator B.     

Higher-order quadratures for circulant preconditioned Wiener-Hopf equations

In this paper, we consider solving matrix systems arising from the discretization of Wiener-Hopf equations by preconditioned conjugate gradient (PCG) methods. Circulant integral operators as preconditioners have been proposed and studied. However, the discretization of these preconditioned equations by employing higher-order quadratures leads to matrix systems that cannot be solved efficiently by using fast Fourier transforms (FFTs). The aim of this paper is to propose new preconditioners for Wiener-Hopf equations. The discretization of these preconditioned operator equations by higher-order quadratures leads to matrix systems that involve only Toeplitz, circulant and diagonal matrix-vector multiplications and hence can be computed efficiently by FFTs in each iteration. We show that with the proper choice of kernel functions of Wiener-Hopf equations, the resulting preconditioned operators will have clustered spectra and therefore the PCG method converges very fast. Numerical examples are given to illustrate the fast convergence of the method and the improvement of the accuracy of the computed solutions with using higher-order quadratures.Research supported by the Cooperative Research Centre for Advanced Computational Systems.Research supported in part by Lee Ka Shing scholarship.     

Existence and algorithm of solutions for general set-valued Noor variational inequalities with relaxed (μ,ν)-cocoercive operators in Hilbert spaces

The purpose of this paper is to suggest and analyze a number of iterative algorithms for solving the generalized set-valued variational inequalities in the sense of Noor in Hilbert spaces. Moreover, we show some relationships between the generalized set-valued variational inequality problem in the sense of Noor and the generalized set-valued Wiener-Hopf equations involving continuous operator. Consequently, by using the equivalence, we also establish some methods for finding the solutions of generalized set-valued Wiener-Hopf equations involving continuous operator. Our results can be viewed as a refinement and improvement of the previously known results for variational inequality theory.     

Elastodynamical Scattering by N Parallel Half-Planes in IR3

Linear boundary value problems of elasticity describe the propagation of time- harmonic waves outside of N parallel half-plane shaped cracks in the Euclidian 3-space. Equivalent systems involving 6N Wiener-Hopf equations are obtained for first, second and third kind conditions simultaneously. To find explicit solutions, complex-valued matrix functions with nonrational entries, are to be factorized in a generalized manner. This is done for two double-knife screen crack problems in Part II. Problems for waves in acoustics, hydro-and electrodynamics with an analogous geometry for rigid walls, or perfectly conducting metallic sheets, are contained in the problems formulated above: In Part II, for pure Dirichlet-, or Neumann conditions, the corresponding (reduced) Wiener-Hopf operator is seen to be invertible by an operator Neumann series for all distances (≠ 0) between the N half-planes Σm.     

An indicator for Wiener-Hopf integral equations with invertible analytic symbol

For Wiener-Hopf integral equations with an operator or matrix valued kernel and with an invertible symbol which is analytic on the real line and at infinity an indicator is introduced. In general this indicator is a bounded linear operator, but when the kernel is matrix valued and the symbol is rational it is a (possibly non-square) matrix. From the indicator the invertibility properties and Fredholm characteristics of the integral equation can be read off. The class of Wiener-Hopf equations studied here is also described in terms of growth conditions on the derivatives of the kernel.     

On Sommerfeld's half-plane problem for the equations of linear thermoelasticity

The Sommerfeld screen problem—well known by many publications studying the several mathematical and physical aspects—is generalized to the linear thermoelastic equations. We derive representation formulas of the solution from the data in the whole plane containing the screen. The corresponding boundary integral equations of Wiener-Hopf type are presented and we obtain important information concerning the factorization of the Wiener-Hopf operators.     

The Essential Spectrum of a System of Singular Ordinary Differential Operators of Mixed Order. Part II: The Generalization of Kako's Problem

A system of ordinary differential equations of mixed order on an interval (0, r₀) is considered, where some coefficients are singular at 0. Special cases have been dealt with by Kako , where the essential spectrum of an operator associated with a linearized MHD model was calculated, and more recently by Hardt , Mennicken and Naboko . In both papers this operator is a selfadjoint extension of an operator on sufficiently smooth functions. The approach in the present paper is different in that a suitable operator associated with the given system of ordinary differential equations is explicitly defined as the closure of an operator defined on sufficiently smooth functions. This closed operator can be written as a sum of a selfadjoint operator and a bounded operator. It is shown that its essential spectrum is a nonempty compact subset of ℂ, and formulas for the calculation of the essential spectrum in terms of the coefficients are given.     

Factorization of meromorphic matrix functions

The paper considers a class of matrix-functions defined on some contour in the complex plane that have meromorphic continuations in the interior or exterior domain of that contour. These matrix-functions generally do not admit Wiener-Hopf standard factorization. The paper studies the problem of index factorization, which is a version of Wiener-Hopf factorization. Some criterions for index factorization and exact formulas for particular indices are found along with a constructive method which applies the factorization to solution of an explicit, finite system of linear algebraic equations.     

Spectral approximation of Wiener-Hopf operators with almost periodic generating function

The paper deals with spectral approximation of Wiener-Hopf operators acting on L^p -spaces by their

finite sections. The generating functions of the Wiener-Hopf operators are supposed to be continuous plus almost

periodic.While the usual spectra of the finite sections drastically fail to converge to the spectrum of the Wiener-Hopf

operator,it turns out that other spectral approximants, viz. the pseudospectra and the numerical ranges, do converge

perfectly.The proof requires a modified approach to the finite section method for Wiener-Hopf operators. This note

generalizes results obtained by Böttcher, Grudsky and Silbermann for the case of continuous generating

functions.     

Wiener-Hopf operators on a subsemigroup of a discrete torsion free abelian group

In the paper Wiener-Hopf operators on a semigroup of nonnegative elements of a linearly quasi-ordered torsion free Abelian group are considered. Wiener-Hopf factorization of an invertible element of the group algebra is constructed, notions of a topological index and a factor index are introduced. It turns out that the set of factor indices for invertible elements of the group algebra is a linearly ordered group. It is shown that Wiener-Hopf operator with an invertible symbol is an one-side invertible operator and its invertibility properties are defined by the sign of the factor index of its symbol. Groups on which there exist nontrivial Fredholm Wiener-Hopf operators are described. As an example, all linear quasi-orders on the group ⁿ are found and corresponding Wiener-Hopf operators are considered.     

An Estimation of the Truncation Error for the Two-Channel Sampling Formulas

The aim of the article is to obtain an estimation for the truncation error in the two-channel sampling formulas. Since these formulas are expansions with respect to suitable Riesz bases in Paley-Wiener spaces, the truncation error will be estimated by using the hypercircle inequality in the Riesz bases setting. In so doing, the norm of an involved operator is calculated, and the remainder of the series of the absolute square sampling functions is estimated.     

Inversion of a logarithmic operator defined on a regular set of arcs lying on a circle

The theory of singular integral equations is used to derive simple inversion formulas for a logarithmic operator defined on a contour consisting of an arbitrary number of identical arcs lying on a circle at an equal angular spacing. The action of the inverse operator on trigonometric functions is calculated, and the moments of the inverse operator with trigonometric functions are found. Even simpler formulas are derived in the approximation of small arcs.     

Spectral factorization of rectangular rational matrix functions with application to discrete Wiener-Hopf equations

The properties of a discrete Wiener-Hopf equation are closely related to the factorization of the symbol of the equation. We give a necessary and sufficient condition for existence of a canonical Wiener-Hopf factorization of a possibly nonregular rational matrix function W relative to a contour which is a positively oriented boundary of a region in the finite complex plane. The condition involves decomposition of the state space in a minimal realization of W and, if it is satisfied, we give explicit formulas for the factors. The results are generalized by means of centered realizations to arbitrary rational matrix functions. The proposed approach can be used to solve discrete Wiener-Hopf equations whose symbols are rational matrix functions which admit canonical factorization relative to the unit circle.