Monotonie bei den Quadraturverfahren von Gauß und Newton-Cotes

Summary LetQ _n be the quadrature rule of Gauss or Newton-Cotes withn abscissas. It is proven here, thatf ⁽²ⁿ⁾0 impliesQ _n ^G [f]Q _m ^G [f] (for allm>n) andQ _2n–1 ^NC [f]Q _2n ^NC [f]Q _2n+1 ^NC [f]. It follows that the sequenceQ _n[f] (n=1, 2, ...) is monotone, if all derivatives off are positive.

     

Sur les formules de quadrature numérique à nombre minimal de noeuds d'intégration

Résumè Cet article a pour objet la recherche, à partir de la théorie des polynômes orthogonaux, de conditions permettant l'obtention de formules de quadrature numérique sur des domaines de ⁿ, avec fonction poids, à nombre minimal de noeuds et exactes sur les espacesQ _k de polynômes de degré k par rapport à chacune de leurn variables. Ces résultats, complétés par des exemples numériques originaux dans ², adaptent à ces espacesQ _k ceux démontréq par H.J. Schmid [14] dans le cadre des espacesP _k de polynômes.

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About Cubature formulas with a minimal number of knots

Summary In this paper we search, from the orthogonal polynomial theory, for conditions which allow to obtain cubature formulas on sets of ⁿ, with weight function. which have a minimal number of knots and which are exact on the spaceQ _k of all polynomials of degree k with respect to each variablex _i, 1in.These results, completed by original numerical examples in ², adapt to the spacesQ _k those proved by H.J. Schmid [14] in the case of polynomial spacesP _k.

     

Une méthode numérique pour le calcul des points de retournement. Application à un problème aux limites non-linéaire

Summary A finite element method (P₁) with numerical integration for approximating the boundary value problem –u=e ^u is considered. It is shown that the discrete problem has a solution branch (with turning point) which converges uniformely to a solution branch of the continuous problem. Error estimates are given; for example it is found that , >0, where ₀ and _h ⁰ are critical values of the parameter for continuous and discrete problems.

     

Algorithmes de calcul du maximum des formes quadratiques sur la boule unité de la norme du maximum

Résumé Certaines méthodes directes et indirectes pour le calcul de Max {x ^t Ax, (x)1} sont étudiées.Les méthodes directes sont basées sur les propriétés particulières des normes ₁, ₂ et . Ces méthodes sont très simples mais ne s'appliquent qu'à certaines familles de matrices.La méthode indirecte est la méthode autoduale introduite dans [25, 26] avec = ₁. Dans ce cas, le choix du vecteur initial pour qu'il y ait convergence vers une solution optimale est largement discuté.

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Some methods for computing the maximum of quadratic from on the unit ball of the maximum norm

Summary Some direct and indirect methods are studied for computing Max {x ^t Ax, (x)1} whereA is symmetric definite positive.Direct methods are constructed using particular properties of ₁, ₂, norms. These methods are very simple, but uniquely suitable to certains families of matrices.The indirect method is the autodual method, introduced in [25, 26, 29] with = ₁. In this case the problem of choosing an initial vector so that convergence of the iterative sequence occurs to an optimal solution is largely discussed.

     

Zur Lösung parameterabhängiger nichtlinearer Gleichungen mit singulären Jacobi-Matrizen

Summary For solving the nonlinear systemG(x, t)=0,G| ⁿ × ^{1 n} , which is assumed to have a smooth curve of solutions a continuation method with self-choosing stepsize is proposed. It is based on a PC-principle using an Euler-Cauchy-predictor and Newton's iteration as corrector. Under the assumption thatG is sufficiently smooth and the total derivative (₁ G(x, t)₂ G(x, t)) has full rankn along the method is proven to terminate with a solution (x ^N , 1) of the system fort=1. It works succesfully, too, if the Jacobians ₁ G(x, t) become singular at some points of , e.g., if has turning points. The method is especially able to give a point-wise approximation of the curve implicitly defined as solution of the system mentioned above.

     

Estimations de l'erreur d'approximation sur un domaine borné deR n parD m -splines d'interpolation et d'ajustement discrètes

Résumé Considérant un espace discretV _h associé àH ^m (), une fonctionfH ^m+1 () et laD ^m -spline d'interpolation discrète _h ^d def dansV _h (cf. [1]), on établit des estimations de l'erreurf– _h ^d en fonction de la distance de Hausdorffd de et de l'ensembleA ^d des points de données, du type |– _h ^d | _l, =o(d ^m–l ), en utilisant des résultats de Duchon [5].De la même façon, on établit des estimations de l'erreurf– _h ^d , oùfH ^m (),m entier >m, et _h ^d désigne laD ^m -spline d'ajustement discrète def dansV _h de paramètre >0 (cf. [1]), du type |– _h ^d | _l, =o(d ^m–l )+O(d ^n/2–1/2). La méthode suivie est applicable auxD ^m -splines d'ajustement surR ⁿ de Duchon [4].

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Approximation error estimates on a bounded domain inR ⁿ for interpolating and smoothing discreteD ^m -splines

Summary Considering a discrete spaceV _h associated withH ^m (), a functionfH ^m+1 () and the interpolation discreteD ^m -spline _h ^d off inV _h (cf. [1]), and using Duchon's results [5], we establish estimates of the errorf– _h ^d . These estimates are of the type |– _h ^d | _l, =o(d ^m–l ), whered is the Hausdorffs distance between and the setA ^d of data points.In the same way, we establish estimates of the errorf– _h ^d , wherefH ^m (), andm>m, and _h ^d is the smoothing discreteD ^m -spline off inV _h associated to the parameter >0 (cf. [1]). These estimates are of the type |– _h ^d | _l, =o(d ^m–l )+O(d ^n/2–1/2). The proposed method can be applied to the smoothingD ^m -splines in #x211D; ⁿ of Duchon [4].

     

A priori-Schranken für diskrete Lösungen monotoner Operatorgleichungen und Anwendungen

Summary Operator equationsTu=f are approximated by Galerkin's method, whereT is a monotone operator in the sense of Browder and Minty, so that existence results are available in a reflexive Banach spaceX. In a normed spaceY error estimates are established, which require a priori bounds for the discrete solutionsu _h in the norm of a suitable space . Sufficient conditions for the uniform boundedness u _{h Z} =O(1) ash0 are proved. Well-known error estimates in [3] for the special caseX=Y=Z are generalized by this. The theory is applied to quasilinear elliptic boundary value problems of order 2m in a bounded domain . The approximating subspaces are finite element spaces. Especially the caseX=W ₀ ^{m, p} (), 1<p<,Y=W ₀ ^{m. 2} (),Z=W ₀ ^{m. max (2,p)} ()W^m, () is treated. Some examples for 1<p<2 are considered. Forp2 a refined technique is introduced in the author's paper [7].

     

Estimations de l'erreur d'approximation par splines d'interpolation et d'ajustement d'ordre (m,s)

Résumé On montre la convergence des splines d'ajustement d'ordre (m, s) et on établit des estimations de l'erreur d'approximation par splines d'interpolation et d'ajustement d'ordre (m, s) pour des fonctions appartenant à l'espace de SobolevH ^m+s (). Ces résultats prolongent ceux de J. Duchon.

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Approximation error estimates for interpolating and smoothing (m, s)-splines

Summary For functions belonging to the sobolev spaceH ^m+s (), convergence of smoothing (m, s)-splines is proved and approximation error estimates for interpolating and smoothing (m, s)-splines are established. This is a contribution to the (m, s)-spline theory of J. Duchon.

     

Amorphe Potenzen kompakter Räume

A set is amorphous, if it is not a union of two disjoint infinite subsets. The following variants of the Tychonoff product theorem are investigated in the hierarchy of weak choice principles. TA1: An amorphous power of a compactT ₂ space is compact. TA2: An amorphous power of a compactT ₂ space which as a set is wellorderable is compact. In ZF⁰TA1 is equivalent to the assertion, that amorphous sets are finite. RT is Ramsey's theorem, that every finite colouring of the set ofn-element subsets of an infinite set has an infinite homogeneous subset and PW is Rubin's axiom, that the power set of an ordinal is wellorderable. In ZF⁰RT+PW implies TA2. Since RT+PW is compatible with the existence of infinite amorphous sets, TA2 does not imply TA1 in ZF⁰. But TA2 cannot be proved in ZF⁰ alone. As an application, we prove a theorem of Stone, using a weak wellordering axiomD ₃ (a set is wellorderable, if each of its infinite subsets is structured) together with RT.

Diese Arbeit ist Teil der Habilitationsschrift des Verfassers im Fachgebiet Mathematische Analysis an der Technischen Universität Wien.     

Sur les bornes d'erreur a posteriori pour les éléments propres d'opérateurs linéaires

Summary The theoretical framework of this study is presented in Sect. 1, with a review of practical numerical methods. The linear operatorT and its approximationT _n are defined in the same Banach space, which is a very common situation. The notion of strong stability forT _n is essential and cannot be weakened without introducing a numerical instability [2]. IfT (or its inverse) is compact, most numerical methods are strongly stable. Without compactness forT(T ^–1) they may not be strongly stable [20].In Sect. 2 we establish error bounds valid in the general setting of a strongly stable approximation of a closedT. This is a generalization of Vainikko [24, 25] (compact approximation). Osborn [19] (uniform and collectivity compact approximation) and Chatelin and Lemordant [6] (strong approximation), based on the equivalence between the eigenvalues convergence with preservation of multiplicities and the collectively compact convergence of spectral projections. It can be summarized in the following way: , eigenvalue ofT of multiplicitym is approximated bym numbers, _n is their arithmetic mean.- _n and the gap between invariant subspaces are of order _n =(T-T _n)P. IfT _n ^* converges toT ^*, pointwise inX ^*, the principal term in the error on - _n is . And for projection methods, withT _n= _n T, we get the bound . It applies to the finite element method for a differential operator with a noncompact resolvent. Aposteriori error bounds are given, and thegeneralized Rayleigh quotient TP _n appears to be an approximation of of the second order, as in the selfadjoint case [12].In Sect. 3, these results are applied to the Galerkin method and its Sloan variant [22], and to approximate quadrature methods. The error bounds and the generalized Rayleigh quotient are numerically tested in Sect. 4.

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Sur les bornes d'erreur a posteriori pour les éléments propres d'opérateurs linéaires

     

Semi-groupes sous-Markoviens engendrés par des opérateurs matriciels

We characterize generators of sub-Markovian semigroups onL ^p () by a version of Kato's inequality. This will be used to show (under precise assumptions) that the semigroup generated by a matrix operatorA=(A _ij )_1i,jn on (L ^p ()) ⁿ is sub-Markovian if and only if the semigroup generated by the sum of each rowA _i 1+...+A _in (1in), is sub-Markovian. The corresponding result on (C ₀(X)) ⁿ characterizes dissipative operator matrices.

     

Quasi-Newton-Verfahren vom Rang-Eins-Typ zur Lösung unrestringierter Minimierungsprobleme

Summary In this paper new Quasi-Newton methods of rank-one type for solving the unconstrained minimization problem are developed. The methods belong to the Oren-Luenberger class (for negative parameters _k ) and they generate always positive definite updating matrices. Moreover it is shown that these methods are invariant by scaling of the objective function.

     

Estimations des erreurs de meilleure approximation polynomiale et d'interpolation de Lagrange dans les espaces de Sobolev d'ordre non entier

Résumé On établit des majorations explicites de I'erreur de meilleure approximation polynomiale ainsi que des majorations explicites et nonexplicites de I'erreur d'interpolation de Lagrange, lorsque la fonction considérée appartient à un espace de Sobolev d'ordre non entier défini sur un ouvert borné de ⁿ .Les résultats obtenus généralisent les résultats connus dans le cas des espaces de Sobolev d'ordre entier.

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Estimation of the best polynomial approximation error and the Lagrange interpolation error in fractional-order Ssobolev spaces

Summary Explicit bounds for the best polynomial approximation error, explicit and non-explicit bounds for the Lagrange interpolation error are derived for functions belonging to fractional order Sobolev spaces defined over a bounded open set in ⁿ .Thus the classical results of the integer order Sobolev spaces are extended.

     

Ōtsukische Räume mit Einem Zweifach Rekurrenten Metrischen Grundtensor

In this note necessary and sufficient conditions are determined for Weyl—tsukispaces to have a birecurrent metric, i.e., _{m k} g _ij = _km g _ij . It is proved that in this space the metric tensor is an eigen-tensor. The special caseP _j ⁱ = (x) _j ⁱ is examined and we prove that in this case the recurrent metric tensor is likewise birecurrent.

     

The convergence of matrices generated by rank-2 methods from the restricted β-class of Broyden

Summary It is shown that the matricesB _k generated by any method from the restricted -class of Broyden converge, if the method is applied to the unconstrained minimization of a functionfC ²(R ⁿ ) with Lipschitz continuous ² f(x) and if the method is such that it generates vectorsx _k converging sufficiently fast to a local minimumx ^* off with positive definite ² f(x ^*). This result not only holds for constant step sizes _k 1 in each iterationx _k x _k+1=x _k – _k B _k ^–1 f(x _k ) of these methods but also for step sizes determined by asymptotically exact line searches. The paper generalizes corresponding results of Ge Ren-Pu and Powell [6] for the DFP and BFGS methods used in conjunction with step sizes _k 1.Dedicated to Professor F.L. Bauer on the occasion of his 60th birthday     

Cross-monotone subsequences

Two finite real sequences (a ₁,...,a _k ) and (b ₁,...,b _k ) are cross-monotone if each is nondecreasing anda _i+1–a _i b _i+1–b _i for alli. A sequence (₁,..., _n ) of nondecreasing reals is in class CM(k) if it has disjointk-term subsequences that are cross-monotone. The paper shows thatf(k), the smallestn such that every nondecreasing (₁,..., _n ) is in CM(k), is bounded between aboutk ²/4 andk ₂/2. It also shows thatg(k), the smallestn for which all (₁,..., _n ) are in CM(k)and eithera _k b ₁ orb _k a ₁, equalsk(k–1)+2, and thath(k), the smallestn for which all (₁,..., _n ) are in CM(_k)and eithera ₁b ₁...a _k b _k orb ₁a ₁...b _k a _k , equals 2(k–1)²+2.The results forf andg rely on new theorems for regular patterns in (0, 1)-matrices that are of interest in their own right. An example is: Every upper-triangulark ²×k ² (0, 1)-matrix has eitherk 1's in consecutive columns, each below its predecessor, ork 0's in consecutive rows, each to the right of its predecessor, and the same conclusion is false whenk ² is replaced byk ²–1.     

Smoothness of solutions of a nonlinear ode

Smoothness of aC -functionf is measured by (Carleman) sequence {M _k} ₀ ; we sayfC _M [0, 1] if|f ^(k) (t)|CR ^k M _k,k=0, 1, ... withC, R>0. A typical statement proven in this paper isTHEOREM: Let u, b be two C -functions on [0, 1]such that (a) u=u ²+b, (b) |b ^(k) (t)|CR ^k (k!) , >1,k_–.Then |u^(k)(t)|C₁R^k((k–1)!),k_–.The first author acknowledges the hospitality of Mathematical Research Institute of the Ohio State University during his one month visit there in the spring of 1999     

Gauss-Tchebycheff quadrature formulas

Summary It is well known that the Tchebycheff weight function (1-x ²)^–1/2 is the only weight function (up to a linear transformation) for which then point Gauss quadrature formula has equal weights for alln. In this paper we describe explicitly all weight functions which have the property that then _k-point Gauss quadrature formula has equal weights for allk, where (n _k),n ₁<n ₂<..., is an arbitrary subsequence of . Furthermore results on the possibility of Tchebycheff quadrature on several intervals are given.     

Acceleration of convergence for finite element solutions of the Poisson equation

Summary Letu _h be the finite element solution to–u=f with zero boundary conditions in a convex polyhedral domain . Fromu _h we calculate for eachz and ||1 an approximationu _h ^– (z) toD u(z) with |D u(z)–u _h ^– (z)|=O(h ^2k–2) wherek is the order of the finite elements. The same superconvergence order estimates are obtained also for the boundary flux. We need not work on a regular mesh but we have to compute averages ofu _h where the diameter of the domain of integration must not depend onh.