Finite difference methods for two-point boundary value problems involving high order differential equations

We discuss the construction of finite difference schemes for the two-point nonlinear boundary value problem:y ⁽²ⁿ⁾+f(x,y)=0,y ^(2j)(a)=A _2j ,y ^(2j)(b)=B _2j ,j=0(1)n–1,n2. In the case of linear differential equations, these finite difference schemes lead to (2n+1)-diagonal linear systems. We consider in detail methods of orders two, four and six for two-point boundary value problems involving a fourth order differential equation; convergence of these methods is established and illustrated by numerical examples.     

On Probability and Moment Inequalities for Supermartingales and Martingales

The probability inequality for sum S _n = _j=1 ⁿ X _j is proved under the assumption that the sequence S _k , k= , forms a supermartingale. This inequality is stated in terms of the tail probabilities P(X _j >y) and conditional variances of the random variables X _j , j= . The well-known Burkholder moment inequality is deduced as a simple consequence.     

A less formal approach to kaluza-klein formalism

The action integrals (a) and , corresponding respectively to gravitational and gravitational-electromagnetic phenomena, are shown to be related under continuous groups of null translations. This relation motivates a modified Kaluza—Klein formalism for which the classical cylindrical metric preserving transformations (c)y ⁵ = =x ⁵ +f ⁵(x ^j ),y ⁱ =f ⁱ (x ^j ) fori = 1, 2, 3, 4 are replaced by (d)y ⁵ =x ⁵,y ⁱ =f ⁱ (x ^j ,x ⁵). The cylindrical metric of V⁵ is nevertheless preserved under (d), since it is assumed thatV ⁵ admits a metric of the form (corresponding to (a)) and that (d) defines a continuous group of null translations in theV ⁴ metric defined byg _ij whenx ⁵ is considered the group parameter. Application of (d) leads to the cylindrical metric corresponding to (b). The resulting electromagnetic fieldsF _ij =B _i,j –B _j,i are then related to the curvatures of theV ⁴ corresponding tog _ij andh _ij ; in particular it is shown that and . When it is shown thatF _ij is a null electromagnetic field which is generally non-trivial. Some physical and geometric interpretations of the mathematical results are also presented.Dedicated to Professor A. Ostrowski on the occasion of his 75th birthday     

On Subfields of the Hermitian Function Field

The Hermitian function field H= K(x,y) is defined by the equationy ^q+ y=x ^q+1(q being a powerof the characteristic of K). OverK= q ² it is a maximalfunction field; i.e. the numberN(H)of q²-rationalplaces attains the Hasse--Weil upper boundN(H)=q ²+1+2g(H)·q.All subfields K EHare also maximal.In this paper we construct a large number of nonrational subfields EH, by considering the fixed fieldsH under certaingroups type="Italic">g0 that occur as the genus of some maximal function field over q ².     

A constructive method of solving the Liapounov equation for complex matrices

Summary This paper describes a method of solving the Liapounov equation (1)HM+M ^* H=2D, M in upper Hessenberg form,D diagonal. Initialising the first row of the matrixA arbitrarily, one can find (by solving equations with one unknown) the unknown elements ofA such that (2)AM+M ^* A ^* =2F, whereA differs from a Hermitian matrix only in that its diagonal elements need not be real.F is a diagonal matrix which is uniquely determined by the first row ofA. By solving Eq. (2) for several initial values one may generate several matricesA andF (in the most unfavourable case 2n–1A's andF's are needed) and superpose them to getn linearly independent Hermitian matricesH _j andD _j respectively for whichH _j M+M ^* H _j =2D _j is valid. Then one can solve the real system to obtain the solution of Eq. (1).This work was performed under the terms of the agreement on association between the Max-Planck-Institut für Plasmaphysik and Euratom.     

Processes of flats induced by higher dimensional processes III

Stationary processes of k-flats in ^d can be thought of as point processes on the Grassmannian _k ^d of k-dimensional subspaces of ^d . If such a process is sampled by a (d–k+ j)-dimensional space F, it induces a process of j-flats in F. In this work we will investigate the possibility of determining the original k-process from knowledge of the intensity measures of the induced j-processes. We will see that this is impossible precisely when 1<k<d–1 and j=0,...,2[r/2]–1, where r is the rank of the manifold _k ^d . We will show how the problem is equivalent to the study of the kernel of various integral transforms, these will then be investigated using harmonic analysis on Grassmannian manifolds.The research of the first and third authors was supported in part by NSF grants DMS-9207019 and DMS-9304284. The research of the second author was supported in part by NFR contract number R-RA 4873-306 and the Swedish Academy of Sciences.     

On the mixed problem for hyperbolic partial differential-functional equations of the first order

We consider the mixed problem for the hyperbolic partial differential-functional equation of the first order where is a function defined by z _(x,y)(t, s) = z(x + t, y + s), (t, s) [–, 0] × [0, h]. Using the method of bicharacteristics and the method of successive approximations for a certain integral-functional system we prove, under suitable assumptions, a theorem of the local existence of generalized solutions of this problem.     

Chevet's theorem for stable processes II

LetB be a separable Banach space and let {:||1} denote the unit ball ofB ^*. LetX be a symmetricp-stableB-valued random variable and let {X _j } _j=1 ⁿ be i.i.d. copies ofX. LetB ₁ be a finite-dimensional Banach space with a symmetric unconditional basis {y _j } _j=1 ⁿ . An upper bound is obtained for that improves the one given by Giné, Marcus and Zinn [J. Functional Anal. 63, 47–73 (1985)].     

Visible shorelines inR d

Summary LetC be a closed set inR ^d and letj be a fixed integer,j 1. The setS R ^d ~C is said to have aj-partition relative toC if there existj or fewer pointsc ₁,, c _j ofC such that each point ofS sees via the complement ofC at least one pointc _i. For every triple of integersd, p, j withd 0, p d + 1, j 1, there exists a smallest integerf(d, p, j) such that the following is true: IfC is a convexd-polytope inR ^d havingp vertices and ifS R ^d ~C, S has aj-partition relative toC if and only if everyf(d, p, j)-member subset of S has such a partition.ForC a convex polytope inR ² andS R ² ~C, all points ofS see via the complement ofC a common neighborhood in the boundary ofC if and only if every three points ofS see via the complement ofC such a neighborhood.A weak analogue of this result holds for arbitrary compact convex sets inR ^d .     

A simple optimal control problem involving approximation by monotone functions

For the problem of minimizing a suitable type of integral functionalJ[y] in the class _k of real, monotone nonincreasing functionsy which are Lipschitzian on a compact interval [a, b] with Lipschitz constantk, there is presented an existence theorem and a characterization of minimizing functions as solutions, in the sense of Filippov, of associated differential equations whose members involve discontinuities. For the problem of minimizingJ[y] in the class of all real, monotone nonincreasing functions for whichJ[y] exists, there is established an existence theorem and proof that, under suitable hypotheses, a solution of this second problem is the limit of solutions of the aforementioned problem ask . For the particular case in whichJ[y] is the integral of 1/2[y –h(t)]², whereh(t) is measurable and bounded on [a, b], it is shown that the minimizing function forJ[y] in the class is the derivative almost everywhere of the least concave majorant of the functionH(t)= ₀ ^t h(s)ds, t [a,b].This research was supported by the Office of Scientific Research, Office of Aerospace Research, United States Air Force, Grant No. AF-AFOSR-749-65.     

An Intersection Theorem on an Unbounded Set and Its Application to the Fair Allocation Problem

We prove the following theorem. Let m and n be any positive integers with mn, and let be a subset of the n-dimensional Euclidean space ⁿ . For each i=1, . . . , m, there is a class of subsets M _i ^j of ^Tn . Assume that for each i=1, . . . , m, that M _i ^j is nonempty and closed for all i, j, and that there exists a real number B(i, j) such that and its jth component _{xjB(i, j)} imply . Then, there exists a partition of {1, . . . , n} such that for all i and We prove this theorem based upon a generalization of a well-known theorem of Birkhoff and von Neumann. Moreover, we apply this theorem to the fair allocation problem of indivisible objects with money and obtain an existence theorem.     

Cohen-Macaulay properties of the Koszul homology

The Koszul homology H.(y,N) which is constructed with respect to a sequencey and a maximal Cohen-Macaulay (CM) module N over a local CM ring A admitting a canonical module _A will be compared with the Koszul homology H. (y, Hom_A(N, _A)).If R:=A/I with I=(y) is a CM ring, then the canonical module _R of R exists and we will mainly show the existence of a natural isomorphism H. (y, Hom_A(N, _A)Hom_R(H. (y, N), _R, if H. (y, N) is a maximal CM module over R. This generalizes a result of Herzog in [2]. Using this isomorphism we are able to compute the graded canonical module of the graded ring gr_I (A) in a certain case.In the last part of this paper we define a polynominal U^N (y,x) associated with the Koszul homology H. (y, N) similar to Huneke in [7]. Huneke proved that H_j (y, N) is CM, if jN (y,x). We will proceed to show that H_j (y, N) is CM if j>deg U^N (y,x).The material presented in this paper constitutes part of the author's thesis submitted to Universität Essen.     

Formulas for best extrapolation

We considern-point Lagrange-Hermite extrapolation forf(x), x>1, based uponf(x _i ),i=1(1)n, –1x _i 1, including non-distinct pointsx _i in confluent formulas involving derivatives. The problem is to find the pointsx _i that minimize the factor in the remainderP _n (x)f ⁽ⁿ⁾()/n, –1<<x subject to the condition|P _n (x)|M, –1x1,2^–n+1M2 ⁿ . The solution is significant only when a single set of pointsx _i suffices for everyx>1. The problem is here completely solved forn=1(1)4. Forn>4 it may be conjectured that there is a single minimal , 0 rn, whererr(M) is a non-decreasing function ofM, P _n (–1)=(–1) ⁿ M, and for 0rn–2, thej-th extremumP _n (x _{e, j} )=(–1) ^n–j M,j=1(1)n–r–1 (except forM=M _r ,r=1(1)n–1, whenj=1(1)n–r).     

j-partitions for visible shorelines

Summary LetC be a compact set inR ². A setS R ² C is said to have aj-partition relative toC if and only if there existj or fewer pointsc ₁,, c _j inC such that each point ofS sees somec _i via the complement ofC. Letm, j be fixed integers, 3 m, 2 j, and writem (uniquely) asm = qj + r, where 1 r j. Assume thatC is a convexm-gon in R², withS R ² C. Forq = 0 orq = 1, the setS has aj-partition relative toC. Forq 2,S has aj-partition relative toC if and only if every (qj + 1)-member subset ofS has aj-partition relative toC, and the Helly numberqj + 1 is best possible.IfC is a disk, no such Helly number exists.     

An Overlapping Domain Decomposition Preconditioner for High Order BEM with Anisotropic Elements

We study a preconditioner for the boundary element method with high order piecewise polynomials for hypersingular integral equations in three dimensions. The meshes may consist of anisotropic quadrilateral and triangular elements. Our preconditioner is based on an overlapping domain decomposition which is assumed to be locally quasi-uniform. Denoting the subdomain sizes by H _j and the overlaps by _j , we prove that the condition number of the preconditioned system is bounded essentially by max _j O(1+log H _j / _j )². The appearing constant depends linearly on the maximum ratio H _i /H _j for neighboring subdomains, but is independent of the elements' aspect ratios. Numerical results supporting our theory are reported.     

Piecewise-Convex Maximization Problems

A function F:Rⁿ R is called a piecewise convex function if it can be decomposed into , where f _j:Rⁿ R is convex for all jM={1,2...,m}. We consider subject to xD. It generalizes the well-known convex maximization problem. We briefly review global optimality conditions for convex maximization problems and carry one of them to the piecewise-convex case. Our conditions are all written in primal space so that we are able to proposea preliminary algorithm to check them.     

C 1 surface interpolation with constraints

Givenn pairwise distinct and arbitrarily spaced pointsP _i in a domainD of thex–y plane andn real numbersf _i, consider the problem of computing a bivariate functionf(x, y) of classC ¹ inD whose values inP _i are exactlyf _i,i=1,,n, and whose first or second order partial derivatives satisfy appropriate equality and inequality constraints on a given set ofp pointsQ _l inD.In this paper we present a method for solving the above problem, which is designed for extremely large data sets. A step of this method requires the solution of a large scale quadratic programming (QP) problem.The main purpose of this work is to analyse an iterative method for determining the solution of this QP problem: such a method is very efficient and well suited for parallel implementation on a multiprocessor system.Work supported by MURST Project of Computational Mathematics, Italy.     

A nonexistence result for abelian menon difference sets using perfect binary arrays

A Menon difference set has the parameters (4N ² ,2N ² -N, N ² -N). In the abelian case it is equivalent to a perfect binary array, which is a multi-dimensional matrix with elements ±1 such that all out-of-phase periodic autocorrelation coefficients are zero. Suppose that the abelian group contains a Menon difference set, wherep is an odd prime, |K|=p , andp ^j–1 (mod exp (H)) for somej. Using the viewpoint of perfect binary arrays we prove thatK must be cyclic. A corollary is that there exists a Menon difference set in the abelian group , where exp(H)=2 or 4 and |K|=3, if and only ifK is cyclic.This work is partially supported by NSA grant # MDA 904-92-H-3057 and by NSF grant # NCR-9200265. The author thanks the Mathematics Department, Royal Holloway College, University of London for its hospitality during the time of this researchThis work is partially supported by NSA grant # MDA 904-92-H-3067     

Asymptotic Distribution of Quadratic Forms and Applications

We consider the quadratic formsQ X _j X _k+ (X _j ² -E X _j ² )where X _j are i.i.d. random variables with finite sixth moment. For a large class of matrices (a _jk ) the distribution of Q can be approximated by the distribution of a second order polynomial in Gaussian random variables. We provide optimal bounds for the Kolmogorov distance between these distributions, extending previous results for matrices with zero diagonals to the general case. Furthermore, applications to quadratic forms of ARMA-processes, goodness-of-fit as well as spacing statistics are included.