Computer difference scheme for a singularly perturbed elliptic convection–diffusion equation in the presence of perturbations

A grid approximation of a boundary value problem for a singularly perturbed elliptic convection–diffusion equation with a perturbation parameter ε, ε ∈ (0,1], multiplying the highest order derivatives is considered on a rectangle. The stability of a standard difference scheme based on monotone approximations of the problem on a uniform grid is analyzed, and the behavior of discrete solutions in the presence of perturbations is examined. With an increase in the number of grid nodes, this scheme does not converge -uniformly in the maximum norm, but only conditional convergence takes place. When the solution of the difference scheme converges, which occurs if N ₁ ^-1 N ₂ ^-1 ? ε, where N ₁ and N ₂ are the numbers of grid intervals in x and y, respectively, the scheme is not -uniformly well-conditioned or ε-uniformly stable to data perturbations in the grid problem and to computer perturbations. For the standard difference scheme in the presence of data perturbations in the grid problem and/or computer perturbations, conditions imposed on the “parameters” of the difference scheme and of the computer (namely, on ε, N ₁,N ₂, admissible data perturbations in the grid problem, and admissible computer perturbations) are obtained that ensure the convergence of the perturbed solutions as N ₁,N ₂ → ∞, ε ∈ (0,1]. The difference schemes constructed in the presence of the indicated perturbations that converges as N ₁,N ₂ → ∞ for fixed ε, ε ∈ (0,1, is called a computer difference scheme. Schemes converging ε-uniformly and conditionally converging computer schemes are referred to as reliable schemes. Conditions on the data perturbations in the standard difference scheme and on computer perturbations are also obtained under which the convergence rate of the solution to the computer difference scheme has the same order as the solution of the standard difference scheme in the absence of perturbations. Due to this property of its solutions, the computer difference scheme can be effectively used in practical computations.     

Boolean Lattices: Ramsey Properties and Embeddings

A subposet Q ^′ of a poset Q is a copy of a poset P if there is a bijection f between elements of P and Q ^′ such that x ≤ y in P iff f(x) ≤ f(y) in Q. For posets P, P ^′, let the poset Ramsey number R(P, P ^′) be the smallest N such that no matter how the elements of the Boolean lattice Q _N are colored red and blue, there is a copy of P with all red elements or a copy of P ^′ with all blue elements. We provide some general bounds on R(P, P ^′) and focus on the situation when P and P ^′ are both Boolean lattices. In addition, we give asymptotically tight bounds for the number of copies of Q _n in Q _N and for a multicolor version of a poset Ramsey number.     

Counting sets with small sumset and applications

We study the number of k-element sets A? {1,...,N} with |A+A| ≤ K|A| for some (fixed) K > 0. Improving results of the first author and of Alon, Balogh, Samotij and the second author, we determine this number up to a factor of 2 ^{o ( k )} N ^{o (1)} for most N and k. As a consequence of this and a further new result concerning the number of sets A??/N? with |A+A| ≤ c|A|², we deduce that the random Cayley graph on ?/N? with edge density ½ has no clique or independent set of size greater than (2+o(1)) log₂ N, asymptotically the same as for the Erd?s-Rényi random graph. This improves a result of the first author from 2003 in which a bound of 160log₂ N was obtained. As a second application, we show that if the elements of A ? ? are chosen at random, each with probability 1/2, then the probability that A+A misses exactly k elements of ? is equal to (2+O(1))^?k/2 as k → ∞.     

Additive properties of product sets in the field $$ \mathbb{F}_{p^2 } $$

For given positive integer n and ε > 0 we consider an arbitrary nonempty subset A of a field consisting of p ² elements such that its cardinality exceeds p ^2/n?ε . We study the possibility to represent an arbitrary element of the field as a sum of at most N(n, ε) elements from the nth degree of the set A. An upper estimate for the number N(n, ε) is obtained when it is possible.     

Equiconvergence of expansions in multiple Fourier series and in fourier integrals with “lacunary sequences of partial sums”

We investigate the equiconvergence on T^N = [?π, π)^N of expansions in multiple trigonometric Fourier series and in the Fourier integrals of functions f ∈ L_p(T^N) and g ∈ L_p(R^N), p > 1, N ≥ 3, g(x) = f(x) on T^N, in the case where the “partial sums” of these expansions, i.e., S_n(x; f) and J_α(x; g), respectively, have “numbers” n ∈ Z^N and α ∈ R^N (n_j = [α_j], j = 1,..., N, [t] is the integral part of t ∈ R¹) containing N ? 1 components which are elements of “lacunary sequences.”     

Locally Unmixed Modules and Linearly Equivalent Ideal Topologies

Let R be a commutative Noetherian ring, and let N be a non-zero finitely generated R-module. The purpose of this paper is to show that N is locally unmixed if and only if, for any N-proper ideal I of R generated by ht _N I elements, the topology defined by (I N)⁽ⁿ⁾, n ≥ 0, is linearly equivalent to the I-adic topology.     

On Stability of Thomson’s Vortex <Emphasis Type="Italic">N</Emphasis>-gon in the Geostrophic Model of the Point Bessel Vortices

A stability analysis of the stationary rotation of a system of N identical point Bessel vortices lying uniformly on a circle of radius R is presented. The vortices have identical intensity Γ and length scale γ^?1 > 0. The stability of the stationary motion is interpreted as equilibrium stability of a reduced system. The quadratic part of the Hamiltonian and eigenvalues of the linearization matrix are studied. The cases for N = 2,..., 6 are studied sequentially. The case of odd N = 2?+1 ≥ 7 vortices and the case of even N = 2_n ≥ 8 vortices are considered separately. It is shown that the (2? + 1)-gon is exponentially unstable for 0 < γR<R_*(N). However, this (2? + 1)-gon is stable for γR ≥ R_*(N) in the case of the linearized problem (the eigenvalues of the linearization matrix lie on the imaginary axis). The even N = 2n ≥ 8 vortex 2n-gon is exponentially unstable for R > 0.     

Improved difference scheme of the solution decomposition method for a singularly perturbed reaction-diffusion equation

A Dirichlet problem is considered for a singularly perturbed ordinary differential reaction-diffusion equation. For this problem, a new approach is developed in order to construct difference schemes that converge uniformly with respect to the perturbation parameter ?, ? ∈ (0, 1]. The approach is based on the decomposition of a discrete solution into regular and singular components, which are solutions of discrete subproblems on uniform grids. Using the asymptotic construction technique, a difference scheme of the solution decomposition method is constructed that converges ?-uniformly in the maximum norm at the rate O (N ^?2 ln² N), where N + 1 is the number of nodes in the grid used; for fixed values of the parameter ?, the scheme converges at the rate O(N ^?2). Using the Richardson technique, an improved scheme of the solution decomposition method is constructed, which converges ?-uniformly in the maximum norm at the rate O(N ^?4 ln⁴ N).     

Analysis of some numerical methods on layer adapted meshes for singularly perturbed quasilinear systems

We consider a coupled system of first-order singularly perturbed quasilinear differential equations with given initial conditions. The leading term of each equation is multiplied by a distinct small positive parameter, which induces overlapping layers. The quasilinear system is discretized by using first and second order accurate finite difference schemes for which we derive general error estimates in the discrete maximum norm. As consequences of these error estimates we establish nodal convergence of O((N ^?1 lnN) ^p ),p=1,2, on the Shishkin mesh and O(N ^?p ),p=1,2, on the Bakhvalov mesh, where N is the number of mesh intervals and the convergence is robust in all of the parameters. Numerical computations are included which confirm the theoretical results.     

Controlling noise error in block iterative methods

This paper describes a new \(O(N^{\frac {3}{2}}\log (N))\) solver for the symmetric positive definite Toeplitz system T_Nx_N = b_N. The method is based on the block QR decomposition of T_N accompanied with Levinson algorithm and its generalized version for solving Schur complements S_m of size m. In our algorithm we use a formula for displacement rank representation of the S_m in terms of generating vectors of the matrix T_N, and we assume that N = lm with \(l, m\in \mathbb {N}\). The new algorithm is faster than the classical O(N²)-algorithm for N > 2⁹. Numerical experiments confirm the good computational properties of the new method.     

A Functional Central Limit Theorem for a Markov-Modulated Infinite-Server Queue

We consider a model in which the production of new molecules in a chemical reaction network occurs in a seemingly stochastic fashion, and can be modeled as a Poisson process with a varying arrival rate: the rate is λ _i when an external Markov process J(?) is in state i. It is assumed that molecules decay after an exponential time with mean μ ^?1. The goal of this work is to analyze the distributional properties of the number of molecules in the system, under a specific time-scaling. In this scaling, the background process is sped up by a factor N ^α , for some α>0, whereas the arrival rates become N λ _i , for N large. The main result of this paper is a functional central limit theorem (F-CLT) for the number of molecules, in that, after centering and scaling, it converges to an Ornstein-Uhlenbeck process. An interesting dichotomy is observed: (i) if α > 1 the background process jumps faster than the arrival process, and consequently the arrival process behaves essentially as a (homogeneous) Poisson process, so that the scaling in the F-CLT is the usual \(\sqrt {N}\), whereas (ii) for α≤1 the background process is relatively slow, and the scaling in the F-CLT is N ^1?α/2. In the latter regime, the parameters of the limiting Ornstein-Uhlenbeck process contain the deviation matrix associated with the background process J(?).     

Asymptotic formula for the convolution of a generalized divisor function

An asymptotic formula is obtained for the sum of terms σ _it (n)σ_-it (N - n) (t is real) over 0 < n < N with a remainder estimated by O _ε((1+|t|)^1+ε N ^3/4+ε) for any ε > 0. As a consequence, Porter’s result on a power scale for the average number of steps in the Euclidean algorithm is improved.     

Solving Equations of Free Vibration for a Cylindrical Shell Rotating on Rollers by the Fourier Method

The small free vibrations of an infinite circular cylindrical shell rotating about its axis at a constant angular velocity are considered. The shell is supported on n absolutely rigid cylindrical rollers equispaced on its circle. The roller-supported shell is a model of an ore benefication centrifugal concentrator with a floating bed. The set of linear differential equations of vibrations is sought in the form of a truncated Fourier series containing N terms along the circumferential coordinate. A system of 2N–n linear homogeneous algebraic equations with 2N–n unknowns is derived for the approximate estimation of vibration frequencies and mode shapes. The frequencies ω _k , k = 1, 2, …, 2N–n, are positive roots of the (2N–n)th-order algebraic equation D(ω²) = 0, where D is the determinant of this set. It is shown that the system of 2N–n equations is equivalent to several independent systems with a smaller number of unknowns. As a consequence, the (2N–n)th-order determinant D can be written as a product of lower-order determinants. In particular, the frequencies at N = n are the roots of algebraic equations of an order is lower than 2 and can be found in an explicit form. Some frequency estimation algorithms have been developed for the case of N > n. When N increases, the number of found frequencies also grows, and the frequencies determined at N = n are refined. However, in most cases, the vibration frequencies can not be found for N > n in an explicit form.     

Stabilization of a Class of Uncertain Systems

We consider the problem to synthesize a stabilizing control u synthesis for systems \(\frac{{dx}}{{dt}} = Ax + Bu\) where A ∈ ?^n×n and B ∈ ?^n×m, while the elements α_i,j(·) of the matrix A are uniformly bounded nonanticipatory functionals of arbitrary nature. If the system is continuous, then the elements of the matrix B are continuous and uniformly bounded functionals as well. If the system is pulse-modulated, then the elements of the matrix B are differentiable uniformly bounded functions of time. It is assumed that k isolated uniformly bounded elements \({\alpha _{{i_l},{j_l}}}\left( \cdot \right)\) satisfying the condition \(\mathop {\inf }\limits_{\left( \cdot \right)} \left| {{\alpha _{{i_l},{j_l}}}\left( \cdot \right)} \right|{\alpha _ - } > 0,\quad l \in \overline {1,k}\) are located above the main diagonal of the matrix A(·), where G _k is the set of all isolated elements of the system, J₁ is the set of indices of rows of matrix A(·) containing isolated elements, and J₂ is the set of indices of its rows free of isolated elements. It is assumed that other elements located above the main diagonal are sufficiently small provided that their row indices belong to J₁, i.e., \(\mathop {\sup }\limits_{\left( \cdot \right)} \left| {{\alpha _{i,j}}\left( \cdot \right)} \right| < \delta ,\quad {\alpha _{i,j}} \notin {G_k},\quad i \in {J_1},\quad j > i\). All other elements located above the main diagonal are uniformly bounded. The relation u = S(·)x is satisfied in the continuous case, while the relation u = ξ(t) is satisfied in the pulse-modulated case; here the components of the vector ξ are outputs of synchronous pulse elements. Constructing a special quadratic Lyapunov function, one can determine a matrix S(·) such that the closed system becomes globally exponentially stable in the continuous case. In the pulse-modulated case, input pulses are synthesized such that the system becomes globally asymptotically stable.     

On a Vector Version of a Fundamental Lemma of J. L. Lions

Let ? be a bounded and connected open subset of R~N with a Lipschitzcontinuous boundary,the set ? being locally on the same side of ??.A vector version of a fundamental lemma of J.L.Lions,due to C.Amrouche,the first author,L.Gratie and S.Kesavan,asserts that any vector field v =(vi) ∈(D′(?))~N,such that all the components 1/2(?_jv_i + ?_iv_j),1 ≤ i,j ≤ N,of its symmetrized gradient matrix field are in the space H~(-1)(?),is in effect in the space(L~2(?))~N.The objective of this paper is to show that this vector version of J.L.Lions lemma is equivalent to a certain number of other properties of interest by themselves.These include in particular a vector version of a well-known inequality due to J.Neˇcas,weak versions of the classical Donati and Saint-Venant compatibility conditions for a matrix field to be the symmetrized gradient matrix field of a vector field,or a natural vector version of a fundamental surjectivity property of the divergence operator.     

An efficient numerical method for a mathematical model of a transport of coagulating particles

A new computational algorithm based on a fast way of computing integral operators describing the coagulation process is proposed for a mathematical model of coagulating particles. Using this algorithm, the computational complexity of each timestep of an explicit difference scheme can be substantially reduced. For each step, the complexity of execution is reduced from O(NM²) arithmetic operations to O(NMRlnM), where N is the number of mesh points along the physical coordinates of particles, M is the number of mesh points in a grid corresponding to sizes of coagulating particles, and R is the rank of a matrix corresponding to the values of the function of a coagulation kernel at mesh points. Using this approach, computations can be greatly accelerated, provided that kernel rank R is small.     

An extended class of stabilizable uncertain systems

The system of equations \(\frac{{dx}}{{dt}} = A\left( \cdot \right)x + B\left( \cdot \right)u\), where A(·) ∈ ?^{n × n}, B(·) ∈ ?^{n × m}, S(·) ∈ R^{n × m}, is considered. The elements of the matrices A(·), B(·), S(·) are uniformly bounded and are functionals of an arbitrary nature. It is assumed that there exist k elements \({\alpha _{{i_i}{j_l}}}\left( \cdot \right)\left( {l \in \overline {1,k} } \right)\) of fixed sign above the main diagonal of the matrix A(·), and each of them is the only significant element in its row and column. The other elements above the main diagonal are sufficiently small. It is assumed that m = n ?k, and the elements β_ij(·) of the matrix B(·) possess the property \(\left| {{\beta _{{i_s}s}}\left( \cdot \right)} \right| = {\beta _0} > 0\;at\;{i_s}\; \in \;\overline {1,n} \backslash \left\{ {{i_1}, \ldots ,{i_k}} \right\}\). The other elements of the matrix B(·) are zero. The positive definite matrix H = {h_ij} of the following form is constructed. The main diagonal is occupied by the positive numbers h_ii = h_i, \({h_{{i_l}}}_{{j_l}}\, = \,{h_{{j_l}{i_l}}}\, = \, - 0.5\sqrt {{h_{{i_l}}}_{{j_l}}} \,\operatorname{sgn} \,{\alpha _{{i_l}}}_{{j_l}}\left( \cdot \right)\). The other elements of the matrix H are zero. The analysis of the derivative of the Lyapunov function V(x) = x*H^–1x yields h_i\(\left( {i \in \overline {1,n} } \right)\) and λ_i ≤ 0 \(\left( {i \in \overline {1,n} } \right)\) such that for S(·) = H^?1ΛB(·), Λ = diag(λ₁, ..., λ_n), the system of the considered equations becomes globally exponentially stable. The control is robust with respect to the elements of the matrix A(·).     

On the zeros of the Davenport–Heilbronn function

Let N ₀(T) be the number of zeros of the Davenport–Heilbronn function in the interval [1/2, 1/2+ i T]. It is proved that N ₀(T) ? T (ln T)^1/2+1/16?ε, where ε is an arbitrarily small positive number.     

Frobenius nonclassicality of Fermat curves with respect to cubics

For Fermat curves F: aX ⁿ + bY ⁿ = Z ⁿ defined over F _q , we establish necessary and sufficient conditions for F to be F _q -Frobenius nonclassical with respect to the linear system of plane cubics. In the new F _q -Frobenius nonclassical cases, we determine explicit formulas for the number N _q (F) of F _q -rational points on F. For the remaining Fermat curves, nice upper bounds for N _q (F) are immediately given by the Stöhr–Voloch Theory.     

Polar functions of multiparameter bifractional Brownian sheets

Let B^H,K ： （B^H,K（t）, t ∈R＋^N} be an （N,d）-bifractional Brownian sheet with Hurst indices H = （H1,..., HN） ∈ （0, 1）^N and K = （K1,..., KN）∈ （0, 1]^N. The characteristics of the polar functions for B^H,K are investigated. The relationship between the class of continuous functions satisfying the Lipschitz condition and the class of polar-functions of B^H,K is presented. The Hausdorff dimension of the fixed points and an inequality concerning the Kolmogorov＇s entropy index for B^H,K are obtained. A question proposed by LeGall about the existence of no-polar, continuous functions statisfying the Holder condition is also solved.