An orthogonal spline collocation alternating direction implicit method for second-order hyperbolic problems

On a rectangular region, we consider a linear second-order hyperbolicinitial-boundary value problem involving a mixed derivativeterm, continuous variable coefficients and non-homogeneous Dirichletboundary conditions. In comparison to the alternating directionimplicit Laplace-modified method of Fernandes (1997), we formulateand analyse a new parameter-free alternating direction implicitscheme in which the standard central difference formula is usedfor the time approximation and orthogonal spline collocationis used for the spatial discretization. We establish unconditionalstability of the scheme, and its optimal order in the discretemaximum norm in time and the H¹ norm in space. Numerical experimentsindicate that the new scheme, which has the same order as themethod of Fernandes (1997, Numer. Math., 77, 223–241),is more accurate. We also show that the new scheme is easilygeneralized to the second-order hyperbolic problems on rectangularpolygons. Extensions of the scheme to problems with discontinuouscoefficients, nonlinear problems, and problems with other boundaryconditions are also discussed.     

A geometric approach to fingering instabilities for reaction fronts in fully coupled geochemical systems

A geometrical approach described by Grindrod (1995, Proc. R.Soc. Lond. A 449, 123–38) is applied to analyse spontaneoussymmetry breaking of planar reaction fronts in fully coupledreaction-diffusion-advection problems arising in geochemistry.This method yields stability results qualitatively similar tothose of Ortoleva et al. (1987, Am. J. Sci287, 1008–40)and Chen & Ortoleva (1990, Earth Sci. Rev. 29, 183–98;1992, Modelling and Analysis of Diffusive and Advective Processesin Geosciences, SIAM), yet distinct in the treatment of large-wavenumberperturbations. The analysis is verified numerically.     

Weighted Inequalities for Quasi-Monotone Functions

The purpose of this paper is to give characterizations of weightsfor which reverse inequalities of Hölder type for quasi-monotonefunctions are satisfied. Our inequalities with general weightsand with sharp constants complement the results of [2, 8, 9]and [16, 17] for the values of parameters p and q with 1pq<.     

A Necessary and Sufficient Condition for a Linear Differential System to be Strongly Monotone

In order to present the results of this note, we begin withsome definitions. Consider a differential system [formula] where IR is an open interval, and f(t, x), (t, x)IxRⁿ, is acontinuous vector function with continuous first derivativesf_r/x_s, r, s=1, 2, ..., n. Let D_xf(t, x), (t, x)IxRⁿ, denote the Jacobi matrix of f(t,x), with respect to the variables x₁, ..., x_n. Let x(t, t₀,x₀), tI(t₀, x₀) denote the maximal solution of the system (1)through the point (t₀, x₀)IxRⁿ. For two vectors x, yRⁿ, we use the notations x>y and x>>yaccording to the following definitions: [formula] An nxn matrix A=(a_rs) is called reducible if n2 and there existsa partition [formula] (p1, q1, p+q=n) such that [formula] The matrix A is called irreducible if n=1, or if n2 and A isnot reducible. The system (1) is called strongly monotone if for any t₀I, x₁,x₂Rⁿ [formula] holds for all t>t₀ as long as both solutions x(t, t₀, x_i),i=1, 2, are defined. The system is called cooperative if forall (t, x)IxRⁿ the off-diagonal elements of the nxn matrix D_xf(t,x) are nonnegative. 1991 Mathematics Subject Classification34A30, 34C99.     

Error expansion for a first-order upwind difference scheme applied to a model convection-diffusion problem

A singularly perturbed convection–diffusion problem isconsidered. The problem is discretized using a simple first-orderupwind difference scheme on general meshes. We derive an expansionof the error of the scheme that enables uniform error boundswith respect to the perturbation parameter in the discrete maximumnorm for both a defect correction method and the Richardsonextrapolation technique. This generalizes and simplifies resultsobtained in earlier publications by Fröhner et al.(2001,Numer. Algorithms, 26, 281–299) and by Natividad &Stynes (2003, Appl. Numer. Math., 45, 315–329). Numericalexperiments complement our theoretical results.     

Splendid Derived Equivalences for Blocks of Finite Groups

A central issue in finite group modular representation theoryis the relationship between the p-local structure and the p-modularrepresentation theory of a given finite group. In [5], Brouéposes some startling conjectures. For example, he conjecturesthat if e is a p-block of a finite group G with abelian defectgroup D and if f is the Brauer correspondent block of e of thenormalizer, N_G(D), of D then e and f have equivalent derivedcategories over a complete discrete valuation ring with residuefield of characteristic p. Some evidence for this conjecturehas been obtained using an important Morita analog for derivedcategories of Rickard [11]. This result states that the existenceof a tilting complex is a necessary and sufficient conditionfor the equivalence of two derived categories. In [5], Brouéalso defines an equivalence on the character level between p-blockse and f of finite groups G and H that he calls a ‘perfectisometry’ and he demonstrates that it is a consequenceof a derived category equivalence between e and f. In [5], Brouéalso poses a corresponding perfect isometry conjecture betweena p-block e of a finite group G with an abelian defect groupD and its Brauer correspondent p-block f of N_G(D) and presentsseveral examples of this phenomena. Subsequent research hasprovided much more evidence for this character-level conjecture. In many known examples of a perfect isometry between p-blockse, f of finite groups G, H there are also perfect isometriesbetween p-blocks of p-local subgroups corresponding to e andf and these isometries are compatible in a precise sense. In[5], Broué calls such a family of compatible perfectisometries an ‘isotypy’. In [11], Rickard addresses the analogous question of defininga p-locally compatible family of derived equivalences. In thisimportant paper, he defines a ‘splendid tilting complex’for p-blocks e and f of finite groups G and H with a commonp-subgroup P. Then he demonstrates that if X is such a splendidtilting complex, if P is a Sylow p-subgroup of G and H and ifG and H have the same ‘p-local structure’, thenp-local splendid tilting complexes are obtained from X via theBrauer functor and ‘lifting’. Consequently, in thissituation, we obtain an isotypy when e and f are the principalblocks of G and H. Linckelmann [9] and Puig [10] have also obtained important resultsin this area. In this paper, we refine the methods and program of [11] toobtain variants of some of the results of [11] that have widerapplicability. Indeed, suppose that the blocks e and f of Gand H have a common defect group D. Suppose also that X is asplendid tilting complex for e and f and that the p-local structureof (say) H with respect to D is contained in that of G, thenthe Brauer functor, lifting and ‘cutting’ by blockindempotents applied to X yield local block tilting complexesand consequently an isotypy on the character level. Since thep-local structure containment hypothesis is satisfied, for example,when H is a subgroup of G (as is the case in Broué'sconjectures) our results extend the applicability of these ideasand methods.     

Optimal control of parabolic equation with an infinite number of variables for non-standard functional and time delay

A distributed control problem for the parabolic operator withan infinite number of variables and time delay is considered.The performance index has an integral form. Constraints on controlsare imposed. To obtain optimality conditions for the Neumannproblem, the generalization of the Dubovitskii–Milyutintheorem given by Walczak in WALCZAK, S. Folia Mathematics, 1,187–196 and WALCZAK, S. J. Optim. Theory Appl., 42, 561–582was applied.     

Optimal error estimates for the hp-version interior penalty discontinuous Galerkin finite element method

We consider the hp-version interior penalty discontinuous Galerkinfinite-element method (hp-DGFEM) for second-order linear reaction–diffusionequations. To the best of our knowledge, the sharpest knownerror bounds for the hp-DGFEM are due to Rivière et al.(1999,Comput. Geosci., 3, 337–360) and Houston et al.(2002,SIAM J. Numer. Anal., 99, 2133–2163). These are optimalwith respect to the meshsize h but suboptimal with respect tothe polynomial degree p by half an order of p. We present improvederror bounds in the energy norm, by introducing a new functionspace framework. More specifically, assuming that the solutionsbelong element-wise to an augmented Sobolev space, we deducefully hp-optimal error bounds.     

On the Group of Symplectic Matrices Over a Free Associative Algebra

Symplectic groups are well known as the groups of isometriesof a vector space with a non-singular bilinear alternating form.These notions can be extended by replacing the vector spaceby a module over a ring R, but if R is non-commutative, it willalso have to have an involution. We shall here be concernedwith symplectic groups over free associative algebras (witha suitably defined involution). It is known that the generallinear group GL_n over the free algebra is generated by the setof all elementary and diagonal matrices (see [1, Proposition2.8.2, p. 124]). Our object here is to prove that the symplecticgroup over the free algebra is generated by the set of all elementarysymplectic matrices. For the lowest order this result was obtainedin [4]; the general case is rather more involved. It makes useof the notion of transduction (see [1, 2.4, p. 105]). When thereis only a single variable over a field, the free algebra reducesto the polynomial ring and the weak algorithm becomes the familiardivision algorithm. In that case the result has been provedin [3, Anhang 5].     

Stability of uniformly Morse-Smale gradient-like numerical methods for flows

In Garay (1996, Numer. Math., 72, 449–479) and Li (1997b,SIAM J. Math. Anal., 28, 381–388), it was shown that thequalitative properties of a Morse–Smale gradient-likeflow are preserved by its numerical approximations. In thispaper, we show that the qualitative properties of a family ofuniformly Morse–Smale gradient-like numerical methodsare preserved by the approximated flow. The techniques usedin the study of the structural stability theorem for diffeomorphismsare the main tools for this work.     

Hypersurface Singularities with 2-Dimensional Critical Locus

Consider an analytic germ f:(C^m, 0)(C, 0) (m3) whose criticallocus is a 2-dimensional complete intersection with an isolatedsingularity (icis). We prove that the homotopy type of the Milnorfiber of f is a bouquet of spheres, provided that the extendedcodimension of the germ f is finite. This result generalizesthe cases when the dimension of the critical locus is zero [8],respectively one [12]. Notice that if the critical locus isnot an icis, then the Milnor fiber, in general, is not homotopicallyequivalent to a wedge of spheres. For example, the Milnor fiberof the germ f:(C⁴, 0)(C, 0), defined by f(x₁, x₂, x₃, x₄) =x₁x₂x₃x₄ has the homotopy type of S¹xS¹xS¹. On the other hand,the finiteness of the extended codimension seems to be the rightgeneralization of the isolated singularity condition; see forexample [9–12, 17, 18]. In the last few years different types of ‘bouquet theorems’have appeared. Some of them deal with germs f:(X, x)(C, 0) wheref defines an isolated singularity. In some cases, similarlyto the Milnor case [8], F has the homotopy type of a bouquetof (dim X–1)-spheres, for example when X is an icis [2],or X is a complete intersection [5]. Moreover, in [13] Siersmaproved that F has a bouquet decomposition FF₀Sⁿ...Sⁿ (whereF₀ is the complex link of (X, x)), provided that both (X, x)and f have an isolated singularity. Actually, Siersma conjecturedand Tibr proved [16] a more general bouquet theorem for thecase when (X, x) is a stratified space and f defines an isolatedsingularity (in the sense of the stratified spaces). In thiscase F_iF_i, where the F_i are repeated suspensions of complexlinks of strata of X. (If (X, x) has the ‘Milnor property’,then the result has been proved by Lê; for details see[6].) In our situation, the space-germ (X, x) is smooth, but f hasbig singular locus. Surprisingly, for dim Sing f^–1(0)2,the Milnor fiber is again a bouquet (actually, a bouquet ofspheres, maybe of different dimensions). This result is in thespirit of Siersma's paper [12], where dim Sing f^–1(0)= 1. In that case, there is only a rather small topologicalobstruction for the Milnor fiber to be homotopically equivalentto a bouquet of spheres (as explained in Corollary 2.4). Inthe present paper, we attack the dim Sing f^–1(0) = 2 case.In our investigation some results of Zaharia are crucial [17,18].     

A Functional Relation for Accessory Parameters for Genus 2 Algebraic Curves with an Order 4 Automorphism

Let C be a genus 2 algebraic curve defined by an equation ofthe form y² = x(x² – 1)(x – a)(x – 1/a). Asis well known, the five accessory parameters for such an equationcan all be expressed in terms of a and the accessory parameter b corresponding to a. The main result of the paper is thatif a' = 1 – a², which in general yields a non-isomorphiccurve C', then b'a'(a'² – 1) = – – ba(a²– 1). This is proven by it being shown how the uniformizing functionfrom the unit disk to C' can be explicitly described in termsof the uniformizing function for C.     

An Euler-Type Version of the Local Steiner Formula for Convex Bodies

The purpose of this note is to establish a new version of thelocal Steiner formula and to give an application to convex bodiesof constant width. This variant of the Steiner formula generalizesresults of Hann [3] and Hug [6], who use much less elementarytechniques than the methods of this paper. In fact, Hann askedfor a simpler proof of these results [4, Problem 2, p. 900].We remark that our formula can be considered as a Euclideananalogue of a spherical result proved in [2, p. 46], and thatour method can also be applied in hyperbolic space. For some remarks on related formulas in certain two-dimensionalMinkowski spaces, see Hann [5, p. 363]. For further information about the notions used below, we referto Schneider's book [9]. Let Kⁿ be the set of all convex bodiesin Euclidean space Rⁿ, that is, the set of all compact, convex,non-empty subsets of Rⁿ. Let S^n–1 be the unit sphere.For KKⁿ, let NorK be the set of all support elements of K, thatis, the pairs (x, u)RⁿxS^n–1 such that x is a boundarypoint of K and u is an outer unit normal vector of K at thepoint x. The support measures (or generalized curvature measures)of K, denoted by ₀(K.), ..., _n–1(K.), are the unique Borelmeasures on RⁿxS^n–1 that are concentrated on NorK andsatisfy [formula] for all integrable functions f:RⁿR; here denotes the Lebesguemeasure on Rⁿ. Equation (1), which is a consequence and a slightgeneralization of Theorem 4.2.1 in Schneider [9], is calledthe local Steiner formula. Our main result is the following.1991 Mathematics Subject Classification 52A20, 52A38, 52A55.     

An Invariant for Fraction Fields of McConnell Algebras

In their seminal work [1] on the fields of fractions of theenveloping algebra of an algebraic Lie algebra, Gel'fand andKirillov formulate the following conjecture. Assume that g isa finite-dimensional algebraic Lie algebra over a field of characteristiczero. Then D(g) is a Weyl skew-field over a purely transcendentalextension of the base field. They showed that neither the conjecture nor its negation holdsfor all non-algebraic algebras. In [2], A. Joseph gave a particularlyeasy non-algebraic counterexample devised by L. Makar-Limanov:this is a non-algebraic 5-dimensional solvable Lie algebra,providing a counterexample despite the fact that the centreis one-dimensional. Besides, he raised a question of generalizationof this method for any completely solvable Lie algebra. On the other hand, consider A(V, , ), the McConnell algebrafor the triple (V, , ) as defined in [4, 14.8.4] and below.McConnell in [3] described the completely prime quotients ofthe enveloping algebra of a solvable Lie algebra in terms ofA(V, , ), and found a complete set of invariants to separatethem. In [2], A. Joseph raised the question whether the fieldsof fractions of these McConnell algebras remain non-isomorphic.The purpose of this note is to extend the work of L. Makar-Limanovreported in [2, Section 6], and so provide an integer-valuedinvariant which, for McConnell algebras defined over Z, saysprecisely when this skew-field is isomorphic to a Weyl skew-field:this number has simply to be positive. This result thereforegives a large supply of skew-fields which ‘resemble’a Weyl skew-field very nearly, but nevertheless are not isomorphicto it. 1991 Mathematics Subject Classification 17B35.     

On the asymptotic behaviour for an electromagnetic system with a dissipative boundary condition

In this work we study some properties of solutions for the systemdescribing a three-dimensional non-homogeneous non-conductingdielectric with a general boundary condition with memory. Wefirst show the existence of the inverse of this boundary condition,which allows us to introduce a boundary free energy, similarto the one considered by Fabrizio & Morro (1996, Arch. Rat.Mech. Anal., 136, 359–381). Then, we prove existence anduniqueness theorems for weak and strong solutions of the evolutiveproblem in a finite time interval. Moreover, following Rivera& Olivera (1997, Boll. U.M.I., 11-A, 115–127), weexamine some dissipative properties of the boundary conditionand of its inverse and we give a useful energy estimate. Finally,when there is no memory in the boundary condition the exponentialdecay of the solution is proved.     

Multilevel flexible specification of the production function in health economics

^** Email: grassetti{at}stat.unipd.it^*** Email: e.gori{at}dss.uniud.it^**** Email: simona.minotti{at}unicatt.it Previous studies on hospitals' efficiency often refer to quiterestrictive functional forms for the technology (Aigner et al.,1977, J. Econom., 6, 21–37). In this paper, referringto a study about some hospitals in Lombardy, we formulate convenientcorrectives to a statistical model based on the translogarithmicfunction—the most widely used flexible functional form(Christensen et al., 1973, Rev. Econ. Stat., 55, 28–45).More specifically, in order to take into consideration the hierarchicalstructure of the data (as in Gori et al., 2002, Stat. Appl.,14, 247–275), we propose a multilevel model, ignoringfor the moment the one-side error specification, typical ofstochastic frontier analysis (Aigner et al., 1977, J. Econom.,6, 21–37). Given this simplification, however, we areeasily able to take into account some typical econometric problemsas, e.g. heteroscedasticity. The estimated production functioncan be used to identify the technical inefficiency of hospitals(as already seen in previous works), but also to draw some economicconsiderations about scale elasticity, scale efficiency andoptimal resource allocation of the productive units. We willshow, in fact, that for the translogarithmic specification itis possible to obtain the elasticity of the output (regardingan input) at hospital level as a weighted sum of elasticitiesat ward level. Analogous results can be achieved for scale elasticity,which measures how output changes in response to simultaneousinputs variation. In addition, referring to scale efficiencyand to optimal resource allocation, we will consider the resultsof Ray (1998, J. Prod. Anal., 11, 183–194) to our context.The interpretation of the results is surely an interesting administrativeinstrument for decision makers in order to analyse the productiveconditions of each hospital and its single wards and also todecide the preferable interventions.     

Intertwining Maps from Certain Group Algebras

In [17, 18, 19], we began to investigate the continuity propertiesof homomorphisms from (non-abelian) group algebras. Alreadyin [19], we worked with general intertwining maps [3, 12]. Thesemaps not only provide a unified approach to both homomorphismsand derivations, but also have some significance in their ownright in connection with the cohomology comparison problem [4]. The present paper is a continuation of [17, 18, 19]; this timewe focus on groups which are connected or factorizable in thesense of [26]. In [26], G. A. Willis showed that if G is a connectedor factorizable, locally compact group, then every derivationfrom L¹(G) into a Banach L¹(G)-module is automatically continuous.For general intertwining maps from L¹(G), this conclusion isfalse: if G is connected and, for some nN, has an infinite numberof inequivalent, n-dimensional, irreducible unitary representations,then there is a discontinuous homomorphism from L¹(G into aBanach algebra by [18, Theorem 2.2] (provided that the continuumhypothesis is assumed). Hence, for an arbitrary intertwiningmap from L¹(G), the best we can reasonably hope for is a resultasserting the continuity of on a ‘large’, preferablydense subspace of L¹(G). Even if the target space of is a Banachmodule (which implies that the continuity ideal I() of is closed),it is not a priori evident that is automatically continuous:the proofs of the automatic continuity theorems in [26] relyon the fact that we can always confine ourselves to restrictionsto L¹(G) of derivations from M(G) [25, Lemmas 3.1 and 3.4].It is not clear if this strategy still works for an arbitraryintertwining map from L¹(G) into a Banach L¹(G)-module.     

Locally Nilpotent p-Groups whose Proper Subgroups are Hypercentral or Nilpotent-by-Chernikov

Let G be a group and P be a property of groups. If every propersubgroup of G satisfies P but G itself does not satisfy it,then G is called a minimal non-P group. In this work we studylocally nilpotent minimal non-P groups, where P stands for ‘hypercentral’or ‘nilpotent-by-Chernikov’. In the first case weshow that if G is a minimal non-hypercentral Fitting group inwhich every proper subgroup is solvable, then G is solvable(see Theorem 1.1 below). This result generalizes [3, Theorem1]. In the second case we show that if every proper subgroupof G is nilpotent-by-Chernikov, then G is nilpotent-by-Chernikov(see Theorem 1.3 below). This settles a question which was consideredin [1–3, 10]. Recently in [9], the non-periodic case ofthe above question has been settled but the same work containsan assertion without proof about the periodic case. The main results of this paper are given below (see also [13]).     

On Fusion in Unipotent Blocks

The context of this note is as follows. One considers a connectedreductive group G and a Frobenius endomorphism F: G G definingG over a finite field of order q. One denotes by G^F the associated(finite) group of fixed points. Let l be a prime not dividing q. We are interested in the l-blocksof the finite group G^F. Such a block is called unipotent ifthere is a unipotent character (see, for instance, [6, Definition12.1]) among its representations in characteristic zero. Roughlyspeaking, it is believed that the study of arbitrary blocksof G^F might be reduced to unipotent blocks (see [2, Théorème2.3], [5, Remark 3.6]). In view of certain conjectures aboutblocks (see, for instance, [9]), it would be interesting tofurther reduce the study of unipotent blocks to the study ofprincipal blocks (blocks containing the trivial character).Our Theorem 7 is a step in that direction: we show that thelocal structure of any unipotent block of G^F is very close tothat of a principal block of a group of related type (notionof ‘control of fusion’, see [13, 49]). 1991 MathematicsSubject Classification 20Cxx.     

On the Distribution of Generating Functions

Investigations concerning the generating function associatedwith the kth powers, originatewith Hardy and Littlewood in their famous series of papers inthe 1920s, ‘On some problems of "Partitio Numerorum"’(see [7, Chapters 2 and 4]). Classical analyses of this andsimilar functions show that when P is large the function approachesP in size only for in a subset of (0, 1) having small measure.Moreover, although it has never been proven, there is some expectationthat for ‘most’ , the generating function is about in magnitude. The main evidence in favour of this expectation comes from mean value estimatesof the form An asymptoticformula of the shape (1.2), with strong error term, is immediatefrom Parseval's identity when s = 2, and follows easily whens = 4 and k > 2 from the work of Hooley [2, 3, 4], Greaves[1], Skinner and Wooley [5] and Wooley [9]. On the other hand,(1.2) is false when s > 2k (see [7, Exercise 2.4]), and whens = 4 and k = 2. However, it is believed that when t < k,the total number of solutions of the diophantine equation with 1 x_j, y_j P (1 j t), is dominatedby the number of solutions in which the x_i are merely a permutationof the y_j, and the truth of such a belief would imply that (1.2)holds for even integers s with 0 s < 2k. The purpose of this paper is to investigate the extent to whichknowledge of the kind (1.2) for an initial segment of even integerexponents s can be used to establish information concerningthe general distribution of f_P(), and the behaviour of the momentsin (1.2) for general real s. 1991 Mathematics Subject Classification11L15.