Efficient Chebyshev spectral methods for solving multi-term fractional orders differential equations

In this paper, we state and prove a new formula expressing explicitly the derivatives of shifted Chebyshev polynomials of any degree and for any fractional-order in terms of shifted Chebyshev polynomials themselves. We develop also a direct solution technique for solving the linear multi-order fractional differential equations (FDEs) with constant coefficients using a spectral tau method. The spatial approximation with its fractional-order derivatives (described in the Caputo sense) are based on shifted Chebyshev polynomials T_L,n(x) with x ∈ (0, L), L > 0 and n is the polynomial degree. We presented a shifted Chebyshev collocation method with shifted Chebyshev–Gauss points used as collocation nodes for solving nonlinear multi-order fractional initial value problems. Several numerical examples are considered aiming to demonstrate the validity and applicability of the proposed techniques and to compare with the existing results.     

Elliptic equation with a singular potential in a domain with a conic point

This paper deals with the behavior of the nonnegative solutions of the problem $$- \Delta u = V(x)u, \left. u \right|\partial \Omega = \varphi (x)$$ in a conical domain Ω ? ? ⁿ , n ≥ 3, where 0 ≤ V (x) ∈ L₁(Ω), 0 ≤ ?(x) ∈ L₁(?Ω) and ?(x) is continuous on the boundary ?Ω. It is proved that there exists a constant C _*(n) = (n ? 2)²/4 such that if V ₀(x) = (c + λ ₁)|x|^?2, then, for 0 ≤ c ≤ C _*(n) and V(x) ≤ V ₀(x) in the domain Ω, this problem has a nonnegative solution for any nonnegative boundary function ?(x) ∈ L ₁(?Ω); for c > C _*(n) and V(x) ≥ V ₀(x) in Ω, this problem has no nonnegative solutions if ?(x) > 0.     

F-limit points in dynamical systems defined on the interval

Given a free ultrafilter p on ? we say that x ∈ [0, 1] is the p-limit point of a sequence (x _n ) _n∈? ? [0, 1] (in symbols, x = p -lim _n∈? x _n ) if for every neighbourhood V of x, {n ∈ ?: x _n ∈ V} ∈ p. For a function f: [0, 1] → [0, 1] the function f ^p : [0, 1] → [0, 1] is defined by f ^p (x) = p -lim _n∈? f ⁿ (x) for each x ∈ [0, 1]. This map is rarely continuous. In this note we study properties which are equivalent to the continuity of f ^p . For a filter F we also define the ω ^F -limit set of f at x. We consider a question about continuity of the multivalued map x → ω _f ^F (x). We point out some connections between the Baire class of f ^p and tame dynamical systems, and give some open problems.     

Copositive pointwise approximation

We prove that if a functionf ∈C ⁽¹⁾ (I),I: = [?1, 1], changes its signs times (s ∈ ?) within the intervalI, then, for everyn > C, whereC is a constant which depends only on the set of points at which the function changes its sign, andk ∈ ?, there exists an algebraic polynomialP _n =P _n (x) of degree ≤n which locally inherits the sign off(x) and satisfies the inequality $$\left| {f\left( x \right) - P_n \left( x \right)} \right| \leqslant c\left( {s,k} \right)\left( {\frac{1}{{n^2 }} + \frac{{\sqrt {1 - x^2 } }}{n}} \right)\omega _k \left( {f'; \frac{1}{{n^2 }} + \frac{{\sqrt {1 - x^2 } }}{n}} \right), x \in I$$ , where ω _k (f′;t) is thekth modulus of continuity of the functionf’. It is also shown that iff ∈C (I) andf(x) ≥ 0,x ∈I then, for anyn ≥k ? 1, there exists a polynomialP _n =P _n (x) of degree ≤n such thatP _n (x) ≥ 0,x ∈I, and |f(x) ?P _n (x)| ≤c(k)ω _k (f;n ^?2 +n ^?1 √1 ?x ²),x ∈I.     

A unified approach to singular problems arising in the membrane theory

We consider the singular boundary value problem \(({t^n}u't))' + {t^n}f(t,u(t)) = 0,{\rm{ }}\mathop {\lim }\limits_{t \to 0 + } {t^n}u'(t) = 0,{\rm{ }}{a_0}u(1) + {a_1}u'(1 - ) = A,\) where f(t, x) is a given continuous function defined on the set (0, 1]×(0,∞) which can have a time singularity at t = 0 and a space singularity at x = 0. Moreover, n ∈ ?, n ? >2, and a ₀, a ₁, A are real constants such that a ₀ ∈ (0,1), whereas a ₁,A ∈ [0,∞). The main aim of this paper is to discuss the existence of solutions to the above problem and apply the general results to cover certain classes of singular problems arising in the theory of shallow membrane caps, where we are especially interested in characterizing positive solutions. We illustrate the analytical findings by numerical simulations based on polynomial collocation.     

Равносходимость разложений в кратный ряд и интеграл фурье, «прямоугольные частичные суммы» которых рассматриваются по некоторой подпоследовательности

In this paper we investigate the problem of the equiconvergence on T ^N = [-π, π) ^N of the expansions in multiple trigonometric series and Fourier integral of functions f ∈ L _p (T ^N ) and g ∈ L _p (? ^N ), where p > 1, N ≥ 3, g(x) = f(x) on T ^N , in the case when the “rectangular partial sums” of the indicated expansions, i.e.,– _n (x; f) and J _α(x; g), respectively, have indices n ∈ ? ^N and α ∈ ? ^N (n _j = [α _j ], j = 1,...,N, [t] is the integer part of t ∈ ?¹), in those certain components are the elements of “lacunary sequences”.     

Centralizers of generalized derivations on multilinear polynomials in prime rings

Let R be a prime ring of characteristic different from 2, with Utumi quotient ring U and extended centroid C, δ a nonzero derivation of R, G a nonzero generalized derivation of R, and f(x ₁, …, x _n ) a noncentral multilinear polynomial over C. If δ(G(f(r ₁, …, r _n ))f(r ₁, …, r _n )) = 0 for all r ₁, …, r _n ∈ R, then f(x ₁, …, x _n )² is central-valued on R. Moreover there exists a ∈ U such that G(x) = ax for all x ∈ R and δ is an inner derivation of R such that δ(a) = 0.     

A weak-type inequality for uniformly bounded trigonometric polynomials

This paper is devoted to refining the Bernstein inequality. Let D be the differentiation operator. The action of the operator Λ = D/n on the set of trigonometric polynomials T _n is studied: the best constant is sought in the inequality between the measures of the sets {x ∈ T: |Λt(x)| > 1} and {x ∈ T: |t(x)| > 1}. We obtain an upper estimate that is order sharp on the set of uniformly bounded trigonometric polynomials T _n ^C = {t ∈ T _n : ‖t‖ ≤ C}.     

The efficiency of approximating real numbers by Lüroth expansion

For any x ∈ (0, 1], let $$x = {1 \over {{d_1}}} + {1 \over {{d_1}({d_1} - 1){d_2}}} + \ldots + {1 \over {{d_1}({d_1} - 1) \ldots {d_{n - 1}}({d_{n - 1}} - 1){d_n}}} + \ldots $$ be its Lüroth expansion. Denote by P _n (x)/Q _n (x) the partial sum of the first n terms in the above series and call it the nth convergent of x in the Lüroth expansion. This paper is concerned with the efficiency of approximating real numbers by their convergents {P _n (x)/Q _n (x)} _n?1 in the Lüroth expansion. It is shown that almost no points can have convergents as the optimal approximation for infinitely many times in the Lüroth expansion. Consequently, Hausdorff dimension is introduced to quantify the set of real numbers which can be well approximated by their convergents in the Lüroth expansion, namely the following Jarník-like set: {x ∈ (0, 1]: |x ? P _n (x)/Q _n (x)| < 1/Q _n (x) ^ν+1 infinitely often} for any ν ? 1.     

Constructive techniques for approximating collocation linear systems

A high order discretization by spectral collocation methods of the elliptic problem $$\begin{gathered} \left\{ \begin{gathered} A_{A,b} u \equiv - \nabla [A(x)\nabla u(x)] + b(x)u(x) = c(x){\text{ on}}\;\Omega \; = ( - 1,1)^2 \hfill \\ u\left| {\partial \Omega \equiv 0,} \right. \hfill \\ \end{gathered} \right. \hfill \\ \hfill \\ \end{gathered} $$ is considered where A(x)=a(x)I ₂, x=(x ^[1],x ^[2]) and I ₂ denotes the 2×2 identity matrix, giving rise to a sequence of dense linear systems that are optimally preconditioned by using the sparse Finite Difference (FD) matrix-sequence {A _n } _n over the nonuniform grid sequence defined via the collocation points [11]. Here we propose a preconditioning strategy for {A _n } _n based on the “approximate factorization” idea. More specifically, the preconditioning sequence {P _n } _n is constructed by using two basic structures: a FD discretization of (1) with A(x)=I ₂ over the collocation points, which is interpreted as a FD discretization over an equidistant grid of a suitable separable problem, and a diagonal matrix which adds the informative content expressed by the weight function a(x). The main result is the proof that the sequence {P _n ^?1 A _n } _n is spectrally clustered at unity so that the solution of the nonseparable problem (1) is reduced to the solution of a separable one, this being computationally more attractive [2,3]. Several numerical experiments confirm the goodness of the discussed proposal.     

Construction of spherical 4- and 5-designs

A finite subsetX of thed-dimensional unit sphereS ^d-1 is called a sphericalt-design, if and only if $$\frac{1}{{\left| {S^{d - 1} } \right|}}\int_{S^{d - 1} } {f(x)d\omega (x)} = \frac{1}{{\left| x \right|}}\sum\limits_{x \in X} {f(x)} $$ holds for all polynomialsf(x) =f(x ₁,x ₂,...,x _d ) of degree at mostt. In 1984 Seymour and Zaslavsky proved the existence of sphericalt-designs for anyt andd, but for sufficiently large |X|. Since spherical designs can be used for numerical integration, it is of interest to give explicit constructions. Mimura gave a construction fort = 2,d ∈ ? and |X| ≥n ₂ for somen ₂ ∈ ? (n ₂ is sharp). Here we will give an explicit construction fort = 4 and 5,d ∈ ? and |X| ≥n ₄ for somen ₄ ∈ ?.     

On two-sided and asymptotic estimates for the norms of embedding operators of into L q (dμ)

Explicit upper and lower estimates are given for the norms of the operators of embedding of , n ∈ ?, in L _q (dµ), 0 < q < ∞. Conditions on the measure µ are obtained under which the ratio of the above estimates tends to 1 as n → ∞, and asymptotic formulas are presented for these norms in regular cases. As a corollary, an asymptotic formula (as n → ∞) is established for the minimum eigenvalues λ_{1, n, β} , β > 0, of the boundary value problems (?d ²/dx ²) ⁿ u(x) = λ|x| ^β?1, x ∈ (?1, 1), u ^(k)(±1) = 0, k ∈ {0, 1, ..., n ? 1}.     

A limit theorem for matrix-solutions of Hamiltonian systems

The following limit theorem on Hamiltonian systems (resp. corresponding Riccati matrix equations) is shown: Given(N, N)-matrices,A, B, C andn ∈ {1,…, N} with the following properties:A and kemelB(x) are constant, rank(I, A, …, A ^n?1) B(x)≠N,B(x)∈C _n(R), andB(x)(A ^T)^j-1 C(x)∈C _n-j(R) forj=1, …, n. Then \(\mathop {\lim }\limits_{x \to x_0 } \eta _1^T \left( x \right)V\left( x \right)U^{ - 1} \left( x \right)\eta _2 \left( x \right) = d_1^T \left( {x_0 } \right)U\left( {x_0 } \right)d_2 \) forx ₀∈R, whenever the matricesU(x), V(x) are a conjoined basis of the differential systemU′=AU + BV, V′=CU?A ^TV, and whenever η_i(x)∈R ^N satisfy η_i(x ₀)=U(x ₀)d _i ∈ imageU(x ₀) η′_i-Aη_ni(x) ∈ imageB(x),B(x)(η′_i(x)-Aη_i(x)) ∈C _n-1 R fori=1,2.     

A product quadrature algorithm by Hermite interpolation

This paper is concerned with numerical integration of ∫¹₋₁f(x)k(x)dx by product integration rules based on Hermite interpolation. Special attention is given to the kernel k(x) = e^iτx, with a view to providing high precision rules for oscillatory integrals. Convergence results and error estimates are obtained in the case where the points of integration are zeros of p_n(W; x) or of (1 − x²)p_n−2(W; x), where p_n(W; x), n = 0, 1, 2…, are the orthonormal polynomials associated with a generalized Jacobi weight W. Further, examples are given that test the performance of the algorithm for oscillatory weight functions.     

Existence, uniqueness and stability ofC m solutions of iterative functional equations

In this paper we discuss a relatively general kind of iterative functional equation G(x,f(x), ...,f ⁿ (x)) = 0 (for allx ∈J), whereJ is a connected closed subset of the real number axis ?,G∈C ^m (J ⁿ⁺¹, ?) andn ≥ 2. Using the method of approximating fixed points by small shift of maps, choosing suitable metrics on functional spaces and finding a relation between uniqueness and stability of fixed points of maps of general spaces, we prove the existence, uniqueness and stability ofCm solutions of the above equation for any integer m ≥ 0 under relatively weak conditions, and generalize related results in reference in different aspects.     

A layer adaptive B‐spline collocation method for singularly perturbed one‐dimensional parabolic problem with a boundary turning point

In this article, we develop a parameter uniform numerical method for a class of singularly perturbed parabolic equations with a multiple boundary turning point on a rectangular domain. The coefficient of the first derivative with respect to x is given by the formula a₀(x, t)x^p, where a₀(x, t) ≥ α > 0 and the parameter p ∈ [1,∞) takes the arbitrary value. For small values of the parameter ε, the solution of this particular class of problem exhibits the parabolic boundary layer in a neighborhood of the boundary x = 0 of the domain. We use the implicit Euler method to discretize the temporal variable on uniform mesh and a B‐spline collocation method defined on piecewise uniform Shishkin mesh to discretize the spatial variable. Asymptotic bounds for the derivatives of the solution are established by decomposing the solution into smooth and singular component. These bounds are applied in the convergence analysis of the proposed scheme on Shishkin mesh. The resulting method is boundary layer resolving and has been shown almost second‐order accurate in space and first‐order accurate in time. It is also shown that the proposed method is uniformly convergent with respect to the singular perturbation parameter ε. Some numerical results are given to confirm the predicted theory and comparison of numerical results made with a scheme consisting of a standard upwind finite difference operator on a piecewise uniform Shishkin mesh. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1143–1164, 2011     

Multiobjective programming and penalty functions

This paper generalizes the penalty function method of Zang-will for scalar problems to vector problems. The vector penalty function takes the form $$g(x,\lambda ) = f(x) + \lambda ^{ - 1} P(x)e,$$ wheree ?R ^m, with each component equal to unity;f:R ⁿ →R ^m, represents them objective functions {f ⁱ} defined onX \( \subseteq \) R ⁿ; λ ∈R ¹, λ>0;P:R ⁿ →R ¹ X \( \subseteq \) Z \( \subseteq \) R ⁿ,P(x)≦0, ∨x ∈R ⁿ,P(x) = 0 ?x ∈X. The paper studies properties of {E (Z, λ _r )} for a sequence of positive {λ _r } converging to 0 in relationship toE(X), whereE(Z, λ _r ) is the efficient set ofZ with respect tog(·, λ_r) andE(X) is the efficient set ofX with respect tof. It is seen that some of Zangwill's results do not hold for the vector problem. In addition, some new results are given.     

On the eigenvalues of the fredholm operator

We prove that if ω(t, x, K ₂ ^(m) )?c(x)ω(t) for allxε[a, b] andx ε [0,b-a] wherec ∈L ¹(a, b) and ω is a modulus of continuity, then λ _n =O(n ^?m-1/2ω(1/n)) and this estimate is unimprovable.