Ein verallgemeinerter Kettenbruch-Algorithmus zur rationalen Hermite-Interpolation

Summary In this paper we consider rational interpolation for an Hermite Problem, i.e. prescribed values of functionf and its derivatives. The algorithm presented here computes a solutionp/q of the linearized equationsp–fq=0 in form of a generalized continued fraction. Numeratorp and denominatorq of the solution attain minimal degree compatible with the linearized problem. The main advantage of this algorithm lies in the fact that accidental zeros of denominator calculated during the algorithm cannot lead to an unexpected stop of the algorithm. Unattainable points are characterized.

Herrn Prof. Dr. Dr. h.c.mult. L. Collatz zum 70. Geburtstag gewidmet     

Eine Methode zur berechnung sämtlicher Lösungen von Polynomgleichungssystemen

Summary In this paper a numerical method is given to compute all solutions of systemsT ofn polynomial equations inn unknowns on the only premises that the sets of solutions of these systems are finite. The method employed is that of embedding, i.e. the systemT is embedded in a set of systems which are successively solved, starting with one having solutions easily to compute and proceding toT in a finite series of steps. An estimation of the number of steps necessary is given. The practicability of the method is proved for all systemsT. Numerical examples and results are contained.

Diese Arbeit ist eine Zusammenfassung der Ergebnisse der Dissertation, die der Verfasser an der Johannes-Kepler-Universität Linz und der Technischen Universität München unter der Betreuung von Prof. Dr. Hansjörg Wacker angeferetigt hat. 2. Begutachter: Prof. Dr. Manfred Feilmeier     

Error estimates for spline interpolants on equidistant grids

Summary For oddm, the error of them-th-degree spline interpolant of power growth on an equidistant grid is estimated. The method is based on a decomposition formula for the spline function, which locally can be represented as an interpolation polynomial of degreem which is corrected by an (m+1)-st.-order difference term.Dedicated to Prof. Dr. Karl Zeller on the occasion of his 60th birthday     

Konvergenzaussagen für Kollokationsverfahren bei elliptischen Randwertaufgaben

Summary We examine the convergence of collocation with polynomials for elliptic problems. The general theory is imbedded in theL ^p -theory from which known results of existence and regularity are adopted. Convergence results are deduced in the cases of periodic, Dirichlet and mixed boundary conditions. It becomes obvious that the order of convergence essentially depends on the smoothness of the solution.

Dieser Aufsatz enthält Ergebnisse aufbauend auf der Dissertation des Verfassers, die von Prof. Dr. K. Witsch, Universität Düsseldorf, angeregt und unterstützt wurde     

Some effective methods for unconstrained optimization based on the solution of systems of ordinary differential equations

In this paper, we review briefly some methods for minimizing a functionF(x), which proceed by follwoing the solution curve of a system of ordinary differential equations. Such methods have often been thought to be unacceptably expensive; but we show, by means of extensive numerical tests, using a variety of algorithms, that the ODE approach can in fact be implemented in such a way as to be more than competitive with currently available conventional techniques.This work was supported by a SERC research studentship for the first author. Both authors are indebted to Dr. J. J. McKeown and Dr. K. D. Patel of SCICON Ltd, the collaborating establishment, for their advice and encouragement.     

Pointwise rational approximation and iterative methods for III-posed problems

Summary We study the connection between the pointwise approximation of the zero function by rational functions and iterative methods for the approximate solution of ill-posed linear equations. Results are presented on convergence, stability and saturation phenomena.Dedicated to Professor Dr. G. Hämmerlin on the occasion of his 60th birthday     

Zur Kondition des linearen Ausgleichsproblems mit linearen Gleichungen als Nebenbedingungen

Summary F.L. Bauer has treated in several papers [1, 3, 4] the condition related to the solution of linear equations and to the algebraic eigenvalue problem. We study the condition for the linear least squares problem with linear equality constraints (problem LSE). A perturbation theory of problem LSE is presented and three condition numbers are defined. Problem LSE includes the linear least squares problem (problem LS). There are examples with identical solution of problem LSE and of problem LS. Sometimes the condition of problem LSE is better and sometimes the condition of problem LS is better. Several numerical tests illustrate the theory.

Herrn Prof. Dr. Dr. F.L. Bauer zum 60. Geburtstag gewidmet     

Algorithm for finding a solution to the inclusion 0∈F(x)

Using the steepest-descent method combined with the Armijo stepsize rule, we give an algorithm for finding a solution to the inclusion 0F(x), whereF is a set-valued map with smooth support function. As an example, we consider the special caseF(x)=g(x)+K, withK being a convex cone andg a single-valued function. The relation between the present algorithm and that given by Burke and Han is also discussed.The valuable comments and helpful suggestions of the referee are gratefully acknowledged. Sincere thanks are due to Dr. J. Burke for submitting the necessary material and to Dr. C. Lemarechal for advices and encouragement.     

A Newton-type method for positive-semidefinite linear complementarity problems

The paper presents a damped and perturbed Newton-type method for solving linear complementarity problems with positive-semidefinite matricesM. In particular, the following properties hold: all occurring subproblems are linear equations; each subproblem is uniquely solvable without any assumption; every accumulation point generated by the method solves the linear complementarity problem. The additional property ofM to be an R₀-matrix is sufficient, but not necessary, for the boundedness of the iterates. Provided thatM is positive definite on a certain subspace, the method converges Q-quadratically.The author would like to thank the anonymous referees and Dr. K. Schönefeld for their valuable comments and suggestions. He is also grateful to Prof. Dr. J. W. Schmidt for his continuous interest in this study.     

Green's relations on the strong endomorphism monoid of a graph

Combinatorial characteristics of Green's relations on the monoid of strong endomorphisms of graphs are explored. As an application, a short proof of the fact thats End(G) is regular is given. The author would like to thank Professor Dr. U. Knauer and Dr. E. Wilkeit for valuable advice and Professor T. E. Hall for helpful suggestions and corrections made to an earlier version of this paper.     

Convergence properties of the Runge-Kutta-Chebyshev method

Summary The Runge-Kutta-Chebyshev method is ans-stage Runge-Kutta method designed for the explicit integration of stiff systems of ordinary differential equations originating from spatial discretization of parabolic partial differential equations (method of lines). The method possesses an extended real stability interval with a length proportional tos ². The method can be applied withs arbitrarily large, which is an attractive feature due to the proportionality of withs ². The involved stability property here is internal stability. Internal stability has to do with the propagation of errors over the stages within one single integration step. This internal stability property plays an important role in our examination of full convergence properties of a class of 1st and 2nd order schemes. Full convergence means convergence of the fully discrete solution to the solution of the partial differential equation upon simultaneous space-time grid refinement. For a model class of linear problems we prove convergence under the sole condition that the necessary time-step restriction for stability is satisfied. These error bounds are valid for anys and independent of the stiffness of the problem. Numerical examples are given to illustrate the theoretical results.Dedicated to Peter van der Houwen for his numerous contributions in the field of numerical integration of differential equations.Paper presented at the symposium Construction of Stable Numerical Methods for Differential and Integral Equations, held at CWI, March 29, 1989, in honor of Prof. Dr. P.J. van der Houwen to celebrate the twenty-fifth anniversary of his stay at CWI     

Stronger than uniform convergence of multistep difference methods

This paper is concerned with the numerical integration of ordinary differential equations of the orderx. Sufficient conditions and also necessary ones are given for the s-th difference quotient of the approximate solution to approach thes-th derivative of the exact solution fors >0. This requires a more subtle examination of the multiplicities of the characteristic roots of modulus 1.The work reported in this paper was started when the author was a member of the Institut für Praktische Mathematik (Prof. Dr. Dr. h. c.A. Walther), Technische Hochschule, Darmstadt, Germany.     

The monoid of strong endomorphisms of a graph

We explicitly find all the idempotents in eachL(R)-class and all the inverses of each element of the strong endomorphism monoid of a graph. The number of these idempotents and inverses is also obtained. The author is deeply indebted to Professor Dr. T. E. Hall for his stimulating questions about this theme and much improvement made to an earlier version of this paper. The author would like to thank Professor Dr. U. Knauer and Dr. E. Wilkeit for helpful comments.     

Multimodality analysis of a class of multistage allocation problems

Multiple optimum solutions of a multistage allocation problem, well-known to chemical engineers, are analyzed. The number of local optima becomes greater with a decrease in the initial-condition value of the first stage or with an increase in the total stage number. The fact that this behavior is closely related to the flat portion of the profile of a curvef(x), which determines the objective function, is revealed. A construction method by Aris is used to give an excellent insight into this behavior. Moreover, the construction curves ensure that all stationary points are found. Finally, a theorem to discriminate local optima from stationary points, without evaluating second-order derivatives, is presented.The authors would like to thank Dr. I. Hashimoto and Dr. H. Nishitani for valuable discussions. Computations were carried out with the assistance of Messrs. H. Unno, H. Nakano, Y. Era, and Y. Ueno. The authors are indebted to the computing centers of Osaka University, Kyoto University, and Nagoya University for the use of their facilities.     

New approach for nonseparable dynamic programming problems

A general class of nonseparable dynamic problems is studied in a dynamic programming framework by introducingkth-order separability. The solution approach uses multiobjective dynamic programming as a separation strategy forkth-order separable dynamic problems. The theoretical grounding on which the optimal solution of the original nonseparable dynamic problem can be attained by a noninferior solution of the corresponding multiobjective dynamic programming problem is established. The relationship between the overall optimal Lagrangian multipliers and the stage-optimal Lagrangian multipliers and the relationship between the overall weighting vector and the stage weighting vector are explored, providing the basis for identifying the optimal solution of the original nonseparable problem from among the set of noninferior solutions generated by the envelope approach.This work was supported in part by NSF Grant No. CES-86-17984. The authors appreciate the comments from Dr. V. Chankong and the editorial work by Mrs. V. Benade and Dr. S. Hitchcock.     

GleichmÄ\ig trennscharfe Tests

Summary Generalizing a result of J. Neyman [5] necessary and sufficient conditions are given that for each simple hypothesis and each size there exists a randomized test which is uniformly most powerful against all alternatives. The class of all these tests is described explicitely.

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Zum Schlu\ möchte ich den Herren Professoren Dr. D. Bierlein, Dr. J. Pfanzagl und Dr. H. Richter für wertvolle Anregungen und Diskussionen danken.     

The contraction number of a multigrid method for solving the Poisson equation

Summary The treatment of a multigrid method in the framework of numerical analysis elucidates that regularity of the solution is not necessary for the convergence of the multigrid algorithm but only for fast convergence. For the linear equations which arise from the discretization of the Poisson equation, a convergence factor 0,5 is established independent of the shape of the domain and of the regularity of the solution.Dedicated to Professor Dr.Dr.h.c. Lothar Collatz on the occasion of his 70 th birthday     

An implicit one-step method of high-order accuracy for the numerical integration of ordinary differential equations

For a differential equationdx/dt=f(t, x) withf _t (t, x),f _x (t, x) computable, the author presents a new one-step method of high-order accuracy. A rule of controlling the mesh size is given and the method is compared with the Runge-Kutta method in two numerical examples.Dedicated to Professor Dr. Dr. h. c. L. Collatz for his 60^th birthday