Error bounds for the solution of nonlinear two-point boundary value problems by Galerkin's method

Letu be the solution of the differential equationLu(x)=f(x, u(x)) forx(0,1) (with appropriate boundary conditions), whereL is an elliptic differential operator. Letû be the Galerkin approximation tou with polynomial spline trial functions. We obtain error bounds of the form , where 0jm andmk2m+q,p=2 orp=,h is the mesh size andq is a non negative integer depending on the splines being used.This research was supported in part by the Office of Naval Research under Contract N00014-69-A0200-1017.     

Flat points of two-dimensional Brownian motion

Summary SupposeZ(·) is a two-dimensional Brownian motion. It is shown that a.s. there existt ₀ and >0 such thatZ(t ₀) is an extremal point of the convex hull of {Z(t)|t ₀–tt₀} and also an extremal point of the convex hull of {Z(t)|t ₀tt₀+} and, moreover, the tangent lines to the convex hulls atZ(t ₀) form a non-zero angle.The result is related to the following unsolved problem of S.J. Taylor. Do there exist a.s.t ₀ and >0 such that the intersection of the convex hulls of {Z(t)|t ₀–tt₀} and {Z(t)|t ₀tt₀+} contains onlyZ(t ₀)?This research was partially supported by Grant-in-Aid for Scientific Research (No. 400101540202), Ministry of Education, Science and Culture     

Asymptotic approximation of crossing probabilities of random sequences

Summary Let {X _i , i1} be a random sequence and {u _ni ,1in, n1} be an array of boundary values. We consider the asymptotic approximation of the probability P _n =P{X _i u _ni ,1in} by . We give sufficient conditions on X _i such that P _n–P _n ^* 0 as n. This generalizes the situation considered in extreme-value theory where the boundary is constant in i. The general theory is applied in particular to Gaussian cases.     

Fully discrete Galerkin approximations of parabolic boundary-value problems with nonsmooth boundary data

Summary In this paper we study the convergence properties of a fully discrete Galerkin approximation with a backwark Euler time discretization scheme. An approach based on semigroup theory is used to deal with the nonsmooth Dirichlet boundary data which cannot be handled by standard techniques. This approach gives rise to optimal rates of convergence inL _p[O,T;L ₂()] norms for boundary conditions inL _p[O,T;L ₂()], 1p.     

Einschließungsaussagen für gewöhnliche Differentialoperatoren

Summary For differential operatorsM of second order (as defined in (1.1)) we describe a method to prove Range-Domain implications—Mu–u and an algorithm to construct these functions , , , . This method has been especially developed for application to non-inverse-positive differential operators. For example, for non-negativea ₂ and for given functions = we require =C ₀[0, 1] C ₂([0, 1]–T) whereT is some finite set), (M) (t)(t), (t[0, 1]–T) and certain additional conditions for eachtT. Such Range-Domain implications can be used to obtain a numerical error estimation for the solution of a boundary value problemMu=r; further, we use them to guarantee the existence of a solution of nonlinear boundary value problems between the bounds- and .     

Dominated, diagonal polynomials on ℓ p spaces

We show that the r-dominated polynomials on _p(2 p ) are integral on ₁, and give examples proving that the converse is not true. We characterize when the 2-homogeneous, diagonal polynomials on _p(1 < p ) are r-dominated. We prove that, unlike the linear case, there are nuclear polynomials which are not 1-dominated.Received: 6 June 2004; revised: 28 September 2004     

Concerning the solution set ofAx=b whereP≦A≦Q andp≦b≦q

Summary LetPQ ben×n real matrices so that ifPAQ for some matrixA, thenA is nonsingular. Letp andq ben-dimensional real column vectors. This paper determines the set of all solutionsx to the equationAx=b for allA andb so thatPAQ andpbq.     

On the value of a logarithmic-trigonometric integral

A closed expression is derived for the integral ₀ ^/2 log ⁿ cosxlog ^p sinxdx, wheren andp are non-negative integers. As already remarked by Nielsen in a monograph on the generalized polylogarithms published early in this century, this integral is equal to times a homogeneous polynomial in (q) (the Riemann zeta function for integer arguments) and log 2, with rational coefficients. Explicit expressions for the integral are given for 0<n4, 0p4, most of which have been found from the general formula by means of a computer.Part of this work was done during the author's leave of absence at the Institute of Theoretical Physics at McGill University, Montreal, Quebec, Canada. This work was supported in part by the National Research Council of Canada.     

Cardinal hermite interpolation with box splines II

Summary In the present work we extent the results in [RS] on CHIP, i.e. Cardinal Hermite Interpolation by the span of translates of directional derivatives of a box spline. These directional derivatives are that ones which define the type of the Hermite Interpolation. We admit here several (linearly independent) directions with multiplicities instead of one direction as in [RS]. Under the same assumptions on the smoothness of the box spline and its defining matrixT we can prove as in [RS]: CHIP has a system of fundamental solutions which are inL L ² together with its directional derivatives mentioned above. Moreover, for data sequences inl ^p ( ^d ), 1p2, there is a spline function inL ^p, 1/p+1/p=1, which solves CHIP.Research supported in part by NSERC Canada under Grant # A7687. This research was completed while this author was supported by a grant from the Deutscher Akademischer Austauschdienst     

On the convexity of the sum of the first eigenvalues of operators depending on a real parameter

Let ₁ (k) ₂ (k) be the eigenvalues of an operator of a certain type depending on a real parameterk. The paper shows that under certain requirements on the operator and on the nature of its dependence onk, the sum ₁ (k)++ _N (k) is a concave function ofk, for any positive integerN.

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Zusammenfassung Seien ₁ (k) ₂ (k) die Eigenwerte eines von einem reellen Parameterk abhängigen Operators. Man zeigt, daß unter gewissen Voraussetzungen über den Operator und seine Abhängigkeit vonk die Summe ₁ (k)++ _N (k) für jedesN eine konkave Funktion vonk ist.

     

Representations of integers as sums of powers with increasing exponents

Let(n) be the least integer such thatn may be represented in the formn=x ₁ ² +x ₂ ³ +...+x _(n) ⁽ⁿ⁾⁺¹ wherex ₁,x ₂, ...,x _(n) are natural numbers. We computed(n) forn 250 000 and found that(n) 5 for all thesen exceptn=56, 160 for which(n)=6. Also(n) 4 for 41542<n<=250 000.     

О полноте систем функ ций и систем ортогона льных многочленов

The paper is devoted to the study of completeness problem of systems { ⁿ (x)} _n=0 inL ^p (a, b), where –a<b+,(x) is a weight function subject to mild assumptions, and(x) is a continuous function on (a,b), either bounded or unbounded in the neighbourhood of the end-points of (a,b). It turns out that this problem is connected with that of quasianalyticity of certain additive set of functions at a given point. As the most important application of the general results, the completeness problem is treated for systems of orthogonal polynomials.     

On Rounding Error Sums Related to the Circle Problem

For a large real parameter t and 0 a b we consider sums where is the rounding error function, i.e. (z) = z - [z] - 1/2. We generalize Huxley's well known estimate by showing that holds uniformly in 0 a b . Fruther, we investigate an analogous question related to the divisor problem and show that the inequality , which (due to Huxley) holds uniformly in 0 a b , and which is in general not true for 1 a b t, is true uniformly in 0 a b .     

Holomorphe Funktionen auf Gebieten über Banach-Räumen zu vorgegebenen Konvergenzradien

Given a function: ₊ on a domain spread over an infinite dimensional complex Banach space E with a Schauder basis such that -log is plurisubharmonic and d (d denotes the boundary distance on ) one can find a holomorphic function f: with _f, where _f is the radius of convergence of f. If, in addition, is locally Lipschitz continuous with constant 1, f can be chosen so that (3M)^–1 _f, where M is the basis constant of E. In the particular case of E= ₁ there are holomorphic functions f on with= _f.     

Product-integration with the Clenshaw-Curtis and related points

Summary This paper is concerned with the theoretical properties of a productintegration method for the integral , wherek is absolutely integrable andf is continuous. The integral is approximated by , where the points are given byx _ni =cos(i/n, 0in, and where the weightsw _ni are chosen to make the rule exact iff is any polynomial of degree n. The principal result is that ifkL _p [–1, 1] for somep>1, then the rule converges to the exact result asn for all continuous (or indeed R-integrable) functionsf, and moreover that the sum of the absolute values of the weights converges to the least possible value, namely . A limiting expression for the individual weights is also obtained, under certain assumptions. The results are exteded to other point sets of a similar kind, including the classical Chebyshev points.     

A separation theorem for semicontinuous functions on preordered topological spaces

Suppose that X is a topological space with preorder , and that –g, f are bounded upper semicontinuous functions on X such that g(x) f(y) whenever x y. We consider the question whether there exists a bounded increasing continuous function h on X such that g h f, and obtain an existence theorem that gives necessary and sufficient conditions. This result leads to an extension theorem giving conditions that allow a bounded increasing continuous function defined on an open subset of X to be extended to a function of the same type on X. The application of these results to extremally disconnected locally compact spaces is studied.Received: 26 May 2004     

Quelques propriétés des solutions de l'équation de Ginzburg-Landau sur un ouvert de ∝2

For a solution u of –u=u(1–|u|²) on the whole plane, |u|<1 holds everywhere unless u=eⁱ for some ; the derivatives of order k have moduli a constant M _kdepending only on k. For a solution u on an open set ², the moduli of u and its derivatives have upper bounds depending only on the distance to ²\ therefore the set of solutions on a given is compact in C() for the topology of uniform convergence on compact subsets of . For a solution u such that |u|<1, 1–|u| satisfies an estimation similar to the classical Harnack inequality for positive harmonic functions.Finally, if is bounded and |u| has a lim supm at each boundary point, the |u|m in if m1, but if m<1 then |u| admits only a majorant S _m with values in ]m, 1[ and sufficient conditions are given for lim S _m =0 or S _m =O(m) as m0.

     

Temps locaux d'intersection de mouvements browniens perturbés et applications

Résumé On montre l'existence des temps locaux d'intersection pour les semimartingales continues à valeurs dans ^d dont la partie martingale est brownienne (d3). Pourd=2, on obtient une formule de Tanaka et un résultat de renormalisation du type de celui de Varadhan.

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Summary Continuous semimartingales in ^d which martingale part is a brownian motion are shown to admit self-intersection local times ford3. Whend=2, we obtain a Tanaka formula and a Varadhan type renormalization.

     

Localization of a theorem of Ambos-Spies and the strong anti-splitting property

LetA be an r.e. nonrecursive set. We sayA has thestrong antisplitting property if there exists an r.e. setB with 0< _T B< _T A such that ifA ₁ A ₂=A andA ₁A ₂=0 thenA _{1 T} B impliesA _{1 T} 0 andB _T A ₁ impliesA _{1 T} A. It is shown that below any high r.e. degree there exists an r.e. set with the strong antisplitting property. The main ingredient of the proof is a localization of Ambos-Spies' result that the cup or cap theorem fails forW-degrees.Research partially supported by N.U.S. Grant RP 85/83 (Singapore).     

On a problem of Erdös and Alladi

We give an estimate for the quantity {f(n):nx, p(n)y}, wherep(n) denotes the greatest prime factor ofn andf belongs to a certain class of multiplicative functions. As an application, we show that for the Moebius function, ({(n):nx, p(n)y}) ({1:nx, p(n)y})^–1 tends to zero, asx, uniformly iny2, and thus settle a conjecture of Erdös.Supported by a grant from the Deutsche Forschungsgesellschaft.