A degenerate Neumann problem for quasilinear elliptic integro-differential operators

This paper is devoted to the study of the following degenerate Neumann problem for a quasilinear elliptic integro-differential operator Here is a second-order elliptic integro-differential operator of Waldenfels type and is a first-order Ventcel' operator with a(x) and b(x) being non-negative smooth functions on such that on . Classical existence and uniqueness results in the framework of H?lder spaces are derived under suitable regularity and structure conditions on the nonlinear term f(x,u,Du). Received April 22, 1997; in final form March 16, 1998     

Zero sets of solutions to semilinear elliptic systems of first order

Consider a nontrivial smooth solution to a semilinear elliptic system of first order with smooth coefficients defined over an n-dimensional manifold. Assume the operator has the strong unique continuation property. We show that the zero set of the solution is contained in a countable union of smooth (n−2)-dimensional submanifolds. Hence it is countably (n−2)-rectifiable and its Hausdorff dimension is at most n−2. Moreover, it has locally finite (n−2)-dimensional Hausdorff measure. We show by example that every real number between 0 and n−2 actually occurs as the Hausdorff dimension (for a suitable choice of operator). We also derive results for scalar elliptic equations of second order. Oblatum 22-V-1998 & 26-III-1999 / Published online: 10 June 1999     

Mixed finite element approximation of a degenerate elliptic problem

Summary. We present a mixed finite element approximation of an elliptic problem with degenerate coefficients, arising in the study of the electromagnetic field in a resonant structure with cylindrical symmetry. Optimal error bounds are derived. Received May 4, 1994 / Revised version received September 27, 1994     

Spectral asymptotics of periodic elliptic operators

We demonstrate that the structure of complex second-order strongly elliptic operators H on with coefficients invariant under translation by can be analyzed through decomposition in terms of versions , , of H with z-periodic boundary conditions acting on where . If the s emigroup S generated by H has a H?lder continuous integral kernel satisfying Gaussian bounds then the semigroups generated by the have kernels with similar properties and extends to a function on which is analytic with respect to the trace norm. The sequence of semigroups obtained by rescaling the coefficients of by converges in trace norm to the semigroup generated by the homogenization of . These convergence properties allow asymptotic analysis of the spectrum of H. Received September 1, 1998; in final form January 14, 1999     

An inverse problem for an elliptic equation with an affine term

We consider the following elliptic boundary value problem: on , u = 0 on where is a smooth bounded planar domain. We show that for a large class of domains and for any such that is not identically constant there exist at most finitely many different pairs of coefficients such that the problem has a solution with the normal flux on . Received: 4 February 1999     

On the convergence of multipoint iterations

Summary. This note gives a new convergence proof for iterations based on multipoint formulas. It rests on the very general assumption that if the desired fixed point appears as an argument in the formula then the formula returns the fixed point. Received March 24, 1993 / Revised version received January 1994     

Quadratic convergence of potential-reduction methods for degenerate problems

Global and local convergence properties of a primal-dual interior-point pure potential-reduction algorithm for linear programming problems is analyzed. This algorithm is a primal-dual variant of the Iri-Imai method and uses modified Newton search directions to minimize the Tanabe-Todd-Ye (TTY) potential function. A polynomial time complexity for the method is demonstrated. Furthermore, this method is shown to have a unique accumulation point even for degenerate problems and to have Q-quadratic convergence to this point by an appropriate choice of the step-sizes. This is, to the best of our knowledge, the first superlinear convergence result on degenerate linear programs for primal-dual interior-point algorithms that do not follow the central path. Received: February 12, 1998 / Accepted: March 3, 2000?Published online January 17, 2001     

On second-order periodic elliptic operators in divergence form

We consider second-order, strongly elliptic, operators with complex coefficients in divergence form on . We assume that the coefficients are all periodic with a common period. If the coefficients are continuous we derive Gaussian bounds, with the correct small and large time asymptotic behaviour, on the heat kernel and all its H?lder derivatives. Moreover, we show that the first-order Riesz transforms are bounded on the -spaces with . Secondly if the coefficients are H?lder continuous we prove that the first-order derivatives of the kernel satisfy good Gaussian bounds. Then we establish that the second-order derivatives exist and satisfy good bounds if, and only if, the coefficients are divergence-free or if, and only if, the second-order Riesz transforms are bounded. Finally if the third-order derivatives exist with good bounds then the coefficients must be constant. Received in final form: 28 February 2000 / Published online: 17 May 2001     

A procedure to calculate torsion¶of elliptic curves over ℚ

We present an algorithm which uses the analytic parameterization of elliptic curves to rapidly calculate torsion subgroups, and calculate its running time. This algorithm is much faster than the “traditional” Lutz–Nagell algorithm used by most computer algebra systems to calculate torsion subgroups. Received: 7 August 1997 / Revised version: 28 November 1997     

On linear, degenerate backward stochastic partial differential equations

In this paper we study the well-posedness and regularity of the adapted solutions to a class of linear, degenerate backward stochastic partial differential equations (BSPDE, for short). We establish new a priori estimates for the adapted solutions to BSPDEs in a general setting, based on which the existence, uniqueness, and regularity of adapted solutions are obtained. Also, we prove some comparison theorems and discuss their possible applications in mathematical finance. Received: 24 September 1997 / Revised version: 3 June 1998     

Concavity estimates for a class of nonlinear elliptic equations in two dimensions

We study solutions of the nonlinear elliptic equation on a bounded domain in . It is shown that the set of points where the graph of the solution has negative Gauss curvature always extends to the boundary, unless it is empty. The meethod uses an elliptic equation satisfied by an auxiliary function given by the product of the Hessian determinant and a suitable power of the solutions. As a consequence of the result, we give a new proof for power concavity of solutions to certain semilinear boundary value problems in convex domains. Received: 12 January 2000; in final form: 15 March 2001 / Published online: 4 April 2002     

Rational approximation to orthogonal bases and of the solutions of elliptic equations

It is shown that given , an orthogonal basis of can be approximated by an orthogonal basis , where has integral and have rational components, such that the angle between and is at most and the length , . This improves the length of the integral approximation due to Schmidt (1995). As an application, we improve a theorem of Kocan (1995) about the minimal size of grids in the solutions of elliptic equations. Our result fits the need in Kuo and Trudinger (1990). Received January 27, 1997 / Revised version received April 1, 1998     

Analysis of the quasi-Laguerre method

The quasi-Laguerre's iteration formula, using first order logarithmic derivatives at two points, is derived for finding roots of polynomials. Three different derivations are presented, each revealing some different properties of the method. For polynomials with only real roots, the method is shown to be optimal, and the global and monotone convergence, as well as the non-overshooting property, of the method is justified. Different ways of forming quasi-Laguerre's iteration sequence are addressed. Local convergence of the method is proved for general polynomials that may have complex roots and the order of convergence is . Received June 30, 1996 / Revised version received August 12, 1996     

On Halley iteration

This paper proposes some modified Halley iterations for finding the zeros of polynomials. We investigate the non-overshoot properties of the modified Halley iterations and other important properties that play key roles in solving symmetric eigenproblems. We also extend Halley iteration to systems of polynomial equations in several variables. Received March 20, 1996 / Revised version received December 5, 1997     

Tangent Graeffe iteration

Summary.   Graeffe iteration was the choice algorithm for solving univariate polynomials in the XIX-th and early XX-th century. In this paper, a new variation of Graeffe iteration is given, suitable to IEEE floating-point arithmetics of modern digital computers. We prove that under a certain generic assumption the proposed algorithm converges. We also estimate the error after N iterations and the running cost. The main ideas from which this algorithm is built are: classical Graeffe iteration and Newton Diagrams, changes of scale (renormalization), and replacement of a difference technique by a differentiation one. The algorithm was implemented successfully and a number of numerical experiments are displayed. Received May 29, 1998 / Revised version received September 13, 1999 / Published online April 5, 2001     

On the locking phenomenon for a class of elliptic problems

Summary. In this paper we study the numerical behaviour of elliptic problems in which a small parameter is involved and an example concerning the computation of elastic arches is analyzed using this mathematical framework. At first, the statements of the problem and its Galerkin approximations are defined and an asymptotic analysis is performed. Then we give general conditions ensuring that a numerical scheme will converge uniformly with respect to the small parameter. Finally we study an example in computation of arches working in linear elasticity conditions. We build one finite element scheme giving a locking behaviour, and another one which does not. Revised version received October 25, 1993     

On Macaulayfication of sheaves

Let X be a quasi-projective scheme and ℱ a coherent sheaf of modules over X such that its non-Cohen–Macaulay locus is at most one dimensional. We use and extend the techniques of Brodmann to construct proper birational morphisms of quasi-projective schemes f:Y→X and Cohen–Macaulay coherent sheaves of modules over Y that are isomorphic to the pull-back of ℱ away from the exceptional locus of f. Certain blow-ups of X at locally complete intersections subschemes which contain non-reduced scheme structures on the non-Cohen–Macaulay locus of ℱ are the main part of the construction. Received: 19 February 1998 / Revised version: 28 December 1998