Characterization of allA-stable methods of order 2m-4

The characterization ofA-stable methods is often considered as a very difficult task (see e.g. [1]). In recent years, simple proofs have been found for methods of orderp2m-2 (see [2], [3], [7]). In this paper, we characterize theA-acceptable approximations of orderp 2m-4 and apply the result to 12-parameter families of implicit Runge-Kutta methods.     

Quadrature formulas with positive weights

Recent developments in the theory of stability or contractivity of numerical methods for solving ordinary differential equations (see for instance [4], [5], [8]) have renewed the interest for the study of quadrature formulas with positive weights. Nørsett-Wanner [8] and Burrage [2], [3] have given characterisation of such quadrature formulas of order 2m–2 or 2m–3. In this paper we extend these investigations to the case of formulas of order 2m–4 and then to the case where the order is 2m–7. Finally we use these results to characterise the algebraically stable methods out of a 12-parameter family of implicit Runge-Kutta methods of order 2m–4.     

Über konvergente Zerlegungen von Matrizen

LetA, M, N ben × n real matrices, letA=M–N, letA andM be nonsingular. LetMy0 implyNy0 (where the prime denotes the transpose). ThenAy0 impliesNy0 if and only if the spectral radius (M ^–1 N) ofM ^–1 N is less than one. This complements a result of Mangasarian, given in [1]. The same conclusions are true ifA, M, andN are replaced byA, M, andN respectively. The proof given here does not make use of the Perron-Frobenius theorem.

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Herrn Professor Dr. Johannes Weissinger zum 60. Geburtstag gewidmet     

A bounded law of the iterated logarithm for Hilbert space valued martingales and its application to U-statistics

Summary A bounded law of the iterated logarithm for martingales with values in a separable Hilbert space H is proved. It is then applied to prove invariance principles for U-statistics for independent identically distributed (-valued) random variables {X _j , j1} and a kernel h: ^m H, m2, which is degenerate for the common distribution function of X _j , j1. This extends to general m results of an earlier paper on this subject and even gives new results in the case H=.     

A- andB-stability for Runge-Kutta methods-characterizations and equivalence

Summary Using a special representation of Runge-Kutta methods (W-transformation), simple characterizations ofA-stability andB-stability have been obtained in [9, 8, 7]. In this article we will make this representation and their conclusions more transparent by considering the exact Runge-Kutta method. Finally we demonstrate by a numerical example that for difficult problemsB-stable methods are superior to methods which are onlyA-stable.Talk, presented at the conference on the occasion of the 25th anniversary of the founding ofNumerische Mathematik, TU Munich, March 19–21, 1984     

Inequalities for moments of tails of random variables,with a queueing application

Summary For a non-negative random variable X and 1 such that EX<, E(X-Y) ⁺ /{E(X-y) ₊}⁺ is monotonic-decreasing in y, and hence no smaller than EX . Inequalities for E(X-Y) ₊ E(, 1, y, z0) are also given. This relation enables an inequality of Kingman for the mean waiting time in a stationary GI/G/1 queue to be sharpened.Work done as Visiting Fellow, Department of Statistics, University of Melbourne     

The algebraic radical of a normed ideal inL 1(G)

LetA be a proper normed ideal (in the sense ofCigler) insideL ¹ (G), whereG is a non-discrete LCA group. This is proved: For each integern1 there existsfL ¹ (G) such thatf, f ² ,..., f ^nA whilef ⁿ⁺¹ A.     

Positivity notions for coherent sheaves over compact complex spaces

LetX be a reduced compact complex space, X a coherent sheaf, andV=V() its associated linear fiber space. LetV _R be the reduction ofV, letA be the analytic set inX over which is not locally-free, and letV be the closure inV _R ofV _R |(X–A). is (primary) weakly positive if the zerosection ofV (V) is exceptional. is (primary) cohomologically positive if, for any coherent sheaf X, for all 0,k1. Then is (primary) weakly positive if and only if is (primary) cohomologically positive.LetX be a normal irreducible compact complex space. ThenX is Moishezon if and only if it carries a primary weakly positive, and hence primary cohomologically positive, coherent sheaf.Several other positivity notions are also discussed.     

The Whitehead Group of the Novikov Ring

The Bass–Heller–Swan–Farrell–Hsiang–Siebenmann decomposition of the Whitehead group K ₁(A[z,z^-1]) of a twisted Laurent polynomial extension A[z,z^-1] of a ring A is generalized to a decomposition of the Whitehead group K ₁(A((z))) of a twisted Novikov ring of power series A((z))=A[[z]][z^-1]. The decomposition involves a summand W₁(A, ) which is an Abelian quotient of the multiplicative group W(A,) of Witt vectors 1+a₁z+a₂z²+ ··· A[[z]]. An example is constructed to show that in general the natural surjection W(A, )^ab W₁(A, ) is not an isomorphism.     

On the choice of γ for singly-implicit RK or Rosenbrock methods

Following the slogan a picture is better than thousand data, for restricted Padé approximations with one realm-fold pole atz=1/ of orderm, we plot the error constants, the maximal error for negative realz as functions of, as well as the regions ofA- resp.A(0)-stability.     

Sample path behaviour in connection with generalized arcsine laws

Summary LetG=(G(t),t0) be the process of last passage times at some fixed point of a Markov process. The Dynkin-Lamperti theorem provides a necessary and sufficient condition forG(t)/t to converge in law ast to some non-degenerate limit (which is then a generalized arcsine law). Under this condition, we give a simple integral test that characterizes the lower-functions ofG. We obtain a similar result forA ⁺=(A ⁺ (t),t0), the time spent in [0, ) by a real-valued diffusion process, in connection with Watanabe's recent extension of Lévy's second arcsine law.     

Pinching constants for hyperbolic manifolds

Summary We show in this paper that for everyn4 there exists a closedn-dimensional manifoldV which carries a Riemannian metric with negative sectional curvatureK but which admits no metric with constant curvatureK–1. We also estimate the (pinching) constantsH for which our manifoldsV admit metrics with –1K–H.     

A convergent splitting of matrices

LetA, M, N ben ×n real matrices, letA = M– N, letA andM be nonsingular, letM y 0 implyN y 0, and letA y 0 implyN y 0 (where the prime denotes the transpose). Then the spectral radius(M ^–1 N) ofM ^–1 N is less than one, and the iterative processx ⁱ⁺¹ =M ^–1 N x ⁱ +M ^–1 b converges to the solution ofA x = b starting from anyx ⁰.Sponsored by the Mathematics Research Center, United States Army, Madison, Wisconsin, under Contract No. DA-31-124-ARO-D-462, and in part by the National Science Foundation under Grant NSF GP-6070.     

Lyapunov exponents and relative entropy for a stochastic flow of diffeomorphisms

Summary The Lyapunov exponents _{1 2}... _d for a stochastic flow of diffeomorphisms of a d-dimensional manifold M (with a strongly recurrent one-point motion) describe the almost-sure limiting exponential growth rates of tangent vectors under the flow. This paper shows how the Lyapunov exponents are related to measure preserving properties of the stochastic flow on M and of the induced stochastic flow on the projective bundle PM. Relative entropy is used to quantify the extent to which a measure fails to be invariant under the flow. The results include the following. If M is compact and if the one-point motion on M is a non-degenerate diffusion with stationary probability measure then ₁+...+ _d 0 with equality if and only if the flow preserves almost surely; if in addition the induced one-point motion on PM satisfies a weak non-degeneracy condition then ₁=...= _d if and only if there is a smooth Riemannian structure on M with respect to which the flow is conformal almost surely.     

Characterization of {v μ+1 + 2v μ,v μ + 2v μ − 1;t,q}-min · hypers and its applications to error-correcting codes

Recently, Hamada [5] characterized all {v ₂ + 2v ₁,v ₁ + 2v ₀;t,q}-min · hypers for any integert 2 and any prime powerq 3 wherev _l = (q ^l – 1)/(q – 1) for any integerl 0. The purpose of this paper is to characterize all {v _{+ 1} + 2v ,v + 2v _{– 1};t,q}-min · hypers for any integerst, and any prime powerq such thatt 3, 2 t – 1 andq 5 and to characterize all (n, k, d; q)-codes meeting the Griesmer bound (1.1) for the casek 3, d = q ^k-1 – (2q ^-1 +q ) andq 5 using the results in Hamada [3, 4, 5].     

The compact support property for solutions to the heat equation with noise

Summary We consider all solutions of a martingale problem associated with the stochastic pde and show thatu(t,·) has compact support for allt0 ifu(0,·) does and if <1. This extends a result of T. Shiga who derived this compact support property for 1/2 and complements a result of C. Mueller who proved this property fails if 1.The author's research was supported by an NSF grant and an NSERC operating grantThe author's research was supported by an NSERC operating grant     

The octahedron equation implies the cube equation: An elementary proof

It has been proved by L. Sweet that the octahedron functional equation implies the cube functional equation in all dimensionsn1. In this note we give an elementary proof of this theorem.     

Points cônes du mouvement brownien plan,le cas critique

Summary LetB=(B _t,t0) be a planar Brownian motion and let >0. For anyt0, the pointz=B _t is called a one-sided cone point with angle if there exist >0 and a wedgeW(,z) with vertexz and angle such thatB _sW(,z) for everys[t, t+]. Burdzy and Shimura have shown independently that one-sided cone points with angle exist when >/2 but not when      

On the semimartingale representation of reflecting Brownian motion in a cusp

Summary LetC be the symmetric cusp {(x, y)²:–x yx ,x0} where >1. In this paper we decide whether or not reflecting Brownian motion inC has a semimartingale representation. Here the reflecting Brownian motion has directions of reflection that make constant angles with the unit inward normals to the boundary. Our results carry through for a wide class of asymmetric cusps too.     

Absolute monotonicity of polynomials occurring in the numerical solution of initial value problems

Summary This paper deals with polynomial approximations ø(x) to the exponential function exp(x) related to numerical procedures for solving initial value problems. Motivated by positivity and contractivity requirements imposed on these numerical procedures we study the smallest negative argument, denoted by –R(ø), at which ø is absolutely monotonic. For given integersp1,m1 we determine the maximum ofR(ø) when ø varies over the class of all polynomials of a degree m with (forx0).