Stability properties of collocation methods

Lower bounds for are given for which equidistant s-point collocation methods areA()-stable for arbitrarys.     

Circulant integral operators as preconditioners for Wiener-Hopf equations

In this paper, we study the solutions of finite-section Wiener-Hopf equations by the preconditioned conjugate gradient method. Our main aim is to give an easy and general scheme of constructing good circulant integral operators as preconditioners for such equations. The circulant integral operators are constructed from sequences of conjugate symmetric functions {C }. Letk(t) denote the kernel function of the Wiener-Hopf equation and be its Fourier transform. We prove that for sufficiently large if {C } is uniformly bounded on the real lineR and the convolution product of the Fourier transform ofC with uniformly onR, then the circulant preconditioned Wiener-Hopf operator will have a clustered spectrum. It follows that the conjugate gradient method, when applied to solving the preconditioned operator equation, converges superlinearly. Several circulant integral operators possessing the clustering and fast convergence properties are constructed explicitly. Numerical examples are also given to demonstrate the performance of different circulant integral operators as preconditioners for Wiener-Hopf operators.Research supported in part by HKRGC grant no. 221600070.     

Computing the Hilbert transform of a Jacobi weight function

We discuss the evaluation of the Hilbert transformf _–1 ¹ (t-)^–1 w(, )(t)dt,–1<<1, of the Jacobi weight functionw(, )(t)=(1–t))(1+t) by analytic and numerical means and also comment on the recursive computation of the quantitiesf _–1 ¹ )(t–)^–1 _n (t;w ^{(, ))} w ^{(, )}(t)dt,n=0, 1, 2, ..., where _n (·;w ^{(, )}) is the Jacobi polynomial of degreen.The work of the first author was supported in part by the National Science Foundation under grant DCR-8320561. The work of the second author was supported by the National Science Foundation under grant DMS-8419086.     

Finite difference methods and their convergence for a class of singular two point boundary value problems

Summary We discuss the construction of three-point finite difference approximations and their convergence for the class of singular two-point boundary value problems: (x y)=f(x,y), y(0)=A, y(1)=B, 0<<1. We first establish a certain identity, based on general (non-uniform) mesh, from which various methods can be derived. To obtain a method having order two for all (0,1), we investigate three possibilities. By employing an appropriate non-uniform mesh over [0,1], we obtain a methodM ₁ based on just one evaluation off. For uniform mesh we obtain two methodsM ₂ andM ₃ each based on three evaluations off. For =0,M ₁ andM ₂ both reduce to the classical second-order method based on one evaluation off. These three methods are investigated, theirO(h ²)-convergence established and illustrated by numerical examples.     

Superconvergence of numerical solutions to weakly singular Volterra integro-differential equations

Summary We discuss the application of a class of spline collocation methods to first-order Volterra integro-differential equations (VIDEs) which contain a weakly singular kernel (t–s)^– with 0<<1. It will be shown that superconvergence properties may be obtained by using appropriate collocation parameters and graded meshes. The grading exponents of graded meshes used are not greater thanm (the polynomial degree) which is independent of . This is in contrast to the theories of spline collocation methods for Volterra (or Fredholm) integral equation of the second kind. Numerical examples are given to illustrate the theoretical results.     

A parallel algorithm for discrete least squares rational approximation

Summary A new method for discrete least squares linearized rational approximation is presented. It generalizes the algorithm of Rutishauser-Gragg-Harrod-Reichel for discrete least squares polynomial approximation to the rational case. The algorithm is fast in the sense that it requires orderm computation time wherem is the number of data points and is the degree of the approximant. We describe how this algorithm can be implemented in parallel.     

Multiple discrete solutions of the incompressible steady-state Navier-Stokes equations

Summary This paper discusses the computation of multiple solutions of various discretizations of the steady state incompressible Navier-Stokes equations. Solution paths (,R) satisfying the discrete system of equationsH(,R)=0, where represents the discrete flow field andR is the Reynolds number, are computed using a pseudo arc-length continuation procedure. For flows over the back end of an axially symmetric body with a cusped tail in a coaxial circular cylinder, the solution paths often exhibit hairpin turning points. Dependence of the paths on the mesh spacing and various selections for the discretizations of the convective and diffusive terms are presented.Dedicated to Professor Ivo Babuka on the occasion of his 60th birthdayThis research was supported in part by the Naval Surface Warfare Center Independent Research Fund, the Naval Sea Systems Command, and the Office for Naval Research under Contracts N001484WR24012 and N0001486R24209, and was performed in part under the auspices of the U.S. Department of Energy by the Lawrence Livermore National Laboratory under contract number W-7405-ENG-48. Partial support under contract Number W-7405-ENG-48 was provided by the Applied Mathematical Sciences Program of the Office of Energy Research     

Admissibility of unbiased tests for a composite hypothesis with a restricted alternative

This paper discusses -admissiblility and d-admissiblity which are important concepts in studying the performance of statistical tests for composite hypotheses. A sufficient condition for -admissibility is presented. When =1/m, the Nomakuchi-Sakata test, which is uniformly more powerful than the likelihood ratio test for hypotheses min (₁, ₁) = 0 versus min (₁, ₁) > 0, is generalized for a class of distributions in an exponential family, and its unbiasedness and -admissibility are shown. Finally, the case of 1/m is discussed in brief.     

Similarity solutions of radially symmetric two-phase flow

When both the diffusivityD and fractional flow functionf have a power law dependence on the water content , i.e.D=D _o andf=⁺¹, the nonlinear transport equation for radially symmetric two phase flow can, in certain circumstances, be reduced to a weakly coupled system of two first order nonlinear ordinary differential equations. Numerical solutions of these equations for a constant flux boundary conditionV _wo and comparison with experimental data are given. In particular, when the fluxV _wo and a are related byV _wo( + 1)/D _o=2, a new fully explicit analytical solution is found as (r, t)=(1 – r ²/4D _ot)^1/ forr ² < 4D _ot/ and (r, t)=0 forr ² 4D _ot/ We show that the existence of this exact soution is due to the presence of a Lagrangian symmetry.     

Hulls for Various Kinds of α-Completeness in Archimedean Lattice-Ordered Groups

Within Archimedean -groups, and with an infinite cardinal or , we consider X-hulls where X stands for any of the following classes of -groups: -projectable; laterally -complete; boundedly laterally -complete; conditionally -complete; combinations of the preceding, together with divisibility and/or relative uniform completeness. All these hulls exist, and may be obtained by iterated adjunction of the required extra elements, within the essential hull. When the -groups is relatively -complemented one step in the iteration suffices for several crucial properties. We derive from the above a considerable number of equations involving combinations of these hull operators.     

A relationship between the Mahler measure and the discriminant of algebraic numbers

In this note we show that in the well-known Dobrowolski estimate lnM() (ln lnd/ lnd)3,d , where is a nonzero algebraic number of degreed that is not a root of unity andM() is its Mahler measure, the parameterd can be replaced by the quantity=d/() ^1/d, where () is the modulus of the discriminant of. To this end, must satisfy the condition deg ^p=deg for any primep.Translated fromMatematicheskie Zametki, Vol. 59, No. 3, pp. 415–420, March, 1996.     

On a hypothesis on Poincaré series

Let F(x₁,..., x_m) (m1) be a polynomial with integral p-adic coefficients, and let N, be the number of solutions of the congruence F(x₁,..., X_m)=0 mod A proof is given that the Poincaré series (t) = ₀ N t is rational for a class of isometrically-equivalent polynomials of m variables (m2) containing a form of degree n2 of two variables.Translated from Matematicheskie Zametki, Vol. 14, No. 3, pp. 453–463, September, 1973.The author wishes to thank N. G. Chudakov for discussing this paper and for his helpful advice.     

Finding the αn-th largest element

We describe an algorithm for selecting the n-th largest element (where 0<<1), from a totally ordered set ofn elements, using at most (1+(1+o(1))H())·n comparisons whereH() is the binary entropy function and theo(1) stands for a function that tends to 0 as tends to 0. For small values of this is almost the best possible as there is a lower bound of about (1+H())·n comparisons. The algorithm obtained beats the global 3n upper bound of Schönhage, Paterson and Pippenger for <1/3.     

A 0-stable linear multistep formulas of theα-type

The-type linear multistep formulas are a generalization of the Adams-type formulas. This paper is concerned with completely characterizing theA ₀-stability of thek-step, orderk -type formulas. Specifically, all such formulas of orders 4 or less are identified and it is shown that no-type formulas of order 5 or more exist. These theorems generalize some previous results.     

Optimal quadrature formula of Markov's and Locher's type with weight function

Summary A quadrature formula of Markov's type with a weight functionx (1–x), which has properties of formulas exact for polynomials of a given degree and properties of optimal formulas on some sets of functions, is given. The particular case of formula (where ==p=q=0) is the formula of Locher [1, 2].     

On Some Interpolation Rules for Lattice Ordered Groups

Let be an infinite cardinal. In this paper we define an interpolation rule IR() for lattice ordered groups. We denote by C() the class of all lattice ordered groups satisfying IR(), and prove that C() is a radical class.     

Fredholm integro-differential equation

We consider numerical solution of an integro-differential equation with nonsmooth initspaial values. Unique solvability in Sobolev spaceW ₂ (0, 1), =1,2, is proved. We establish the rate of convergence of the approximate solution to the exact solution in fractional spacesW ₂ ⁺¹ , 01, with approximation order O(h ^++1/2 ) for 01/2 andO(h ⁺¹ |ln h|1/2, for 1/2 #x2264;1.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 64, pp. 8–16, 1988.     

Backward perturbation analysis of certain characteristic subspaces

Summary This paper gives optimal backward perturbation bounds and the accuracy of approximate solutions for subspaces associated with certain eigenvalue problems such as the eigenvalue problemAx=x, the generalized eigenvalue problem Ax=Bx, and the singular value decomposition of a matrixA. This paper also gives residual bounds for certain eigenvalues, generalized eigenvalues and singular values.This subject was supported by the Swedish Natural Science Research Council and the Institute of Information Processing of the University of Umeå.     

Sur la convergence presque sure,au sens de Cesaro d'ordre α, 0<α<1, de variables aléatoires indepéndantes et identiquement distribuées

Summary We prove the following theorem: «Given 0<1, the (C, )-means of a sequence of i.i.d. random variables X _n converge a.s. iff E|X _n|^1/<.» For 1/2<1 and 0<<1/2 this result is essentially known. We give here a proof of the case =1/2; an important tool is a theorem of Hsu and Robbins [5].     

On the convergence of multistep methods for nonlinear stiff differential equations

Summary Convergence estimates are given forA()-stable multistep methods applied to singularly perturbed differential equations and nonlinear parabolic problems. The approach taken here combines perturbation arguments with frequency domain techniques.