An asymptotically hierarchy-consistent, iterative sequence transformation for convergence acceleration of Fourier series

We derive the I transformation, an iterative sequence transformation that is useful for the convergence acceleration of certain Fourier series. The derivation is based on the concept of hierarchical consistency in the asymptotic regime. We show that this sequence transformation is a special case of the J transformation. Thus, many properties of the I transformation can be deduced from the known properties of the J transformation (like the kernel, determinantal representations, and theorems on convergence behavior and stability). Besides explicit formulas for the kernel, some basic convergence theorems for the I transformation are given here. Further, numerical results are presented that show that suitable variants of the I transformation are powerful nonlinear convergence accelerators for Fourier series with coefficients of monotonic behavior. This revised version was published online in August 2006 with corrections to the Cover Date.     

On summation formulas due to Plana, Lindelöf and Abel, and related Gauss-christoffel rules, I

Three methods, old but not so well known, transform an infinite series into a complex integral over an infinite interval. Gauss quadrature rules are designed for each of them. Various questions concerning their construction and application are studied, theoretically or experimentally. They are so efficient that they should be considered for the development of software for special functions. Applications are made to slowly convergent alternating and positive series, to Fourier series, to the numerical analytic continuation of power series outside the circle of convergence, and to ill-conditioned power series.     

A new application of Lagrange-Bürmann expansions. I. General principle

A new scheme is developed for improving the convergence of slowly convergent series solutions. The method is based on a transformation of variables of similarity form whereby the resulting composite function is constructed by its Lagrange-Bürmann expansion. It is the improved convergence of the new expansion that we take most advantage of in this method. The convergence of the Lagrange-Bürmann expansion as well as its inversion scheme is proved for analytic (object) functions. The inversion is required to recover from the Lagrange-Bürmann expansion the object function which is imbedded in the mapping functions. Several numerical examples demonstrate the improved convergence of the new method. The improvement owes much to the invariance properties of the mapping function under a group and the “built-in” feature of analytic continuation of the method. These features are elucidated in detail.     

Ideas from Continued Fraction Theory Extended to Padé Approximation and Generalized Iteration

This is a survey of some basic ideas in the convergence theory for continued fractions, in particular value sets, general convergence and the use of modified approximants to obtain convergence acceleration and analytic continuation. The purpose is to show how these ideas apply to some other areas of mathematics. In particular, we introduce {w _k }-modifications and general convergence for sequences of Padé approximants.     

Convergence speeding,convergence and summability

Four general principles are proposed for use in constructing convergence speeding methods. Five old methods and about 15 more recent non-linear methods are discussed with reference to their range of applicability and rate of convergence speeding when applied to alternating, monotonic, slightly erratic, Fourier and alternating divergent series. Several of these methods are proved to give analytic continuations, while even asymptotic series with zero radius of convergence can be summed accurately. Divergent series of positive terms may also in some cases be interpreted with moderate accuracy using four different methods. Convergence tests are reviewed in the light of these convergence speeding methods and analytic continuation.     

An efficient higher order family of root finders

A one parameter family of iterative methods for the simultaneous approximation of simple complex zeros of a polynomial, based on a cubically convergent Hansen–Patrick's family, is studied. We show that the convergence of the basic family of the fourth order can be increased to five and six using Newton's and Halley's corrections, respectively. Since these corrections use the already calculated values, the computational efficiency of the accelerated methods is significantly increased. Further acceleration is achieved by applying the Gauss–Seidel approach (single-step mode). One of the most important problems in solving nonlinear equations, the construction of initial conditions which provide both the guaranteed and fast convergence, is considered for the proposed accelerated family. These conditions are computationally verifiable; they depend only on the polynomial coefficients, its degree and initial approximations, which is of practical importance. Some modifications of the considered family, providing the computation of multiple zeros of polynomials and simple zeros of a wide class of analytic functions, are also studied. Numerical examples demonstrate the convergence properties of the presented family of root-finding methods.     

An analytic series method for Laplacian problems with mixed boundary conditions

Mixed boundary value problems are characterised by a combination of Dirichlet and Neumann conditions along at least one boundary. Historically, only a very small subset of these problems could be solved using analytic series methods (“analytic” is taken here to mean a series whose terms are analytic in the complex plane). In the past, series solutions were obtained by using an appropriate choice of axes, or a co-ordinate transformation to suitable axes where the boundaries are parallel to the abscissa and the boundary conditions are separated into pure Dirichlet or Neumann form. In this paper, I will consider the more general problem where the mixed boundary conditions cannot be resolved by a co-ordinate transformation. That is, a Dirichlet condition applies on part of the boundary and a Neumann condition applies along the remaining section. I will present a general method for obtaining analytic series solutions for the classic problem where the boundary is parallel to the abscissa. In addition, I will extend this technique to the general mixed boundary value problem, defined on an arbitrary boundary, where the boundary is not parallel to the abscissa. I will demonstrate the efficacy of the method on a well known seepage problem.     

Analytic continuation by reproducing kernel methods combined with Padé approximations

The analytic continuation of power series is an old problem attacked by various methods, a notable one being the Padé approximant. Although quite powerful in some cases, the Padé approximant suffers sometimes from being a non-linear transformation. The linearity is useful whenever the coefficients of the Taylor developments are themselves functions of another complex variable. There are well-known linear transformations that improve convergence and their connection with some conformal mapping was discovered long ago, although not always appreciated. The present paper endeavours to extend the applicability of such methods by means of reproducing kernels. A general and flexible analytic continuation method — which does not have the drawback of limiting processes — is outlined, shown to encompass other existing procedures and to be potentially a strong competitor to the Padé approximant. The dynamic polarizability of hydrogen is shown as a numerical example.     

Analytic continuation of Dirichlet-Neumann operators

Summary. The analytic dependence of Dirichlet-Neumann operators (DNO) with respect to variations of their domain of definition has been successfully used to devise diverse computational strategies for their estimation. These strategies have historically proven very competitive when dealing with small deviations from exactly solvable geometries, as in this case the perturbation series of the DNO can be easily and recursively evaluated. In this paper we introduce a scheme for the enhancement of the domain of applicability of these approaches that is based on techniques of analytic continuation. We show that, in fact, DNO depend analytically on variations of arbitrary smooth domains. In particular, this implies that they generally remain analytic beyond the disk of convergence of their power series representations about a canonical separable geometry. And this, in turn, guarantees that alternative summation mechanisms, such as Padé approximation, can be effectively used to numerically access this extended domain of analyticity. Our method of proof is motivated by our recent development of stable recursions for the coefficients of the perturbation series. Here, we again utilize this recursion as we compare and contrast the performance of our new algorithms with that of previously advanced perturbative methods. The numerical results clearly demonstrate the beneficial effect of incorporating analytic continuation procedures into boundary perturbation methods. Moreover, the results also establish the superior accuracy and applicability of our new approach which, as we show, allows for precise calculations corresponding to very large perturbations of a basic geometry. Received October 10, 2000 / Revised version received January 21, 2002 / Published online June 17, 2002     

Hyperbolic Eisenstein series on n-dimensional hyperbolic spaces

We define a generalized hyperbolic Eisenstein series for a pair of a hyperbolic manifold of finite volume and its submanifold. We prove the convergence, the differential equation and the precise spectral expansion associated to the Laplace–Beltrami operator. We also derive the analytic continuation with the location of the possible poles and their residues from the spectral expansion.     

Convergence analysis of waveform relaxation methods for neutral differential-functional systems

In this paper, the problems of convergence and superlinear convergence of continuous-time waveform relaxation method applied to Volterra type systems of neutral functional-differential equations are discussed. Under a Lipschitz condition with time- and delay-dependent right-hand side imposed on the so-called splitting function, more suitable conditions about convergence and superlinear convergence of continuous-time WR method are obtained. We also investigate the initial interval acceleration strategy for the practical implementation of the continuous-time waveform relaxation method, i.e., discrete-time waveform relaxation method. It is shown by numerical results that this strategy is efficacious and has the essential acceleration effect for the whole computation process.     

LOCAL INEQUALITIES FOR SIDON SUMS AND THEIR APPLICATIONS

The authors consider Sidon sets of first kind. By comparing them with the Steinhaus sequence, they prove a local Khintchine-Kahane inequality on compact sets. As consequences, they prove the following results for Sidon series taking values in a Banach space: the summability on a set of positive measure implies the almost everywhere convergence; the contraction principle of Billard-Kahane remains true for Sidon series. As applications, they extend a uniqueness theorem of Zygmund concerning lacunary Fourier series and an analytic continuation theorem of Hadamard concerning lacunary Taylor series. Some of their results still hold for Sidon sets of second kind.     

Restriction operators, balayage and doubly orthogonal systems of analytic functions

Systems of analytic functions which are simultaneously orthogonal over each of two domains were apparently first studied in particular cases by Walsh and Szegö, and in full generality by Bergman. In principle, these are very interesting objects, allowing application to analytic continuation that is not restricted (as Weierstrassian continuation via power series) either by circular geometry or considerations of locality. However, few explicit examples are known, and in general one does not know even gross qualitative features of such systems. The main contribution of the present paper is to prove qualitative results in a quite general situation.It is by now very well known that the phenomenon of “double orthogonality” is not restricted to Bergman spaces of analytic functions, nor even indeed has it any intrinsic relation to analyticity; its essence is an eigenvalue problem arising whenever one considers the operator of restriction on a Hilbert space of functions on some set, to a subset thereof, provided this restriction is injective and compact. However, in this paper only Hilbert spaces of analytic functions are considered, especially Bergman spaces. In the case of the Hardy spaces Fisher and Micchelli discovered remarkable qualitative features of doubly orthogonal systems, and we have shown how, based on the classical potential-theoretic notion of balayage, and its modern generalizations, one can deduce analogous results in the Bergman space set-up, but with restrictions imposed on the geometry of the considered domains and measures; these were not needed in the Fisher-Micchelli analysis, but are necessary here as shown by examples.From a more constructive point of view we study the Bergman restriction operator between the unit disk and a compactly contained quadrature domain and show that the representing kernel of this operator is rational and it is expressible (as an inversion followed by a logarithmic derivative) in terms of the polynomial equation of the boundary of the inner domain.     

On the convergence and application of Newton-like methods for analytic operators

We provide local and semilocal theorems for the convergence of Newton-like methods to a locally unique solution of an equation in a Banach space. The analytic property of the operator involved replaces the usual domain condition for Newton-like methods. In the case of the local results we show that the radius of convergence can be enlarged. A numerical example is given to justify our claim. This observation is important and finds applications in steplength selection in predictor-corrector continuation procedures.     

A Levin-type algorithm for accelerating the convergence of Fourier series

A nonlinear sequence transformation is presented which is able to accelerate the convergence of Fourier series. It is tailored to be exact for a certain model sequence. As in the case of the Levin transformation and other transformations of Levin-type, in this model sequence the partial sum of the series is written as the sum of the limit (or antilimit) and a certain remainder, i.e., it is of Levin-type. The remainder is assumed to be the product of a remainder estimate and the sum of the first terms oftwo Poincaré-type expansions which are premultiplied by two different phase factors. This occurrence of two phase factors is the essential difference to the Levin transformation. The model sequence for the new transformation may also be regarded as a special case of a model sequence based on several remainder estimates leading to the generalized Richardson extrapolation process introduced by Sidi. An algorithm for the recursive computation of the new transformation is presented. This algorithm can be implemented using only two one-dimensional arrays. It is proved that the sequence transformation is exact for Fourier series of geometric type which have coefficients proportional to the powers of a numberq, |q|<1. It is shown that under certain conditions the algorithm indeed accelerates convergence, and the order of the convergence is estimated. Finally, numerical test data are presented which show that in many cases the new sequence transformation is more powerful than Wynn's epsilon algorithm if the remainder estimates are properly chosen. However, it should be noted that in the vicinity of singularities of the Fourier series the new sequence transformation shows a larger tendency to numerical instability than the epsilon algorithm.     

Summability of divergent solutions of the n-dimensional heat equation

The Cauchy problem for n-dimensional complex heat equation is considered. The Borel summability of formal solutions is characterized in terms of analytic continuation with an appropriate growth condition of the spherical mean of the Cauchy data.     

Domain of convergence of the Euler transform for the power series of an analytic function

We consider the Euler transform of the power series of an analytic function playing the role of its expansion in a series in a system of polynomials and study the domain of convergence of the transform depending on the parameter of transformation and the character of singular points of the function. It is shown that the transform extends the function beyond the boundaries of the disk of convergence of its series on the interval of the boundary located between two singular points of the function. In particular, it is established that the power series of the function whose singular points are located on a single ray is summed by the transformation in the half plane. Translated from Ukrains'kyi Matematychnyi Zhurnal, Vol. 60, No. 8, pp. 1144–1152, August, 2008.     

Determinantal representations for the J transformation

Summary. The iterative J transformation [Homeier, H. H. H. (1993): Some applications of nonlinear convergence accelerators. Int. J. Quantum Chem. 45, 545-562] is of similar generality as the well-known E algorithm [Brezinski, C. (1980): A general extrapolation algorithm. Numer. Math. 35, 175-180. Havie, T. (1979): Generalized Neville type extrapolation schemes. BIT 19, 204-213]. The properties of the J transformation were studied recently in two companion papers [Homeier, H. H. H. (1994a): A hierarchically consistent, iterative sequence transformation. Numer. Algo. 8, 47-81. Homeier, H. H. H. (1994b): Analytical and numerical studies of the convergence behavior of the J transformation. J. Comput. Appl. Math., to appear]. In the present contribution, explicit determinantal representations for this sequence transformation are derived. The relation to the Brezinski-Walz theory [Brezinski, C., Walz, G. (1991): Sequences of transformations and triangular recursion schemes, with applications in numerical analysis. J. Comput. Appl. Math. 34, 361-383] is discussed. Overholt's process [Overholt, K. J. (1965): Extended Aitken acceleration. BIT 5, 122-132] is shown to be a special case of the J transformation. Consequently, explicit determinantal representations of Overholt's process are derived which do not depend on lower order transforms. Also, families of sequences are given for which Overholt's process is exact. As a numerical example, the Euler series is summed using the J transformation. The results indicate that the J transformation is a very powerful numerical tool. Received May 24, 1994 / Revised version received November 11, 1994     

An acceleration theorem for the ρ-algorithm

Summary. The ρ-algorithm of Wynn is an excellent device for accelerating the convergence of some logarithmically convergent sequences. Until now a convergence theorem and an acceleration theorem for the ρ-algorithm have not been obtained. The purpose of this paper is to give an acceleration theorem for the ρ-algorithm. Moreover, it is proved that the ρ-algorithm cannot accelerate linear convergence. Numerical examples are given. Received October 20, 1994 / Revised version received July 2, 1995