Optimal relaxation parameter for the Uzawa Method

Summary. We consider the Uzawa method to solve the stationary Stokes equations discretized with stable finite elements. An iteration step consists of a velocity update uⁿ⁺¹ involving the (augmented Lagrangian) operator ––÷ with 0, followed by the pressure update pⁿ⁺¹=pⁿ–div uⁿ⁺¹, the so-called Richardson update. We prove that the inf-sup constant satisfies 1 and that, if =1+^–1, the iteration converges linearly with a contraction factor ^2-1(2-) provided 0<<2. This yields the optimal value = regardless of .Mathematics Subject Classification (1991): 65N12, 65N15Partially supported by NSF Grant DMS-9971450Partially supported by NSF Grants DMS-9971450 and DMS-0204670Revised version received September 30, 2003     

Homogenization and concentrated capacity for the heat equation with non-linear variational data in reticular almost disconnected structures and applications to visual transduction

Out of a right, circular cylinder of height H and cross-section a disc of radius R+ one removes a stack of nH/ parallel, equi-spaced cylinders C_j,j=1,2,...,n, each of radius R and height . Here , are fixed positive numbers and is a positive parameter to be allowed to go to zero. The union of the C_j almost fills in the sense that any two contiguous cylinders C_j are at a mutual distance of the order of and that the outer shell, i.e., the gap S=-_o has thickness of the order of (_o is obtained from by formally setting =0). The cylinder from which the C_j are removed, is an almost disconnected structure, it is denoted by , and it arises in the mathematical theory of phototransduction.For each >0 we consider the heat equation in the almost disconnected structure , for the unknown function u, with variational boundary data on the faces of the removed cylinders C_j. The limit of this family of problems as 0 is computed by concentrating heat capacity and diffusivity on the outer shell, and by homogenizing the u within the limiting cylinder _o.It is shown that the limiting problem consists of an interior diffusion in _o and a boundary diffusion on the lateral boundary S of _o. The interior diffusion is governed by the 2-dimensional heat equation in _o, for an interior limiting function u. The boundary diffusion is governed by the Laplace–Beltrami heat equation on S, for a boundary limiting function u_S. Moreover the exterior flux of the interior limit u provides the source term for the boundary diffusion on S. Finally the interior limit u, computed on S in the sense of the traces, coincides with the boundary limit u_S. As a consequence of the geometry of , local arguments do not suffice to prove convergence in _o, and also we have to take into account the behavior of the solution in S. A key, novel idea consists in extending equi-bounded and equi-Hölder continuous functions in -dependent domains, into equi-bounded and equi-Hölder continuous functions in the whole ^N, by means of the Kirzbraun–Pucci extension technique.The biological origin of this problem is traced, and its application to signal transduction in the retina rod cells of vertebrates is discussed. Mathematics Subject Classification (2000) 35B27, 35K50, 92C37     

On the Broadwell model of the Boltzmann equation for a simple discrete velocity gas

The Broadwell model of the Boltzmann equation for a simple discrete velocity gas is investigated on two asymptotic problems. (a) The decay of solutions inxR ast+. (b) The hydrodynamical limit in the compressible Euler level as the mean free path0.     

A class of non-Moufang Bol loops isomorphic to all their loop isotopes

For any two primes, , such that< and divides–1, it is shown that there exists a non-Moufang Bol loop of order ² which is isomorphic to each of its loop isotopes.     

From Ginzburg-Landau to Gross-Pitaevskii

In this note we consider the Gross-Pitaevskii equation i _t ++(1–²)=0, where is a complex-valued function defined on ^N×, and study the following 2-parameters family of solitary waves: (x, t)=e ^it v(x ₁–ct, x), where and x denotes the vector of the last N–1 variables in ^N . We prove that every distribution solution , of the considered form, satisfies the following universal (and sharp) L -bound:

Sur les égalités du miroir et certaines formes faibles de la conjecture de Greenberg

Let p be an odd prime. For any CM number field K containing a primitive p^th-root of unity, class field theory and Kummer theory put together yield the well known reflection inequality ^+– between the plus and minus parts of the -invariant of K. Greenbergs conjecture asserts that ⁺ is always trivial. We study here a weak form of this conjecture, namely ⁺=^– if and only if ⁺=^–=0.     

Superstable implicit Runge-Kutta methods for second order initial value problems

Using the well known properties of thes-stage implicit Runge-Kutta methods for first order differential equations, single step methods of arbitrary order can be obtained for the direct integration of the general second order initial value problemsy=f(x, y, y),y(x _o)=y _o,y(x _o)=y _o. These methods when applied to the test equationy+2y+ ² y=0, ,0, +>0, are superstable with the exception of a finite number of isolated values ofh. These methods can be successfully used for solving singular perturbation problems for which f/y and/or f/y are negative and large. Numerical results demonstrate the efficiency of these methods.     

Equivalence Bimodule Between Non-Commutative Tori

The non-commutative torus C ^*(ⁿ,) is realized as the C*-algebra of sections of a locally trivial C*-algebra bundle over S with fibres isomorphic to C ^*n/S, ₁) for a totally skew multiplier ₁ on ⁿ/S. D. Poguntke [9] proved that A is stably isomorphic to C(S) C(^*( Zⁿ/S, ₁) C(S) A M_kl( C) for a simple non-commutative torus A and an integer kl. It is well-known that a stable isomorphism of two separable C*-algebras is equivalent to the existence of equivalence bimodule between them. We construct an A-C(S) A-equivalence bimodule.     

A sandwich theorem and Hyers—Ulam stability of affine functions

It is shown that two real functionsf andg, defined on a real intervalI, satisfy the inequalitiesf(x + (1 – )y) g(x) + (1 – )g(y) andg(x + (1 – )y) f(x) + (1 – )f(y) for allx, y I and [0, 1], iff there exists an affine functionh: I such thatf h g. As a consequence we obtain a stability result of Hyers—Ulam type for affine functions.     

Estimation of the Multivariate Normal Precision Matrix under the Entropy Loss

Let X ₁, , X _n (n > p) be a random sample from multivariate normal distribution N _p (, ), where R ^p and is a positive definite matrix, both and being unknown. We consider the problem of estimating the precision matrix ^–1. In this paper it is shown that for the entropy loss, the best lower-triangular affine equivariant minimax estimator of ^–1 is inadmissible and an improved estimator is explicitly constructed. Note that our improved estimator is obtained from the class of lower-triangular scale equivariant estimators.     

Convolution semigroups and central limit theorem associated with a dual convolution structure

We consider hypergroups associated with Jacobi functions ⁽⁾ (x), (–1/2). We prove the existence of a dual convolution structure on [0,+[i(]0,s ₀]{{) =++1,s ₀=min(,–+1). Next we establish a Lévy-Khintchine type formula which permits to characterize the semigroup and the infinitely divisible probabilities associated with this dual convolution, finally we prove a central limit theorem.     

A General Algorithm for the MacMahon Omega Operator

In his famous book Combinatory Analysis MacMahon introduced Partition Analysis (Omega Calculus) as a computational method for solving problems in connection with linear diophantine inequalities and equations. The technique has recently been given a new life by G.E. Andrews and his coauthors, who had the idea of marrying it with the tools of to-days Computer Algebra.The theory consists of evaluating a certain type of rational function of the form A()^-1 B(1/)^-1 by the MacMahon operator. So far, the case where the two polynomials A and B are factorized as products of polynomials with two terms has been studied in details. In this paper we study the case of arbitrary polynomials A and B. We obtain an algorithm for evaluating the operator using the coefficients of those polynomials without knowing their roots. Since the program efficiency is a persisting problem in several-variable polynomial Calculus, we did our best to make the algorithm as fast as possible. As an application, we derive new combinatorial identities.AMS Subject Classification: 05A17, 05A19, 05E05, 15A15, 68W30.     

Solution of two sequencing problems

The solution of the following problems is offered. Suppose a multiset J (¦J¦=p) is given. For each pair of elements and J, a number 1 P is given. Moreover, if 1 < x<p then x is undefined. If x=1, then x=p. Problem 1. Find the permutation ₁..._F of elements of the multiset J satisfying the following conditions. Let _i, _i=. If i,j < x, thenj <i. If i,j > x, then i<j. Such a permutation is called a PC-schedule. Problem 2. Find a PC-schedule in which the following property holds: if i < x < j, _i=, _j=, then. Such a PC-schedule is called an SC-schedule. The conditions under which these problems have solutions are studied. For their solution an algorithm of shifts is used with the complexity O(¦B(J)¦²¦J¦).Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 124, pp. 44–72, 1983.     

Stability and Attraction to Normality for Lévy Processes at Zero and at Infinity

We prove some limiting results for a Lévy process X _t as t0 or t, with a view to their ultimate application in boundary crossing problems for continuous time processes. In the present paper we are mostly concerned with ideas related to relative stability and attraction to the normal distribution on the one hand and divergence to large values of the Lévy process on the other. The aim is to find analytical conditions for these kinds of behaviour which are in terms of the characteristics of the process, rather than its distribution. Some surprising results occur, especially for the case t0; for example, we may have X _t /t ^P + (t0) (weak divergence to +), whereas X _t /t a.s. (t0) is impossible (both are possible when t), and the former can occur when the negative Lévy spectral component dominates the positive, in a certain sense. Almost sure stability of X _t , i.e., X _t tending to a nonzero constant a.s. as t or as t0, after normalisation by a non-stochastic measurable function, reduces to the same type of convergence but with normalisation by t, thus is equivalent to strong law behaviour. Boundary crossing problems which are amenable to the methods we develop arise in areas such as sequential analysis and option pricing problems in finance.     

On unconditionally convergent basis expansions in the space of continuous functions

[0,1], - H .

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This paper was written during the author's scholarship at the State University of Odessa in the USSR.     

Upper bound for the size of quadratic Siegel disks

If is an irrational number, we let {p_n/q_n}_n0, be the approximants given by its continued fraction expansion. The Bruno series B() is defined as

Approximation of Functions from the Hölder Class on a Half-Axis

Let (0 < < 1) be the Hölder class on the semi-axis [0,). We characterize the class by rates of approximation of its functions by entire functions of order 1/2 belonging to a special class (similarly to the classical JacksonBernstein theorem). Bibliography: 4 titles.     

Ergodicity of nonlinear first order autoregressive models

Criteria are derived for ergodicity and geometric ergodicity of Markov processes satisfyingX _n+1 =f(X _n )+(X _n ) _n+1 , wheref, are measurable, { _n } are i.i.d. with a (common) positive density,E| _n |>. In the special casef(x)/x has limits, , asx– andx+, respectively, it is shown that <1, <1, <1 is sufficient for geometric ergodicity, and that <-1, 1, 1 is necessary for recurrence.     

A commutativity criterion for certain algebras of invariant differential operators on nilpotent homogeneous spaces

Let G be a connected, simply connected real nilpotent Lie group with Lie algebra , H a connected closed subgroup of G with Lie algebra and f a linear form on satisfying f([, ]) = {0} Let _f be the unitary character of H with differential at the origin. Let _f be the unitary representation of G induced from the character _f of H. We consider the algebra (, , f) of differential operators invariant under the action of G on the bundle with basis G/H associated to these data. We show that (, , f) is commutative if and only if _f is of finite multiplicities. This proves a conjecture of Corwin-Greenleaf and Duflo. Mathematics Subject Classification (1991):43A80, 43A85, 22E25, 22E27, 22E30UMR n 7539 du CNRS, Analyse, Géométrie et Applications.UMR n 7586 du CNRS, Théorie des Groupes, Représentations, Applications.     

A weighted Poincaré inequality and removable singularities for harmonic maps

We give a sufficient condition on a closed subset R ⁿ for the weighted Poincaré inequality (1.5) below to be valid. As an application, we prove that, for any 2p<n and any such closed subset R ⁿ , if uC ¹( , N) W ^1,p (, N) is a stationary p-harmonic map such that |Du| ^p (x) dx is sufficiently small, then uC ¹(, N). This extends previously known removal singularity theorems for p-harmonic maps. Mathematics Subject Classification (2000):58E20, 58J05, 35J60This revised version was published online in September 2003 with a corrected date of receipt of the article.