Approximation to continuous functions by Cesàro means of double Fourier series and conjugate series

We study the rate of uniform approximation to continuous functions ƒ(x, y), 2π-periodic in each variable, in Lipschitz classes Lip(α, β) and in Zygmund classes Z(α, β), 0 < α, β 1, by Cesàro means σ_mn^γδ(ƒ) of positive orders of the rectangular partial sums of double Fourier series. The rate of uniform approximation to the conjugate functions ^1,0, ^0,1 and ^1,1 by the corresponding Cesàro means is also discussed in detail. The difference between the classes Lip(α, β) and Z(α, β), similar to the one-dimensional case, appears again when max(α, β) = 1. (Compare Theorems 2 and 3 with Theorems 4 and 5.) One surprising result is the following: The uniform approximation rate by σ_mn^{γδ 1,0} to ^1,0 is worse in general than that by σ_mn^{γδ 1,1} to ^1,1 for ƒ ε Lip(1, 1). In fact, the appearance of an extra factor [log(n + 2)]² in the former case is unavoidable (see Theorem 6). All approximation rates we obtain, with one exception, are shown to be exact. Two conjectures are also included.     

Cesàro means of double Walsh-Fourier series

We investigate approximation properties of Cesàro (C; −α, −β)-means of double Walsh-Fourier series with α, β ∈ (0, 1). As an application, we obtain a sufficient condition for the convergence of the means σ _n,m ^/−α,−β (f; x, y) to f(x,y) in the L ^p -metric, p ∈ [1, ∞]. We also show that this sufficient condition cannot be improved.     

On the increments of the local time of a Wiener sheet

{W(x, y), x≥0, y≥0} be a Wiener process and let η(u, (x, y)) be its local time. The continuity of η in (x, y) is investigated, i.e., an upper estimate of the process η(μ, [x, x + α) × [y, y + β)) is given when αβ is small.     

Nonlinear equations with mixed derivatives

The nonlinear hyperbolic equation ∂²u(x, y)/∂x ∂y + g(x, y)f(u(x, y)) = 0 with u(x, 0) = φ(x) and u(0, y) = Ψ(y), considered by [1.], 31–45) under appropriate smoothness conditions, is solvable by the author's decomposition method (“Stochastic Systems,” Academic Press, 1983 and “Nonlinear Stochastic Operator Equations,” Academic Press, 1986).     

Stability interval for explicit difference schemes for multi-dimensional second-order hyperbolic equations with significant first-order space derivative terms

In this piece of work, we introduce a new idea and obtain stability interval for explicit difference schemes of O(k²+h²) for one, two and three space dimensional second-order hyperbolic equations u_tt=a(x,t)u_xx+α(x,t)u_x-2η²(x,t)u,u_tt=a(x,y,t)u_xx+b(x,y,t)u_yy+α(x,y,t)u_x+β(x,y,t)u_y-2η²(x,y,t)u, and u_tt=a(x,y,z,t)u_xx+b(x,y,z,t)u_yy+c(x,y,z,t)u_zz+α(x,y,z,t)u_x+β(x,y,z,t)u_y+γ(x,y,z,t)u_z-2η²(x,y,z,t)u,0<x,y,z<1,t>0 subject to appropriate initial and Dirichlet boundary conditions, where h>0 and k>0 are grid sizes in space and time coordinates, respectively. A new idea is also introduced to obtain explicit difference schemes of O(k²) in order to obtain numerical solution of u at first time step in a different manner.     

A sufficient condition for pairing problem of generators in symmetrizable Kac–Moody algebras

In a symmetrizable Kac–Moody algebra g(A), let α=∑_i=1ⁿk_iα_i be an imaginary root satisfying k_i>0 and α,α_i<0 for i=1,2,…,n. In this paper, it is proved that for any x_αg_α{0}, satisfying [x_α,f_n]≠0 and [x_α,f_i]=0 for i=1,2,…,n−1, there exists a vector y such that the subalgebra generated by x_α and y contains g′(A), the derived subalgebra of g(A).     

Error bounds for multidimensional Laplace approximation

A numerical estimate is obtained for the error associated with the Laplace approximation of the double integral I(λ) = ∝∝_D g(x,y) e^−λf(x,y) dx dy, where D is a domain in , λ is a large positive parameter, f(x, y) and g(x, y) are real-valued and sufficiently smooth, and ∝(x, y) has an absolute minimum in D. The use of the estimate is illustrated by applying it to two realistic examples. The method used here applies also to higher dimensional integrals.     

Initial Value Problems of the Sine-Gordon Equation and Geometric Solutions

Recent results using inverse scattering techniques interpret every solution φ(x, y) of the sine-Gordon equation as a nonlinear superposition of solutions along the axes x=0 and y=0. This has a well-known geometric interpretation, namely that every weakly regular surface of Gauss curvature K=−1, in arc length asymptotic line parametrization, is uniquely determined by the values φ(x, 0) and φ(0, y) of its coordinate angle along the axes. We introduce a generalized Weierstrass representation of pseudospherical surfaces that depends only on these values, and we explicitely construct the associated family of pseudospherical immersions corresponding to it.Mathematics Subject Classifications (2000): 53A10, 58E20.     

Hadamard well-posedness in discontinuous non-cooperative games

We consider some recent classes of discontinuous games with Nash equilibria and we prove that such classes have the Hadamard well-posedness property. This means that given a game y, a net (y^α)_α of games converging to y and a net (x^α)_α such that x^α is a Nash equilibrium of any y^α, then at least a cluster point of (x^α)_α is a Nash equilibrium of y. In order to obtain this property, we prove that the map of Nash equilibria is upper semicontinuous. Using the pseudocontinuity, a generalization of the continuity, we improve previous results obtained with continuous functions.     

De Bruijn digraphs and affine transformations

Let be the additive group of 1×n row vectors over . For an n×n matrix T over  and , the affine transformation F_T,ω of sends x to xT+ω. Let α be the cyclic group generated by a vector . The affine transformation coset pseudo-digraph has the set of cosets of α in as vertices and there are c arcs from x+α to y+α if and only if the number of zx+α such that F_T,ω(z)y+α is c. We prove that the following statements are equivalent: (a)  is isomorphic to the d-nary (n−1)-dimensional De Bruijn digraph; (b) α is a cyclic vector for T; (c)  is primitive. This strengthens a result conjectured by C.M. Fiduccia and E.M. Jacobson [Universal multistage networks via linear permutations, in: Proceedings of the 1991 ACM/IEEE Conference on Supercomputing, ACM Press, New York, 1991, pp. 380–389]. Under the further assumption that T is invertible we show that each component of is a conjunction of a cycle and a De Bruijn digraph, namely a generalized wrapped butterfly. Finally, we discuss the affine TCP digraph representations for a class of digraphs introduced by D. Coudert, A. Ferreira and S. Perennes [Isomorphisms of the De Bruijn digraph and free-space optical networks, Networks 40 (2002) 155–164].     

Parameter estimation in linear filtering

Suppose on a probability space (Ω, F, P), a partially observable random process (x_t, y_t), t ≥ 0; is given where only the second component (y_t) is observed. Furthermore assume that (x_t, y_t) satisfy the following system of stochastic differential equations driven by independent Wiener processes (W₁(t)) and (W₂(t)): dx_t=−βx_tdt+dW₁(t), x₀=0, dy_t=αx_tdt+dW₂(t), y₀=0; α, β∞(a,b), a>0. We prove the local asymptotic normality of the model and obtain a large deviation inequality for the maximum likelihood estimator (m.l.e.) of the parameter θ = (α, β). This also implies the strong consistency, efficiency, asymptotic normality and the convergence of moments for the m.l.e. The method of proof can be easily extended to obtain similar results when vector valued instead of one-dimensional processes are considered and θ is a k-dimensional vector.     

Centres of Convex Sets inLMetrics

It is shown that for each convex bodyARⁿthere exists a naturally defined family _AC(Sⁿ⁻¹) such that for everyg _A, and every convex functionf: R→Rthe mappingy∫_Sⁿ⁻¹ f(g(x)−y, x) dσ(x) has a minimizer which belongs toA. As an application, approximation of convex bodies by balls with respect toL^pmetrics is discussed.     

An analytic approximation to the cardinal functions of Gaussian radial basis functions on an infinite lattice

Gaussian radial basis functions (RBFs) have been very useful in computer graphics and for numerical solutions of partial differential equations where these RBFs are defined, on a grid with uniform spacing h, as translates of the “master” function (x;α,h)≡exp(-[α²/h²]x²) where α is a user-choosable constant. Unfortunately, computing the coefficients of (x-jh;α,h) requires solving a linear system with a dense matrix. It would be much more efficient to rearrange the basis functions into the equivalent “Lagrangian” or “cardinal” basis because the interpolation matrix in the new basis is the identity matrix; the cardinal basis C_j(x;α,h) is defined by the set of linear combinations of the Gaussians such that C_j(kh)=1 when k=j and C_j(kh)=0 for all integers . We show that the cardinal functions for the uniform grid are C_j(x;h,α)=C(x/h-j;α) where C(X;α)≈(α²/π)sin(πX)/sinh(α²X). The relative error is only about 4exp(-2π²/α²) as demonstrated by the explicit second order approximation. It has long been known that the error in a series of Gaussian RBFs does not converge to zero for fixed α as h→0, but only to an “error saturation” proportional to exp(-π²/α²). Because the error in our approximation to the master cardinal function C(X;α) is the square of the error saturation, there is no penalty for using our new approximations to obtain matrix-free interpolating RBF approximations to an arbitrary function f(x). The master cardinal function on a uniform grid in d dimensions is just the direct product of the one-dimensional cardinal functions. Thus in two dimensions . We show that the matrix-free interpolation can be extended to non-uniform grids by a smooth change of coordinates.     

Dynamical Systems Method (DSM) for general nonlinear equations

If F:H→H is a map in a Hilbert space H, , and there exists y such that F(y)=0, F^′(y)≠0, then equation F(u)=0 can be solved by a DSM (dynamical systems method). This method yields also a convergent iterative method for finding y, and this method converges at the rate of a geometric series. It is not assumed that y is the only solution to F(u)=0. A stable approximation to a solution of the equation F(u)=f is constructed by a DSM when f is unknown but f_δ is known, where f_δ−f≤δ.     

Inequalities and bounds for quasi-symmetric 3-designs

Quasi-symmetric 3-designs with block intersection numbers x and y(0x<y<k) are studied, several inequalities satisfied by the parameters of a quasi-symmetric 3-designs are obtained. Let D be a quasi-symmetric 3-design with the block size k and intersection numbers x, y; y>x1 and suppose D′ denote the complement of D with the block size k′ and intersection numbers x′ and y′. If k −1 x + y then it is proved that x′ + y′ k′. Using this it is shown that the quasi-symmetric 3-designs corresponding to y = x + 1, x + 2 are either extensions of symmetric designs or designs corresponding to the Witt-design (or trivial design, i.e., v = k + 2) or the complement of above designs.     

Zero product determined Jordan algebras,I

We show that the Jordan algebra 𝒮 of symmetric matrices with respect to either transpose or symplectic involution is zero product determined. This means that if a bilinear map {.,?.} from 𝒮?×?𝒮 into a vector space X satisfies {x, y}?=?0 whenever x?○?y?=?0, then there exists a linear map T : 𝒮?→?X such that {x,?y}?=?T(x?○?y) for all x, y?∈?𝒮 (here, x?○?y?=?xy?+?yx).     

A Kernel Estimator of a Conditional Quantile

Let (X₁, Y₁), (X₂, Y₂), …, be two-dimensional random vectors which are independent and distributed as (X, Y). For 0<p<1, letξ(px) be the conditionalpth quantile ofYgivenX=x; that is,ξ(px)=inf{y : P(YyX=x)p}. We consider the problem of estimatingξ(px) from the data (X₁, Y₁), (X₂, Y₂), …, (X_n, Y_n). In this paper, a new kernel estimator ofξ(px) is proposed. The asymptotic normality and a law of the iterated logarithm are obtained.     

On Hilbert''s Integral Inequality

In this paper, we generalize Hilbert's integral inequality and its equivalent form by introducing three parameterst,a, andb.Iff, g L²[0, ∞), then[formula]where π is the best value. The inequality (1) is well known as Hilbert's integral inequality, and its equivalent form is[formula]where π²is also the best value (cf. [[1], Chap. 9]). Recently, Hu Ke made the following improvement of (1) by introducing a real functionc(x),[formula]wherek(x) = 2/π∫^∞₀(c(t²x)/(1 + t²)) dt − c(x), 1 − c(x) + c(y) ≥ 0, andf, g ≥ 0 (cf. [[2]]). In this paper, some generalizations of (1) and (2) are given in the following theorems, which are other than those in [ [2]].     

Comonotone Jackson's Inequality

Let 2s points y_i=−πy_2s<…<y₁<π be given. Using these points, we define the points y_i for all integer indices i by the equality y_i=y_i+2s+2π. We shall write fΔ⁽¹⁾(Y) if f is a 2π-periodic continuous function and f does not decrease on [y_i, y_i−1], if i is odd; and f does not increase on [y_i, y_i−1], if i is even. In this article the following Theorem 1—the comonotone analogue of Jackson's inequality—is proved. 1. If fΔ⁽¹⁾(Y), then for each nonnegative integer n there is a trigonometric polynomial τ_n(x) of order n such that τ_nΔ⁽¹⁾(Y), and |f(x)−π_n(x)|c(s) ω(f; 1/(n+1)), x , where ω(f; t) is the modulus of continuity of f, c(s)=const. Depending only on s.     

Quadrature rules using first derivatives for oscillatory integrands

We consider the integral of a function and its approximation by a quadrature rule of the form

i.e., by a rule which uses the values of both y and its derivative at nodes of the quadrature rule. We examine the cases when the integrand is either a smooth function or an ω dependent function of the form y(x)=f₁(x) sin(ωx)+f₂(x) cos(ωx) with smoothly varying f₁ and f₂. In the latter case, the weights w_k and α_k are ω dependent. We establish some general properties of the weights and present some numerical illustrations.