Stability of a spline collocation method for strongly elliptic multidimensional singular integral equations

Summary We consider a spline collocation method for strongly elliptic zero order pseudodifferential equationsp _gw Au=f on a cube =(0, 1) ^m . Utilizing multilinear spline functions which are zero at the boundary we collocate at the meshpoints inside . For classical strongly elliptic translation invariant pseudodifferential operators, we verify the stability of the considered collocation method inL ²(). Afterwards, form2 and a right hand sidefH ⁸(),s>m/2, we prove an asymptotic convergence estimate.The author has been supported by a grant of Deutsche Forschungsgemeinschaft under grant number Ko 634/32-1     

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.     

On the approximation of singular integral equations by equations with smooth kernels

Singular integral equations with Cauchy kernel and piecewise-continuous matrix coefficients on open and closed smooth curves are replaced by integral equations with smooth kernels of the form(t–)[(t–) ²–n ² (t) ²]^–1,0, wheren(t), t , is a continuous field of unit vectors non-tangential to . we give necessary and sufficient conditions under which the approximating equations have unique solutions and these solutions converge to the solution of the original equation. For the scalar case and the spaceL ₂() these conditions coincide with the strong ellipticity of the given equation.This work was fulfilled during the first author's visit to the Weierstrass Institute for Applied Analysis and Stochastics, Berlin in October 1993.     

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.     

Parabolic boundary integral operators symbolic representation and basic properties

In this paper we develop a theory of parabolic pseudodifferential operators in anisotropic spaces. We construct a symbolic calculus for a class of symbols globally defined on ⁿ⁺¹× ⁿ⁺¹, and then develop a periodisation procedure for the calculus of symbols on the cylinder ×. We show Gårding's inequality for suitable operators and precise estimates for the essential norm in anisotropic Sobolev spaces. These new mapping properties are needed in localization arguments for the analysis of numerical approximation methods.     

Spline finite difference methods for singular two point boundary value problems

Summary In this paper we discuss the construction of a spline function for a class of singular two-point boundary value problemx ^–(x u)=f (x, u),u(0)=A,u(1)=B, 0<<1 or =1,2. The boundary conditions may also be of the formu(0)=0,u(1)=B. Three point finite difference methods, using the above splines, are obtained for the solution of the boundary value problem. These methods are of second order and are illustrated by four numerical examples.     

On the integrability of “finite energy” solutions for <Emphasis Type="Italic">p</Emphasis>-harmonic equations

We prove a higher integrability result for the gradient of solutions to some degenerate elliptic PDEs, whose model arises in the study of mappings with finite distortion.The nonnegative function which measures the degree of degeneracy of ellipticity bounds lies in the exponential class, i.e. is integrable for some > 0.Our result states that if is sufficiently large, then the gradient of a finite energy solution actually belongs to the Zygmund space L^plog^{L, 1}.     

Properties of certain integral operators

Two integral operatorsP andQ for analytic functions in the open unit disk are introduced. The object of the present paper is to derive some properties of integral operatorsP andQ .     

Stability properties of collocation methods

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

Ordered sets with no chains of ideals of a given type

We study the possible order types of chains of ideals in an ordered set. Our main result is this. Given an indecomposable countable order type , there is a finite listA ₁ , ...,A _n of ordered sets such that for every ordered setP the setJ(P) of ideals ofP, ordered by inclusion, contains a chain of type if and only ifP contains a subset isomorphic to one of theA ₁ ^#x03B1; , ...,A _n . The finiteness of the list relies on the notion of better quasi-ordering introduced by Nash-Williams and the properties of scattered chains obtained by Laver.The results presented. here constitute the second chapter of the third cycle thesis presented by the second author before the Claude Bernard University, Lyon (July 1983).     

Zur numerischen Lösung des ersten biharmonischen Randwertproblems

Summary The system of equations resulting from a mixed finite element approximation of the first biharmonic boundary value problem is solved by various preconditioned Uzawa-type iterative methods. The preconditioning matrices are based on simple finite element approximations of the Laplace operator and some factorizations of the corresponding matrices. The most efficient variants of these iterative methods require asymptoticallyO(h ^–0,5In ^–1) iterations andO(h ^–p–0,5In ^–1) arithmetic operations only, where denotes the relative accuracy andh is a mesh-size parameter such that the number of unknowns grows asO(h ^–p ),h0.

     

Subelliptic operators on Lie groups: Variable coefficients

Let G be a Lie group with Lie algebra g and a _i,...,a _d and algebraic basic of g. Futher, if A _i=dL(a_i) are the corresponding generators of left translations by G on one of the usual function spaces over G, let% MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaamXvP5wqonvsaeHbfv3ySLgzaGqbciab-Heaijaab2dadaaeqbqa% aiaadogadaWgaaWcbaqedmvETj2BSbacgmGae4xSdegabeaakiaadg% eadaahaaWcbeqaaiab+f7aHbaaaeaacqGFXoqycaGG6aGaaiiFaiab% +f7aHjaacYhatuuDJXwAK1uy0HMmaeXbfv3ySLgzG0uy0HgiuD3BaG% Wbbiab9rMiekaaikdaaeqaniabggHiLdaaaa!5EC1!\[H{\rm{ = }}\sum\limits_{\alpha :|\alpha | \le 2} {c_\alpha A^\alpha } \] be a second-order differential operator with real bounded coefficients c . The operator is defined to be subelliptic if% MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiGacMgacaGGUbGaaiOzamXvP5wqonvsaeHbfv3ySLgzaGqbaKaz% aasacqWF7bWEcqWFTaqlkmaaqafabaGaam4yamaaBaaaleaarmWu51% MyVXgaiyWacqGFXoqyaeqaaaqaaiab+f7aHjaacQdacaGG8bGae4xS% deMaaiiFaiabg2da9iaaikdaaeqaniabggHiLdGccqWFOaakiuGacq% qFNbWzcqWFPaqkcqaH+oaEdaahaaWcbeqaamaaBaaameaacqGFXoqy% aeqaaaaakiaacUdacqqFNbWzcqGHiiIZcqqFhbWrcqqFSaalcqqFGa% aicqaH+oaEcqGHiiIZrqqtubsr4rNCHbachaGaeWxhHe6aaWbaaSqa% beaacqqFKbazcqqFNaWjcqaFaC-jaaGccaGGSaGaaiiFaiabe67a4j% aacYhacqGH9aqpjqgaGeGae8xFa0NccqGH+aGpcaaIWaGaaiOlaaaa% !7884!\[\inf \{ - \sum\limits_{\alpha :|\alpha | = 2} {c_\alpha } (g)\xi ^{_\alpha } ;g \in G, \xi \in ^{d'} ,|\xi | = \} > 0.\]We prove that if the principal coefficients {c ; ||=2} of the subelliptic operator are once left differentiable in the directions a ₁,...,a _d with bounded derivatives, then the operator has a family of semigroup generator extensions on the L _p-spaces with respect to left Haar measure dg, or right Haar measure d, and the corresponding semigroups S are given by a positive integral kernel,% MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaamXvP5wqonvsaeHbfv3ySLgzaGqbaiab-HcaOGqbciab+nfatnaa% BaaaleaacaWG0baabeaaruqqYLwySbacgiGccaqFgpGae8xkaKIae8% hkaGIae43zaCMae8xkaKIae8xpa0Zaa8qeaeaacaqGKbaaleaacqGF% hbWraeqaniabgUIiYdGcceWGObGbaKaacaWGlbWaaSbaaSqaaiaads% haaeqaaOGae8hkaGIae43zaCMae43oaSJae4hAaGMae8xkaKIaa0NX% diab-HcaOiab+HgaOjab-LcaPiab-5caUaaa!5DFA!\[(S_t \phi )(g) = \int_G {\rm{d}} \hat hK_t (g;h)\phi (h).\]The semigroups are holomorphic and the kernel satisfies Gaussian upper bounds. If in addition the coefficients with ||=2 are three times differentiable and those with ||=1 are once differentiable, then the kernel also satisfies Gaussian lower bounds.Some original features of this article are the use of the following: a priori inequalities on L in Section 3, fractional operator expansions for resolvent estimates in Section 4, a parametrix method based on reduction to constant coefficient operators on the Lie group rather than the usual Euclidean space in Section 5, approximation theory of semigroups in Section 11 and time dependent perturbation theory to treat the lower order terms of H in Sections 11 and 12.     

Orderh 2 method for a singular two-point boundary value problem

A method is described based on auniform mesh for the singular two-point boundary value problem:y+(/x)y+f(x, y)=0, 0<x1,y(0)=0,y(1)=A, and it is shown to be orderh ² convergent forall 1.     

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.     

Uniqueness of kernel functions of the heat equation

We consider the heat equation on ={(x,t) R ²;t<0, ¦x¦<(–t)} and give the uniqueness of kernel functions at the infinity (see Theorem 5). For the proof, we examine the continuity of the density of the parabolic measure onD ={(x,t);t>x}, closely related to . By this theorem, we can decide the Martin boundary of (<1) with respect to the heat equation.     

α-Sober spaces via the orthogonal closure operator

Each ordinal equipped with the upper topology is a T ₀-space. It is well known that for =2 the reflective hull of in Top₀ is the subcategory of sober spaces. Here, we define -sober space for each 2 in such a way that the reflective hull of in Top₀ is the subcategory of -sober spaces. Moreover, we obtain an order-preserving bijective correspondence between a proper class of ordinals and the corresponding (epi)reflective hulls. Our main tool is the concept of orthogonal closure operator, first introduced in [12].The author acknowledges financial support from Instituto Politécnico de Viseu and from Centro de Matemática da Universidade de Coimbra.     

Rational congruence for uniform multiplicative designs

A multiplicative design is a family ofn subsets of ann-set whose incidence matrixA satisfiesA ^T A=D+ ^T where is a positive real vector andD is a positive diagonal matrix. This is a generalization of-designs where is a constant vector and of (v, k, )-designs whereD is additionally required to be scalar. In a uniform design we only require thatD be scalar, so the equation isA ^T A=dI+ ^T .One of the basic results on (v, k, )-designs is the Bruck-Ryser-Chowla Theorem which says thatk– must be a square ifv is even and thatz ²=(k–)x ²+y ²(–1)^(v–1)/2 must have a nontrivial integral solution ifv is odd. This can be proved with or without reference to the theory of rational congruences.The purpose of this paper is to investigate the implications of the theory of rational congruences for the existence of uniform multiplicative designs. The Hass-Minkowski Theorem provides the main line of attack. The main result gives a finite set of equations, suitable for programming on a computer, which must be satisfied if there is a rational matrix satisfying the equationA ^T A=dI+ ^T for a uniform design.     

Perturbation of the Laplacian by the Coulomb potential and a point interaction in L p (ℝ)3

Perturbations of -+/|x| (with >0) by a point interaction centered at zero are defined in L ^p(³). This is done for 3/20 (³{0}), such that the extension is the negative generator of an analytic semigroup on L ^p(³).     

Intrinsic nilpotent approximation

This report is a preliminary version of work on an intrinsic approximation process arising in the context of a nonisotropic pertubation theory for certain classes of linear differential and pseudodifferential operatorsP on a manifoldM. A basic issue is that the structure ofP itself determines the minimal information that the initial approximation must contain. This may vary from point to point, and requires corresponding approximate state spaces or phase spaces.This approximation process is most naturally viewed from a seemingly abstract algebraic context, namely the approximation of certain infinite-dimensional filtered Lie algebrasL by (finite-dimensional) graded nilpotent Lie algebrasg _x, org _(x,), wherex M, (x, ) T^* M/0. It requires the notion of weak homomorphism. A distinguishing feature of this approach is the intrinsic nature of the approximation process, in particular the minimality of the approximating Lie algebras. The process is closely linked to localization, associated to an appropriate module structure onL.The analysis of the approximating operators involves the unitary representation theory of the corresponding Lie groups. These representations are for the most part infinite-dimensional, and so involve a kind of quantization. Not all the representations enter. The filtered Lie algebraL leads to an approximate Hamiltonian action ofG _(x,), the group associated tog _(x,), and thus induces (via an adaptation of a construction of Helffer and Nourrigat) an intrinsically defined asymptotic momentmap with image ing _(x,) ^*. The relevant representations are those associated to this image by the Kirillov correspondence.The genesis of this work has been in the context of linear partial differential operators, in particular the question of hypoellipticity. For example, our framework leads to a natural hypoellipticity conjecture enlarging on that of Helffer and Nourrigat. We believe, however, that the approximation process is likely to have broader applicability, particularly in those contexts where the process can be extended to filtrations with anL ⁰term. This yields not simply a graded nilpotent algebra, but a semi-direct sum with a graded nilpotent. As we show, one such context arises in the approximation of nonlinear control systems.This research was conducted at the MIT Laboratory for Information and Decision Systems, with support provided by the Army Research Office (DAAG29-84-K-0005).     

Numerical implementation of coherence for the example of the “Swiss Cross”

Summary We consider the two-dimensional Helmholtz equation u+u=0 inD with the boundary conditionsu=0 on D. D is the Swiss Cross — a region consisting of five unit squares. A method based on the concept of Coherence is utilized to determine an approximation for the first eigenvalue= ₁ more accurate than calculated by classical difference methods. The numerical result is used to illustrate isoperimetric upper and lower bounds for ₁, and to test some conjectures on its relations with torsional rigidity.Dedicated to the memory of Professor Lathar Collatz