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.     

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).     

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.     

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.     

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}.     

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.     

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).     

Non polynomial splines and weakly singular two-point boundary value problems

In the present paper we shall consider an application of simple non-polynomial splines to a numerical solution of a weakly singular two-point boundary value problem:x ^– (x y)=f(x,y), (0<x1) subject toy(0)=0,y(1)=c ₁(1) ory(0)=c ₂,y(1)=c ₃(0<<1). Our collocation method gives a continuously differentiable approximation and isO(h ²)-convergent.     

A generalization of group difference sets and the matrix equationA m =dI+λJ

LetG be a finite group. In this paper, we will study the-group matrices forG which satisfy the matrixA ^m =dI+J and we will show that the existence of such a solution is equivalent to the existence of a combinatorial structure inG which is a generalization of group difference sets.     

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.     

A fast solver for the first biharmonic boundary value problem

Summary This paper provides a fast and storage-saving method for the solution of the first biharmonic boundary value problem (b.v.p.). The b.v.p. is approximated via a special variational finite difference technique suggested earlier by V.G. Korneev. It is shown theoretically that our method produces an approximate solution to the finite difference equations inO(NlnNln^–1) arithmetical operations, whereN is the number of unknowns and (0<<1) denotes the relative accuracy required. The numerical results obtained by our computer code CGMFC decisively substantiate the theoretical estimates given.     

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.     

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.

     

Preconditioning nonconforming finite element methods for treating Dirichlet boundary conditions. II

Summary This work deals with theH ¹ condition numbers and the distribution of theB _h singular values of the preconditioned operators {B _h ^–1 A _h }_{0, whereA h andB h are finite element discretizations of second order elliptic operators,A andB respectively.B is also assumed to be self-adjoint and positive definite. For conforming finite elements, Parter and Wong have shown that the singular values cluster in a positive finite interval. Goldstein also has derived results on the spectral distribution ofB h ^–1 A h using a different approach. As a generalization of the results of Parter and Wong, the current work includes nonconforming finite element methods which deal with Dirichlet boundary conditions. It will be shown that, in this more general setting, the singular values also cluster in a positive finite interval. In particular, if the leading part ofB is the same as the leading part ofA, then the singular values cluster about the point {1}. Two specific methods are given as applications of this theory. They are the penalty method of Babuka and the method of nearly zero boundary conditions of Nitsche. Finally, it will be shown that the same results can be proven by an approach generalized from the work of Goldstein.This research was supported by the National Science Foundation under grant number DMS-8913091.}     

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 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.