The average a posteriori error of numerical methods

Summary The definition of the average error of numerical methods (by example of a quadrature formula to approximateS(f)= f d on a function classF) is difficult, because on many important setsF there is no natural probability measure in the sense of an equidistribution. We define the average a posteriori error of an approximation by an averaging process over the set of possible information, which is used by (in the example of a quadrature formula,N(F)={(f(a ₁), ...,f/fF} is the set of posible information). This approach has the practical advantage that the averaging process is related only to finite dimensional sets and uses only the usual Lebesgue measure. As an application of the theory I consider the numerical integration of functions of the classF={f:[0,1]/f(x)–f(y)||x–y|}. For arbitrary (fixed) knotsa _i we determine the optimal coefficientsc _i for the approximation and compute the resulting average error. The latter is minimal for the knots . (It is well known that the maximal error is minimal for the knotsa _i .) Then the adaptive methods for the same problem and methods for seeking the maximum of a Lipschitz function are considered. While adaptive methods are not better when considering the maximal error (this is valid for our examples as well as for many others) this is in general not the case with the average error.     

Convergence Analysis of Some Methods for Minimizing a Nonsmooth Convex Function

In this paper, we analyze a class of methods for minimizing a proper lower semicontinuous extended-valued convex function . Instead of the original objective function f, we employ a convex approximation f _{k + 1} at the kth iteration. Some global convergence rate estimates are obtained. We illustrate our approach by proposing (i) a new family of proximal point algorithms which possesses the global convergence rate estimate even it the iteration points are calculated approximately, where are the proximal parameters, and (ii) a variant proximal bundle method. Applications to stochastic programs are discussed.     

Monotony in interpolatory quadratures

Summary Let , be holomorphic in an open disc with the centrez ₀=0 and radiusr>1. LetQ _n (n=1, 2, ...) be interpolatory quadrature formulas approximating the integral . In this paper some classes of interpolatory quadratures are considered, which are based on the zeros of orthogonal polynomials corresponding to an even weight function. It is shown that the sequencesQ _n 9f] (n=1, 2, ...) are monotone. Especially we will prove monotony in Filippi's quadrature rule and with an additional assumption onf monotony in the Clenshaw-Curtis quadrature rule.     

Das asymptotische Verhalten der Peanokerne einiger interpolatorischer Quadraturverfahren

Summary Interpolatory quadrature formulae consist in replacing by wherep _f denotes the interpolating polynomial off with respect to a certain knot setX. The remainder may in many cases be written as wherem=n resp. (n+1) forn even and odd, respectively. We determine the asymptotic behaviour of the Peano kernelP _X (t) forn for the quadrature formulae of Filippi, Polya and Clenshaw-Curtis.

     

A sharp form of Nevanlinna's second fundamental theorem

Letf be meromorphic in the plane. We find a sharp upper bound for the error term

Uniform Approximation of Nonperiodic Functions Defined on the Entire Axis

Using the following notation: C is the space of continuous bounded functions f equipped with the norm , V is the set of functions f such that , the set E consists of fCV and possesses the following property:

Product integration with the Clenshaw-Curtis points: Implementation and error estimates

Summary This paper is concerned with the practical implementation of a product-integration rule for approximating , wherek is integrable andf is continuous. The approximation is , where the weightsw _ni are such as to make the rule exact iff is any polynomial of degree n. A variety of numerical examples, fork(x) identically equal to 1 or of the form |–x| with >–1 and ||1, or of the form cosx or sinx, show that satisfactory rates of convergence are obtained for smooth functionsf, even ifk is very singular or highly oscillatory. Two error estimates are developed, and found to be generally safe yet quite accurate. In the special casek(x)1, for which the rule reduces to the Clenshaw-Curtis rule, the error estimates are found to compare very favourably with previous error estimates for the Clenshaw-Curtis rule.     

On the Lipschitz Constant for a Nonisometric Bi-Lipschitz Transformation of a Cantor Set

A bi-Lipschitz continuous mapping of a space X is a bijection such that , where . We write if f is a Lipschitz (bi-Lipschitz) mapping of X into itself and denote by the set of all bi-Lipschitz mappings of X that are not isometry. Thus, if and blip . For X we consider a standard Cantor set K on the real line (with standard metric). The main result of this paper is formulated as follows: where Bibliography: 2 titles.     

Analysis of general quadrature methods for integral equations of the second kind

Summary This paper is concerned with a class of approximation methods for integral equations of the form , wherea andb are finite,f andy are continuous and the kernelk may be weakly singular. The methods are characterized by approximate equations of the form ; such methods include the Nyström method and a variety of product-integration methods. A general convergence theory is developed for methods of this type. In suitable cases it has the feature that its application to a specific method depends only on a knowledge of convergence properties of the underlying quadrature rule. The theory is used to deduce convergence results, some of them new, for a number of specific methods.Work supported by the U.S. Department of Energy     

Sharp Estimates for Deviations of Linear Approximation Methods for Periodic Functions by Linear Combinations of Moduli of Continuity of Different Order

Estimates for deviations are established for a large class of linear methods of approximation of periodic functions by linear combinations of moduli of continuity of different orders. These estimates are sharp in the sense of constants in the uniform and integral metrics. In particular, the following assertion concerning approximation by splines is proved: Suppose that is odd, . Then

Effects Connected with the Coincidence of Velocities in the Two-Velocity Dynamical System

The paper deals with the system

Sharp Constant in a Jackson-Type Inequality for Approximation by Positive Linear Operators

In what follows, C is the space of -periodic continuous real-valued functions with uniform norm, is the first continuity modulus of a function with step h, H _n is the set of trigonometric polynomials of order at most n, is the set of linear positive operators (i.e., of operators such that for every ), is the space of square-integrable functions on ,

Sharp Kolmogorov-Type Inequalities for Moduli of Continuity and Best Approximations by Trigonometric Polynomials and Splines

In what follows, $C$ is the space of -periodic continuous functions; P is a seminorm defined on C, shift-invariant, and majorized by the uniform norm; is the mth modulus of continuity of a function f with step h and calculated with respect to P; , ( ), ,

Exponentially Dichotomous Operators and Exponential Dichotomy of Evolution Equations on the Half-Line

To an evolution family on the half-line of bounded operators on a Banach space X we associate operators I_X and I_Z related to the integral equation and a closed subspace Z of X. We characterize the exponential dichotomy of by the exponential dichotomy and the quasi-exponential dichotomy of the operators X we associate operators I_X and I_Z, respectively.     

Realization and Smoothness Related to the Laplacian

For f L _n (T ^d ) and , the modulus of smoothness

Product integration of piecewise continuous integrands based on cubic splineinterpolation at equally spaced nodes

Summary In this paper we consider the approximate evaluation of , whereK(x) is a fixed Lebesgue integrable function, by product formulas of the form based on cubic spline interpolation of the functionf.Generally, whenever it is possible, product quadratures incorporate the bad behaviour of the integrand in the kernelK. Here, however, we allowf to have a finite number of jump discontinuities in [a, b]. Convergence results are established and some numerical applications are given for a logarithmic singularity structure in the kernel.Work sponsored by the Ministero della Pubblica Istruzione of Italy     

On transformations z(t) = y(ϕ(t)) of ordinary differential equations

The paper describes the general form of an ordinary differential equation of the order n + 1 (n 1) which allows a nontrivial global transformation consisting of the change of the independent variable. A result given by J. Aczél is generalized. A functional equation of the form where are given functions, is solved on .     

One-step prediction forP n-weakly stationary processes

The one-step prediction problem is studied in the context ofP _n-weakly stationary stochastic processes , where is an orthogonal polynomial sequence defining a polynomial hypergroup on . This kind of stochastic processes appears when estimating the mean of classical weakly stationary processes. In particular, it is investigated whether these processes are asymptoticP _n-deterministic, i.e. the prediction mean-squared error tends to zero. Sufficient conditions on the covariance function or the spectral measure are given for being asymptoticP _n-deterministic. For Jacobi polynomialsP _n(x) the problem of being asymptoticP _n-deterministic is completely solved.     

Expansion of the Stratonovich Multiple Stochastic Integrals Based on the Fourier Multiple series

An expansion of multiple Stratonovich stochastic integrals of multiplicity , into multiple series of products of Gaussian random variables is obtained. The coefficients of this expansion are the coefficients of multiple Fourier-series expansion of a function of several variables relative to a complete orthonormal system in the space . The convergence in mean of order , is established. Some expansions of multiple Stratonovich stochastic integrals with the help of polynomial and trigonometric systems are considered. Bibliography: 8 titles.