A Definiteness Theory for Cubature Formulae of Order Two

Let Ω ⊂ ℝ^d be a compact convex set of positive measure. A cubature formula will be called positive definite (or a pd-formula, for short) if it approximates the integral ∫_Ω f(x) dx of every convex function f from below. The pd-formulae yield a simple sharp error bound for twice continuously differentiable functions. In the univariate case (d = 1), they are the quadrature formulae with a positive semidefinite Peano kernel of order two. As one of the main results, we show that there is a correspondence between pd-formulae and partitions of unity on Ω. This is a key for an investigation of pd-formulae without employing the complicated multivariate analogue of Peano kernels. After introducing a preorder, we establish criteria for maximal pd-formulae. We also find a lower bound for the error constant of an optimal pd-formula. Finally, we describe a phenomenon which resembles a property of Gaussian formulae.     

Error estimates for interpolatory quadrature formulae

Summary In this paper we study the remainder of interpolatory quadrature formulae. For this purpose we develop a simple but quite general comparison technique for linear functionals. Applied to quadrature formulae it allows to eliminate one of the nodes and to estimate the remainder of the old formula in terms of the new one. By repeated application we may compare with quadrature formulae having only a few nodes left or even no nodes at all. With the help of this method we obtain asymptotically best possible error bounds for the Clenshaw-Curtis quadrature and other Pólya type formulae.Our comparison technique can also be applied to the problem of definiteness, i.e. the question whether the remainderR[f] of a formula of orderm can be represented asc·f ^(m)(). By successive elimination of nodes we obtain a sequence of sufficient criteria for definiteness including all the criteria known to us as special cases.Finally we ask for good and worst quadrature formulae within certain classes. We shall see that amongst all quadrature formulae with positive coefficients and fixed orderm the Gauss type formulae are worst. Interpreted in terms of Peano kernels our theorem yields results on monosplines which may be of interest in themselves.     

Some remarks on the numerical computation of integrals on an unbounded interval

An account of the error and the convergence theory is given for Gauss–Laguerre and Gauss–Radau–Laguerre quadrature formulae. We develop also truncated models of the original Gauss rules to compute integrals extended over the positive real axis. Numerical examples confirming the theoretical results are given comparing these rules among themselves and with different quadrature formulae proposed by other authors (Evans, Int. J. Comput. Math. 82:721–730, 2005; Gautschi, BIT 31:438–446, 1991).      

On the Smolyak cubature error for analytic functions

We consider Smolyak's construction for the numerical integration over the d‐dimensional unit cube. The underlying class of integrands is a tensor product space consisting of functions that are analytic in the Cartesian product of ellipses. The Kronrod–Patterson quadrature formulae are proposed as the corresponding basic sequence and this choice is compared with Clenshaw–Curtis quadrature formulae. First, error bounds are derived for the one‐dimensional case, which lead by a recursion formula to error bounds for higher dimensional integration. The applicability of these bounds is shown by examples from frequently used test packages. Finally, numerical experiments are reported. This revised version was published online in June 2006 with corrections to the Cover Date.     

Convergence and computation of simultaneous rational quadrature formulas

We discuss the convergence and numerical evaluation of simultaneous quadrature formulas which are exact for rational functions. The problem consists in integrating a single function with respect to different measures using a common set of quadrature nodes. Given a multi-index n, the nodes of the integration rule are the zeros of the multi-orthogonal Hermite–Padé polynomial with respect to (S, α, n), where S is a collection of measures, and α is a polynomial which modifies the measures in S. The theory is based on the connection between Gauss-type simultaneous quadrature formulas of rational type and multipoint Hermite–Padé approximation. The numerical treatment relies on the technique of modifying the integrand by means of a change of variable when it has real poles close to the integration interval. The output of some tests show the power of this approach in comparison with other ones in use.     

The error norm of Gaussian quadrature formulae for weight functions of Bernstein-Szegö type

Summary We consider the Gaussian quadrature formulae for the Bernstein-Szegö weight functions consisting of any one of the four Chebyshev weights divided by an arbitrary quadratic polynomial that remains positive on [–1, 1]. Using the method in Akrivis (1985), we compute the norm of the error functional of these quadrature formulae. The quality of the bounds for the error functional, that can be obtained in this way, is demonstrated by two numerical examples.     

Error estimates for Gaussian quadratures of analytic functions

For analytic functions the remainder term of Gaussian quadrature formula and its Kronrod extension can be represented as a contour integral with a complex kernel. We study these kernels on elliptic contours with foci at the points ±1 and the sum of semi-axes ?>1 for the Chebyshev weight functions of the first, second and third kind, and derive representation of their difference. Using this representation and following Kronrod’s method of obtaining a practical error estimate in numerical integration, we derive new error estimates for Gaussian quadratures.     

Error bounds for Romberg quadrature

Denote by the error of a Romberg quadrature rule applied to the function f. We determine approximately the constants in the bounds of the types and for all classical Romberg rules. By a comparison with the corresponding constants of the Gaussian rule we give the statement “The Gaussian quadrature rule is better than the Romberg method” a precise meaning. Received September 10, 1997 / Revised version received February 16, 1998     

Remarks on an overdetermined boundary value problem

We modify and extend proofs of Serrin’s symmetry result for overdetermined boundary value problems from the Laplace-operator to a general quasilinear operator and remove a strong ellipticity assumption in Philippin (Maximum principles and eigenvalue problems in partial differential equations (Knoxville, TN, 1987), Longman Sci. Tech., Pitman Res. Notes Math. Ser., Harlow, 175, pp. 34–48, 1988) and a growth assumption in Garofalo and Lewis (A symmetry result related to some overdetermined boundary value problems, Am. J. Math. 111, 9–33, 1989) on the diffusion coefficient A, as well as a starshapedness assumption on Ω in Fragalà et al. (Overdetermined boundary value problems with possibly degenerate ellipticity: a geometric approach. Math. Zeitschr. 254, 117–132, 2006).     

An extended doubly-adaptive quadrature method based on the combination of the Ninomiya and the FLR schemes

An improvement is made to an automatic quadrature due to Ninomiya (J. Inf. Process. 3:162–170, 1980) of adaptive type based on the Newton–Cotes rule by incorporating a doubly-adaptive algorithm due to Favati, Lotti and Romani (ACM Trans. Math. Softw. 17:207–217, 1991; ACM Trans. Math. Softw. 17:218–232, 1991). We compare the present method in performance with some others by using various test problems including Kahaner’s ones (Computation of numerical quadrature formulas. In: Rice, J.R. (ed.) Mathematical Software, 229–259. Academic, Orlando, FL, 1971).      

Singularity and decay estimates for the conformal k-hessian equation via Liouville-type theorems

We study some connections between Liouville type theorems and local properties of nonnegative solutions to conformal k-hessian equations by making use of an elementary lemma for all positive functions in Li and Zhang (J. Anal. Math. 90 (2003), 27–87) and related Liouville type theorems in Li and Li (Acta. Math. 195 (2005), 117–154). Research of the second author is supported by Tianyuan Fund of Mathematics (10826061).     

New Identities for Hall-Littlewood Polynomials and Applications

Starting from Macdonald's summation formula of Hall-Littlewood polynomials over bounded partitions and its even partition analogue, Stembridge (Trans. Amer. Math. Soc., 319(2), (1990) 469–498) derived sixteen multiple q-identities of Rogers–Ramanujan type. Inspired by our recent results on Schur functions (Adv. Appl. Math., 27, (2001) 493–509) and based on computer experiments we obtain two further such summation formulae of Hall-Littlewood polynomials over bounded partitions and derive six new multiple q-identities of Rogers–Ramanujan type. 2000 Mathematics Subject Classification: Primary–05A19; Secondary–05A17, 05A30     

Error estimate and extrapolation of a quadrature formula derived from a quartic spline quasi-interpolant

In this paper we analyze a quadrature rule based on integrating a C ³ quartic spline quasi-interpolant on a bounded interval which has been introduced in Sablonnière (Rend. Semin. Mat. Univ. Pol. Torino 63(3):107–118, 2005). By studying the sign structure of its associated Peano kernel we derive an explicit formula of the quadrature error with an approximation order O(h ⁶). A comparison of this rule with the composite Boole’s and the three-point Gauss-Legendre rules is given. We also compare the Nyström methods associated with the above quadrature formulae for solving the linear Fredholm integral equation of the second kind. Then, by combining the proposed rule with composite Boole’s rule, we construct a new quadrature rule of order O(h ⁷). All the obtained results are illustrated by several numerical tests.     

On a class of secant-like methods for solving nonlinear equations

We provide a semilocal convergence analysis for a certain class of secant-like methods considered also in Argyros (J Math Anal Appl 298:374–397, 2004, 2007), Potra (Libertas Mathematica 5:71–84, 1985), in order to approximate a locally unique solution of an equation in a Banach space. Using a combination of Lipschitz and center-Lipschitz conditions for the computation of the upper bounds on the inverses of the linear operators involved, instead of only Lipschitz conditions (Potra, Libertas Mathematica 5:71–84, 1985), we provide an analysis with the following advantages over the work in Potra (Libertas Mathematica 5:71–84, 1985) which improved the works in Bosarge and Falb (J Optim Theory Appl 4:156–166, 1969, Numer Math 14:264–286, 1970), Dennis (SIAM J Numer Anal 6(3):493–507, 1969, 1971), Kornstaedt (1975), Larsonen (Ann Acad Sci Fenn, A 450:1–10, 1969), Potra (L’Analyse Numérique et la Théorie de l’Approximation 8(2):203–214, 1979, Aplikace Mathematiky 26:111–120, 1981, 1982, Libertas Mathematica 5:71–84, 1985), Potra and Pták (Math Scand 46:236–250, 1980, Numer Func Anal Optim 2(1):107–120, 1980), Schmidt (Period Math Hung 9(3):241–247, 1978), Schmidt and Schwetlick (Computing 3:215–226, 1968), Traub (1964), Wolfe (Numer Math 31:153–174, 1978): larger convergence domain; weaker sufficient convergence conditions, finer error bounds on the distances involved, and a more precise information on the location of the solution. Numerical examples further validating the results are also provided.     

On the remainder term of Gauss–Radau quadratures for analytic functions

For analytic functions the remainder term of Gauss–Radau quadrature formulae can be represented as a contour integral with a complex kernel. We study the kernel on elliptic contours with foci at the points ±1$\pm 1$ and a sum of semi-axes ?>1$?>1$ for the Chebyshev weight function of the second kind. Starting from explicit expressions of the corresponding kernels the location of their maximum modulus on ellipses is determined. The corresponding Gautschi's conjecture from [On the remainder term for analytic functions of Gauss–Lobatto and Gauss–Radau quadratures, Rocky Mountain J. Math. 21 (1991), 209–226] is proved.     

Discontinuous Sturm-Liouville Problems Containing Eigenparameter in the Boundary Conditions

In this paper, discontinuous Sturm-Liouville problems, which contain eigenvalue parameters both in the equation and in one of the boundary conditions, are investigated. By using an operatortheoretic interpretation we extend some classic results for regular Sturm-Liouville problems and obtain asymptotic approximate formulae for eigenvalues and normalized eigenfunctions. We modify some techniques of [Fulton, C. T., Proc. Roy. Soc. Edin. 77 （A）, 293-308 （1977）], [Walter, J., Math. Z., 133, 301-312 （1973）] and [Titchmarsh, E. C., Eigenfunctions Expansion Associated with Second Order Differential Equations I, 2nd edn., Oxford Univ. Pres, London, 1962], then by using these techniques we obtain asymptotic formulae for eigenelement norms and normalized eigenfunctions.     

The sharp lower bound for the first positive eigenvalue of the sublaplacian on a pseudohermitian 3-manifold

In this paper, we study a sharp lower bound of the first eigenvalue of the sublaplacian on a 3-dimensional pseudohermitian manifold with the CR Paneitz operator positive. In general cases, S.-Y. Li and H.-S. Luk ({Proc. Am. Math. Soc.} 132(3), 789–798) (2004) proved the lower bound under a condition on a covariant derivative of the torsion as well as the Ricci curvature and the torsion. We show that if the CR Paneitz operator is positive, then the sharp lower bound is obtained under one simpler condition on only the Ricci curvature and the torsion itself; which is similar to the condition given in high-dimensional cases in ({Commun. Partial Differential Equations}, 10(2/3), 191–217) (1985). We also show examples where our theorem applies, but Theorem 1.2 in ({Proc. Am. Math. Soc.} 132(3), 789–798) (2004) does not. Mathematics Subject Classifications (2000). Primary 32V05, 32V20, Secondary 53C56.     

A new class of lattice paths and partitions with <Emphasis Type="Italic">n</Emphasis> copies of <Emphasis Type="Italic">n</Emphasis>

Agarwal and Bressoud (Pacific J. Math. 136(2) (1989) 209–228) defined a class of weighted lattice paths and interpreted several q-series combinatorially. Using the same class of lattice paths, Agarwal (Utilitas Math. 53 (1998) 71–80; ARS Combinatoria 76 (2005) 151–160) provided combinatorial interpretations for several more q-series. In this paper, a new class of weighted lattice paths, which we call associated lattice paths is introduced. It is shown that these new lattice paths can also be used for giving combinatorial meaning to certain q-series. However, the main advantage of our associated lattice paths is that they provide a graphical representation for partitions with n + t copies of n introduced and studied by Agarwal (Partitions with n copies of n, Lecture Notes in Math., No. 1234 (Berlin/New York: Springer-Verlag) (1985) 1–4) and Agarwal and Andrews (J. Combin. Theory A45(1) (1987) 40–49).     

Suboptimal Kronrod extension formulae for numerical quadrature

Summary We consider cases where the Stieltjes polynomial associated with a Gaussian quadrature formula has complex zeros. In such cases a Kronrod extension of the Gaussian rule does not exist. A method is described for modifying the Stieltjes polynomial so that the resulting polynomial has no complex zeros. The modification is performed in such a way that the Kronrod-type extension rule resulting from the addition of then+1 zeros of the modified Stieltjes polynomial to the original knots of the Gaussian rule has only slightly lower degree of precision than normally achieved when the Kronrod extension rule exists. As examples of the use of the method, we present some new formulae extending the classical Gauss-Hermite quadrature rules. We comment on the limited success of the method in extending Gauss-Laguerre rules and show that several modified extensions of the Gauss Gegenbauer formulae exist in cases where the standard Kronrod extension does not.     

The numerical analysis on a Volterra equation with asymptotically periodic solution

We consider order one operational quadrature methods on a certain integro-differential equation of Volterra type on (0,∞), with piecewise linear convolution kernels. The forms of discretization solution are patterned after a continuous one of Hannsgen (1979) [2]. An l¹ remainder stability and an error bound are derived.