Orthonormal rational function vectors

Summary In this paper, we develop a matrix framework to solve the problem of finding orthonormal rational function vectors with prescribed poles with respect to a certain discrete inner product that is defined by a set of data points and corresponding weight vectors w_i,j. Our algorithm for solving the problem is recursive, and it is of complexity If all data points are real or lie on the unit circle, then the complexity is reduced by an order of magnitude.     

Preconditioning Landweber iteration in Hilbert scales

In this paper we investigate convergence of Landweber iteration in Hilbert scales for linear and nonlinear inverse problems. As opposed to the usual application of Hilbert scales in the framework of regularization methods, we focus here on the case s≤0, which (for Tikhonov regularization) corresponds to regularization in a weaker norm. In this case, the Hilbert scale operator L^−2s appearing in the iteration acts as a preconditioner, which significantly reduces the number of iterations needed to match an appropriate stopping criterion. Additionally, we carry out our analysis under significantly relaxed conditions, i.e., we only require instead of which is the usual condition for regularization in Hilbert scales. The assumptions needed for our analysis are verified for several examples and numerical results are presented illustrating the theoretical ones. supported by the Austrian Science Foundation (FWF) under grant SFB/F013     

Multi-level spectral galerkin method for the navier-stokes problem I : spatial discretization

A multi-level spectral Galerkin method for the two-dimensional non-stationary Navier-Stokes equations is presented. The method proposed here is a multiscale method in which the fully nonlinear Navier-Stokes equations are solved only on a low-dimensional space subsequent approximations are generated on a succession of higher-dimensional spaces j=2, . . . ,J, by solving a linearized Navier-Stokes problem around the solution on the previous level. Error estimates depending on the kinematic viscosity 0<ν<1 are also presented for the J-level spectral Galerkin method. The optimal accuracy is achieved when We demonstrate theoretically that the J-level spectral Galerkin method is much more efficient than the standard one-level spectral Galerkin method on the highest-dimensional space . The work of this author was supported in part by the NSF of China 10371095, City University of Hong Kong Research Project 7001093 Hong Kong and the Research Grants Council of the Hong Kong Special Administrative Region, China (Project No. CityU 1084/02P)     

Fast and stable QR eigenvalue algorithms for generalized companion matrices and secular equations

Summary We introduce a class of n×n structured matrices which includes three well-known classes of generalized companion matrices: tridiagonal plus rank-one matrices (comrade matrices), diagonal plus rank-one matrices and arrowhead matrices. Relying on the structure properties of , we show that if A then A=RQ , where A=QR is the QR decomposition of A. This allows one to implement the QR iteration for computing the eigenvalues and the eigenvectors of any A with O(n) arithmetic operations per iteration and with O(n) memory storage. This iteration, applied to generalized companion matrices, provides new O(n²) flops algorithms for computing polynomial zeros and for solving the associated (rational) secular equations. Numerical experiments confirm the effectiveness and the robustness of our approach.The results of this paper were presented at the Workshop on Nonlinear Approximations in Numerical Analysis, June 22 – 25, 2003, Moscow, Russia, at the Workshop on Operator Theory and Applications (IWOTA), June 24 – 27, 2003, Cagliari, Italy, at the Workshop on Numerical Linear Algebra at Universidad Carlos III in Leganes, June 16 – 17, 2003, Leganes, Spain, at the SIAM Conference on Applied Linear Algebra, July 15 – 19, 2003, Williamsburg, VA and in the Technical Report [8]. This work was partially supported by MIUR, grant number 2002014121, and by GNCS-INDAM. This work was supported by NSF Grant CCR 9732206 and PSC CUNY Awards 66406-0033 and 65393-0034.     

A lower bound for the worst-case cubature error on spheres of arbitrary dimension

This paper is concerned with numerical integration on the unit sphere S^r of dimension r≥2 in the Euclidean space ℝ^r+1. We consider the worst-case cubature error, denoted by E(Q_m;H^s(S^r)), of an arbitrary m-point cubature rule Q_m for functions in the unit ball of the Sobolev space H^s(S^r), where s>, and show that The positive constant c_s,r in the estimate depends only on the sphere dimension r≥2 and the index s of the Sobolev space H^s(S^r). This result was previously only known for r=2, in which case the estimate is order optimal. The method of proof is constructive: we construct for each Q_m a `bad' function f_m, that is, a function which vanishes in all nodes of the cubature rule and for which Our proof uses a packing of the sphere S^r with spherical caps, as well as an interpolation result between Sobolev spaces of different indices.     

On the gap between the quadratic integer programming problem and its semidefinite relaxation

Consider the semidefinite relaxation (SDR) of the quadratic integer program (QIP): where Q is a given symmetric matrix and D is diagonal. We consider the SDR gap We establish the uniqueness of the SDR solution and prove that if and only if γ_r:=n⁻¹max{x^TVV^Tx:x ∈ {-1, 1}ⁿ}=1 where V is an orthogonal matrix whose columns span the (r–dimensional) null space of D−Q and where D is the unique SDR solution. We also give a test for establishing whether that involves 2^r−1 function evaluations. In the case that γ_r<1 we derive an upper bound on γ which is tighter than Thus we show that `breaching' the SDR gap for the QIP problem is as difficult as the solution of a QIP with the rank of the cost function matrix equal to the dimension of the null space of D−Q. This reduced rank QIP problem has been recently shown to be solvable in polynomial time for fixed r.     

Fast Runge-Kutta approximation of inhomogeneous parabolic equations

The result after N steps of an implicit Runge-Kutta time discretization of an inhomogeneous linear parabolic differential equation is computed, up to accuracy ɛ, by solving only linear systems of equations. We derive, analyse, and numerically illustrate this fast algorithm.     

Continuity of eigenvalues of subordinate processes in domains

Let X={X_t,t≥0} be a symmetric Markov process in a state space E and D an open set of E. Let S⁽ⁿ⁾={S⁽ⁿ⁾_t, t ≥ 0} be a subordinator with Laplace exponent ϕ_n and S={S_t,t≥0} a subordinator with Laplace exponent ϕ. Suppose that X is independent of S and S⁽ⁿ⁾. In this paper we consider the subordinate processes and and their subprocesses and X^ϕ,D killed upon leaving D. Suppose that the spectra of the semigroups of and X^ϕ,D are all discrete, with being the eigenvalues of the generator of and being the eigenvalues of the generator of X^ϕ,D. We show that, if lim_n→∞ϕ_n(λ)=ϕ(λ) for every λ>0, then The research of this author is supported in part by NSF Grant DMS-0303310. The research of this author is supported in part by a joint US-Croatia grant INT 0302167.     

On a class of weak Tchebycheff systems

In this paper we study the approximation power, the existence of a normalized B-basis and the structure of a degree-raising process for spaces of the formrequiring suitable assumptions on the functions u and v. The results about degree raising are detailed for special spaces of this form which have been recently introduced in the area of CAGD.     

New shape functions for triangular p-FEM using integrated Jacobi polynomials

In this paper, the second order boundary value problem −∇·((x,y)∇u)=f is discretized by the Finite Element Method using piecewise polynomial functions of degree p on a triangular mesh. On the reference element, we define integrated Jacobi polynomials as interior ansatz functions. If is a constant function on each triangle and each triangle has straight edges, we prove that the element stiffness matrix has not more than nonzero matrix entries. An application for preconditioning is given. Numerical examples show the advantages of the proposed basis.     

Interior penalty method for the indefinite time-harmonic Maxwell equations

Summary In this paper, we introduce and analyze the interior penalty discontinuous Galerkin method for the numerical discretization of the indefinite time-harmonic Maxwell equations in the high-frequency regime. Based on suitable duality arguments, we derive a-priori error bounds in the energy norm and the L²-norm. In particular, the error in the energy norm is shown to converge with the optimal order (h^min{s,}) with respect to the mesh size h, the polynomial degree , and the regularity exponent s of the analytical solution. Under additional regularity assumptions, the L²-error is shown to converge with the optimal order (h⁺¹). The theoretical results are confirmed in a series of numerical experiments.Supported by the EPSRC (Grant GR/R76615).Supported by the Swiss National Science Foundation under project 21-068126.02.Supported in part by the Natural Sciences and Engineering Council of Canada.     

Positive Solutions to Singular Semilinear Elliptic Problems

We obtain a characterization of all locally bounded functions p ≥ 0 for which the equation (E) Δu +p(x)ψ(u) = 0 has a positive solution in Ω vanishing on the boundary, where Ω is a domain of ℝ^N and ψ > 0 is a nonincreasing continuous function on ]0,∞[. In particular, for Ω = ℝ^N with N ≥ 3, it is shown that (E) has a (unique) positive solution in ℝ^N which decays to zero at infinity if and only if the set {p > 0} has positive Lebesgue measure and This condition can be replaced by if p is radial.     

An estimate on the supremum of a nice class of stochastic integrals and U-statistics

Let a sequence of iid. random variables ξ ₁, . . . ,ξ _n be given on a space with distribution μ together with a nice class of functions f(x ₁, . . . ,x _k ) of k variables on the product space For all f ∈ we consider the random integral J _n,k (f) of the function f with respect to the k-fold product of the normalized signed measure where μ _n denotes the empirical measure defined by the random variables ξ ₁, . . . ,ξ _n and investigate the probabilities for all x>0. We show that for nice classes of functions, for instance if is a Vapnik–Červonenkis class, an almost as good bound can be given for these probabilities as in the case when only the random integral of one function is considered. A similar result holds for degenerate U-statistics, too. Supported by the OTKA foundation Nr. 037886     

Some remarks on the Hardy-Littlewood maximal function on variable <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> spaces

We show that any pointwise multiplier for BMO(ℝⁿ) generates a function p from the class (ℝⁿ) of those functions for which the Hardy-Littlewood maximal operator is bounded on the variable L^p space. In particular, this gives a positive answer to Diening's conjecture saying that there are discontinuous functions which nevertheless belong to (ℝⁿ).     

Commutativity of Almost <Emphasis Type="Italic">F</Emphasis>-algebras

Let A be an Archimedean vector lattice, let be its Dedekind completion and let B be a Dedekind complete vector lattice. If Ψ ₀:A × A→ B is a positive orthosymmetric bimorphism, then there exists a positive bimorphism extension Ψ of Ψ ₀ to × in B which is orthosymmetric. This leads to a new and short proof of the commutativity of the almost f-algebras multiplications.     

Spectral multipliers for sub-Laplacians with drift on Lie groups

We study spectral multipliers of right invariant sub-Laplacians with drift on a connected Lie group G. The operators we consider are self-adjoint with respect to a positive measure , whose density with respect to the left Haar measure λ_G is a nontrivial positive character of G. We show that if p≠2 and G is amenable, then every spectral multiplier of extends to a bounded holomorphic function on a parabolic region in the complex plane, which depends on p and on the drift. When G is of polynomial growth we show that this necessary condition is nearly sufficient, by proving that bounded holomorphic functions on the appropriate parabolic region which satisfy mild regularity conditions on its boundary are spectral multipliers of . Work partially supported by the EC HARP Network “Harmonic Analysis and Related Problems”, the Progetto Cofinanziato MURST “Analisi Armonica” and the Gruppo Nazionale INdAM per l'Analisi Matematica, la Probabilità e le loro Applicazioni. Part of this work was done while the second and the third author were visiting the “Centro De Giorgi” at the Scuola Normale Superiore di Pisa, during a special trimester in Harmonic Analysis. They would like to express their gratitude to the Centro for the hospitality.     

Topological classification of holomorphic, semi-hyperbolic germs, in ``Quasi-Absence' of resonances

We give the classification, under topological conjugacy, of invertible holomorphic germs f:, with λ₁, . . . ,λ_n eigenvalues of d f₀, and |λ_i|≠1 for i=2, . . . ,n while λ₁ is a root of the unity, in the suitable hypothesis of ``quasi-absence' of resonances (i.e., assuming that for r_i≥0 and i=2, . . . ,n, with ).     

A schlichtness theorem for envelopes of holomorphy

Let Ω be a domain in . We prove the following theorem. If the envelope of holomorphy of Ω is schlicht over Ω, then the envelope is in fact schlicht. We provide examples showing that the conclusion of the theorem does not hold in , n>2. Additionally, we show that the theorem cannot be generalized to provide information about domains in whose envelopes are multiply sheeted.     

The divergence of fluctuations for shape in first passage percolation

We consider the first passage percolation model on Z ^d for d ≥ 2. In this model, we assign independently to each edge the value zero with probability p and the value one with probability 1−p. We denote by T(0, ν) the passage time from the origin to ν for ν ∈ R ^d and It is well known that if p < p _c , there exists a compact shape B _d ⊂ R ^d such that for all > 0, t B _d (1 − ) ⊂ B(t) ⊂ tB _d (1 + ) and G(t)(1 − ) ⊂ B(t) ⊂ G(t)(1 + ) eventually w.p.1. We denote the fluctuations of B(t) from tB _d and G(t) by In this paper, we show that for all d ≥ 2 with a high probability, the fluctuations F(B(t), G(t)) and F(B(t), tB _d ) diverge with a rate of at least C log t for some constant C. The proof of this argument depends on the linearity between the number of pivotal edges of all minimizing paths and the paths themselves. This linearity is also independently interesting. Research supported by NSF grant DMS-0405150     

Estimates for stable hypersurfaces of prescribed F-mean curvature

We consider immersed hypersurfaces :Mⁿ→ℝⁿ⁺¹ with prescribed anisotropic mean curvature . Such hypersurfaces can be characterized as critical points of parametric functionals of the type with an elliptic Lagrangian F depending on normal directions and a smooth vectorfield Q satisfying . We establish curvature estimates for stable hypersurfaces of dimension n≤5, provided F is C³-close to the area integrand.