Chebyshev Solution of the Nearly-Singular One-Dimensional Helmholtz Equation and Related Singular Perturbation Equations: Multiple Scale Series and the Boundary Layer Rule-of-Thumb

The one-dimensional Helmholtz equation, ² u _xx –u=f(x), arises in many applications, often as a component of three-dimensional fluids codes. Unfortunately, it is difficult to solve for 1 because the homogeneous solutions are exp(±x/), which have boundary layers of thickness O(1/). By analyzing the asymptotic Chebyshev coefficients of exponentials, we rederive the Orszag–Israeli rule [16] that Chebyshev polynomials are needed to obtain an accuracy of 1% or better for the homogeneous solutions. (Interestingly, this is identical with the boundary layer rule-of-thumb in [5], which was derived for singular functions like tanh([x–1]/).) Two strategies for small are described. The first is the method of multiple scales, which is very general, and applies to variable coefficient differential equations, too. The second, when f(x) is a polynomial, is to compute an exact particular integral of the Helmholtz equation as a polynomial of the same degree in the form of a Chebyshev series by solving triangular pentadiagonal systems. This can be combined with the analytic homogeneous solutions to synthesize the general solution. However, the multiple scales method is more efficient than the Chebyshev algorithm when is very, very tiny.     

Elliptic boundary-value problems in complete scales of Nikol'skii-type spaces

We consider an elliptic boundary-value problem on an infinitely smooth manifold with, generally speaking, disconnected boundary. It is established that the operator of this problem is a Fredholm operator when considered in complete scales of functional spaces that depend on the parameterss ,p[1, ] and, for sufficiently large s0, coincide with the classical Nikol'skii spaces on a manifold.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 12, pp. 1647–1654, December, 1994.In conclusion, the author expresses his deep gratitude to V. A. Mikhailets and Ya. A. Roitberg for helpful discussions.     

Positivity Preserving Forms have the Fatou Property

We prove that if (,D) is a positivity preserving form on L ² (E;m), and if (u _n)_n is a sequence in D() converging m-almost everywhere to u L ² (E;m), then (u,u) lim inf_n (u _n ,u _n ).     

On the existence of multiple solutions of nonhomogeneous elliptic equations involving critical Sobolev exponents

Letp=2N/(N –2),N 3 be the limiting Sobolev exponent and ^N a bounded smooth domain. We show that for H ^–1(),f satisfies some conditions then–u=c ₁ u ^p–1 +f(x,u) + admits at least two positive solutions.     

Shift invariant spaces inL 2

If is a complex, separable Hilbert space, letL ² () denote theL ²-space of functions defined on the unit circle and having values in . The bilateral shift onL ²() is the operator (U f)()=f(). A Hilbert spaceH iscontractively contained in the Hilbert spaceK ifHK and the inclusion mapH–K is a contraction. We describe the structure of those Hilbert spaces, contractively contained inL ²(), that are carried into themselves contractively byU . We also do this for the subcase of those spaces which are carried into themselves unitarily byU .     

Homogenization and concentrated capacity for the heat equation with non-linear variational data in reticular almost disconnected structures and applications to visual transduction

Out of a right, circular cylinder of height H and cross-section a disc of radius R+ one removes a stack of nH/ parallel, equi-spaced cylinders C_j,j=1,2,...,n, each of radius R and height . Here , are fixed positive numbers and is a positive parameter to be allowed to go to zero. The union of the C_j almost fills in the sense that any two contiguous cylinders C_j are at a mutual distance of the order of and that the outer shell, i.e., the gap S=-_o has thickness of the order of (_o is obtained from by formally setting =0). The cylinder from which the C_j are removed, is an almost disconnected structure, it is denoted by , and it arises in the mathematical theory of phototransduction.For each >0 we consider the heat equation in the almost disconnected structure , for the unknown function u, with variational boundary data on the faces of the removed cylinders C_j. The limit of this family of problems as 0 is computed by concentrating heat capacity and diffusivity on the outer shell, and by homogenizing the u within the limiting cylinder _o.It is shown that the limiting problem consists of an interior diffusion in _o and a boundary diffusion on the lateral boundary S of _o. The interior diffusion is governed by the 2-dimensional heat equation in _o, for an interior limiting function u. The boundary diffusion is governed by the Laplace–Beltrami heat equation on S, for a boundary limiting function u_S. Moreover the exterior flux of the interior limit u provides the source term for the boundary diffusion on S. Finally the interior limit u, computed on S in the sense of the traces, coincides with the boundary limit u_S. As a consequence of the geometry of , local arguments do not suffice to prove convergence in _o, and also we have to take into account the behavior of the solution in S. A key, novel idea consists in extending equi-bounded and equi-Hölder continuous functions in -dependent domains, into equi-bounded and equi-Hölder continuous functions in the whole ^N, by means of the Kirzbraun–Pucci extension technique.The biological origin of this problem is traced, and its application to signal transduction in the retina rod cells of vertebrates is discussed. Mathematics Subject Classification (2000) 35B27, 35K50, 92C37     

Quenching,nonquenching, and beyond quenching for solution of some parabolic equations

Summary In this paper we examine the first initial boundary value problem for u_t=u_xx + (1 – u)^–, > 0, > 0,on (0, 1) × (0, ) from the point of view of dynamical systems. We construct the set of stationary solutions, determine those which are stable, those which are not and show that there are solutions with initial data arbitrarily close to unstable stationary solutions which quench (reach one in finite time). We also examine the related problem u_t=u_xx, 0 <x < 1,t > 0;u(0,t)=0, (1 – u(1, t))^–. The set of stationary solutions for this problem, and the dynamical behavior of solutions of the time dependent problem are somewhat different.This research was sponsored by the U.S. Air Force Office of Scientific Research, Air Forse Systems Command Grants 84-0252 and 88-0031. The United States Government is authorized to reproduce and distribute reprints for Governmental purposes not withstanding any copyright notation therein.     

How to approximate the solutions of certain free boundary problems for the Laplace equation by using the contraction principle

We show how the free boundary of an ideal fluid, subject to a generalized Bernoulli condition, can (under appropriate circumstances) be approximated. Our method is based on a class of free-boundary perturbation operatorsT , 0<<1, which are all contracting relative to a suitable norm and class of boundaries, and whose fixed points converge to the desired free boundary solution as 0+.

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Zusammenfassung Wir zeigen, wie der freie Rand einer idealen Flüssigkeit, welcher einer verallgemeinerten Bernoulli-Bedingung genügt, unter geeigneten Umständen approximiert werden kann. Unsere Methode stützt sich auf eine Klasse freier RandperturbationsoperatorenT , 0<<1, welche relativ zu einer geeigneten Norm und Ränderklasse kontrahierend sind und deren Fixpunkte gegen die gewünschte Lösung der freien Randaufgabe mit 0+ konvergieren.

     

More onk-sets of finite sets in the plane

For a setS ofn points in the plane and forK {1, 2, ..., [1/2n]}, letf _K (S) denote the number of subsets ofS with cardinalityk K which can be cut offS by a straight line. We show that there is a positive constantc such thatf _K (S)<cn ( _{k K} k)^1/2.This research was carried out during the author's stay at the University of Leiden, The Netherlands.     

On Logarithmic Smoothing of the Maximum Function

We consider the maximum function f resulting from a finite number of smooth functions. The logarithmic barrier function of the epigraph of f gives rise to a smooth approximation g of f itself, where >0 denotes the approximation parameter. The one-parametric family g converges – relative to a compact subset – uniformly to the function f as tends to zero. Under nondegeneracy assumptions we show that the stationary points of g and f correspond to each other, and that their respective Morse indices coincide. The latter correspondence is obtained by establishing smooth curves x() of stationary points for g , where each x() converges to the corresponding stationary point of f as tends to zero. In case of a strongly unique local minimizer, we show that the nondegeneracy assumption may be relaxed in order to obtain a smooth curve x().     

A smoothed bootstrap estimator for a studentized sample quantile

If the underlying distribution functionF is smooth it is known that the convergence rate of the standard bootstrap quantile estimator can be improved fromn ^–1/4 ton ^–1/2+, for arbitrary >0, by using a smoothed bootstrap. We show that a further significant improvement of this rate is achieved by studentizing by means of a kernel density estimate. As a consequence, it turns out that the smoothed bootstrap percentile-t method produces confidence intervals with critical points being second-order correct and having smaller length than competitors based on hybrid or on backwards critical points. Moreover, the percentile-t method for constructing one-sided or two-sided confidence intervals leads to coverage accuracies of ordern ^–1+, for arbitrary >0, in the case of analytic distribution functions.     

A construction of stable subharmonic orbits in monotone time-periodic dynamical systems

We consider a family of abstract semilinear elliptic-like equationsB(t,u _o (t))=0 for an unknown functionu ₀ (t) parametrized by the time-variablet0 and valued in a Banach spaceX. Suppose that bothB(.,u) andu ₀ areT-periodic in timet, and each Fréchet derivative generates an exponentially decaying, analyticC ₀-semigroup inX. We show that, for every small >0, the abstract parabolic-like evolution equationdu /dt=B(t,u _(t) ),t0, has a linearly stableT-periodic solutionu nearu ₀. Given any integern2, we construct examples ofB andu ₀ such that the minimum periods ofB(.,u) andu ₀, respectively, are=T/n andT. Thenu (t), t0, is alinearly stable subharmonic orbit of minimum periodT for our -periodic evolution equation. The corresponding dynamical systems are strongly monotone.This work was supported in part by, Vanderbilt University Research Council.     

Continuous dependence of theR-solution generated by a differential hyperbolic inclusion on parameters

We consider conditions under which theR-solution generated by a differential inclusionu _xy F (x, y, u,) continuously depends on the parameter.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 10, pp. 1421–1425, October, 1995.     

A Lower Bound for the Height of a Rational Function at S-unit Points

Let a,b be given, multiplicatively independent positive integers and let >0. In a recent paper jointly with Y. Bugeaud we proved the upper bound exp(n) for g.c.d.(aⁿ–1, bⁿ–1); shortly afterwards we generalized this to the estimate g.c.d.(u–1,v–1)<>u,v) for multiplicatively independent S-units u,vZ. In a subsequent analysis of those results it turned out that a perhaps better formulation of them may be obtained in terms of the language of heights of algebraic numbers. In fact, the purposes of the present paper are: to generalize the upper bound for the g.c.d. to pairs of rational functions other than {u–1,v–1} and to extend the results to the realm of algebraic numbers, giving at the same time a new formulation of the bounds in terms of height functions and algebraic subgroups of G_m².     

Integration par parties dans l'espace de Wiener et approximation du temps local

Summary Let be a real-valued stochastic process having a continuous local timeL(u,t),u —, 0tT andX (t) = ( *X)(t),t 0, the regularization ofX by means of the convolution with the approximation of unity . The main theorem in this paper (Theorem 3.5) is a generalization of various results about the approximation (for fixedu) of the local timeL(u, ) by means of a convenient normalization of the numberN ^X (u;) of crossings of the processX with the levelu. Especially, this Theorem extends to a class of not necessarily Markovian continuous martingales, a result of this type for one-dimensional diffusions due to Azais [A2]). The methods of proof combine some estimations of the moments of the number of crossings with a level of a regular stochastic processes with stochastic analysis techniques based upon integration by parts in the Wiener space.

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Support partill du CICYT, N^o PB86-0238     

Global controllability of conditionally periodic linear system

We use the notation: Rⁿ Is n-dimensional Euclidean space;S _a (x⁰)={x Rⁿ: ¦x-x ⁰ ¦ }; int Q is the interior of setQ Rⁿ. With any linear systemx=A (t)x +B (t) u, x Rⁿ,u R^m, (1)Translated from Matematicheskie Zametki, Vol. 32, No. 2, pp. 169–174, August, 1982.     

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.

     

Proof of two conjectures of H. Brezis and L.A. Peletier

In this paper, we consider the problem: –u=N(N–2)u ^p– , u>0 on ; u=0 on , where is a smooth and bounded domain inR ^N, N3, p= , and >0. We prove a conjecture of H. Brezis and L.A. Peletier about the asymptotic behaviour of solutions of this problem which are minimizing for the Sobolev inequality as goes to zero. We give similar results concerning the related problem: –u=N(N–2)u^p+u, u>0 on ; u=0 on , for N is larger than 4.     

A Lower Bound for the Height of a Rational Function at <Emphasis Type="Italic">S</Emphasis>-unit Points

Let a,b be given, multiplicatively independent positive integers and let >0. In a recent paper jointly with Y. Bugeaud we proved the upper bound exp(n) for g.c.d.(aⁿ–1, bⁿ–1); shortly afterwards we generalized this to the estimate g.c.d.(u–1,v–1)v) for multiplicatively independent S-units u,vZ. In a subsequent analysis of those results it turned out that a perhaps better formulation of them may be obtained in terms of the language of heights of algebraic numbers. In fact, the purposes of the present paper are: to generalize the upper bound for the g.c.d. to pairs of rational functions other than {u–1,v–1} and to extend the results to the realm of algebraic numbers, giving at the same time a new formulation of the bounds in terms of height functions and algebraic subgroups of G_m².     

Boundary layers in parabolic perturbations of scalar conservation laws

We consider the problem of estimating the boundary layer thickness for vanishing viscosity solutions of boundary value problems for parabolic perturbations of a scalar conservation law in a space strip in R^d . For the boundary layer thickness () we obtain that one can take ()= ^r, for any r<1/2, arbitrarily close to 1/2.