Quadratic spline interpolation on uniform meshes

The interpolation problem at uniform mesh points of a quadratic splines(x _i)=f _i,i=0, 1,...,N ands(x ₀)=f₀ is considered. It is known that s–f=O(h ³) and s–f=O(h ²), whereh is the step size, and that these orders cannot be improved. Contrary to recently published results we prove that superconvergence cannot occur for any particular point independent off other than mesh points wheres=f by assumption. Best error bounds for some compound formulae approximatingf _i andf _i ⁽³⁾ are also derived.     

On monotone extensions of boundary data

Summary A functionf C (), is called monotone on if for anyx, y the relation x – y ₊ ^s impliesf(x)f(y). Given a domain with a continuous boundary and given any monotone functionf on we are concerned with the existence and regularity ofmonotone extensions i.e., of functionsF which are monotone on all of and agree withf on . In particular, we show that there is no linear mapping that is capable of producing a monotone extension to arbitrarily given monotone boundary data. Three nonlinear methods for constructing monotone extensions are then presented. Two of these constructions, however, have the common drawback that regardless of how smooth the boundary data may be, the resulting extensions will, in general, only be Lipschitz continuous. This leads us to consider a third and more involved monotonicity preserving extension scheme to prove that, when is the unit square [0, 1]² in ², strictly monotone analytic boundary data admit a monotone analytic extension.Research supported by NSF Grant 8922154Research supported by DARPA: AFOSR #90-0323     

A modified sinc quadrature rule for functions with poles near the arc of integration

Sinc function approach is used to obtain a quadrature rule for estimating integrals of functions with poles near the are of integration. Special treatment is given to integration over the intervals (–, ), (0, ), and (–1, 1). It is shown that the error of the quadrature rule converges to zero at the rateO(exp(–cN)) asN , whereN is the number of nodes used, and wherec is a positive constant which is independent ofN.     

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.     

Product-integration with the Clenshaw-Curtis and related points

Summary This paper is concerned with the theoretical properties of a productintegration method for the integral , wherek is absolutely integrable andf is continuous. The integral is approximated by , where the points are given byx _ni =cos(i/n, 0in, and where the weightsw _ni are chosen to make the rule exact iff is any polynomial of degree n. The principal result is that ifkL _p [–1, 1] for somep>1, then the rule converges to the exact result asn for all continuous (or indeed R-integrable) functionsf, and moreover that the sum of the absolute values of the weights converges to the least possible value, namely . A limiting expression for the individual weights is also obtained, under certain assumptions. The results are exteded to other point sets of a similar kind, including the classical Chebyshev points.     

Contractivity preserving explicit linear multistep methods

Summary We investigate contractivity properties of explicit linear multistep methods in the numerical solution of ordinary differential equations. The emphasis is on the general test-equation , whereA is a square matrix of arbitrary orders1. The contractivity is analysed with respect to arbitrary norms in thes-dimensional space (which are not necessarily generated by an inner product). For given order and stepnumber we construct optimal multistep methods allowing the use of a maximal stepsize.This research has been supported by the Netherlands organisation for scientific research (NWO)     

Rational approximation to Neumann series of Bessel functions

LetJ _n (z) be the Bessel function of the first kind and ordern, and letf(z) be an analytic function in|z|r (r>0); then it is known that the Bessel expansion

Improved estimates of statistical regularization parameters in fourier differentiation and smoothing

Summary We investigate the statistical methods of cross-validation (CV) and maximum-likelihood (ML) for estimating optimal regularization parameters in the numerical differentiation and smoothing of non-exact data. Various criteria for optimality are examined, and the (asymptotic) notions of strong optimality, weak optimality and suboptimality are introduced relative to these criteria. By restricting attention to certainN-dimensional Hilbert spaces of smooth and stochastic functions, whereN is the number of data, we give regularity conditions on the data under which _CV, the regularization parameter predicted by CV, is strongly optimal with respect to the predictive mean-square signal error. We show that _ML is at best weakly optimal with respect to this criterion but is strongly optimal with respect to the innovation variance of the data. For numerical differentiation, _CV and _ML are both shown to be suboptimal with respect to the predictive mean-square derivative error.     

A Moment Matrix Approach to Multivariable Cubature

We develop an approach to multivariable cubature based on positivity, extension, and completion properties of moment matrices. We obtain a matrix-based lower bound on the size of a cubature rule of degree 2n + 1; for a planar measure , the bound is based on estimating where C:=C^# [ ] is a positive matrix naturally associated with the moments of . We use this estimate to construct various minimal or near-minimal cubature rules for planar measures. In the case when C = diag(c₁,...,c_n) (including the case when is planar measure on the unit disk), (C) is at least as large as the number of gaps c_k >c_k+1.     

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.     

Some greedyt-intersecting families of finite sequences

Letn, s ₁,s ₂, ... ands _n be positive integers. Assume is an integer for eachi}. For , , and , denotes _p (a)={j|1jn,a _j p}, , and . is called anI _t ^p -intersecting family if, for any a,b ,a _i b _i =min(a _i ,b _i )p for at leastt i's. is called a greedyI _t ^P -intersecting family if is anI _t ^p -intersecting family andW _p (A)W _p (B+A ^c ) for anyAS _p ( ) and any with |B|=t–1.In this paper, we obtain a sharp upper bound of | | for greedyI _t ^p -intersecting families in for the case 2ps _i (1in) ands ₁>s ₂>...>s _n .This project is partially supported by the National Natural Science Foundation of China (No.19401008) and by Postdoctoral Science Foundation of China.     

Q-Splines

The classical weighted spline introduced by Ph. Cinquin (1981), (see also K. Salkauskas (1984) and T.A. Foley (1986)) consists in minimizing _a ^b w(t)(x(t))² dt under the conditionsx(t _i )=y _i ,i=1,...,n, where the functionw is piecewise constant on the subdivisiona<t ₁<t ₂<...<t _n <b. The solution is a cubic spline, but it is notC ². We consider here the minimization of

A factorization result for generalized Nevanlinna functions of the classN k

LetQN _k. It is shown that if is a nonreal pole or a real generalized pole of nonpositive type and is a nonreal zero or a real generalized zero of nonpositive type of the functionQ then the function

Critical Dimensions for the Existence of Self-Intersection Local Times of the N-Parameter Brownian Motion in R d

Fix two rectangles A, B in [0, 1] ^N . Then the size of the random set of double points of the N-parameter Brownian motion in R ^d , i.e, the set of pairs (s, t), where sA, tB, and W _s=W _t, can be measured as usual by a self-intersection local time. If A=B, we show that the critical dimension below which self-intersection local time does not explode, is given by d=2N. If A B is a p-dimensional rectangle, it is 4N–2p (0pN). If A B = , it is infinite. In all cases, we derive the rate of explosion of canonical approximations of self-intersection local time for dimensions above the critical one, and determine its smoothness in terms of the canonical Dirichlet structure on Wiener space.     

Topology of the Real Part of the Hyperelliptic Jacobian Associated with the Periodic Toda Lattice

We study the topology of the isospectral real manifold of the periodic Toda lattice consisting of 2 ^N–1 different systems. The solutions of these systems contain blow-ups, and the set of these singular points defines a divisor of the manifold. With the divisor added, the manifold is compactified as the real part of the (N–1)-dimensional Jacobi variety associated with a hyperelliptic Riemann surface of genus g=N–1. We also study the real structure of the divisor and provide conjectures on the topology of the affine part of the real Jacobian and on the gluing rule over the divisor to compactify the manifold based on the sign representation of the Weyl group of .     

A geometric approach to the cascade approximation operator for wavelets

This paper is devoted to an approximation problem for operators in Hilbert space, that appears when one tries to study geometrically thecascade algorithm in wavelet theory. Let be a Hilbert space, and let be a representation ofL ( ) on . LetR be a positive operator inL ( ) such thatR(1) =1, where1 denotes the constant function 1. We study operatorsM on (bounded, but noncontractive) such that

Uniqueness of solutions for some nonlinear Dirichlet problems

We consider here a class of nonlinear Dirichlet problems, in a bounded domain , of the form

On quasi degree quadrature rules

Summary In this paper we examine quadrature rules for the integral which are exact for all with +d. We specify three distinct families of solutions which have properties not unlike the standard Gauss and Radau quadrature rules. For each integerd the abscissas of the quadrature rules lie within the closed integration interval and are expressed in terms of the zeros of a polynomialq _d(y). These polynomialsq _d(y), (d=0, 1, ...), which are not orthogonal, satisfy a three term recurrence relation of the type Q_d+1(y)=(y+_d+1)q_d(y)–_d+1yq_d–1(y) and have zeros with the standard interlacing property.This work was supported by the Applied Mathematical Sciences Research Program (KC-04-02) of the Office of Energy Research of the U.S. Department of Energy under Contract W-31-109-Eng-38     

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.     

Linear Codes and Character Sums

Let V be an rn-dimensional linear subspace of . Suppose the smallest Hamming weight of non-zero vectors in V is d. (In coding-theoretic terminology, V is a linear code of length n, rate r and distance d.) We settle two extremal problems on such spaces.First, we prove a (weak form) of a conjecture by Kalai and Linial and show that the fraction of vectors in V with weight d is exponentially small. Specifically, in the interesting case of a small r, this fraction does not exceed .We also answer a question of Ben-Or and show that if , then for every k, at most vectors of V have weight k.Our work draws on a simple connection between extremal properties of linear subspaces of and the distribution of values in short sums of -characters.* Supported in part by grants from the Israeli Academy of Sciences and the Binational Science Foundation Israel-USA. This work was done while the author was a student in the Hebrew University of Jerusalem, Israel.