Combined Hermite spectral-finite difference method for the Fokker-Planck equation

The convergence of a class of combined spectral-finite difference methods using Hermite basis, applied to the Fokker-Planck equation, is studied. It is shown that the Hermite based spectral methods are convergent with spectral accuracy in weighted Sobolev space. Numerical results indicating the spectral convergence rate are presented. A velocity scaling factor is used in the Hermite basis and is shown to improve the accuracy and effectiveness of the Hermite spectral approximation, with no increase in workload. Some basic analysis for the selection of the scaling factors is also presented.

     

Spectral and Pseudospectral Approximations Using Hermite Functions: Application to the Dirac Equation

We consider in this paper spectral and pseudospectral approximations using Hermite functions for PDEs on the whole line. We first develop some basic approximation results associated with the projections and interpolations in the spaces spanned by Hermite functions. These results play important roles in the analysis of the related spectral and pseudospectral methods. We then consider, as an example of applications, spectral and pseudospectral approximations of the Dirac equation using Hermite functions. In particular, these schemes preserve the essential conservation property of the Dirac equation. We also present some numerical results which illustrate the effectiveness of these methods.     

A stabilized Hermite spectral method for second‐order differential equations in unbounded domains

A stabilized Hermite spectral method, which uses the Hermite polynomials as trial functions, is presented for the heat equation and the generalized Burgers equation in unbounded domains. In order to overcome instability that may occur in direct Hermite spectral methods, a time‐dependent scaling factor is employed in the Hermite expansions. The stability of the scheme is examined and optimal error estimates are derived. Numerical experiments are given to confirm the theoretical results.© 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Error estimation of Hermite spectral method for nonlinear partial differential equations

Hermite approximation is investigated. Some inverse inequalities, imbedding inequalities and approximation results are obtained. A Hermite spectral scheme is constructed for Burgers equation. The stability and convergence of the proposed scheme are proved strictly. The techniques used in this paper are also applicable to other nonlinear problems in unbounded domains.

     

A Modification of Hermite Sampling with a Gaussian Multiplier

The Hermite sampling series is used to approximate bandlimited functions. In this article, we introduce two modifications of Hermite sampling with a Gaussian multiplier to approximate bandlimited and non-bandlimited functions. The convergence rate of those modifications is much higher than the convergence rate of Hermite sampling. Based on complex analysis, we establish some error bounds for approximating different classes of functions by these modifications. Theoretically and numerically, we demonstrate that the approximation by these modifications is highly efficient.     

A generalized Taylor factorization for Hermite subdivision schemes

In a recent paper, we investigated factorization properties of Hermite subdivision schemes by means of the so-called Taylor factorization. This decomposition is based on a spectral condition which is satisfied for example by all interpolatory Hermite schemes. Nevertheless, there exist examples of Hermite schemes, especially some based on cardinal splines, which fail the spectral condition. For these schemes (and others) we provide the concept of a generalized Taylor factorization and show how it can be used to obtain convergence criteria for the Hermite scheme by means of factorization and contractivity.     

A generalized Taylor factorization for Hermite subdivision schemes

In a recent paper, we investigated factorization properties of Hermite subdivision schemes by means of the so-called Taylor factorization. This decomposition is based on a spectral condition which is satisfied for example by all interpolatory Hermite schemes. Nevertheless, there exist examples of Hermite schemes, especially some based on cardinal splines, which fail the spectral condition. For these schemes (and others) we provide the concept of a generalized Taylor factorization and show how it can be used to obtain convergence criteria for the Hermite scheme by means of factorization and contractivity.     

Polynomials associated with a functional product of the Hermite type

We have found the motivation for this paper in the research of a quantized closed Friedmann cosmological model. There, the second‐order linear ordinary differential equation emerges as a wave equation for the physical state functions. Studying the polynomial solutions of this equation, we define a new functional product in the space of real polynomials. This product includes the indexed weight functions which depend on the degrees of participating polynomials. Although it does not have all of the properties of an inner product, a unique sequence of polynomials can be associated with it by an additional condition. In the special case presented here, we consider the Hermite‐type weight functions and prove that the associated polynomial sequence can be expressed in the closed form via the Hermite polynomials. Also, we find their Rodrigues‐type formula and a four‐term recurrence relation. In contrast to the zeros of Hermite polynomials, which are symmetrically located with respect to the origin, the zeros of the new polynomial sequence are all positive. Copyright © 2015 John Wiley & Sons, Ltd.     

From Hermite to stationary subdivision schemes in one and several variables

Vector and Hermite subdivision schemes both act on vector data, but since the latter one interprets the vectors as function values and consecutive derivatives they differ by the “renormalization” of the Hermite scheme in any step. In this paper we give an algebraic factorization method in one and several variables to relate any Hermite subdivision scheme that satisfies the so–called spectral condition to a vector subdivision scheme. These factorizations are natural extensions of the “zero at π” condition known for the masks of refinable functions. Moreover, we show how this factorization can be used to investigate different forms of convergence of the Hermite scheme and why the multivariate situation is conceptionally more intricate than the univariate one. Finally, we give some examples of such factorizations.     

About measures and nodal systems for which the Hermite interpolants uniformly converge to continuous functions on the circle and interval

We obtain the Laurent polynomial of Hermite interpolation on the unit circle for nodal systems more general than those formed by the n-roots of complex numbers with modulus one. Under suitable assumptions for the nodal system, that is, when it is constituted by the zeros of para-orthogonal polynomials with respect to appropriate measures or when it satisfies certain properties, we prove the convergence of the polynomial of Hermite-Fejér interpolation for continuous functions. Moreover, we also study the general Hermite interpolation problem on the unit circle and we obtain a sufficient condition on the interpolation conditions for the derivatives, in order to have uniform convergence for continuous functions.Finally, we obtain some improvements on the Hermite interpolation problems on the interval and for the Hermite trigonometric interpolation.     

Weak Convergence of a Numerical Method for a Stochastic Heat Equation

Weak convergence with respect to a space of twice continuously differentiable test functions is established for a discretisation of a heat equation with homogeneous Dirichlet boundary conditions in one dimension, forced by a space-time Brownian motion. The discretisation is based on finite differences in space and time, incorporating a spectral approximation in space to the Brownian motion.     

The eigenvalues of Hermite and rational spectral differentiation matrices

Summary We derive expressions for the eigenvalues of spectral differentiation matrices for unbounded domains. In particular, we consider Galerkin and collocation methods based on Hermite functions as well as rational functions (a Fourier series combined with a cotangent mapping). We show that (i) first derivative matrices have purely imaginary eigenvalues and second derivative matrices have real and negative eigenvalues, (ii) for the Hermite method the eigenvalues are determined by the roots of the Hermite polynomials and for the rational method they are determined by the Laguerre polynomials, and (iii) the Hermite method has attractive stability properties in the sense of small condition numbers and spectral radii.     

Incomplete Semiiterative Methods for Solving Operator Equations in Banach Space

There are several methods for solving operator equations in a Banach space. The successive approximation methods require the spectral radius of the iterative operator be less that 1 for convergence. In this paper, we try to use the incomplete semiiterative methods to solve a linear operator equation in Banach space. Usually the special semiiterative methods are convergent even when the spectral radius of the iterative operator of an operator of an operator equation is greater than 1.     

A new type of Hermite matrix polynomial series

Conventional Hermite polynomials emerge in a great diversity of applications in mathematical physics, engineering, and related fields. However, in physical systems with higher degrees of freedom it will be of practical interest to extend the scalar Hermite functions to their matrix analogue. This work introduces various new generating functions for Hermite matrix polynomials and examines existence and convergence of their associated series expansion by using Mehler’s formula for the general matrix case. Moreover, we derive interesting new relations for even- and odd-power summation in the generating-function expansion containing Hermite matrix polynomials. Some new results for the scalar case are also presented.     

Regularization of the Cauchy problem for the Laplace equation

We suggest a method for regularizing the solution of the Cauchy problem for the Laplace equation by introducing the biharmonic operator with a small parameter. We show that if there exists a solution of the original problem, then the difference between the spectral expansions of solutions of the original and regularized equations tends to zero in the space of square integrable functions as the regularization parameter tends to zero. If the original solution belongs to a Sobolev class, then we use results of Il’in’s spectral theory to derive an estimate for the rate of the convergence of the regularized solution to the exact solution.     

Rational Interpolation for Stieltjes Functions

The continuity conclusions about rational Hermite interpolating functions are given under some conditions. On that basis, we establish the convergence results for the paradiagonal sequences of the rational interpolants for Stieltjes functions and Hamburger functions.     

Error estimate for a fully discrete spectral scheme for Korteweg-de Vries-Kawahara equation

We are concerned with convergence of spectral method for the numerical solution of the initial-boundary value problem associated to the Korteweg-de Vries-Kawahara equation (Kawahara equation, in short), which is a transport equation perturbed by dispersive terms of the 3rd and 5th order. This equation appears in several fluid dynamics problems. It describes the evolution of small but finite amplitude long waves in various problems in fluid dynamics. These equations are discretized in space by the standard Fourier-Galerkin spectral method and in time by the explicit leap-frog scheme. For the resulting fully discrete, conditionally stable scheme we prove an L ²-error bound of spectral accuracy in space and of second-order accuracy in time.     

Convergent Vector and Hermite Subdivision Schemes

Hermite subdivision schemes have been studied by Merrien, Dyn, and Levin and they appear to be very different from subdivision schemes analyzed before since the rules depend on the subdivision level. As suggested by Dyn and Levin, it is possible to transform the initial scheme into a uniform stationary vector subdivision scheme which can be handled more easily.With this transformation, the study of convergence of Hermite subdivision schemes is reduced to that of vector stationary subdivision schemes. We propose a first criterion for C⁰-convergence for a large class of vector subdivision schemes. This gives a criterion for C¹-convergence of Hermite subdivision schemes. It can be noticed that these schemes do not have to be interpolatory. We conclude by investigating spectral properties of Hermite schemes and other necessary/sufficient conditions of convergence.     

Hagedorn Wavepackets in Time-Frequency and Phase Space

The Hermite functions are an orthonormalbasis of the space of square integrable functions with favourable approximation properties. Allowing for a flexible localization in position and momentum, the Hagedorn wavepackets generalize the Hermite functions also to several dimensions. Using Hagedorn’s raising and lowering operators, we derive explicit formulas and recurrence relations for the Wigner and FBI transform of the wavepackets and show their relation to the Laguerre polyomials.     

PERTURBATIONS OF DEFINIT1ZABLE OPERATORS IN A SPACE WITH AN INDEFINITE METRIC

Perturbations of definitizable operators in Krein space are studied in this paper. Firsts, the convergence of resolvents and spectral functions is discussed if a sequence of definitizable operators converges in a general sense. Second, for the operational calculus relating to continuous functions, varions convergence of operator functions are studied. At last, the relation for the convergence of the sequence of resolvents and that of one-parameter unitary groups is studied. The main theorems of this paper can be regarded as the generalization of the results for self-adjoint operators in Hilbert space.