Hybrid function method for solving Fredholm and Volterra integral equations of the second kind

Numerical solutions of Fredholm and Volterra integral equations of the second kind via hybrid functions, are proposed in this paper. Based upon some useful properties of hybrid functions, integration of the cross product, a special product matrix and a related coefficient matrix   with optimal order, are applied to solve these integral equations. The main characteristic of this technique is to convert an integral equation into an algebraic; hence, the solution procedures are either reduced or simplified accordingly. The advantages of hybrid functions are that the values of n$n$ and m$m$ are adjustable as well as being able to yield more accurate numerical solutions than the piecewise constant orthogonal function, for the solutions of integral equations. We propose that the available optimal values of n$n$ and m$m$ can minimize the relative errors of the numerical solutions. The high accuracy and the wide applicability of the hybrid function approach will be demonstrated with numerical examples. The hybrid function method is superior to other piecewise constant orthogonal functions [W.F. Blyth, R.L. May, P. Widyaningsih, Volterra integral equations solved in Fredholm form using Walsh functions, Anziam J. 45 (E) (2004) C269–C282; M.H. Reihani, Z. Abadi, Rationalized Haar functions method for solving Fredholm and Volterra integral equations, J. Comp. Appl. Math. 200 (2007) 12–20] for these problems.     

A matrix pencil approach computing the elementary divisors of a matrix: Numerical aspects and applications

In the present paper is presented a new matrix pencil-based numerical approach achieving the computation of the elementary divisors of a given matrixA ∈ C ^{n × n}. This computation is attained without performing similarity transformations and the whole procedure is based on the construction of the Piecewise Arithmetic Progression Sequence (PAPS) of the associated pencil λI _n - A of matrix A, for all the appropriate values of λ belonging to the set of eigenvalues of A. This technique produces a stable and accurate numerical algorithm working satisfactorily for matrices with a well defined eigenstructure. The whole technique can be applied for the computation of the first, second and Jordan canonical form of a given matrixA ∈ C ^{n × n}. The results are accurate for matrices possessing a well defined canonical form. In case of defective matrices, indications of the most appropriately computed canonical form are given.     

Zonal spherical functions on the complex reflection groups and (n+1,m+1)-hypergeometric functions

The pair of groups, complex reflection group G(r,1,n) and symmetric group S_n, is a Gelfand pair. Its zonal spherical functions are expressed in terms of multivariate hypergeometric functions called (n+1,m+1)-hypergeometric functions. Since the zonal spherical functions have orthogonality, they form discrete orthogonal polynomials. Also shown is a relation between monomial symmetric functions and the (n+1,m+1)-hypergeometric functions.     

A direct method for the general solution of a system of linear equations

A computationally stable method for the general solution of a system of linear equations is given. The system isA ^Tx–B=0, where then-vectorx is unknown and then×q matrixA and theq-vectorB are known. It is assumed that the matrixA ^T and the augmented matrix [A ^T,B] are of the same rankm, wheremn, so that the system is consistent and solvable. Whenm<n, the method yields the minimum modulus solutionx _m and a symmetricn ×n matrixH _m of rankn–m, so thatx=x _m+H _my satisfies the system for ally, ann-vector. Whenm=n, the matrixH _m reduces to zero andx _m becomes the unique solution of the system.The method is also suitable for the solution of a determined system ofn linear equations. When then×n coefficient matrix is ill-conditioned, the method can produce a good solution, while the commonly used elimination method fails.This research was supported by the National Science Foundation, Grant No. GP-41158.     

Riemann boundary value problems for some K-regular functions in clifford analysis

In this paper, we study the R_m (m > 0) Riemann boundary value problems for regular functions, harmonic functions and bi-harmonic functions with values in a universal clifford algebra C(V_n,n). By using Plemelj formula, we get the solutions of R_m (m > 0) Riemann boundary value problems for regular functions. Then transforming the Riemann boundary value problems for harmonic functions and bi-harmonic functions into the Riemann boundary value problems for regular functions, we obtain the solutions of R_m (m > 0) Riemann boundary value problems for harmonic functions and bi-harmonic functions.     

Solving Linear Systems Whose Elements Are Nonlinear Functions of Intervals

The paper addresses the problem of solving linear algebraic systems the elements of which are, in the general case, nonlinear functions of a given set of independent parameters taking on their values within prescribed intervals. Three kinds of solutions are considered: (i) outer solution, (ii) interval hull solution, and (iii) inner solution. A simple direct method for computing a tight outer solution to such systems is suggested. It reduces, essentially, to inverting a real matrix and solving a system of real linear equations whose size n is the size of the original system. The interval hull solution (which is a NP-hard problem) can be easily determined if certain monotonicity conditions are fulfilled. The resulting method involves solving n+1 interval outer solution problems as well as 2n real linear systems of size n. A simple iterative method for computing an inner solution is also given. A numerical example illustrating the applicability of the methods suggested is solved.     

Best polynomial approximations and the widths of function classes in L 2

Sharp Jackson-Stechkin type inequalities in which the modulus of continuity of mth order of functions is defined via the Steklov function are obtained. For the classes of functions defined by these moduli of continuity, exact values of various n-widths are derived.     

Normal dilatation of triangular matrices

LetR be a (real or complex) triangular matrix of ordern, say, an upper triangular matrix. Is it true that there exists a normaln×n matrixA whose upper triangle coincides with the upper triangle ofR? The answer to this question is “yes” and is obvious in the following cases: (1)R is real; (2)R is a complex matrix with a real or a pure imaginary main diagonal, and moreover, all the diagonal entries ofR belong to a straight line. The answer is also in the affirmative (although it is not so obvious) for any matrixR of order 2. However, even forn=3 this problem remains unsolved. In this paper it is shown that the answer is in the affirmative also for 3×3 matrices.     

An interactive method as an aid in solving multi-objective mathematical programming problems

In this paper, an interactive method is presented as an aid in solving multi-objective programming problems. It is assumed that the m objective functions are real-valued functions of the decision variables which are themselves constrained to some compact and nonempty set. The overall utility function is assumed to be unknown explicitly to the decision-maker but is assumed to be a real-valued, unimodal function defined on the m-tuples of feasible values of the objective functions and monotone nondecreasing in each argument. The decision-maker is required only to provide yes or no answers to questions regarding the desirability of increase or decrease in objective function values of solutions that he will not accept as optimal. Convergence of the method is indicated and a numerical example is presented in order to demonstrate its applicability.     

Parallel Construction and Query of Index Data Structures for Pattern Matching on Square Matrices

We describe fast parallel algorithms for building index data structures that can be used to gather various statistics on square matrices. The main data structure is the Lsuffix tree, which is a generalization of the classical suffix tree for strings. Given ann×ntext matrixA, we build our data structures inO(log n) time withn²processors on a CRCW PRAM, so that we can quickly processAin parallel as follows: (i) report some statistical information aboutA, e.g., find the largest repeated square submatrices that appear at least twice inAor determine, for each position inA, the smallest submatrix that occurs only there; (ii) given, on-line, anm×mpattern matrixPAT, check whether it occurs inA. We refer to the above two kinds of operations as queries and point out that they have applications to visual databases and two-dimensional data compression. Query (i) takesO(log n) time withn²/log nprocessors and query (ii) takesO(log m) time withm²/log mprocessors. The query algorithms are work optimal while the construction algorithm is work optimal only for arbitrary and large alphabets.     

Further properties of inner product quadrature formulas

An inner product quadrature formula is of the form $$\int_{ - 1}^1 {w(x)f(x)g(x)dx \cong \sum\limits_{i = 0}^m {\sum\limits_{j = 0}^n {f(x_i )a_{ij} g(y_j ) = f^T Ag.} } } $$ Conditions are established for which these quadrature formulas are exact whenf andg are polynomials of degree not greater thanm+k andn?l (also, analogouslym?k andn+l) respectively. The structure and properties of the matrixA are also considered.     

Small free vibrations of an infinite cylindrical shell rotating on rollers

Small free vibrations of an infinitely long rotating cylindrical shell being in contact with rigid cylindrical rollers are considered. A system of linear differential equations for the vibrations of such a shell is derived. By using the Fourier transform of the solutions in the circumferential coordinate, a system of algebraic equations for approximately determining the vibration frequencies and mode shapes is obtained. It is shown that, for any number n of uniformly distributed rollers, the approximate values of the first n frequencies and mode shapes can be found explicitly. On the basis of the orthogonal sweep method, an algorithm for numerically solving the boundary value eigenvalue problem describing the vibrations of a rotating shell is developed. Analytical and numerical results are compared. The obtained approximate formulas for frequencies and the numerical algorithm can be used to design centrifugal concentrators for ore enrichment.     

A distributed computation algorithm for solving portfolio problems with integer variables

A portfolio problem with integer variables can facilitate the use of complex models, including models containing discrete asset values, transaction costs, and logical constraints. This study proposes a distributed algorithm for solving a portfolio program to obtain a global optimum. For a portfolio problem with n integer variables, the objective function first is converted into an ellipse function containing n separated quadratic terms. Next, the problem is decomposed into m equal-size separable programming problems solvable by a distributed computation system composed of m personal computers linked via the Internet. The numerical examples illustrate that the proposed method can obtain the global optimum effectively for large scale portfolio problems involving integral variables.     

Scheduling Malleable Tasks on Parallel Processors to Minimize the Makespan

The problem of optimal scheduling n tasks in a parallel processor system is studied. The tasks are malleable, i.e., a task may be executed by several processors simultaneously and the processing speed of a task is a nonlinear function of the number of processors allocated to it. The total number of processors is m and it is an upper bound on the number of processors that can be used by all the tasks simultaneously. It is assumed that the number of processors is sufficient to process all the tasks simultaneously, i.e. n≤m. The objective is to find a task schedule and a processor allocation such that the overall task completion time, i.e. the makespan, is minimized. The problem is motivated by real-life applications of parallel computer systems in scientific computing of highly parallelizable tasks. An O(n) algorithm is presented to solve this problem when all the processing speed functions are convex. If these functions are all concave and the number of tasks is a constant, the problem can be solved in polynomial time. A relaxed problem, in which the number of processors allocated to each task is not required to be integer, can be solved in O(nmax {m,nlog ² m}) time. It is proved that the minimum makespan values for the original and relaxed problems coincide. For n=2 or n=3, an optimal solution for the relaxed problem can be converted into an optimal solution for the original problem in a constant time.     

Orthogonal wavelets on direct products of cyclic groups

We describe a method for constructing compactly supported orthogonal wavelets on a locally compact Abelian group G which is the weak direct product of a countable set of cyclic groups of pth order. For all integers p, n ≥ 2, we establish necessary and sufficient conditions under which the solutions of the corresponding scaling equations with p ⁿ numerical coefficients generate multiresolution analyses in L ²(G). It is noted that the coefficients of these scaling equations can be calculated from the given values of p ⁿ parameters using the discrete Vilenkin-Chrestenson transform. Besides, we obtain conditions under which a compactly supported solution of the scaling equation in L ²(G) is stable and has a linearly independent system of “integer” shifts. We present several examples illustrating these results.     

Triangular functions (TF) method for the solution of nonlinear Volterra–Fredholm integral equations

A numerical method based on an m-set of general, orthogonal triangular functions (TF) is proposed to approximate the solution of nonlinear Volterra–Fredholm integral equations. The orthogonal triangular functions are utilized as a basis in collocation method to reduce the solution of nonlinear Volterra–Fredholm integral equations to the solution of algebraic equations. Also a theorem is proved for convergence analysis. Some numerical examples illustrate the proposed method.     

Non-skew symmetric orthogonal matrices with constant diagonals

A matrix C of order n is orthogonal if CC^T=dI. In this paper, we restrict the study to orthogonal matrices with a constant m > 1 on the diagonal and ±1's off the diagonal. It is observed that all skew symmetric orthogonal matrices of this type are constructed from skew symmetric Hadamard matrices and vice versa. Some simple necessary conditions for the existence of non-skew orthogonal matrices are derived. Two basic construction techniques for non-skew orthogonal matrices are given. Several families of non-skew orthogonal matrices are constructed by applying the basic techniques to well-known combinatorial objects like balanced incomplete block designs. It is also shown that if m is even and n=0 (mod 4), then an orthogonal matrix must be skew symmetric. The structure of a non-skew orthogonal matrix in the special case of m odd,n=2 (mod 4) and m?1/6n is also studied in detail. Finally, a list of cases with n?50 is given where the existence of non-skew orthogonal matrices are unknown.     

Deadbeat control: A special inverse eigenvalue problem

In this paper we give a numerical method to construct a rankm correctionBF (where then ×m matrixB is known and them ×n matrixF is to be found) to an ×n matrixA, in order to put all the eigenvalues ofA +BF at zero. This problem is known in the control literature as deadbeat control. Our method constructs, in a recursive manner, a unitary transformation yielding a coordinate system in which the matrixF is computed by merely solving a set of linear equations. Moreover, in this coordinate system one easily constructs the minimum norm solution to the problem. The coordinate system is related to the Krylov sequenceA ^–1 B,A ^–2 B,A ^–3 B, .... Partial results of numerical stability are also obtained.Dedicated to Professor Germund Dahlquist: on the occasion of his 60th birthday     

The simultaneous diophantine approximation of values of functions satisfying certain n variable q-difference equations

In a previous paper lower bounds were obtained on the simultaneous diophantine approximation of values of certain functions which satisfy linear q-difference equations. In the present paper these results are generalized from n = 1 to n > 1 variables. In order to better see what some of these solutions “look like” the algebraic properties of certain classes of functions are investigated, particularly with regard to a type of multiplication which is analogous to the convolution product. At the end of the paper such algebraic results are also obtained for the case n = 1.