The convergence of product integration rules

A recent theorem due to Nevai on the mean convergence of Lagrange interpolation is used to obtain sufficient conditions for the convergence of quadrature rules for product integration.     

The convergence of interpolatory product integration rules

Conditions are given for the convergence of product integration rules based on the zeros of orthogonal polynomials associated with a generalized smooth Jacobi weight, possibly augmented by one or both endpoints.     

Construction algorithms for higher order polynomial lattice rules

Higher order polynomial lattice point sets are special types of digital higher order nets which are known to achieve almost optimal convergence rates when used in a quasi-Monte Carlo algorithm to approximate high-dimensional integrals over the unit cube. The existence of higher order polynomial lattice point sets of “good” quality has recently been established, but their construction was not addressed.We use a component-by-component approach to construct higher order polynomial lattice rules achieving optimal convergence rates for functions of arbitrarily high smoothness and at the same time–under certain conditions on the weights–(strong) polynomial tractability. Combining this approach with a sieve-type algorithm yields higher order polynomial lattice rules adjusting themselves to the smoothness of the integrand up to a certain given degree. Higher order Korobov polynomial lattice rules achieve analogous results.     

On obtaining higher order convergence for smooth periodic functions

We present two algorithms for multivariate numerical integration of smooth periodic functions. The cubature rules on which these algorithms are based use fractional parts of multiples of irrationals in combination with certain weights. Previous work led to algorithms with quadratic and cubic error convergence. We generalize these algorithms so that one can use them to obtain general higher order error convergence. The algorithms are open in the sense that extra steps can easily be taken in order to improve the result. They are also linear in the number of steps and their memory cost is low.     

Duality theory and propagation rules for higher order nets

Higher order nets and sequences are used in quasi-Monte Carlo rules for the approximation of high dimensional integrals over the unit cube. Hence one wants to have higher order nets and sequences of high quality.In this paper we introduce a duality theory for higher order nets whose construction is not necessarily based on linear algebra over finite fields. We use this duality theory to prove propagation rules for such nets. This way we can obtain new higher order nets (sometimes with improved quality) from existing ones. We also extend our approach to the construction of higher order sequences.     

Asymptotic expansions and acceleration of convergence for higher order iteration processes

Summary We analyze the convergence behavior of sequences of real numbers {x _n }, which are defined through an iterative process of the formx _n :=T(x _n –1), whereT is a suitable real function. It will be proved that under certain mild assumptions onT, these numbersx _n possess an asymptotic (error) expansion, where the type of this expansion depends on the derivative ofT in the limit point ; this generalizes a result of G. Meinardus [6].It is well-known that the convergence of sequences, which possess an asymptotic expansion, can be accelerated significantly by application of a suitable extrapolation process. We introduce two types of such processes and study their main properties in some detail. In addition, we analyze practical aspects of the extrapolation and present the results of some numerical tests. As we shall see, even the convergence of Newton's method can be accelerated using the very simple linear extrapolation process.Dedicated to Professor Dr. Günter Meinardus on the occasion of his 65^th birthday     

截口上的奇异积分高阶交换子的加权估计

研究截口上的奇异积分高阶交换子H^mbf（xz）,利用截口F关于核的ki（x,y）估计,在一定假设下得到了H^mbf的Sharp极大函数估计和加权弱（1,1）型估计．     

Weighted boundedness of parametric Marcinkiewicz integral and higher order commutator

In this paper, the weighted boundedness of parametric Marcinkiewicz integral and its commutator with rough kernels are considered. In addition, the weak type norm inequalities for parametric Marcinkiewicz integral and its commutator with different weight functions and Dini kernel are also discussed.     

Efficient higher order implicit one-step methods for integration of stiff differential equations

A new implicit integration method is presented which can efficiently be applied in the solution of (stiff) differential equations. The given formulas are of a modified implicit Runge-Kutta type and areA-stable. They may containA-stable embedded methods for error estimation and step-size control.     

One-sided convergence conditions for Hermite-Fejér interpolation of higher order of Lagrange type

The authors investigate the Hermite-Fejér interpolation of higher order of Lagrange type for continuous functions on the Jacobi abscissas. A uniform convergence theorem is stated, generalizing a previous result for Lagrange interpolation.     

Postprocessing and higher order convergence for the mixed finite element approximations of the eigenvalue problem

In this paper, we propose a method to improve the convergence rate of the lowest order Raviart-Thomas mixed finite element approximations for the second order elliptic eigenvalue problem. Here, we prove a supercloseness result for the eigenfunction approximations and use a type of finite element postprocessing operator to construct an auxiliary source problem. Then solving the auxiliary additional source problem on an augmented mixed finite element space constructed by refining the mesh or by using the same mesh but increasing the order of corresponding mixed finite element space, we can increase the convergence order of the eigenpair approximation. This postprocessing method costs less computation than solving the eigenvalue problem on the finer mesh directly. Some numerical results are used to confirm the theoretical analysis.     

Weighted quadrature rules for finite element methods

We discuss the numerical integration of polynomials times non-polynomial weighting functions in two dimensions arising from multiscale finite element computations. The proposed quadrature rules are significantly more accurate than standard quadratures and are better suited to existing finite element codes than formulas computed by symbolic integration. We validate this approach by introducing the new quadrature formulas into a multiscale finite element method for the two-dimensional reaction–diffusion equation.     

Geometric convergence of Lagrangian interpolation and numerical integration rules over unbounded contours and intervals

We investigate geometric convergence for rules of numerical integration and the associated Lagrangian interpolation polynomials over unbounded contours and intervals. The results obtained are shown to be substantially best possible.     

Postprocessing and higher order convergence for the mixed finite element approximations of the Stokes eigenvalue problems

In this paper we propose a method for improving the convergence rate of the mixed finite element approximations for the Stokes eigenvalue problem. It is based on a postprocessing strategy that consists of solving an additional Stokes source problem on an augmented mixed finite element space which can be constructed either by refining the mesh or by using the same mesh but increasing the order of the mixed finite element space. Dedicated to Ivan Hlaváček on the occasion of his 75th birthday     

Algorithms with high order convergence speed for blind source extraction

A rigorous convergence analysis for the fixed point ICA algorithm of Hyvärinen and Oja is provided and a generalization of it involving cumulants of an arbitrary order is presented. We consider a specific optimization problem OP(p), p>3, integer, arising from a Blind Source Extraction problem (BSE) and prove that every local maximum of OP(p) is a solution of (BSE) in sense that it extracts one source signal from a linear mixture of unknown statistically independent signals. An algorithm for solving OP(p) is constructed, which has a rate of convergence p?1.     

Weighted allocation rules for standard fixed tree games

In this paper we consider standard fixed tree games, for which each vertex unequal to the root is inhabited by exactly one player. We present two weighted allocation rules, the weighted down-home allocation and the weighted neighbour-home allocation, both inspired by the painting story in Maschler et al. (1995) . We show, in a constructive way, that the core equals both the set of weighted down-home allocations and the set of weighted neighbour allocations. Since every weighted down-home allocation specifies a weighted Shapley value (Kalai and Samet (1988)) in a natural way, and vice versa, our results provide an alternative proof of the fact that the core of a standard fixed tree game equals the set of weighted Shapley values. The class of weighted neighbour allocations is a generalization of the nucleolus, in the sense that the latter is in this class as the special member where players have all equal weights.