L^p空间中的多变量Subdivision算法

本文讨论了与一般伸缩矩阵M相关的Subdivsion算法的L^p-收敛性,多个细分方程的解可由一个给定的细分函数通过迭代算法得到。     

级联算法在Besov和Triebel-Lizorkin空间上的有界性和收敛性(Ⅱ)(英文)

本文利用联合谱半径刻画了级联算法在Ｂｅｓｏｖ和Ｔｈｉｅｂｅｌ－Ｌｉｚｏｒｋｉｎ空间上的收敛性,给出了级联算法初值函数矩条件的新证明,并利用到细分分布的光滑性和非齐次细分方程解的存在性等方面．特别地,在某些条件下,我们证明了级联算法的有界性和收敛性相互等价．     

哈密尔顿偏微分方程多辛算法(英文)

近来,哈密尔顿偏微分方程多辛算法的研究越来越热门.多辛算法已经成为保结构算法的一个重要分支.对哈密尔顿偏微分方程多辛算法的发展进行了综述,其中包括其基本概念、主要结果和一些应用.此外,文章还部分阐述了多辛算法概念的推广和延伸.     

一种基于正则参数化的降维细分算法(英文)

In our previous work, we have given an algorithm for segmenting a simplex in the n-dimensional space into rt n＋ 1 polyhedrons and provided map F which maps the n-dimensional unit cube to these polyhedrons. In this paper, we prove that the map F is a one to one correspondence at least in lower dimensional spaces （n _〈 3）. Moreover, we propose the approximating subdivision and the interpolatory subdivision schemes and the estimation of computational complexity for triangular Bézier patches on a 2-dimensional space. Finally, we compare our schemes with Goldman＇s in computational complexity and speed.     

Stein流形上α_b的Hlder和L~p估计(英文)

本文得到了Ｓｔｅｉｎ流形强拟凸域上（ｐ，ｑ）型ｂ—方程解的Ｈｌｄｅｒ和Ｌｐ估计     

Stokes问题低阶非协调混合元的改进加罚算法(英文)

通过对由经典加罚算法得到的两个解进行线性组合,研究Stokes方程低阶非协调混合元的改进加罚算法.该方法利用较大的罚参数能得到同使用较小参数的经典加罚方法一样的收敛阶.此外,基于单元的特性和插值后处理技巧,得到一些超收敛结果,从而改进以往的文献结果.     

基于蚁群算法的多变量MGM(1,N)组合预测模型

为了提高组合预测的精度,利用多变量灰色MGM(1,N)模型建立了组合预测模型.MGM(1,N)模型的初值一般可以利用第i个累加观测数据作为初值条件.利用传统MGM(1,N)模型,新息MGM(1,N)以及相对误差最小的初值优化模型作为单项预测模型,建立了线性组合预测模型,组合模型权系数利用蚁群算法进行优化.最后利用该组合...     

波动方程外区域问题基于自然边界归化的区域分解算法(英文)

本文以二维波动方程为例 ,研究基于自然边界归化的一种区域分解算法 .首先将控制方程对时间进行离散化 ,得到关于时间步长离散化格式 ,对每一时间步长求解一椭圆型外问题 ;然后引入两条人工边界 ,提出了 Schwarz交替算法 ,给出了算法的收敛性 ,并对圆外区域研究了压缩因子     

W_p,r(R^s)上的稳定细分格式

细分格式是计算机图形学和小波分析中的一个重要工具．该文考虑犠狆，狉（犚狊）空间上的犕伸缩的细分格式，犕为一个狊×狊的整数矩阵，满足ｌｉｍ狀→ ∞犕－狀＝０．作者用与细分面具相关的犿（＝｜犕｜）个矩阵的联合谱半径来刻画犠狆，狉（犣狊）上的细分格式的收敛性，得到了收敛性的充分与必要条件．     

Multivariate compactly supported biorthogonal spline wavelets

We study biorthogonal bases of compactly supported wavelets constructed from box splines in ℝ ^N with any integer dilation factor. For a suitable class of box splines we write explicitly dual low-pass filters of arbitrarily high regularity and indicate how to construct the corresponding high-pass filters (primal and dual). Received: August 23, 2000; in final form: March 10, 2001?Published online: May 29, 2002     

Multivariate Padé-Bergman approximants

Summary. We define the multivariate Padé-Bergman approximants (also called Padé approximants) and prove a natural generalization of de Montessus de Ballore theorem. Numerous definitions of multivariate Padé approximants have already been introduced. Unfortunately, they all failed to generalize de Montessus de Ballore theorem: either spurious singularities appeared (like the homogeneous Padé [3,4], or no general convergence can be obtained due to the lack of consistency (like the equation lattice Padé type [3]). Recently a new definition based on a least squares approach shows its ability to obtain the desired convergence [6]. We improve this initial work in two directions. First, we propose to use Bergman spaces on polydiscs as a natural framework for stating the least squares problem. This simplifies some proofs and leads us to the multivariate Padé approximants. Second, we pay a great attention to the zero-set of multivariate polynomials in order to find weaker (although natural) hypothesis on the class of functions within the scope of our convergence theorem. For that, we use classical tools from both algebraic geometry (Nullstellensatz) and complex analysis (analytic sets, germs). Received December 4, 2001 / Revised version received January 2, 2002 / Published online April 17, 2002     

Computing orthogonal polynomials in Sobolev spaces

Summary. Numerical methods are considered for generating polynomials orthogonal with respect to an inner product of Sobolev type, i.e., one that involves derivatives up to some given order, each having its own (positive) measure associated with it. The principal objective is to compute the coefficients in the increasing-order recurrence relation that these polynomials satisfy by virtue of them forming a sequence of monic polynomials with degrees increasing by 1 from one member to the next. As a by-product of this computation, one gains access to the zeros of these polynomials via eigenvalues of an upper Hessenberg matrix formed by the coefficients generated. Two methods are developed: One is based on the modified moments of the constitutive measures and generalizes what for ordinary orthogonal polynomials is known as "modified Chebyshev algorithm". The other - a generalization of "Stieltjes's procedure" - expresses the desired coefficients in terms of a Sobolev inner product involving the orthogonal polynomials in question, whereby the inner product is evaluated by numerical quadrature and the polynomials involved are computed by means of the recurrence relation already generated up to that point. The numerical characteristics of these methods are illustrated in the case of Sobolev orthogonal polynomials of old as well as new types. Based on extensive numerical experimentation, a number of conjectures are formulated with regard to the location and interlacing properties of the respective zeros. Received July 13, 1994 / Revised version received September 26, 1994     

Subdivision Schemes and Refinement Equations with Nonnegative Masks

We consider the two-scale refinement equation f(x)=∑^N_n=0 c_nf(2x−n) with ∑_n c_2n=∑_n c_2n+1=1 where c₀, c_N≠0 and the corresponding subdivision scheme. We study the convergence of the subdivision scheme and the cascade algorithm when all c_n0. It has long been conjectured that under such an assumption the subdivision algorithm converge, and the cascade algorithm converge uniformly to a continuous function, if and only if only if 0<c₀, c_N<1 and the greatest common divisor of S={n: c_n>0} is 1. We prove the conjecture for a large class of refinement equations.     

Orbits of SU(2)-representations and minimal isometric immersions

In contrast to all known examples, we show that in the case of minimal isometric immersions of into the smallest target dimension is almost never achieved by an -equivariant immersion. We also give new criteria for linear rigidity of a fixed minimal isometric immersion of into . The minimal isometric immersions arising from irreducible SU(2)-representations are linearly rigid within the moduli space of SU(2)-equivariant immersions. Hence the question arose whether they are still linearly rigid within the full moduli space. We show that this is false by using our new criteria to construct an explicit SU(2)-equivariant immersion which is not linearly rigid. Various authors [GT], [To3], [W1] have shown that minimal isometric immersions of higher isotropy order play an important role in the study of the moduli space of all minimal isometric immersions of into . Using a new necessary and sufficient condition for immersions of isotropy order , we derive a general existence theorem of such immersions. Received: 13 May 1999 / in final form: 13 July 1999     

Starshaped hypersurfaces¶and the mean curvature flow

Under the assumption of two a-priori bounds for the mean curvature, we are able to generalize a recent result due to Huisken and Sinestrari [8], valid for mean convex surfaces, to a much larger class. In particular we will demonstrate that these a-priori bounds are satisfied for a class of surfaces including meanconvex as well as starshaped surfaces and a variety of manifolds that are close to them. This gives a classification of the possible singularities for these surfaces in the case n= 2. In addition we prove that under certain initial conditions some of them become mean convex before the first singularity occurs. Received: 6 June 1997 / Revised version: 24 October 1997     

Convergence of multidimensional cascade algorithm

A necessary and sufficient condition on the spectrum of the restricted transition operator is given for the convergence in of the multidimensional cascade algorithm for any starting function whose shifts form a partition of unity. Received September 12, 1995 / Revised version received August 2, 1996     

Convergence of nonstationary cascade algorithms

Summary. A nonstationary multiresolution of is generated by a sequence of scaling functions We consider that is the solution of the nonstationary refinement equations where is finitely supported for each k and M is a dilation matrix. We study various forms of convergence in of the corresponding nonstationary cascade algorithm as k or n tends to It is assumed that there is a stationary refinement equation at with filter sequence h and that The results show that the convergence of the nonstationary cascade algorithm is determined by the spectral properties of the transition operator associated with h. Received September 19, 1997 / Revised version received May 22, 1998 / Published online August 19, 1999     

On close eigenvalues of tridiagonal matrices

Summary. A symmetric tridiagonal matrix with a multiple eigenvalue must have a zero subdiagonal element and must be a direct sum of two complementary blocks, both of which have the eigenvalue. Yet it is well known that a small spectral gap does not necessarily imply that some is small, as is demonstrated by the Wilkinson matrix. In this note, it is shown that a pair of close eigenvalues can only arise from two complementary blocks on the diagonal, in spite of the fact that the coupling the two blocks may not be small. In particular, some explanatory bounds are derived and a connection to the Lanczos algorithm is observed. The nonsymmetric problem is also included. Received April 8, 1992 / Revised version received September 21, 1994     

Scenario tree generation for multiperiod financial optimization by optimal discretization

Multiperiod financial optimization is usually based on a stochastic model for the possible market situations. There is a rich literature about modeling and estimation of continuous-state financial processes, but little attention has been paid how to approximate such a process by a discrete-state scenario process and how to measure the pertaining approximation error.?In this paper we show how a scenario tree may be constructed in an optimal manner on the basis of a simulation model of the underlying financial process by using a stochastic approximation technique. Consistency relations for the tree may also be taken into account. Received: December 15, 1998 / Accepted: October 1, 2000?Published online December 15, 2000