A finite element method for a singularly perturbed boundary value problem

Summary We examine the problem:u+a(x)u–b(x)u=f(x) for 0<x<1,a(x)>0,b(x)>, ² = 4>0,a, b andf inC ² [0, 1], in (0, 1],u(0) andu(1) given. Using finite elements and a discretized Green's function, we show that the El-Mistikawy and Werle difference scheme on an equidistant mesh of widthh is uniformly second order accurate for this problem (i.e., the nodal errors are bounded byCh ², whereC is independent ofh and ). With a natural choice of trial functions, uniform first order accuracy is obtained in theL (0, 1) norm. On choosing piecewise linear trial functions (hat functions), uniform first order accuracy is obtained in theL ¹ (0, 1) norm.     

The Milnor–Totaro Theorem for Space Polygons

If denotes the curvature and the torsion of a closed, generic, and oriented polygonal space curve X in , then we show that _X (² + ²) ds = _X ds + _X | | ds > 4 if is positive. We also show that _X (² + ²) ds 2n if no four consecutive vertices lie in a plane and X has linking number n with a straight line. These extend theorems of Milnor and Totaro.     

K-theory for finite covariant systems

LetA be a real or complex Banach algebra and assume that is an action of a finite groupG onA by means of continuous automorphisms. To such a finite covariant system (A, G, ), we associate an Abelian groupK(A, G, ). We obtain some classical exact sequences for an algebraA and a closed invariant idealI. We also compute the group in a few important special cases. Doing so, we relate our new invariant to the classicalK ₀ andK ₁ of a Banach algebra and to theK-theory of ₂-graded Banach algebras. Finally, we obtain a result that gives a close relationship of our groupK(A, G, ) with theK-theory of the crossed productA G. In particular, we prove a six-term exact sequence involving our groupK(A, G, ) and theK-groups ofA G. In this way, we hope to contribute to the well-known problem of finding theK-theory of the crossed productA G in the case of an action of a finite group.     

Stability of unconditional convergence almost everywhere

We will investigate the properties of series of functions which are unconditionally convergent almost everywhere on [0, 1]. We will establish the following theorem: If the series _k=1 f _k(x) converges unconditionally almost everywhere, then there exists a sequence {_k} ₁ ,_k , such that if _{k k} , k=1, 2,..., the series _{k=1 k}/k(x) converges unconditionally almost every-where.Translated from Mate matte heskie Zametki, Vol. 14, No. 5, pp. 645–654, November, 1973.The author wishes to thank Professor P. L. Ul'yanov for his help.     

Wilson's functional equation on C

Summary We find the complete set of continuous solutionsf, g of Wilson's functional equation _{n = 0} ^{N – 1} f(x + wⁿy) = Nf(x)g(y), x, y C, given a primitiveN ^th rootw of unity.Disregarding the trivial solutionf = 0 andg any complex function, it is known thatg satisfies a version of d'Alembert's functional equation and so has the formg(z) = g (z) = N^–1 _{n = 0} ^{N – 1} E(wⁿz) for some C². HereE ₍₁, ₂)(x + iy) = exp( ₁x + ₂).For fixedg = g the space of solutionsf of Wilson's functional equation can be decomposed into theN isotypic subspaces for the action of Z _N on the continuous functions on C. We prove that ther ^th component, wherer {0, 1, ,N – 1}, of any solution satisfies the signed functional equation _{n = 0} ^{N – 1} f(x + wⁿy)w^nr = Ng(x)f(y), x, y C. We compute the solution spaces of each of these signed equations: They are 1-dimensional and spanned byz _{n = 0} ^{N – 1} w^nr E(wⁿz), except forg = 1 andr 0 where they are spanned by andz ^{N – r}. Adding the components we get the solution of Wilson's equation. Analogous results are obtained with the action ofZ _N on C replaced by that ofSO(2).The case ofg = 0 in the signed equations is special and solved separately both for Z _N andSO(2).     

Comparison results for the lower tail of Gaussian seminorms

Let =( _n ) be i.i.d.N(0, 1) random variables andq(x), q(x):R [0, ) be seminorms. We investigate necessary and sufficient conditions that the ratio ofP(q()<) andP(q()<) goes to a positive constant as 0⁺. We give satisfactory answers forl ₂-norms and also some results for sup-norms andl _p-norms. Some applications are given to the rate of escape of infinite dimensional Brownian motion, and we give the lower tail of the Ornstein-Uhlenbeck process and a weighted Brownian bridge under theL ₂-norms.     

Quasi-coherence of Hardy spaces in several complex variables

In this paper, we prove that the Hardy spaceH ^p (), 1p<, over a strictly pseudoconvex domain in ⁿ with smooth boundary is quasi-coherent. More precisely, we show that Toeplitz tuplesT with suitable symbols onH ^p () have property (). This proof is based on a well known exactness result for the tangential Cauchy-Riemann complex.     

On the projected subgradient method for nonsmooth convex optimization in a Hilbert space

We consider the method for constrained convex optimization in a Hilbert space, consisting of a step in the direction opposite to an _k -subgradient of the objective at a current iterate, followed by an orthogonal projection onto the feasible set. The normalized stepsizes _k are exogenously given, satisfying _{k=0 k} = , _{k=0 k} ² < , and _k is chosen so that _{k k} for some > 0. We prove that the sequence generated in this way is weakly convergent to a minimizer if the problem has solutions, and is unbounded otherwise. Among the features of our convergence analysis, we mention that it covers the nonsmooth case, in the sense that we make no assumption of differentiability off, and much less of Lipschitz continuity of its gradient. Also, we prove weak convergence of the whole sequence, rather than just boundedness of the sequence and optimality of its weak accumulation points, thus improving over all previously known convergence results. We present also convergence rate results. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.Research of this author was partially supported by CNPq grant nos. 301280/86 and 300734/95-6.     

Estimation of the Intensity of the Flow of Nonmonotone Refusals in the Queuing System (≤ λ)/G/m

We consider a queuing system ()/G/m, where the symbol () means that, independently of prehistory, the probability of arrival of a call during the time interval dtdoes not exceed dt. The case where the queue length first attains the level r m+ 1 during a busy period is called the refusal of the system. We determine a bound for the intensity ₁(t) of the flow of homogeneous events associated with the monotone refusals of the system, namely, ₁(t) = O( ^{r+ 1}₁ ^{m– 1} _{r– m+ 1}), where _k is the kth moment of the service-time distribution.     

A Note on a Boundary Value Problem

In this note, we prove that, for Robins boundary value problem, a unique solution exists if f_x(t, x, x), f_x(t, x, x), (t), and (t) are continuous, and f_x -(t), f_x -(t), 4(t) ² + ²(t) ++ 2(t), and 4(t) ² + ²(t) + 2(t).AMS Subject Classification (2000) 34B15     

A graded scale of parametric families of distributions,and parameter estimates based on the sample mean

Summary Denote by _k a class of familiesP={P} of distributions on the line R¹ depending on a general scalar parameter , being an interval of R¹, and such that the moments µ₁()=xdP ,...,µ_2k ()=x ^2k dP are finite, ₁ (), ..., _k (), _k+1 () ..., _k () exist and are continuous, with ₁ () 0, and _j +1 ()= ₁ () _j () +[₂() -₁()²] _j ()/ ₁ (), J=2, ..., k. Let ₁=¯x=x ₁ + ... +x _n/n, ₂=x ₁ ² + ... +x _n ²/n, ..., _k =(x ₁ ^k + ... +x _n ^k/n denote the sample moments constructed for a sample x₁, ..., x_n from a population with distribution Pg. We prove that the estimator of the parameter by the method of moments determined from the equation ₁= ₁() and depending on the observations x₁, ..., x_n only via the sample mean ¯x is asymptotically admissible (and optimal) in the class _k of the estimators determined by the estimator equations of the form ₀ () + ₁ () ₁ + ... + _k () _k =0 if and only ifP _k .The asymptotic admissibility (respectively, optimality) means that the variance of the limit, as n (normal) distribution of an estimator normalized in a standard way is less than the same characteristic for any estimator in the class under consideration for at least one 9 (respectively, for every ).The scales arise of classes _{1 2}... of parametric families and of classes _{1 2} ... of estimators related so that the asymptotic admissibility of an estimator by the method of moments in the class _k is equivalent to the membership of the familyP in the class _k .The intersection consists only of the families of distributions with densities of the form h(x) exp {C₀() + C₁() x } when for the latter the problem of moments is definite, that is, there is no other family with the same moments ₁ (), ₂ (), ...Such scales in the problem of estimating the location parameter were predicted by Linnik about 20 years ago and were constructed by the author in [1] (see also [2, 3]) in exact, not asymptotic, formulation.Translated from Problemy Ustoichivosti Stokhasticheskikh Modelei, pp. 41–47, 1981.     

Wave operators in a multistratified strip

One investigates the scattering theory for the positive self-adjoint operatorH=–· acting in with = × and a bounded open set in ^n–1,n2. The real-valued function belongs toL (), is bounded from below byc>0 and there exist real-valued functions ₁ and ₂ inL () such that – _j ,j=1,2 is a short range perturbation of _j when (–1) ^j x _n +. One assumes _j = ^(j) 1_R,j=1,2, with ^(j) L bounded from below byc>0. One proves the existence and completeness of the generalized wave operators _j ^± =s – _j e ^–itHj ,j=1,2, withH _j =–· _j and _j : equal to 1 if (–1) ^j x _n >0 and to 0 if (–1) ^j x _n <0. The ranges ofW _j ^± :=( _j ^± )^* are characterized so that W ₁ ^± =Ran and . The scattering operator can then be defined.     

The quality of the Diophantine approximations found by the Jacobi-Perron algorithm and related algorithms

Given a vector of real numbers=(₁,... _d ) ^d , the Jacobi-Perron algorithm and related algorithms, such as Brun's algorithm and Selmer's algorithm, produce a sequence of (d+1)×(d+1) convergent matrices {C⁽ⁿ⁾():n1} whose rows provide Diophantine approximations to . Such algorithms are specified by two mapsT:[0, 1] ^d [0, 1] ^d and A:[0,1] ^d GL(d+1,), which compute convergent matrices C⁽ⁿ⁾())...A(T())A(). The quality of the Diophantine approximations these algorithms find can be measured in two ways. The best approximation exponent is the upper bound of those values of for which there is some row of the convergent matrices such that for infinitely many values ofn that row of C⁽ⁿ⁾() has . The uniform approximation exponent is the upper bound of those values of such that for all sufficiently large values ofn and all rows of C⁽ⁿ⁾⁽⁾ one has . The paper applies Oseledec's multiplicative ergodic theorem to show that for a large class of such algorithms and take constant values and on a set of Lebesgue measure one. It establishes the formula where are the two largest Lyapunov exponents attached by Oseledec's multiplicative ergodic theorem to the skew-product (T, A,d), whered is aT-invariant measure, absolutely continuous with respect to Lebesgue measure. We conjecture that holds for a large class of such algorithms. These results apply to thed-dimensional Jacobi-Perron algorithm and Selmer's algorithm. We show that; experimental evidence of Baldwin (1992) indicates (nonrigorously) that. We conjecture that holds for alld2.     

Optimization over the efficient set: overview

Over the past several decades, the optimization over the efficient set has seen a substantial development. The aim of this paper is to provide a state-of-the-art survey of the development. Given p linear criteria c ¹x,,c^p x and a feasible region X of R ⁿ, the linear multicriteria problem is to find a point x of X such that no point x' of X satisfies (c¹ x',,c^p x')(c¹ x,,c^p x) and (c¹x',,c^p x')q (c¹ x ,,c^p x). Such a point is called an efficient point. The optimization over the efficient set is the maximization of a given function over the set of efficient points. The difficulty of this problem is mainly due to the nonconvexity of this set. The existing algorithms for solving this problem could be classified into several groups such as adjacent vertex search algorithm, nonadjacent vertex search algorithm, branch-and-bound based algorithm, Lagrangian relaxation based algorithm, dual approach and bisection algorithm. In this paper we review a typical algorithm from each group and compare them from the computational point of view.     

The distortion of Hilbert space

The unit sphere of Hilbert space, ₂, is shown to contain a remarkable sequence of nearly orthogonal sets. Precisely, there exist a sequence of sets of norm one elements of ₂, (C _i ) _i=1 , and reals _i 0 so that a) each setC _i has nonempty intersection with every infinite dimensional closed subspace of ₂ and b) forij,xC, andyC _j , |x, y|<_{min(i, j)} E. Odell was partially supported by NSF and TARP. Th. Schlumprecht was partially supported by NSF and LEQSF.     

Best approximation by splines on classes of periodic functions in the metric of L

We have obtained the exact value of the upper bound on the best approximations in the metric of L on the classes W^rH of functionsf C ₂ ^r for which ¦f ^(r) (x)-f ^(r) (x)) ¦ <(¦ x-xf) [ (t) is the upwards-convex modulus of continuity] by subspaces of r-th order polynomial splines of defect 1 with respect to the partitioning k/n.Translated from Matematicheskie Zametki, Vol. 20, No. 5, pp. 655–664, November, 1976.     

On discrete and continuous norms in Paley-Wiener spaces and consequences for exponential frames

It is well known that for certain sequences {t_n}_n the usual L^p norm ·_p in the Paley-Wiener space PW ^p is equivalent to the discrete norm f_p,{tn}:=( _n=– |f(t_n)|^p)^1/p for 1 p = < and f_,{tn}:=sup _n|f(t_n| for p=). We estimate f_p from above by Cf_p, _n and give an explicit value for C depending only on p, , and characteristic parameters of the sequence {t_n}_n. This includes an explicit lower frame bound in a famous theorem of Duffin and Schaeffer.     

Asymptotics of the partial sums of a set of integral transforms

In this paper, we explore the asymptotic distribution of the zeros of the partial sums of the family of entire functions of order 1 and type 1, defined by G(,,z)=₀ ¹(t)t ^–1×(1–t)^–1e ^zt dt, where Re,Re>0, is Riemann-integrable on [0,1], continuous at t=0, 1 and satisfies (0)(1)0.     

A functional inequality for real-analytic functions

Summary Forf ( C ⁿ() and 0 t x letJ _n (f, t, x) = (–1)ⁿ f(–x)f ⁽ⁿ⁾(t) +f(x)f ⁽ⁿ⁾ (–t). We prove that the only real-analytic functions satisfyingJ _n (f, t, x) 0 for alln = 0, 1, 2, are the exponential functionsf(x) = c e ^x,c, . Further we present a nontrivial class of real-analytic functions satisfying the inequalitiesJ ₀ (f, x, x) 0 and ₀ ^x (x – t)^{n – 1}J_n(f, t, x)dt 0 (n 1).     

Surgery on the Novikov complex

Let M be a closed connected smooth manifold with dim M=n6, and : ₁(M) Z be an epimorphism. Denote by the group ring of ₁(M) and let ^– be its Novikov completion. Let D _* be a free-based finitely generated chain complex over ^– . Assume that D _ii=0 for i1 and in–1 and that D _* has the same simple homotopy type as the Novikov-completed simplicial chain complex of the universal covering M. Let N be an integer. We prove that D _* can be realized, up to the terms of ^– of degree N as the Novikov complex of a Morse map : M S ¹, belonging to . Applications to Arnold's conjectures and to the theory of fibering of M over S ¹ are given.