Explicit Runge–Kutta pairs with lower stage-order

Explicit Runge–Kutta pairs of methods of successive orders of accuracy provide effective algorithms for approximating solutions to nonstiff initial value problems. For each explicit RK method of order of accuracy p, there is a minimum number s _p of derivative evaluations required for each step propagating the numerical solution. For p ≤ 8, Butcher has established exact values of s _p , and for p > 8, his work establishes lower bounds; otherwise, upper bounds are established by various published methods. Recently, Khashin has derived some new methods numerically, and shown that the known upper bound on s ₉ for methods of order p = 9 can be reduced from 15 to 13. His results motivate this attempt to identify parametrically exact representations for coefficients of such methods. New pairs of methods of orders 5,6 and 6,7 are characterized in terms of several arbitrary parameters. This approach, modified from an earlier one, increases the known spectrum of types of RK pairs and their derivations, may lead to the derivation of new RK pairs of higher-order, and possibly to other types of explicit algorithms within the class of general linear methods.     

Natural Volterra Runge-Kutta methods

A very general class of Runge-Kutta methods for Volterra integral equations of the second kind is analyzed. Order and stage order conditions are derived for methods of order p and stage order q = p up to the order four. We also investigate stability properties of these methods with respect to the basic and the convolution test equations. The systematic search for A- and V ₀-stable methods is described and examples of highly stable methods are presented up to the order p = 4 and stage order q = 4.     

A nonlinear optimization approach to the construction of general linear methods of high order

We describe the construction of diagonally implicit multistage integration methods of order and stage order p = q = 7 and p = q = 8 for ordinary differential equations. These methods were obtained using state-of-the-art optimization methods, particularly variable-model trust-region least-squares algorithms.     

Best constants for tensor products of Bernstein type operators

For the tensor product of k copies of the same one-dimensional Bernstein-type operator L, we consider the problem of finding the best constant in preservation of the usual modulus of continuity for the lp-norm on Rk. Two main results are obtained: the first one gives both necessary and sufficient conditions in order that 1+k1−1/p is the best uniform constant for a single operator; the second one gives sufficient conditions in order that 1+k1−1/p is the best uniform constant for a family of operators. The general results are applied to several classical families of operators usually considered in approximation theory. Throughout the paper, probabilistic concepts and methods play an important role.     

Nordsieck methods with computationally verified algebraic stability

We describe the search for algebraically stable Nordsieck methods of order p = s and stage order q = p, where s is the number of stages. This search is based on the theoretical criteria for algebraic stability proposed recently by Hill, and Hewitt and Hill, for general linear methods for ordinary differential equations. These criteria, which are expressed in terms of the non-negativity of the eigenvalues of a Hermitian matrix on the unit circle, are then verified computationally for the derived Nordsieck methods of order p ? 2.     

New class of hybrid BDF methods for the computation of numerical solutions of IVPs

A new class of hybrid BDF-like methods is presented for solving systems of ordinary differential equations (ODEs) by using the second derivative of the solution in the stage equation of class 2 + 1hybrid BDF-like methods to improve the order and stability regions of these methods. An off-step point, together with two step points, has been used in the first derivative of the solution, and the stability domains of the new methods have been obtained by showing that these methods are A-stable for order p, p =?3,4,5,6,7and A(α)-stable for order p, 8 ≤ p ≤?14. The numerical results are also given for four test problems by using variable and fixed step-size implementations.     

Explicit Nordsieck methods with extended stability regions

We describe the construction of explicit Nordsieck methods of order p and stage order q = p with large regions of absolute stability. We also discuss error propagation and estimation of local discretization errors. The error estimators are derived for examples of general linear methods constructed in this paper. Some numerical experiments are presented which illustrate the effectiveness of proposed methods.     

Symmetric multistep Obrechkoff methods with zero phase-lag for periodic initial value problems of second order differential equations

In this paper, symmetric multistep Obrechkoff methods of orders 8 and 12, involving a parameter p to solve a special class of second order initial value problems in which the first order derivative does not appear explicitly, are discussed. It is shown that the methods have zero phase-lag when p is chosen as 2π times the frequency of the given initial value problem.     

Change detection in autoregressive time series

Autoregressive time series models of order p have p+2 parameters, the mean, the variance of the white noise and the p autoregressive parameters. Change in any of these over time is a sign of disturbance that is important to detect. The methods of this paper can test for change in any one of these p+2 parameters separately, or in any collection of them. They are available in forms that make one-sided tests possible, furthermore, they can be used to test for a temporary change. The test statistics are based on the efficient score vector. The large sample properties of the change-point estimator are also explored.     

On variable step Hermite–Birkhoff solvers combining multistep and 4-stage DIRK methods for stiff ODEs

Variable-step (VS) 4-stage k-step Hermite–Birkhoff (HB) methods of order p = (k + 2), p = 9, 10, denoted by HB (p), are constructed as a combination of linear k-step methods of order (p ? 2) and a diagonally implicit one-step 4-stage Runge–Kutta method of order 3 (DIRK3) for solving stiff ordinary differential equations. Forcing a Taylor expansion of the numerical solution to agree with an expansion of the true solution leads to multistep and Runge–Kutta type order conditions which are reorganized into linear confluent Vandermonde-type systems. This approach allows us to develop L(a)-stable methods of order up to 11 with a > 63°. Fast algorithms are developed for solving these systems in O (p²) operations to obtain HB interpolation polynomials in terms of generalized Lagrange basis functions. The stepsizes of these methods are controlled by a local error estimator. HB(p) of order p = 9 and 10 compare favorably with existing Cash modified extended backward differentiation formulae of order 7 and 8, MEBDF(7-8) and Ebadi et al. hybrid backward differentiation formulae of order 10 and 12, HBDF(10-12) in solving problems often used to test higher order stiff ODE solvers on the basis of CPU time and error at the endpoint of the integration interval.     

Solving nonlinear parabolic PDEs via extended hybrid BDF methods

The details of new methods based on backward differentiation formulas (BDF) for the MOL solution of one-dimensional nonlinear time dependent PDEs are presented. In these extended hybrid BDF methods, we say EHBDF, one additional stage point (or off-step point) together with one step point have been used in the first derivative of the solution. All presented methods, of order p, p = 2,3,..., 12, are A(α)-stable whereas they have wide stability regions comparing with those of some known methods such as BDF, extended BDF (EBDF) and modified EBDF (MEBDF) methods.     

Classification theorems for sumsets modulo a prime

Let Zp be the finite field of prime order p and A be a subsequence of Zp. We prove several classification results about the following questions:(1) When can one represent zero as a sum of some elements of A?(2) When can one represent every element of Zp as a sum of some elements of A?(3) When can one represent every element of Zp as a sum of l elements of A?     

Implicit peer methods for large stiff ODE systems

Implicit two-step peer methods are introduced for the solution of large stiff systems. Although these methods compute s-stage approximations in each time step one-by-one like diagonally-implicit Runge-Kutta methods the order of all stages is the same due to the two-step structure. The nonlinear stage equations are solved by an inexact Newton method using the Krylov solver FOM (Arnoldi??s method). The methods are zero-stable for arbitrary step size sequences. We construct different methods having order p=s in the multi-implicit case and order p=s?1 in the singly-implicit case with arbitrary step sizes and s??5. Numerical tests in Matlab for several semi-discretized partial differential equations show the efficiency of the methods compared to other Krylov codes.     

Approximation by Zygmund-Riesz means in the p-variation metric

We obtain a Stechkin type estimate of the p-variation modulus of continuity for Zygmund-Riesz means and a Sunouchi-type equivalence theorem connecting the decreasing order of p-variation modulus of continuity with the growth order of Zygmund-Riesz means derivatives in L ^p . We also improve N. A. Il’yasov’s asymptotic identity for the approximation of a given class E _p (?) by the Zygmund-Riesz means, using the p-variation metric instead of the uniform one, and obtain an approximation theorem in the p-variation Hölder norm.     

New modifications of Potra-Pták’s method with optimal fourth and eighth orders of convergence

In this paper, we present two new iterative methods for solving nonlinear equations by using suitable Taylor and divided difference approximations. Both methods are obtained by modifying Potra-Pták’s method trying to get optimal order. We prove that the new methods reach orders of convergence four and eight with three and four functional evaluations, respectively. So, Kung and Traub’s conjecture Kung and Traub (1974) [2], that establishes for an iterative method based on n evaluations an optimal order p=2ⁿ⁻¹ is fulfilled, getting the highest efficiency indices for orders p=4 and p=8, which are 1.587 and 1.682.We also perform different numerical tests that confirm the theoretical results and allow us to compare these methods with Potra-Pták’s method from which they have been derived, and with other recently published eighth-order methods.     

Semisymmetric graphs of order 6p 2 and prime valency

In this paper, we investigate semisymmetric graphs of order 6p2 and of prime valency. First, we give a classification of the quasiprimitive permutation groups of degree dividing 3p2, and then, on the basis of the classification result, we prove that, for primes k and p, a connected graph Γ of order 6p2 and valency k is semisymmetric if and only if k = 3 and either Γ is the Gray graph, or p ≡ 1 (mod 6) and Γ is isomorphic to one known graph.     

A CM construction for curves of genus 2 with p-rank 1

We construct Weil numbers corresponding to genus-2 curves with p-rank 1 over the finite field Fp² of p² elements. The corresponding curves can be constructed using explicit CM constructions. In one of our algorithms, the group of Fp²-valued points of the Jacobian has prime order, while another allows for a prescribed embedding degree with respect to a subgroup of prescribed order. The curves are defined over Fp² out of necessity: we show that curves of p-rank 1 over Fp for large p cannot be efficiently constructed using explicit CM constructions.     

Finite p-groups with exactly one A 1-subgroup of given structure of order p 3

Abstract In this paper, we classified the finite p-groups with exactly one A1-subgroup of given structure of order p^3.     

Noyaux de Tate et capitulation

Following Kahn, and Assim and Movahhedi, we look for bounds for the order of the capitulation kernels of higher K-groups of S-integers into abelian S-ramified p-extensions. The basic strategy is to change twists inside some Galois-cohomology groups, which is done via the comparison of Tate Kernels of higher order. We investigate two ways: a global one, valid for twists close to 0 (in a certain sense), and a local one, valid for twists close to 1 in cyclic extensions. The global method produces lower bounds for abelian p-extensions which are S-ramified, but not Zp-embeddable. The local method is close to that of [J. Assim, A. Movahhedi, Bounds for étale capitulation kernels, K-Theory 33 (2004) 199-213], but is improved to take into consideration what happens when S consists of only the p-places. In contrast to the first one, one can expect this second method to produce nontrivial lower bounds in certain Zp-extensions. For example, we construct Zp-extensions in which the capitulation kernel is as big as we want (when letting the twist vary). We also include a complete solution to the problem of comparing Tate Kernels.