Discrete Fourier Analysis on Fundamental Domain and Simplex of A d Lattice in d-Variables

A discrete Fourier analysis on the fundamental domain Ω _d of the d-dimensional lattice of type A _d is studied, where Ω₂ is the regular hexagon and Ω₃ is the rhombic dodecahedron, and analogous results on d-dimensional simplex are derived by considering invariant and anti-invariant elements. Our main results include Fourier analysis in trigonometric functions, interpolation and cubature formulas on these domains. In particular, a trigonometric Lagrange interpolation on the simplex is shown to satisfy an explicit compact formula and the Lebesgue constant of the interpolation is shown to be in the order of (log n) ^d . The basic trigonometric functions on the simplex can be identified with Chebyshev polynomials in several variables already appeared in literature. We study common zeros of these polynomials and show that they are nodes for a family of Gaussian cubature formulas, which provides only the second known example of such formulas.     

Polynomial Lie Algebras

We introduce and study a special class of infinite-dimensional Lie algebras that are finite-dimensional modules over a ring of polynomials. The Lie algebras of this class are said to be polynomial. Some classification results are obtained. An associative co-algebra structure on the rings k[x ₁,...,x _n]/(f ₁,...,f _n) is introduced and, on its basis, an explicit expression for convolution matrices of invariants for isolated singularities of functions is found. The structure polynomials of moving frames defined by convolution matrices are constructed for simple singularities of the types A,B,C, D, and E ₆.     

On approximately simultaneously diagonalizable matrices

A collection A₁, A₂, …, A_k of n × n matrices over the complex numbers C has the ASD property if the matrices can be perturbed by an arbitrarily small amount so that they become simultaneously diagonalizable. Such a collection must perforce be commuting. We show by a direct matrix proof that the ASD property holds for three commuting matrices when one of them is 2-regular (dimension of eigenspaces is at most 2). Corollaries include results of Gerstenhaber and Neubauer-Sethuraman on bounds for the dimension of the algebra generated by A₁, A₂, …, A_k. Even when the ASD property fails, our techniques can produce a good bound on the dimension of this subalgebra. For example, we establish for commuting matrices A₁, …, A_k when one of them is 2-regular. This bound is sharp. One offshoot of our work is the introduction of a new canonical form, the H-form, for matrices over an algebraically closed field. The H-form of a matrix is a sparse “Jordan like” upper triangular matrix which allows us to assume that any commuting matrices are also upper triangular. (The Jordan form itself does not accommodate this.)     

A fast algorithm for Gaussian type quadrature formulae with mixed boundary conditions and some lumped mass spectral approximations

After studying Gaussian type quadrature formulae with mixed boundary conditions, we suggest a fast algorithm for computing their nodes and weights. It is shown that the latter are computed in the same manner as in the theory of the classical Gauss quadrature formulae. In fact, all nodes and weights are again computed as eigenvalues and eigenvectors of a real symmetric tridiagonal matrix. Hence, we can adapt existing procedures for generating such quadrature formulae. Comparative results with various methods now in use are given. In the second part of this paper, new algorithms for spectral approximations for second-order elliptic problems are derived. The key to the efficiency of our algorithms is to find an appropriate spectral approximation by using the most accurate quadrature formula, which takes the boundary conditions into account in such a way that the resulting discrete system has a diagonal mass matrix. Hence, our algorithms can be used to introduce explicit resolutions for the time-dependent problems. This is the so-called lumped mass method. The performance of the approach is illustrated with several numerical examples in one and two space dimensions.

     

Zero-Eigenvalue Eigenfunctions for Differences of Elliptic Relativistic Calogero-Moser Hamiltonians

Letting A_l(x) denote the commuting analytic difference operators of elliptic relativistic Calogero-Moser type, we present and study zero-eigenvalue eigenfunctions for the operators A_l(x) − A_l(−y) (with l = 1, 2,..., N and x, y ∈ ℂ ^N). The eigenfunctions are products of elliptic gamma functions. They are invariant under permutations of x₁,..., x_N and y₁,..., y_N and under interchange of the step-size parameters. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 146, No. 1, pp. 31–41, January, 2006.     

Eigenvalues of products of matrices

Let A and B be n?×?n matrices over an algebraically closed field F. The pair ( A,?B ) is said to be spectrally complete if, for every sequence c₁,…,c_n ∈F such that det (AB)=c₁ ,…,c_n , there exist matrices A′,B,′∈F,^n×n similar to A,?B, respectively, such that A′B′ has eigenvalues c₁,…,c_n . In this article, we describe the spectrally complete pairs. Assuming that A and B are nonsingular, the possible eigenvalues of A′B′ when A′ and B′ run over the sets of the matrices similar to A and B, respectively, were described in a previous article.     

A result about determinantal divisors

Let Rbe a principal ideal ringR_n the ring of n× nmatrices over R, and d_k (A) the kth determinantal divisor of Afor 1 ? k? n, where Ais any element of R_n , It is shown that if A,BεR_n , det(A) det(B:) ≠ 0, then d_k (AB) ≡ 0 mod d_k (A) d_k (B). If in addition (det(A), det(B)) = 1, then it is also shown that d_k (AB) = d_k (A) d_k (B). This provides a new proof of the multiplicativity of the Smith normal form for matrices with relatively prime determinants.     

Derivations with Invertible or Nilpotent Values on a Multilinear Polynomial

Let R be a prime ring with no non-zero nil one-sided ideals, d a nonzero derivation on R, and f(X₁,...,X_t) a multilinear polynomial not central-valued on R. Suppose d(f(x₁,...,x_t)) is either invertible or nilpotent for all x₁,...,x_t in some non-zero ideal of R. Then it is proved that R is either a division ring or the ring of 2 × 2 matrices over a division ring. This theorem is a simultaneous generalization of a number of results proved earlier.1991 Mathematics Subject Classification: primary 16W25, secondary 16R50, 16N60, 16U80     

A Jacobi–Davidson type method for the product eigenvalue problem

We propose a Jacobi–Davidson type method to compute selected eigenpairs of the product eigenvalue problem _Am?_A1x=λx,$A_m?A_{1}x=\lambda x,$ where the matrices may be large and sparse. To avoid difficulties caused by a high condition number of the product matrix, we split up the action of the product matrix and work with several search spaces. We generalize the Jacobi–Davidson correction equation and the harmonic and refined extraction for the product eigenvalue problem. Numerical experiments indicate that the method can be used to compute eigenvalues of product matrices with extremely high condition numbers.     

Linear Operators that Preserve Commuting Pairs of Nonnegative Real Matrices

A pair of n×n matrices (A, B) is called a commuting pair if AB=BA. We characterize the linear operators that preserve the set of commuting pairs of matrices over a subsemiring of nonnegative real numbers.     

The determinant of the sum of two normal matrices with prescribed eigenvalues

Given complex numbers α₁,...,α_n, β₁,...,β_n, what can we say about the determinant of A+B, where A (B) is an n×n normal matrix with eigenvalues α₁,...,α_n (β₁,...,β_n)? Some partial answers are offered to this question.     

On linear systems with quasiperiodic coefficients and bounded solutions

For a discrete dynamical system ω _n =ω₀+αn, where a is a constant vector with rationally independent coordinates, on thes-dimensional torus Ω we consider the setL of its linear unitary extensionsx _n+1=A(ω₀+αn)x _n , whereA (Ω) is a continuous function on the torus Ω with values in the space ofm-dimensional unitary matrices. It is proved that linear extensions whose solutions are not almost periodic form a set of the second category inL (representable as an intersection of countably many everywhere dense open subsets). A similar assertion is true for systems of linear differential equations with quasiperiodic skew-symmetric matrices.     

On the span of Hadamard products of vectors

Let A₁, … , A_k be positive semidefinite matrices and B₁, … , B_k arbitrary complex matrices of order n. We show that

span{(A₁x)°(A₂x)°?°(A_kx)|x∈Cⁿ}=range(A₁°A₂°?°A_k)     

Smolyak cubature of given polynomial degree with few nodes for increasing dimension

Summary. Some recent investigations (see e.g., Gerstner and Griebel [5], Novak and Ritter [9] and [10], Novak, Ritter and Steinbauer [11], Wasilkowski and Woźniakowski [18] or Petras [13]) show that the so-called Smolyak algorithm applied to a cubature problem on the d-dimensional cube seems to be particularly useful for smooth integrands. The problem is still that the numbers of nodes grow (polynomially but) fast for increasing dimensions. We therefore investigate how to obtain Smolyak cubature formulae with a given degree of polynomial exactness and the asymptotically minimal number of nodes for increasing dimension d and obtain their characterization for a subset of Smolyak formulae. Error bounds and numerical examples show their good behaviour for smooth integrands. A modification can be applied successfully to problems of mathematical finance as indicated by a further numerical example. Received September 24, 2001 / Revised version received January 24, 2002 / Published online April 17, 2002 RID="*" ID="*" The author is supported by a Heisenberg scholarship of the Deutsche Forschungsgemeinschaft     

Cubature formulas for function spaces with moderate smoothness

We construct simple algorithms for high-dimensional numerical integration of function classes with moderate smoothness. These classes consist of square-integrable functions over the d-dimensional unit cube whose coefficients with respect to certain multiwavelet expansions decay rapidly. Such a class contains discontinuous functions on the one hand and, for the right choice of parameters, the quite natural d-fold tensor product of a Sobolev space H^s[0,1] on the other hand.The algorithms are based on one-dimensional quadrature rules appropriate for the integration of the particular wavelets under consideration and on Smolyak's construction. We provide upper bounds for the worst-case error of our cubature rule in terms of the number of function calls. We additionally prove lower bounds showing that our method is optimal in dimension d=1 and almost optimal (up to logarithmic factors) in higher dimensions. We perform numerical tests which allow the comparison with other cubature methods.     

Accuracy of several multidimensional refinable distributions

Compactly supported distributions f₁,..., f_r on ℝ^d are fefinable if each f_i is a finite linear combination of the rescaled and translated distributions f_j(Ax−k), where the translates k are taken along a lattice Γ ⊂ ∝^d and A is a dilation matrix that expansively maps Γ into itself. Refinable distributions satisfy a refinement equation f(x)=Σ_k∈Λ c_k f(Ax−k), where Λ is a finite subset of Γ, the c_k are r×r matrices, and f=(f₁,...,f_r)^T. The accuracy of f is the highest degree p such that all multivariate polynomials q with degree(q)<p are exactly reproduced from linear combinations of translates of f₁,...,f_r along the lattice Γ. We determine the accuracy p from the matrices c_k. Moreover, we determine explicitly the coefficients y_α,i(k) such that x^α=Σ _i=1 ^r Σ_k∈Γy_α,i(k) fi(x+k). These coefficients are multivariate polynomials y_α,i(x) of degree |α| evaluated at lattice points k∈Γ.     

The simultaneous computation of a few of the algebraically largest and smallest eigenvalues of a large,sparse, symmetric matrix

A heuristic argument and supporting numerical results are given to demonstrate that a block Lanczos procedure can be used to compute simultaneously a few of the algebraically largest and smallest eigenvalues and a corresponding eigenspace of a large, sparse, symmetric matrixA. This block procedure can be used, for example, to compute appropriate parameters for iterative schemes used in solving the equationAx=b. Moreover, if there exists an efficient method for repeatedly solving the equation (A–I)X=B, this procedure can be used to determine the interior eigenvalues (and corresponding eigenvectors) ofA closest to .     

A generalized Cayley-Hamilton theorem for polynomials with matrix coefficients

A family F of square matrices of the same order is called a quasi-commuting family if (AB-BA)C=C(AB-BA) for all A,B,C∈F where A,B,C need not be distinct. Let f_k(x₁,x₂,…,x_p),(k=1,2,…,r), be polynomials in the indeterminates x₁,x₂,…,x_p with coefficients in the complex field C, and let M₁,M₂,…,M_r be n×n matrices over C which are not necessarily distinct. Let and let δ_F(x₁,x₂,…,x_p)=detF(x₁,x₂,…,x_p). In this paper, we prove that, for n×n matrices A₁,A₂,…,A_p over C, if {A₁,A₂,…,A_p,M₁,M₂,…,M_r} is a quasi-commuting family, then F(A₁,A₂,…,A_p)=O implies that δ_F(A₁,A₂,…,A_p)=O.     

Approximation of the effective conductivity of ergodic media by periodization

 This paper is concerned with the approximation of the effective conductivity σ(A, μ) associated to an elliptic operator ∇ _xA (x,η)∇ _x where for xℝ ^d , d≥1, A(x,η) is a bounded elliptic random symmetric d×d matrix and η takes value in an ergodic probability space (X, μ). Writing A ^N (x, η) the periodization of A(x, η) on the torus T ^d _N of dimension d and side N we prove that for μ-almost all η