Preservation of superconvergence in the numerical integration of delay differential equations with proportional delay

In this note we propose a method for the integration of y'(t) = f(t, y(t), y(rt)), 0 t t_f y(0) = y₀, where 0 < r < 1, by a superconvengent s-stage continuousRK method of discrete global order p and continuous uniformorder q < p – 1 for the approximation of the delayedterm y(rt). We prove that, although the maximum attainable orderof the method on an arbitrary mesh is q' = min{p, q + 1}, byusing a quasi-geometric mesh, introduced by Bellen et al. (1997,Appl. Numer. Math. 24, 1997, 279–293), the optimal accuracyorder p is preserved.     

Error Control with Polynomial Approximations

A detailed analysis is given of the accumulation of errors whichmay occur in evaluating a polynomial approximation to a givenfunction. Both backward recursion using untransformed Chebyshevexpansions and the much faster nested multiplication using thetransformed simple polynomial form are treated. Two types ofarithmetic are dealt with covering most current machines. Forthe case of polynomials with coefficients of the same sign orstrictly alternating signs, a situation which is of considerablepractical importance in polynomial approximation of mathematicalfunctions, we show that controlling relative error requiresthe ratios |y|_max/|y|_min and |y'|_max/|y|_min to be kept small.Experimental verification of these effects is given based onexpansions available in the literature or produced by the authorsfor the Bessel function I₀(x).     

High-accuracy P-stable Methods for y' = f(t, y)

We obtain a one-parameter family of sixth-order P-stable methodsfor the numerical integration of periodic or near-periodic differentialequations that are defined by initial-value problems of theform: y^" = f(t, y), y(t₀)= y₀, y^'(t₀)= y^’₀. Our P-stablemethods are symmetric and involve three function evaluationsper step (periteration, in case f(t, y) is non-linear in y).For non-linear problems, starting values for the solution ofthe implicit equations by modified Newton's method are suggestedand illustrated by an example.     

Extended Generalized Hexagons and the Suzuki Chain

Four extended generalized hexagons related to the simple groupsG₂(2)', PSU₄(3), HJ and Suz are characterized by the conditionthat any triple of points {x, y, z} is a clique of the pointgraph not in a circle of the extended hexagon if and only ifthe distance of y and z in the residue at x is 3.     

Some Remarks on p-Adic Analytic Groups

A theorem of Maranda [1, Section 30] states that if F is a finitegroup, p is a prime and p^e exactly divides |F|, then a Z_pF-latticeM is determined up to isomorphism by its finite quotient M/p^e+1M.If M is a free Z_p-module of rank d, this is equivalent to sayingthat representations of F in GL_d(Z_p) are determined up to equivalenceby their images modulo p^e+1. 1991 Mathematics Subject Classification20E18, 22E20.     

A Note on the WKB Method for Difference Equations

We consider the asymptotic solution of the second-order differenceequation y_n + 1 –2y_n + y_n–1 + Q_ny_n = 0, where Q_n= N^–Q(n/N), 0 < < 2, Q(s) being a differentiablefunction of s, and N a large parameter such that Q(n/N) variesby order unity as n varies by order N. A discrete WKB methodis proposed, the form of the asymptotic expansion being similarto that used in the conventional WKB method. A particular Q(s)is studied, for which results of the discrete WKB method arein agreement with the results from the approach due to Bremmer(1951).     

On the Asymptotic Behaviour of a Certain Non-linear Difference Equation

Arising from the study of the convergence properties of a rationalapproximation method for determining a zero of the functionf(x)is a certain non-linear difference equation. This equation hasthe form v_n+1 = g_p–1(v_n)/g_p(v_n), Where g_p(v_n) is a polynomialin v_n whose coefficients depend on a parameter p, the orderof the zero of f The asymptotic behaviour of the differenceequation is studied and it is shown that if there is a limitorder of convergence it is always linear for multiple zeros.     

Homology and derived p-series of groups

We give homological conditions that ensure that a group homomorphisminduces an isomorphism modulo any term of the derived p –series, in analogy to Stallings's 1963 result for the p-lowercentral series. In fact, we prove a stronger theorem that isanalogous to Dwyer's extensions of Stallings’ results.It follows that spaces that are _p-homology equivalent have isomorphicfundamental groups modulo any term of their p-derived series.Various authors have related the ranks of the successive quotientsof the p-lower central series and of the derived p-series ofthe fundamental group of a 3-manifold M to the volume of M,to whether certain subgroups of ₁(M) are free, to whether finiteindex subgroups of ₁(M) map onto non-abelian free groups, andto whether finite covers of M are ‘large’ in variousother senses.     

Weierstrass Points on X0(pM) and Supersingular j-Invariants

Weierstrass points are special points on a Riemann surface thatcarry a lot of information. Ogg studied such points on X₀(pM)(for M such that X₀(M) has genus zero and p prime with p M),and he proved that if Q is a Q-rational Weierstrass point onX₀(pM), then its reduction modulo p is supersingular. The papershows that, for square-free M on the list, all supersingularj-invariants are obtained in this way. Furthermore, for mostcases where M is prime, the explicit correspondence betweenWeierstrass points and supersingular j-invariants in characteristicp is described. Along the way, a useful formula of Rohrlichfor computing a certain Wronskian of modular forms modulo pis generalized.     

Uniform Stability for Time-Varying Infinite-Dimensional Discrete Linear Systems

Stability for time-varying discrete linear systems in a Banachspace is investigated. On the one hand is established a fairlycomplete collection of necessary and sufficient conditions foruniform asymptotic equistability for input-free systems. Thisincludes uniform and strong power equistability, and uniformand strong l_p-equistability, among other technical conditionswhich also play an essential role in stability theory. On theother hand, it is shown that uniform asymptotic equistabilityfor input-free systems is equivalent to each of the followingconcepts of uniform stability for forced systems: l_p-input l_p-state,e_o-input e_o-state, bounded-input bounded-state, l_p-input bounded-state(with p>1), e_o-input bounded-state, and convergent-inputbounded-state; these are also equivalent to their nonuniformcounterparts. For time-varying convergent systems, the aboveis also equivalent to convergent-input convergent-state stability.The proofs presented here are all ‘lementary’ inthe sense that they are based essentially only on the Banach–Steinhaustheorem.     

A Conformal Mapping Problem Arising in Elasticity, II

Suppose that B is an infinite right cylinder over a horizontalbase , which is a Jordan domain bounded by a smooth curve .We suppose that a normal pressure p₁(x, y) and a tangentialpressure p₂(x, y) are applied at every point of the boundaryof B, where p₁, p₂ lie in the plane of the cross-section andare independent of the vertical co-ordinate. It was shown by Cassisa (1982) that in this situation, givenan arbitrary normal pressure p₁, the tangential pressure p₂can be so chosen, that a purely plane stress tensor existswith the above hypotheses, provided that a certain 3 ? 3 matrixM, depending only on the curve , is non-singular. In a previous paper (Hayman, 1982) the author showed that thesingular case can occur and further that an arbitrary pointsymmetric curve can be approximated by singular point symmetriccurves. In the present paper it is shown that M can have rank1, 2 or 3. In the case of rank 2 p₁ must satisfy one additionalintegral condition and in the case of rank 1 two such conditions.If these conditions are satisfied p₂ can be chosen to dependon one or two arbitrary parameters respectively. Some geometrical conditions for the various cases are obtained.Thus for curves with line symmetry the rank can be two but notone, whereas curves with point symmetry can yield matrices ofrank 1, 2 or 3.     

Asymptotic Expansions of Double and Multiple Integrals Occurring in Diffraction Theory

At present at I.N.S.T.N., Saclay and Faculté des Sciences, Paris, France Asymptotic expansions of double integrals of the type have been derived in terms of thereal parameter k by the method of stationary phase. The resultscan easily be extended to multi-dimensional integrals. In the first part of this paper a rigorous proof of the applicationof the method of stationary phase to double and multiple integralsis established with the aid of neutralizer or unitary functions.It is shown that the principal contributions to U(k) come fromsmall but otherwise arbitrary neighbourhoods of critical pointsof the integral, which may be located in the interior or onthe boundary of the domain of integration. These points areassociated with the phase or amplitude function. An explicitasymptotic series in the parameter k of the principal contributionis exhibited when the amplitude and the phase functions havein the neighbourhood of a critical point (x₁,y₁) a developmentof the form g(x,y) = (x–x₁)^0–1 (y–y₁)^µ0–1g₁(x,y), (x,y) = (x₁,y₁) + a _,0 (x–x₁ [1 + P(x,y) + b_0,(y–y₁[1+Q(x,y)]. The function g₁ is a regular function and P,Q can be developedin power series in the vicinity of the critical point and vanishat this point. The above expansion we shall call normal or canonicaland the critical point a normal or canonical critical pointof the integral. Although the assumption of the normal form expansion of theamplitude and phase functions is too restrictive for the generalcase, nevertheless it is found to be sufficiently broad to includemost of the important and interesting cases which occur in diffraction,scattering and other problems of mathematical physics. In Part II the principal contribution arising from a criticalpoint of normal type has been calculated in the form of a descendingpower series in the parameter k. It is shown, with the use ofmajorant functions, that the contribution due to the remainderpart of the series is of higher order in the parameter thanthat of the last term of the finite part, which proves the asymptoticcharacter of the series in the sense of Poincaré. Theresults derived here are in agreement with that of Part I. However,the new series has a decided advantage over that given in PartI if calculations are desired for even a few terms of the series,since the coefficients entering in the asymptotic expansionof the principal contribution are expressed directly in termsof the original functions g(x,y) and (x,y) and their derivatives,which is not the case in the formulas derived in Part I. In Part III explicit asymptotic expansions of the double integralare derived for several typical critical points associated withthe phase function. These are important in connection with thetheory of diffraction of optical instruments with large aberrationsand scattering problems. On account of their importance, eachcase has been treated in detail. In the appendices we have given an alternative proof of thetheorem announced in Part I and the derivation of the leadingterm due to a boundary stationary point. There will be foundalso a discussion of the more general integral where the parameterk appears implicitly in the phase function and not explicitlyas considered in the text. Integrals of this kind occur in manybranches of physics, especially when dealing with wave propagationin dispersive and absorbing media. Finally, we have concludedon the basis of our results that the Rubinowicz approach todiffraction and the stationary phase application to diffractionintegrals lead to similar mathematical results, although differentphysical interpretations, in diffraction phenomena, the formerleading to Young diffraction phenomena and the latter to Fresneldiffraction phenomena.     

On Hill's Equation with a Singular Complex-Valued Potential

In this paper Hill's equation y' + qy = Ey, where q is a complex-valuedfunction with inverse square singularities, is studied. Resultson the dependence of solutions to initial value problems onthe parameter E and the initial point x₀, on the structure ofthe conditional stability set, and on the asymptotic distributionof (semi-)periodic and Sturm-Liouville eigenvalues are obtained.It is proved that a certain subset of the set of Floquet solutionsis a line bundle on a certain analytic curve in C². We establishnecessary and sufficient conditions for q to be algebro-geometric,that is, to be a stationary solution of some equation in theKorteweg-de Vries (KdV) hierarchy. To do this a distinctionbetween movable and immovable Dirichlet eigenvalues is employed.Finally, an example showing that the finite-band property doesnot imply that q is algebro-geometric is given. This is in contrastto the case where q is real and non-singular. 1991 MathematicsSubject Classification: 34L40, 14H60.     

Boundary-value problems for shallow elastic membrane caps

Consider the general nonlinear boundary-value problem (p(t)y' (t))' = p(t)q(t) f (t, y(t), y' (t)), t 1, g(y(1), y' (1))= 0, where the function f may be singular at the point y(1)= 0 and p(1) 0. We obtain conditions which guarantee existenceof positive and bounded solutions of the above problem. As anapplication we prove existence and uniqueness of rotationallysymmetric solutions to a nonlinear boundary-value problem, representingthe elastic deformation of a spherical cap.     

Harmonic and Logarithmic Summability of Orthogonal Series are Equivalent up to a Set of Measure Zero

We prove Tauberian theorems from J_p-summability methods of powerseries type to ordinary convergence, respectively M_p-summabilitymethods of weighted means. Particular cases are the Abel andCesàro, as well as logarithmic and harmonic summability.Besides numerical series, we also consider orthogonal serieswith coefficients from L₂. In the latter case, it turns outthat one of our Tauberian conditions is satisfied almost everywhereon the underlying measure space, thereby proving the claim statedin the title.     

Hormander's Hp Multiplier Theorem for the Heisenberg Group

Let Hⁿ denote the (2n+1)-dimensional Heisenberg group. Givenan operator-valued function M, define the operator T_M with ‘^’ denoting theFourier transform. Hörmander-type sufficient conditionsare determined on M for the H^p-boundedness, p 1, of the operatorT_M on Hⁿ.     

A Class of Pencils of Matrices

A linear machine is one in which the time dependent input yis related to the output z by P(D). z = S(D). y where P andS are polynomials in D = d/dt with constant coefficients. Fornumerical computation it is necessary to replace this relationby a set of simultaneous first order differential equationsand this paper shows how to construct such equations by methodswhich extend the results of Gilder (1961). Attention is restrictedto those sets of equations that are of a special form (see (1))which is characterized by the matrix operating on the dependentvariables. This matrix forms a pencil, being linear in D, andthree theorems are given to show how such matrix pencils maybe constructed from the polynomials. The theorems also statethat any matrix pencil with the required properties can be transformedinto the canonical forms given in the theorems by pre- and post-multiplicationby suitable constant non-singular matrices. Thus the variablesof any set of equations having the required properties are linearcombinations of the variables of the equations given by thetheorems. In the paper it is assumed that the degree of P(D)is greater than that of S(D), as otherwise z would be replacedby z₁+Q(D) . y, where Q is the quotient of S(D)/P(D). Also,as the algebriac manipulations are independent of the natureof the polynomials, D is replaced by an indeterminate x andthe coefficients considered to be from an arbitrary field. Fortechnical reasons we rename y and z, y_o and y_n–_m respectively.     

Support Varieties of Non-Restricted Modules over Lie Algebras of Reductive Groups

Let G be a connected semisimple group over an algebraicallyclosed field K of characteristic p>0, and g=Lie (G). Fixa linear function g* and let Z_g() denote the stabilizer of in g. Set N_p(g)={xg|x^[p]=0}. Let C(g) denote the category offinite-dimensional g-modules with p-character . In [7], Friedlanderand Parshall attached to each MOb(C(g)) a Zariski closed, conicalsubset V_g(M)N_p(g) called the support variety of M. Suppose thatG is simply connected and p is not special for G, that is, p2if G has a component of type B_n, C_n or F₄, and p3 if G has acomponent of type G₂. It is proved in this paper that, for anynonzero MOb(C(g)), the support variety V_g(M) is contained inN_p(g)Z_g(). This allows one to simplify the proof of the Kac–Weisfeilerconjecture given in [18].     

Maximal Subgroups of Large Rank in Exceptional Groups of Lie Type

Let G = G(q) be a finite almost simple exceptional group ofLie type over the field of q elements, where q = p^a and p isprime. The main result of the paper determines all maximal subgroupsM of G(q) such that M is an almost simple group which is alsoof Lie type in characteristic p, under the condition that rank(M)> rank(G). The conclusion is that either M is a subgroupof maximal rank, or it is of the same type as G over a subfieldof F_q, or (G, M) is one of (, F₄(q)), (, C₄(q)), (E₇(q),³D₄(q)). This completes work of the first author with Saxl andTesterman, in which the same conclusion was obtained under someextra assumptions.