Local convergence and the dynamics of a two-point four parameter Jarratt-like method under weak conditions

We present a local convergence analysis of a two-point four parameter Jarratt-like method of high convergence order in order to approximate a locally unique solution of a nonlinear equation. In contrast to earlier studies such us (Amat et al. Aequat. Math. 69(3), 212–223 2015; Amat et al. J. Math. Anal. Appl. 366(3), 24–32 2010; Behl, R. 2013; Bruns and Bailey Chem. Eng. Sci. 32, 257–264 1977; Candela and Marquina. Computing 44, 169–184 1990; Candela and Marquina. Computing 45(4), 355–367 1990; Chun. Appl. Math. Comput. 190(2), 1432–1437 2007; Cordero and Torregrosa. Appl. Math. Comput. 190, 686–698 2007; Deghan. Comput. Appl Math. 29(1), 19–30 2010; Deghan. Comput. Math. Math. Phys. 51(4), 513–519 2011; Deghan and Masoud. Eng. Comput. 29(4), 356–365 15; Cordero and Torregrosa. Appl. Math. Comput. 190, 686–698 2012; Deghan and Masoud. Eng. Comput. 29(4), 356–365 2012; Ezquerro and Hernández. Appl. Math. Optim. 41(2), 227–236 2000; Ezquerro and Hernández. BIT Numer. Math. 49, 325–342 2009; Ezquerro and Hernández. J. Math. Anal. Appl. 303, 591–601 2005; Gutiérrez and Hernández. Comput. Math. Appl. 36(7), 1–8 1998; Ganesh and Joshi. IMA J. Numer. Anal. 11, 21–31 1991; González-Crespo et al. Expert Syst. Appl. 40(18), 7381–7390 2013; Hernández. Comput. Math. Appl. 41(3-4), 433–455 2001; Hernández and Salanova. Southwest J. Pure Appl. Math. 1, 29–40 1999; Jarratt. Math. Comput. 20(95), 434–437 1966; Kou and Li. Appl. Math. Comput. 189, 1816–1821 2007; Kou and Wang. Numer. Algor. 60, 369–390 2012; Lorenzo et al. Int. J. Interact. Multimed. Artif. Intell. 1(3), 60–66 2010; Magreñán. Appl. Math. Comput. 233, 29–38 2014; Magreñán. Appl. Math. Comput. 248, 215–224 2014; Parhi and Gupta. J. Comput. Appl. Math. 206(2), 873–887 2007; Rall 1979; Ren et al. Numer. Algor. 52(4), 585–603 2009; Rheinboldt Pol. Acad. Sci. Banach Ctr. Publ. 3, 129–142 1978; Sicilia et al. J. Comput. Appl. Math. 291, 468–477 2016; Traub 1964; Wang et al. Numer. Algor. 57, 441–456 2011) using hypotheses up to the fifth derivative, our sufficient convergence conditions involve only hypotheses on the first Fréchet-derivative of the operator involved. The dynamics of the family for choices of the parameters such that it is optimal is also shown. Numerical examples are also provided in this study     

Extensions of the Noncommutative Integration

In this paper we will continue the analysis undertaken in Bagarello et al. (Rend Circ Mat Palermo (2) 55:21–28, 2006), Bongiorno et al. (Rocky Mt J Math 40(6):1745–1777, 2010), Triolo (Rend Circ Mat Palermo (2) 60(3):409–416, 2011) on the general problem of extending the noncommutative integration in a *-algebra of measurable operators. As in Aiena et al. (Filomat 28(2):263–273, 2014), Bagarello (Stud Math 172(3):289–305, 2006) and Bagarello et al. (Rend Circ Mat Palermo (2) 55:21–28, 2006), the main problem is to represent different types of partial *-algebras into a *-algebra of measurable operators in Segal’s sense, provided that these partial *-algebras posses a sufficient family of positive linear functionals (states) (Fragoulopoulou et al., J Math Anal Appl 388(2):1180–1193, 2012; Trapani and Triolo, Stud Math 184(2):133–148, 2008; Trapani and Triolo, Rend Circolo Mat Palermo 59:295–302, 2010; La Russa and Triolo, J Oper Theory, 69:2, 2013; Triolo, J Pure Appl Math, 43(6):601–617, 2012). In this paper, a new condition is given in an attempt to provide a extension of the non commutative integration.     

On the solution of systems of equations with constant rank derivatives

The famous for its simplicity and clarity Newton–Kantorovich hypothesis of Newton’s method has been used for a long time as the sufficient convergence condition for solving nonlinear equations. Recently, in the elegant study by Hu et al. (J Comput Appl Math 219:110–122, 2008), a Kantorovich-type convergence analysis for the Gauss–Newton method (GNM) was given improving earlier results by Häubler (Numer Math 48:119–125, 1986), and extending some results by Argyros (Adv Nonlinear Var Inequal 8:93–99, 2005, 2007) to hold for systems of equations with constant rank derivatives. In this study, we use our new idea of recurrent functions to extend the applicability of (GNM) by replacing existing conditions by weaker ones. Finally, we provide numerical examples to solve equations in cases not covered before (Häubler, Numer Math 48:119–125, 1986; Hu et al., J Comput Appl Math 219:110–122, 2008; Kontorovich and Akilov 2004).     

Remarks on defective Fano manifolds

This note continues our previous work on special secant defective (specifically, conic connected and local quadratic entry locus) and dual defective manifolds. These are now well understood, except for the prime Fano ones. Here we add a few remarks on this case, completing the results in our papers (Russo in Math Ann 344:597–617, 2009; Ionescu and Russo in Compos Math 144:949–962, 2008; Ionescu and Russo in J Reine Angew Math 644:145–157, 2010; Ionescu and Russo in Am J Math 135:349–360, 2013; Ionescu and Russo in Math Res Lett 21:1137–1154, 2014); see also the recent book (Russo, On the Geometry of Some Special Projective Varieties, Lecture Notes of the Unione Matematica Italiana, Springer, 2016).     

Improved local convergence analysis of the Gauss–Newton method under a majorant condition

We present a local convergence analysis of Gauss-Newton method for solving nonlinear least square problems. Using more precise majorant conditions than in earlier studies such as Chen (Comput Optim Appl 40:97–118, 2008), Chen and Li (Appl Math Comput 170:686–705, 2005), Chen and Li (Appl Math Comput 324:1381–1394, 2006), Ferreira (J Comput Appl Math 235:1515–1522, 2011), Ferreira and Gonçalves (Comput Optim Appl 48:1–21, 2011), Ferreira and Gonçalves (J Complex 27(1):111–125, 2011), Li et al. (J Complex 26:268–295, 2010), Li et al. (Comput Optim Appl 47:1057–1067, 2004), Proinov (J Complex 25:38–62, 2009), Ewing, Gross, Martin (eds.) (The merging of disciplines: new directions in pure, applied and computational mathematics 185–196, 1986), Traup (Iterative methods for the solution of equations, 1964), Wang (J Numer Anal 20:123–134, 2000), we provide a larger radius of convergence; tighter error estimates on the distances involved and a clearer relationship between the majorant function and the associated least squares problem. Moreover, these advantages are obtained under the same computational cost.     

Data dependence for the amplitude equation of surface waves

We consider the amplitude equation for nonlinear surface wave solutions of hyperbolic conservation laws. This is an asymptotic nonlocal, Hamiltonian evolution equation with quadratic nonlinearity. For example, this equation describes the propagation of nonlinear Rayleigh waves (Hamilton et al. in J Acoust Soc Am 97:891–897, 1995), surface waves on current-vortex sheets in incompressible MHD (Alì and Hunter in Q Appl Math 61(3):451–474, 2003; Alì et al. in Stud Appl Math 108(3):305–321, 2002) and on the incompressible plasma–vacuum interface (Secchi in Q Appl Math 73(4):711–737, 2015). The local-in-time existence of smooth solutions to the Cauchy problem for the amplitude equation in noncanonical variables was shown in Hunter (J Hyperbolic Differ Equ 3(2):247–267, 2006), Secchi (Q Appl Math 73(4):711–737, 2015). In the present paper we prove the continuous dependence in strong norm of solutions on the initial data. This completes the proof of the well-posedness of the problem in the classical sense of Hadamard.     

Absolute Cesàro Series Spaces and Matrix Operators

In this paper we derive a series space \(\vert C_{\lambda,\mu} \vert _{k}\) using the well known absolute Cesàro summability \(\vert C_{\lambda,\mu} \vert _{k}\) of Das (Proc. Camb. Philol. Soc. 67:321–326, 1970), compute its \(\beta\)-dual, give some algebraic and topological properties, and characterize some matrix operators defined on that space. So we generalize some results of Bosanquet (J. Lond. Math. Soc. 20:39–48, 1945), Flett (Proc. Lond. Math. Soc. 7:113–141, 1957), Mehdi (Proc. Lond. Math. Soc. (3)10:180–199, 1960), Mazhar (Tohoku Math. J. 23:433–451, 1971), Orhan and Sar?göl (Rocky Mt. J. Math. 23(3):1091–1097, 1993) and Sar?göl (Commun. Math. Appl. 7(1):11–22, 2016; Math. Comput. Model. 55:1763–1769, 2012).     

Spectral Properties of Unbounded Jacobi Matrices with Almost Monotonic Weights

We present a unified framework to identify spectra of Jacobi matrices. We give applications of the long-standing problem of Chihara (Mt J Math 21(1):121–137, 1991, J Comput Appl Math 153(1–2):535–536, 2003) concerning one-quarter class of orthogonal polynomials, to the conjecture posed by Roehner and Valent (SIAM J Appl Math 42(5):1020–1046, 1982) concerning continuous spectra of generators of birth and death processes, and to spectral properties of operators studied by Janas and Moszyńki (Integral Equ Oper Theory 43(4):397–416, 2002) and Pedersen (Proc Am Math Soc 130(8):2369–2376, 2002).     

Gradient shrinking Ricci solitons of half harmonic Weyl curvature

Gradient Ricci solitons and metrics with half harmonic Weyl curvature are two natural generalizations of Einstein metrics on four-manifolds. In this paper we prove that if a metric has structures of both gradient shrinking Ricci soliton and half harmonic Weyl curvature, then except for three examples, it has to be an Einstein metric with positive scalar curvature. Precisely, we prove that a four-dimensional gradient shrinking Ricci soliton with \(\delta W^{\pm }=0\) is either Einstein, or a finite quotient of \(S^3\times \mathbb {R}\), \(S^2\times \mathbb {R}^2\) or \(\mathbb {R}^4\). We also prove that a four-dimensional gradient Ricci soliton with constant scalar curvature is either Kähler–Einstein, or a finite quotient of \(M\times \mathbb {C}\), where M is a Riemann surface. The method of our proof is to construct a weighted subharmonic function using curvature decompositions and the Weitzenböck formula for half Weyl curvature, and the method was motivated by previous work (Gursky and LeBrun in Ann Glob Anal Geom 17:315–328, 1999; Wu in Einstein four-manifolds of three-nonnegative curvature operator 2013; Trans Am Math Soc 369:1079–1096, 2017; Yang in Invent Math 142:435–450, 2000) on the rigidity of Einstein four-manifolds with positive sectional curvature, and previous work (Cao and Chen in Trans Am Math Soc 364:2377–2391, 2012; Duke Math J 162:1003–1204, 2013; Catino in Math Ann 35:629–635, 2013) on the rigidity of gradient Ricci solitons.     

A remark on energy estimates concerning extremals for Trudinger–Moser inequalities on a disc

In this short note, we generalized an energy estimate due to Malchiodi–Martinazzi (J Eur Math Soc 16:893–908, 2014) and Mancini–Martinazzi (Calc Var 56:94, 2017). As an application, we used it to reprove existence of extremals for Trudinger–Moser inequalities of Adimurthi–Druet type on the unit disc. Such existence problems in general cases had been considered by Yang  (Trans Am Math Soc 359:5761–5776, 2007; J Differ Equ 258:3161–3193, 2015) and Lu–Yang (Discrete Contin Dyn Syst 25:963–979, 2009) by using another method.     

On the Semicircular Law of Large-Dimensional Random Quaternion Matrices

It is well known that the Gaussian symplectic ensemble is defined on the space of \(n\times n\) quaternion self-dual Hermitian matrices with Gaussian random elements. There is a huge body of literature regarding this kind of matrices based on the exact known form of the density function of the eigenvalues (see Erd?s in Russ Math Surv 66(3):507–626, 2011; Erd?s in Probab Theory Relat Fields 154(1–2):341–407, 2012; Erd?s et al. in Adv Math 229(3):1435–1515, 2012; Knowles and Yin in Probab Theory Relat Fields, 155(3–4):543–582, 2013; Tao and Vu in Acta Math 206(1):127–204, 2011; Tao and Vu in Electron J Probab 16(77):2104–2121, 2011). Due to the fact that multiplication of quaternions is not commutative, few works about large-dimensional quaternion self-dual Hermitian matrices are seen without normality assumptions. As in natural, we shall get more universal results by removing the Gaussian condition. For the first step, in this paper, we prove that the empirical spectral distribution of the common quaternion self-dual Hermitian matrices tends to the semicircular law. The main tool to establish the universal result is given as a lemma in this paper as well.     

A general pinching principle for mean curvature flow and applications

We prove a sharp pinching estimate for immersed mean convex solutions of mean curvature flow which unifies and improves all previously known pinching estimates, including the umbilic estimate of Huisken (J Differ Geom 20(1):237–266, 1984), the convexity estimates of Huisken–Sinestrari (Acta Math 183(1):45–70, 1999) and the cylindrical estimate of Huisken–Sinestrari (Invent Math 175(1):137–221, 2009; see also Andrews and Langford in Anal PDE 7(5):1091–1107, 2014; Huisken and Sinestrari in J Differ Geom 101(2):267–287, 2015). Namely, we show that the curvature of the solution pinches onto the convex cone generated by the curvatures of any shrinking cylinder solutions admitted by the initial data. For example, if the initial data is \((m+1)\)-convex, then the curvature of the solution pinches onto the convex hull of the curvatures of the shrinking cylinders \(\mathbb {R}^m\times S^{n-m}_{\sqrt{2(n-m)(1-t)}}\), \(t<1\). In particular, this yields a sharp estimate for the largest principal curvature, which we use to obtain a new proof of a sharp estimate for the inscribed curvature for embedded solutions (Brendle in Invent Math 202(1):217–237, 2015; Haslhofer and Kleiner in Int Math Res Not 15:6558–6561, 2015; Langford in Proc Am Math Soc 143(12):5395–5398, 2015). Making use of a recent idea of Huisken–Sinestrari (2015), we then obtain a series of sharp estimates for ancient solutions. In particular, we obtain a convexity estimate for ancient solutions which allows us to strengthen recent characterizations of the shrinking sphere due to Huisken–Sinestrari (2015) and Haslhofer–Hershkovits (Commun Anal Geom 24(3):593–604, 2016).     

O $$\varvec{}$$-orm preservers ad the Aleksadrov coservative $$\varvec{}$$-distace problem

The goal of this paper is to point out that the results obtained in the recent papers (Chen and Song in Nonlinear Anal 72:1895–1901, 2010; Chu in J Math Anal Appl 327:1041–1045, 2007; Chu et al. in Nonlinear Anal 59:1001–1011, 2004a, J. Math Anal Appl 289:666–672, 2004b) can be seriously strengthened in the sense that we can significantly relax the assumptions of the main results so that we still get the same conclusions. In order to do this first, we prove that for \(n \ge 3\) any transformation which preserves the n-norm of any n vectors is automatically plus-minus linear. This will give a re-proof of the well-known Mazur–Ulam-type result that every n-isometry is automatically affine (\(n \ge 2\)) which was proven in several papers, e.g. in Chu et al. (Nonlinear Anal 70:1068–1074, 2009). Second, following the work of Rassias and ?emrl (Proc Am Math Soc 118:919–925, 1993), we provide the solution of a natural Aleksandrov-type problem in n-normed spaces, namely, we show that every surjective transformation which preserves the unit n-distance in both directions (\(n\ge 2\)) is automatically an n-isometry.     

Asymptotic Behavior of Underlying NT Paths in Interior Point Methods for Monotone Semidefinite Linear Complementarity Problems

An interior point method (IPM) defines a search direction at each interior point of the feasible region. These search directions form a direction field, which in turn gives rise to a system of ordinary differential equations (ODEs). Thus, it is natural to define the underlying paths of the IPM as solutions of the system of ODEs. In Sim and Zhao (Math. Program. Ser. A 110:475–499, 2007), these off-central paths are shown to be well-defined analytic curves and any of their accumulation points is a solution to the given monotone semidefinite linear complementarity problem (SDLCP). In Sim and Zhao (Math. Program. Ser. A 110:475–499, 2007; J. Optim. Theory Appl. 137:11–25, 2008) and Sim (J. Optim. Theory Appl. 141:193–215, 2009), the asymptotic behavior of off-central paths corresponding to the HKM direction is studied. In particular, in Sim and Zhao (Math. Program. Ser. A 110:475–499, 2007), the authors study the asymptotic behavior of these paths for a simple example, while, in Sim and Zhao (J. Optim. Theory Appl. 137:11–25, 2008) and Sim (J. Optim. Theory Appl. 141:193–215, 2009), the asymptotic behavior of these paths for a general SDLCP is studied. In this paper, we study off-central paths corresponding to another well-known direction, the Nesterov-Todd (NT) direction. Again, we give necessary and sufficient conditions for these off-central paths to be analytic w.r.t. \(\sqrt{\mu}\) and then w.r.t. μ, at solutions of a general SDLCP. Also, as in Sim and Zhao (Math. Program. Ser. A 110:475–499, 2007), we present off-central path examples using the same SDP, whose first derivatives are likely to be unbounded as they approach the solution of the SDP. We work under the assumption that the given SDLCP satisfies a strict complementarity condition.     

Reformulation of Hensel’s Lemma and extension of a theorem of Ore

In this paper, we extend the theorem of Ore regarding factorization of polynomials over p-adic numbers to henselian valued fields of arbitrary rank thereby generalizing the main results of Khanduja and Kumar (J Pure Appl Algebra 216:2648–2656, 2012) and Cohen et al. (Mathematika 47:173–196, 2000). As an application, we derive the analogue of Dedekind’s Theorem regarding splitting of rational primes in algebraic number fields as well as of its converse for general valued fields extending similar results proved for discrete valued fields in Khanduja and Kumar (Int J Number Theory 4:1019–1025, 2008). The generalized version of Ore’s Theorem leads to an extension of a result of Weintraub dealing with a generalization of Eisenstein Irreducibility Criterion (cf. Weintraub in Proc Am Math Soc 141:1159–1160, 2013). We also give a reformulation of Hensel’s Lemma for polynomials with coefficients in henselian valued fields which is used in the proof of the extended Ore’s Theorem and was proved in Khanduja and Kumar (J Algebra Appl 12:1250125, 2013) in the particular case of complete rank one valued fields.     

On the Price of Risk of the Underlying Markov Chain in a Regime-Switching Exponential Lévy Model

Regime-switching models (RSM) have been recently used in the literature as alternatives to the Black-Scholes model. Several authors favor RSM as being more realistic since, by construction, they model those exogenous macroeconomic cycles against which asset prices evolve. In the context of derivatives pricing, these models lead to incomplete markets and therefore there exist multiple Equivalent Martingale Measures (EMM) yielding different pricing rules. A fair amount of literature (Buffington and Elliott, Int J Theor Appl Finance 40:267–282, 2002; Elliott et al., Ann Finance 1(4):23–432, 2005) focuses on conveniently choosing a family of EMM leading to closed-form formulas for option prices. These studies often make the assumption that the risk associated with the Markov chain is not priced. Recently, Siu and Yang (Acta Math Appl Sin Engl Ser 25(3):339–388, 2009), proposed an EMM kernel that takes into account all risk components of a regime-switching Black-Scholes model. In this paper, we extend the results and observations made in Siu and Yang (Acta Math Appl Sin Engl Ser 25(3):339–388, 2009) in order to include more general Lévy regime-switching models that allow us to assess the influence of jumps on the price of risk. In particular, numerical results are given for Regime-switching Jump-Diffusion and Variance-Gamma models. Also, we carry out a comparative analysis of the resulting option price formulas with existing regime-switching models such as Naik (J Financ 48:1969–1984, 1993) and Boyle and Draviam (Insur Math Econ 40:267–282, 2007).     

Finite time blow up for a solution to system of the drift–diffusion equations in higher dimensions

We discuss the existence of a blow-up solution for a multi-component parabolic–elliptic drift–diffusion model in higher space dimensions. We show that the local existence, uniqueness and well-posedness of a solution in the weighted \(L^2\) spaces. Moreover we prove that if the initial data satisfies certain conditions, then the corresponding solution blows up in a finite time. This is a system case for the blow up result of the chemotactic and drift–diffusion equation proved by Nagai (J Inequal Appl 6:37–55, 2001) and Nagai et al. (Hiroshima J Math 30:463–497, 2000) and gravitational interaction of particles by Biler (Colloq Math 68:229–239, 1995), Biler and Nadzieja (Colloq Math 66:319–334, 1994, Adv Differ Equ 3:177–197, 1998). We generalize the result in Kurokiba and Ogawa (Differ Integral Equ 16:427–452, 2003, Differ Integral Equ 28:441–472, 2015) and Kurokiba (Differ Integral Equ 27(5–6):425–446, 2014) for the multi-component problem and give a sufficient condition for the finite time blow up of the solution. The condition is different from the one obtained by Corrias et al. (Milan J Math 72:1–28, 2004).     

Performance of convex underestimators in a branch-and-bound framework

The efficient determination of tight lower bounds in a branch-and-bound algorithm is crucial for the global optimization of models spanning numerous applications and fields. The global optimization method \(\alpha \)-branch-and-bound (\(\alpha \)BB, Adjiman et al. in Comput Chem Eng 22(9):1159–1179, 1998b, Comput Chem Eng 22(9):1137–1158, 1998a; Adjiman and Floudas in J Global Optim 9(1):23–40, 1996; Androulakis et al. J Global Optim 7(4):337–363, 1995; Floudas in Deterministic Global Optimization: Theory, Methods and Applications, vol. 37. Springer, Berlin, 2000; Maranas and Floudas in J Chem Phys 97(10):7667–7678, 1992, J Chem Phys 100(2):1247–1261, 1994a, J Global Optim 4(2):135–170, 1994), guarantees a global optimum with \(\epsilon \)-convergence for any \(\mathcal {C}^2\)-continuous function within a finite number of iterations via fathoming nodes of a branch-and-bound tree. We explored the performance of the \(\alpha \)BB method and a number of competing methods designed to provide tight, convex underestimators, including the piecewise (Meyer and Floudas in J Global Optim 32(2):221–258, 2005), generalized (Akrotirianakis and Floudas in J Global Optim 30(4):367–390, 2004a, J Global Optim 29(3):249–264, 2004b), and nondiagonal (Skjäl et al. in J Optim Theory Appl 154(2):462–490, 2012) \(\alpha \)BB methods, the Brauer and Rohn+E (Skjäl et al. in J Global Optim 58(3):411–427, 2014) \(\alpha \)BB methods, and the moment method (Lasserre and Thanh in J Global Optim 56(1):1–25, 2013). Using a test suite of 40 multivariate, box-constrained, nonconvex functions, the methods were compared based on the tightness of generated underestimators and the efficiency of convergence of a branch-and-bound global optimization algorithm.     

Truncation error estimates for generalized Hermite sampling

The generalized Hermite sampling uses samples from the function itself and its derivatives up to order r. In this paper, we investigate truncation error estimates for the generalized Hermite sampling series on a complex domain for functions from Bernstein space. We will extend some known techniques to derive those estimates and the bounds of Jagerman (SIAM J. Appl. Math. 14, 714–723 1966), Li (J. Approx. Theory 93, 100–113 1998), Annaby-Asharabi (J. Korean Math. Soc. 47, 1299–1316 2010), and Ye and Song (Appl. Math. J. Chinese Univ. 27, 412–418 2012) will be special cases for our results. Some examples with tables and figures are given at the end of the paper.