Analytic solutions of the Borel problem

LetF ⊂ ℂ be a dense-in-itself set that has a nonempty connected interior and contains the origin, and let be the space of infinitely differentiable complex-valued functions onF. For some classes of such setsF, we prove that for an arbitrary sequence of complex numbers there exists a functionf ε withf ⁽ⁿ⁾(0)=d _n,n=0, 1, 2, ..., and study the analyticity properties off. The functionf is constructed in the form of various function series, namely, a power series, a series of simple fractions, and an exponential series. Analytic solutions of the multidimensional Borel problem are also considered. Translated fromMatematicheskie Zametki, Vol. 67, No. 4, pp. 525–538, April, 2000.     

Parallel nonlinear multisplitting methods

Summary Linear multisplitting methods are known as parallel iterative methods for solving a linear systemAx=b. We extend the idea of multisplittings to the problem of solving a nonlinear system of equationsF(x)=0. Our nonlinear multisplittings are based on several nonlinear splittings of the functionF. In a parallel computing environment, each processor would have to calculate the exact solution of an individual nonlinear system belonging to his nonlinear multisplitting and these solutions are combined to yield the next iterate. Although the individual systems are usually much less involved than the original system, the exact solutions will in general not be available. Therefore, we consider important variants where the exact solutions of the individual systems are approximated by some standard method such as Newton's method. Several methods proposed in literature may be regarded as special nonlinear multisplitting methods. As an application of our systematic approach we present a local convergence analysis of the nonlinear multisplitting methods and their variants. One result is that the local convergence of these methods is determined by an induced linear multisplitting of the Jacobian ofF.Dedicated to the memory of Peter Henrici     

Asymptotics for Lp-norms of Fourier series density estimators

LetX ₁, X₂, , be a sequence of independent, identically distributed bounded random variables with a smooth density functionf. We prove that is asymptotically normal, wheref _{m, n} is the Fourier series density estimator offandw is a nonnegative weight function.Communicated by Edward B. Saff.AMS classification: Primary 60F05, 60F25; Secondary 62G05.     

Bisection is optimal

Summary We seek an approximation to a zero of a continuous functionf:[a,b] such thatf(a)0 andf(b)0. It is known that the bisection algorithm makes optimal use ofn function evaluations, i.e., yields the minimal error which is (b–a)/2 ⁿ⁺¹, see e.g. Kung [2]. Traub and Wozniakowski [5] proposed using more general information onf by permitting the adaptive evaluations ofn arbitrary linear functionals. They conjectured [5, p. 170] that the bisection algorithm remains optimal even if these general evaluations are permitted. This paper affirmatively proves this conjecture. In fact we prove optimality of the bisection algorithm even assuming thatf is infinitely many times differentiable on [a, b] and has exactly one simple zero.     

A generalized conjugate gradient algorithm for minimization

Summary A generalized conjugate gradient algorithm which is invariant to a nonlinear scaling of a strictly convex quadratic function is described, which terminates after at mostn steps when applied to scaled quadratic functionsf: R _n R₁ of the formf(x)=h(F(x)) withF(x) strictly convex quadratic andhC ¹ (R₁) an arbitrary strictly monotone functionh. The algorithm does not suppose the knowledge ofh orF but only off(x) and its gradientg(x).     

Convexity properties of the minimum time function

This paper studies some regularity properties of the minimum time functionT for a nonlinear control system with a general targetK. Under a Petrov type controllability assumption,T is shown to be semiconcave if the distance fromK is semiconcave. A semiconvexity result also holds for linear control systems with convex targets. These properties are then applied to study the structure of the set of nondifferentiability points ofT. Partially supported by the Italian National Project MURST 40% Problemi nonlineari....     

Random orders

Letk andn be positive integers and fix a setS of cardinalityn; letP _k (n) be the (partial) order onS given by the intersection ofk randomly and independently chosen linear orders onS. We begin study of the basic parameters ofP _k (n) (e.g., height, width, number of extremal elements) for fixedk and largen. Our object is to illustrate some techniques for dealing with these random orders and to lay the groundwork for future research, hoping that they will be found to have useful properties not obtainable by known constructions.Supported by NSF grant MCS 84-02054.     

On the limit behaviour of the joint distribution function of order statistics

Fork ₀ fixed we consider the joint distribution functionF _n ^k of then-k smallest order statistics ofn real-valued independent, identically distributed random variables with arbitrary cumulative distribution functionF. The main result of the paper is a complete characterization of the limit behaviour ofF _n ^k (x ₁,,x _n-k) in terms of the limit behaviour ofn(1-F(x _n)) ifn tends to infinity, i.e., in terms of the limit superior, the limit inferior, and the limit if the latter exists. This characterization can be reformulated equivalently in terms of the limit behaviour of the cumulative distribution function of the (k+1)-th largest order statistic. All these results do not require any further knowledge about the underlying distribution functionF.     

On relatively short and long sides of convex pentagons

By the relative distance of pointsa andb of a convex bodyC we mean the ratio of the Euclidean distance ofa andb to the half of the Euclidean distance ofa, b C such thatab is a longest chord ofC parallel to the segmentab. We say that a sideab of a convexn-gon is relatively short (respectively: relatively long) if the relative distance ofa andb is at most (respectively: at least) the relative distance of two consecutive vertices of the regularn-gon. We show that every convexn-gon, wheren 5, has a relatively short side and a relatively long side, and that it is affine-regular if and only if all its sides are of equal relative lengths.Research supported in part by Komitet Bada Naukowych (Committee of Scientific Research), grant number 2 2005 92 03.     

On the algebraic independence in the selberg class

We prove that a functionF of the Selberg class ℐ is ab-th power in ℐ, i.e.,F=H ^b for someHσ ℐ, if and only ifb divides the order of every zero ofF and of everyp-componentF _p. This implies that the equationF ^a=G^b with (a, b)=1 has the unique solutionF=H ^b andG=H ^a in ℐ. As a consequence, we prove that ifF andG are distinct primitive elements of ℐ, then the transcendence degree of ℂ[F,G] over ℂ is two.     

On the occupation times of cones by Brownian motion

Summary We study some features concerning the occupation timeA _t of a d-dimensional coneC by Brownian motion. In particular, in the case whereC is convex, we investigate the asymptotic behaviour ofP(A₁u0, when the Brownian motion starts at the vertex ofC. We also give the precise integral test, which decides whether a.s., lim inf _t A _t/(tf(t))=0 or for a decreasing functionf.     

Q-Splines

The classical weighted spline introduced by Ph. Cinquin (1981), (see also K. Salkauskas (1984) and T.A. Foley (1986)) consists in minimizing _a ^b w(t)(x(t))² dt under the conditionsx(t _i )=y _i ,i=1,...,n, where the functionw is piecewise constant on the subdivisiona<t ₁<t ₂<...<t _n <b. The solution is a cubic spline, but it is notC ². We consider here the minimization of

Exponential stability, exponential expansiveness, and exponential dichotomy of evolution equations on the half-line

LetU=(U(t, s)) _tsO be an evolution family on the half-line of bounded linear operators on a Banach spaceX. We introduce operatorsG _O,G _X andI _X on certain spaces ofX-valued continuous functions connected with the integral equation , and we characterize exponential stability, exponential expansiveness and exponential dichotomy ofU by properties ofG _O,G _X andI _X , respectively. This extends related results known for finite dimensional spaces and for evolution families on the whole line, respectively.This work was done while the first author was visiting the Department of Mathematics of the University of Tübingen. The support of the Alexander von Humboldt Foundation is gratefully acknowledged. The author wishes to thank R. Nagel and the Functional Analysis group in Tübingen for their kind hospitality and constant encouragement.Support by Deutsche Forschungsgemeinschaft DFG is gratefully acknowledged.     

On the solution of nonlinear equations in interval arithmetic

We consider the problem of finding a simple zero of a continuously differentiable functionf:R ⁿ R ⁿ . There is given an intervalvectorX ₀ ^I containing one zero off, and we will construct a contracting sequence of intervalvectors enclosing this zero. This can be done by Newton's method, which gives quadratic convergence, but requires inversion of an intervalmatrix at each step of the iteration. Alefeld and Herzberger, [1], give a modification of Newton's method, without the necessity of inversion, the convergence being superlinear. We give a slight modification of the latter method, with the property that the sequence of interval widths is dominated by a quadratically convergent sequence.     

The Weyl group and the normalizer of a conditional expectation

We define a discrete groupW(E) associated to a faithful normal conditional expectationE : M N forN M von Neuman algebras. This group shows the relation between the unitary groupU _N and the normalizerN _E ofE, which can be also considered as the isotropy of the action of the unitary groupU _M ofM onE. It is shown thatW(E) is finite if dimZ(N)< and bounded by the index in the factor case. Also sharp bounds of the order ofW(E) are founded.W(E) appears as the fibre of a covering space defined on the orbit ofE by the natural action of the unitary group ofM. W(E) is computed in some basic examples.     

Hartley preconditioners for Toeplitz systems generated by positive continuous functions

In this paper, we consider the solution ofn-by-n symmetric positive definite Toeplitz systemsT _n x=b by the preconditioned conjugate gradient (PCG) method. The preconditionerM _n is defined to be the minimizer of T _n –B _{n F} over allB _n H _n whereH _n is the Hartley algebra. We show that if the generating functionf ofT _n is a positive 2-periodic continuous even function, then the spectrum of the preconditioned systemM _n ^–1 T _n will be clustered around 1. Thus, if the PCG method is applied to solve the preconditioned system, the convergence rate will be superlinear.     

Additively decomposed quasiconvex functions

Letf be a real-valued function defined on the product ofm finite-dimensional open convex setsX ₁, ,X _m .Assume thatf is quasiconvex and is the sum of nonconstant functionsf ₁, ,f _m defined on the respective factor sets. Then everyf _i is continuous; with at most one exception every functionf _i is convex; if the exception arises, all the other functions have a strict convexity property and the nonconvex function has several of the differentiability properties of a convex function.We define the convexity index of a functionf _i appearing as a term in an additive decomposition of a quasiconvex function, and we study the properties of that index. In particular, in the case of two one-dimensional factor sets, we characterize the quasiconvexity of an additively decomposed functionf either in terms of the nonnegativity of the sum of the convexity indices off ₁ andf ₂, or, equivalently, in terms of the separation of the graphs off ₁ andf ₂ by means of a logarithmic function. We investigate the extension of these results to the case ofm factor sets of arbitrary finite dimensions. The introduction discusses applications to economic theory.     

Initial-value problems for linear partial difference equations

The method presented in [4] for the solution of linear difference equations in a single variable is extended to some equations in two variables. Every linear combination of a given functionf and of its partial differences can be obtained by the discrete convolution product off by a suitable functionl (which depends on the considered linear combination), and we want to solve in a convolutional form difference equations in the whole plane. However, the convolution of two functions may not be possible if their supports contain half straight lines with opposite directions. To avoid this, we take four sets of functions corresponding to the quadrants such thatl belong to every set, every set endowed with the convolution and with the usual addition is a ring, and there is an inverse ofl in each of the four rings. This is attained by taking, for each ring, a set of functions whose supports belong to suitable cones. After choosing such rings, a very natural initial-value first-order Cauchy Problem (in partial differences) is reduced to a convolutional form. This is done either by a direct method or by introducing the forward difference functions _i f(i=1,2) in a general way depending on the shape of the support off so that Laplace-like formulas with initial and final values) hold. Applications to difference equations in the whole plane and to partial differential problems are made.     

Spectral properties of cosine operator functions

LetA be the generator of a cosine functionC _t ,t R in a Banach spaceX; we shall connect the existence and uniqueness of aT-periodic mild solution of the equationu = Au + f with the spectral property 1 (C _T ) and, in caseX is a Hilbert space, also with spectral properties ofA. This research was supported in part by DAAD, West Germany.     

A variant of the classical Ramsey problem

For fixed integersp, q an edge coloring of a complete graphK is called a (p, q)-coloring if the edges of everyK _p K are colored with at leastq distinct colors. Clearly, (p, 2)-colorings are the classical Ramsey colorings without monochromaticK _p subgraphs. Letf(n, p, q) be the minimum number of colors needed for a (p, q)-coloring ofK _n . We use the Local Lemma to give a general upper bound forf. We determine for everyp the smallestq for whichf(n, p, q) is linear inn and the smallestq for whichf(n, p, q) is quadratic inn. We show that certain special cases of the problem closely relate to Turán type hypergraph problems introduced by Brown, Erds and T. Sós. Other cases lead to problems concerning proper edge colorings of complete graphs.Supported by OTKA grant 16414.