Higher-Order Averaging, Formal Series and Numerical Integration II: The Quasi-Periodic Case

The paper considers non-autonomous oscillatory systems of ordinary differential equations with d≥1 non-resonant constant frequencies ω ₁,…,ω _d . Formal series like those used nowadays to analyze the properties of numerical integrators are employed to construct higher-order averaged systems and the required changes of variables. With the new approach, the averaged system and the change of variables consist of vector-valued functions that may be written down immediately and scalar coefficients that are universal in the sense that they do not depend on the specific system being averaged and may therefore be computed once and for all given ω ₁,…,ω _d . The new method may be applied to obtain a variety of averaged systems. In particular, we study the quasi-stroboscopic averaged system characterized by the property that the true oscillatory solution and the averaged solution coincide at the initial time. We show that quasi-stroboscopic averaging is a geometric procedure, because it is independent of the particular choice of co-ordinates used to write the given system. As a consequence, quasi-stroboscopic averaging of a canonical Hamiltonian (respectively, of a divergence-free) system results in a canonical (respectively, in a divergence-free) averaged system. We also study the averaging of a family of near-integrable systems where our approach may be used to construct explicitly d formal first integrals for both the given system and its quasi-stroboscopic averaged version. As an application we construct three first integrals of a system that arises as a nonlinear perturbation of five coupled harmonic oscillators with one slow frequency and four resonant fast frequencies.     

Infinite-Dimensional Integration in Weighted Hilbert Spaces: Anchored Decompositions,Optimal Deterministic Algorithms,and Higher-Order Convergence

We study the numerical integration of functions depending on an infinite number of variables. We provide lower error bounds for general deterministic algorithms and provide matching upper error bounds with the help of suitable multilevel algorithms and changing-dimension algorithms. More precisely, the spaces of integrands we consider are weighted, reproducing kernel Hilbert spaces with norms induced by an underlying anchored function space decomposition. Here the weights model the relative importance of different groups of variables. The error criterion used is the deterministic worst-case error. We study two cost models for function evaluations that depend on the number of active variables of the chosen sample points, and we study two classes of weights, namely product and order-dependent weights and the newly introduced finite projective dimension weights. We show for these classes of weights that multilevel algorithms achieve the optimal rate of convergence in the first cost model while changing-dimension algorithms achieve the optimal convergence rate in the second model. As an illustrative example, we discuss the anchored Sobolev space with smoothness parameter \(\alpha \) and provide new optimal quasi-Monte Carlo multilevel algorithms and quasi-Monte Carlo changing-dimension algorithms based on higher-order polynomial lattice rules.     

Transcendence of Binomial and Lucas' Formal Power Series

The formal power series[formula]is transcendental over (X) whentis an integer ≥ 2. This is due to Stanley forteven, and independently to Flajolet and to Woodcock and Sharif for the general case. While Stanley and Flajolet used analytic methods and studied the asymptotics of the coefficients of this series, Woodcock and Sharif gave a purely algebraic proof. Their basic idea is to reduce this series modulo prime numbersp, and to use thep-Lucas property: ifn = ∑n_ipⁱis the basepexpansion of the integern, then[equation]The series reduced modulopis then proved algebraic over _p(X), the field of rational functions over the Galois field _p, but its degree is not a bounded function ofp. We generalize this method to characterize all formal power series that have thep-Lucas property for “many” prime numbersp, and that are furthermore algebraic over (X).     

Local Comparability of Measures,Averaging and Maximal Averaging Operators

We study the boundedness properties of averaging and maximal averaging operators, under the following local comparability condition for measures: Intersecting balls of the same radius have comparable sizes. In geometrically doubling spaces, this property yields the weak type (1,1) of the uncentered maximal operator. We explore when local comparability implies doubling, and when it is more general. We also study the concrete case of the standard gaussian measure, where this property fails, but nevertheless averaging operators are uniformly bounded, with respect to the radius, in L ¹. However, such bounds grow exponentially fast with the dimension.     

Specialisation and Reduction of Continued Fractions of Formal Power Series

We discuss and illustrate the behaviour of the continued fraction of a formal power series under specialisation of parameters or their reduction modulo p and sketch some applications of the reduction theorem here proved.To Jean-Louis Nicolas in celebration of his sixtieth birthday2000 Mathematics Subject Classification: Primary—11J70, 11A55, 11J68     

Formal Hopf algebra theory I: Hopf modules for pseudomonoids

In this article we develop some of the basic constructions of the theory of Hopf algebras in the context of autonomous pseudomonoids in monoidal bicategories. We concentrate on the notion of Hopf modules. We study the existence and the internalisation of this notion, called the Hopf module construction. Our main result is the equivalence between the existence of a left dualization for A (i.e., A is left autonomous) and the validity of an analogue of the structure theorem of Hopf modules. In this case a Hopf module construction for A always exists. We recover from the general theory developed here results on coquasi-Hopf algebras.     

积分恒等式及其在无穷级数求和中的应用

借助L2[0,π]中标准正交基展开理论,得到积分恒等式,然后运用这个积分恒等式,通过定积分计算给出几个无穷级数和公式的简单证明,同时得到一些新的无穷级数和公式.     

Continued Fractions and Transcendence of Formal Power Series Over a Finite Field

The aim of this paper was to establish a new transcendence criterion for a class of quasi-periodic continued fractions of formal power series over a finite field depending only on the length of specific blocks appearing in the sequence of partial quotients.     

Weighted Discrepancy and High-Dimensional Numerical Integration

The concept of weighted discrepancy of sequences was introduced by Sloan and Woniakowski when they proved a general form of a Koksma–Hlawka inequality for the numerical integration of functions. This version takes imbalances in the importance of the projections of the integrand into account.In this paper we give estimates for the weighted discrepancy of several important point sets. Further we carry out various (high-dimensional) numerical integration experiments and we compare the results with the error bounds provided by the generalized Koksma–Hlawka inequality and by the estimates for the weighted discrepancy. Finally we discuss various consequences.     

Radiation,Frequency Averaging and Proper Orthogonal Decomposition

We study proper orthogonal decomposition (POD) for frequency averaging in radiative heat transfer. Especially, we employ the method of snapshots to devise an automated a posteriori algorithm, which helps to reduce significantly the dimensionality for further simulations. The reliability of the surrogate models is tested and we present several numerical results underlining the feasibility of our approach. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Formal Verification of Numerical Programs: From C Annotated Programs to Mechanical Proofs

Numerical programs may require a high level of guarantee. This can be achieved by applying formal methods, such as machine-checked proofs. But these tools handle mathematical theorems while we are interested in C code, in which numerical computations are performed using floating-point arithmetic, whereas proof tools typically handle exact real arithmetic. To achieve this high level of confidence on C programs, we use a chain of tools: Frama-C, its Jessie plugin, Why and provers among Coq, Gappa, Alt-Ergo, CVC3 and Z3. This approach requires the C program to be annotated: each function must be precisely specified, and we prove the correctness of the program by proving both that it meets its specifications and that no runtime error may occur. The purpose of this paper is to illustrate, on various examples, the features of this approach.     

Symmetry of Sections in Fields of Formal Power Series and a Non-Standard Real Line

Let be a field of formal power series with real coefficients, whose supports are well ordered subsets of an Abelian group of cardinality strictly less than . For , we give criteria of a section being symmetric and of a symmetric section being Dedekind. It is proved that an -saturated non-standard real line is isomorphic to some field of the form . For , some consequences are inferred regarding symmetric sections, and the cofinality of banks of the sections.     

Formal Power Series and Some Theorems of J. F. Rittin Arbitrary Characteristic

 We study composition of power series and polynomials over algebraically closed fields of arbitrary characteristic. The so-called Boettcher function of a power series is introduced and investigated. It is the principal aim of this paper to prove some results going back to J. F. Ritt in this general setting. In particular, we determine the pairs of permutable polynomials and characterize polynomials which satisfy a certain rational functional equation and polynomials which have a common iterate. Received 12 February 1998; in revised form 20 April 1998     

两阶段串联可修系统的统计过程控制与机会维修整合研究

针对两阶段串联可修系统,研究统计过程控制(SPC)与机会维修策略整合的问题。首先,考虑系统异常因素和完全故障情形下,根据过程演变分析可能的场景,给出每个场景发生的概率;其次,基于上述场景,分析各种维修行为发生的概率;然后,考虑人力成本、生产率以及停时损失,从成本的角度,根据更新报酬理论构建整合统计过程控制与机会维修策略的成本模型;再次,采用具体实例来比较分析所提出的成本模型与单独的维修策略模型,其结果表明构建的模型在节约成本方面有着明显的优势;最后,运用分式析因设计对模型输入参数进行了敏感性分析。     

A Decomposition Theorem for Higher-Order Sturm-Liouville Problems on the Line and Numerical Approximation of the Spectrum

In this work, we present a decomposition of the scattering matrix for higher-order Sturm-Liouville problems in terms of scattering matrices associated to disjointly supported potentials. Consequently, we propose a numerical method to approximate the eigenvalue problem. It is shown that the theory and numerics apply to the non self-adjoint case.