Superconvergence of Legendre projection methods for the eigenvalue problem of a compact integral operator

In this paper, we consider the Galerkin and collocation methods for the eigenvalue problem of a compact integral operator with a smooth kernel using the Legendre polynomials of degree ≤n. We prove that the error bounds for eigenvalues are of the order O(n^−2r) and the gap between the spectral subspaces are of the orders O(n^−r) in L₂-norm and O(n^1/2−r) in the infinity norm, where r denotes the smoothness of the kernel. By iterating the eigenvectors we show that the iterated eigenvectors converge with the orders of convergence O(n^−2r) in both L₂-norm and infinity norm. We illustrate our results with numerical examples.     

Numerical enclosure for each eigenvalue in generalized eigenvalue problem

An algorithm for enclosing all eigenvalues in generalized eigenvalue problem Ax=λBx is proposed. This algorithm is applicable even if A∈C^n×n is not Hermitian and/or B∈C^n×n is not Hermitian positive definite, and supplies nerror bounds while the algorithm previously developed by the author supplies a single error bound. It is proved that the error bounds obtained by the proposed algorithm are equal or smaller than that by the previous algorithm. Computational cost for the proposed algorithm is similar to that for the previous algorithm. Numerical results show the property of the proposed algorithm.     

Optimal interleaving schemes for correcting two-dimensional cluster errors

We present an elementary theory of optimal interleaving schemes for correcting cluster errors in two-dimensional digital data. It is assumed that each data page contains a fixed number of, say n, codewords with each codeword consisting of m code symbols and capable of correcting a single random error (or erasure). The goal is to interleave the codewords in the m×n array such that different symbols from each codeword are separated as much as possible, and consequently, an arbitrary error burst with size up to t can be corrected for the largest possible value of t. We show that, for any given m, n, the maximum possible interleaving distance, or equivalently, the largest size of correctable error bursts in an m×n array, is given by if n?⌈m²/2⌉, and t=m+⌊(n-⌈m²/2⌉)/m⌋ if n?⌈m²/2⌉. Furthermore, we develop a simple cyclic shifting algorithm that can provide a systematic construction of an m×n optimal interleaving array for arbitrary m and n. This extends important earlier work on the complementary problem of constructing interleaving arrays that, given the burst size t, minimize the interleaving degree, that is, the number of different codewords in a 2-D (or 3-D) array such that any error burst with given size t can be corrected. Our interleaving scheme thus provides the maximum burst error correcting power without requiring prior knowledge of the size or shape of an error burst.     

The reduced effect of a single scattering with a low-mass particle via a point interaction

In this article, we study a second-order expansion for the effect induced on a large quantum particle which undergoes a single scattering with a low-mass particle via a repulsive point interaction. We give an approximation with third-order error in λ to the map , where G∈B(L²(Rn)) is a heavy-particle observable, ρ∈B₁(Rn) is the density matrix corresponding to the state of the light particle, is the mass ratio of the light particle to the heavy particle, Sλ∈B(L²(Rn)⊗L²(Rn)) is the scattering matrix between the two particles due to a repulsive point interaction, and the trace is over the light-particle Hilbert space. The third-order error is bounded in operator norm for dimensions one and three using a weighted operator norm on G.     

Wavelet Galerkin method for eigenvalue problem of a compact integral operator

We consider the approximation of eigenfunctions of a compact integral operator with a smooth kernel by the Galerkin method using wavelet bases. By truncating the Galerkin operator, we obtain a sparse representation of a matrix eigenvalue problem. We prove that the error bounds for the eigenvalues and for the distance between the spectral subspaces are of the orders O(nμ^-2nr) and O(μ^-nr), respectively, where μ⁻ⁿ denotes the norm of the partition and r denotes the order of the wavelet basis functions. By iterating the eigenvectors, we show that the error bounds for the eigenvectors are of the order O(nμ^-2nr). We illustrate our results with numerical results.     

Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions

We deal with numerical approximation of stochastic Itô integrals of singular functions. We first consider the regular case of integrands belonging to the Hölder class with parameters r and ?. We show that in this case the classical Itô-Taylor algorithm has the optimal error Θ(n^−(r+?)). In the singular case, we consider a class of piecewise regular functions that have continuous derivatives, except for a finite number of unknown singular points. We show that any nonadaptive algorithm cannot efficiently handle such a problem, even in the case of a single singularity. The error of such algorithm is no less than n^{−min{1/2,r+?}}. Therefore, we must turn to adaptive algorithms. We construct the adaptive Itô-Taylor algorithm that, in the case of at most one singularity, has the optimal error O(n^−(r+?)). The best speed of convergence, known for regular functions, is thus preserved. For multiple singularities, we show that any adaptive algorithm has the error Ω(n^{−min{1/2,r+?}}), and this bound is sharp.     

Arithmetical properties of a sequence arising from an arctangent sum

The sequence {xn} defined by xn=(n+xn−1)/(1−nxn−1), with x₁=1, appeared in the context of some arctangent sums. We establish the fact that xn≠0 for n?4 and conjecture that xn is not an integer for n?5. This conjecture is given a combinatorial interpretation in terms of Stirling numbers via the elementary symmetric functions. The problem features linkage with a well-known conjecture on the existence of infinitely many primes of the form n²+1, as well as our conjecture that (1+¹²)(1+²²)?(1+n²) is not a square for n>3. We present an algorithm that verifies the latter for n?¹⁰³²⁰⁰.     

Preconditioned conjugate gradient method for generalized least squares problems

A variant of the preconditioned conjugate gradient method to solve generalized least squares problems is presented. If the problem is min (Ax − b)^TW⁻¹(Ax − b) with A ∈ R^m×n and W ∈ R^m×m symmetric and positive definite, the method needs only a preconditioner A₁ ∈ R^n×n, but not the inverse of matrix W or of any of its submatrices. Freund's comparison result for regular least squares problems is extended to generalized least squares problems. An error bound is also given.     

On a monotone empirical Bayes test in a positive exponential family

This paper studies a monotone empirical Bayes test δ _n ^* for testing H ₀:θ≤θ ₀ against H ₁:θ>θ ₀ for the positive exponential family f(x|θ)=c(θ)u(x)exp?(?x/θ), x>0, using a weighted quadratic error loss. We investigate the convergence rate of the empirical Bayes test δ _n ^* . It is shown that the regret of δ _n ^* converges to zero at a rate O(n ^?1), where n is the number of past data available when the present testing problem is considered. Errors regarding the rate of convergence claimed in Gupta and Li (J. Stat. Plan. Inference, 129: 3–18, 2005) are addressed.     

Some Remarks on Operator-Norm Convergence of the Trotter Product Formula on Banach Spaces

We extend the Trotter-Kato-Chernoff theory of strong approximation of C₀ semigroups on Banach spaces to operator-norm approximation of analytic semigroups with error estimate. As application we obtain a criterion for the operator-norm convergence of the Trotter product formula on Banach spaces with error estimate n⁻¹ log n, provided one of the generators has a bounded H^∞ functional calculus. For both results, we present versions for approximation in operator-ideal-norms such as the trace norm or the Hilbert-Schmidt norm. Finally, we give some remarks on the operator-norm convergence of the Trotter product formula for semigroups acting on a scale of L_p-spaces.     

Improved book-embeddings of incomplete hypercubes

In this paper, we show that any incomplete hypercube with, at most, 2ⁿ+2ⁿ⁻¹+2ⁿ⁻² vertices can be embedded in n−1 pages for all n≥4. For the case n≥4, this result improves Fang and Lai’s result that any incomplete hypercube with, at most, 2ⁿ+2ⁿ⁻¹ vertices can be embedded in n−1 pages for all n≥2.Besides this, we show that the result can be further improved when n is large — e.g., any incomplete hypercube with at most 2ⁿ+2ⁿ⁻¹+2ⁿ⁻²+2ⁿ⁻⁷ (respectively, 2ⁿ+2ⁿ⁻¹+2ⁿ⁻²+2ⁿ⁻⁷+2ⁿ⁻²³⁰) vertices can be embedded in n−1 pages for all n≥9 (respectively, n≥232).     

Omega theorems for the iterated additive convolution of a nonnegative arithmetic function

Let R_k(n) denote the number of ways of representing the integers not exceeding n as the sum of k members of a given sequence of nonnegative integers. Suppose that $\text{1}\text{2}\text{< β < k}$, $\text{δ =}\text{β}\text{2}\text{?}\text{β}\text{(4}\text{min}\text{(β,}\text{k}\text{2}\text{))}$ and

$\text{ξ=}\text{1/2β if β<k/2,}\text{β?1/2 if β=1/2,}\text{(k ? 2)(k + 1)/2k if k/2<β<k.}$

R. C. Vaughan has shown that the relation R_k(n) = G(n) + o(n^δ log^?ξn) as n → +∞ is impossible when G(n) is a linear combination of powers of n and the dominant term of G(n) is cn^β, c > 0. P. T. Bateman, for the case k = 2, has shown that similar results can be obtained when G(n) is a convex or concave function. In this paper, we combine the ideas of Vaughan and Bateman to extend the theorems stated above to functions whose fractional differences are of one sign for large n. Vaughan's theorem is included in ours, and in the case $\text{β <}\text{k}\text{2}$ we show that a better choice of parameter improves Vaughan's result by enabling us to drop the power of log n from the estimate of the error term.     

Quasi-interpolation by thin-plate splines on a square

Quasi-interpolation is one method of generating approximations from a space of translates of dilates of a single function ψ. This method has been applied widely to approximation by radial basis functions. However, such analysis has most often been performed in the setting of an infinite uniform grid of centers. In this paper we develop general error bounds for approximation by quasiinterpolation on ann-cube. The quasi-interpolant analyzed involves a finite number, growing ash ^?n , of translates of dilates of the function ψ, and a bounded number of edge functions. The centers of the translates of dilates of ψ form a uniformly spaced grid within the cube. These error bounds are then applied to approximation by thin-plate splines on a square. The result is an O(ω(f, [-1,1]²,h)) error bound for approximation by thin-plate splines supplemented with eight arctan functions.     

Embedding a Latin square with transversal into a projective space

A Latin square of side n defines in a natural way a finite geometry on 3n points, with three lines of size n and n² lines of size 3. A Latin square of side n with a transversal similarly defines a finite geometry on 3n+1 points, with three lines of size n, n²−n lines of size 3, and n concurrent lines of size 4. A collection of k mutually orthogonal Latin squares defines a geometry on kn points, with k lines of size n and n² lines of size k. Extending the work of Bruen and Colbourn [A.A. Bruen, C.J. Colbourn, Transversal designs in classical planes and spaces, J. Combin. Theory Ser. A 92 (2000) 88-94], we characterise embeddings of these finite geometries into projective spaces over skew fields.     

Test to distinguish a Brownian motion from a Brownian bridge using Polya tree process

The problem of distinguishing a Brownian bridge from a Brownian motion, both with possible drift, on the closed unit interval, is investigated via a pair of hypothesis tests. The first, tests for observations obtained at n discrete time points to be arising from a Brownian bridge with drift by embedding the Brownian bridge into a mixture of Polya trees which represents the non-parametric alternative. The second test, tests in an identical manner, for the observations to be coming from a Brownian motion with drift. The Bayes factors for the two tests are derived and then combined to obtain the Bayes factor for the test to distinguish between the two Gaussian processes. The Tierney-Kadane approximation of the Bayes factor is derived with an error approximation of order O(n⁻⁴).     

Hermite pseudospectral approximations. An error estimate

We find an error bound for the pseudospectral approximation of a function in terms of Hermite functions, hn(x)=e−x²Hn(x), in certain weighted Sobolev spaces. We use properties of Hermite polynomials, as well as an asymptotic expression for their largest zeroes to achieve the mentioned estimate.     

An error estimate for least squares approximation

Upper and lower error bounds are obtained for the error of the bestL ₂ polynomial approximation of degreen for a function belonging toC ⁿ⁺¹ [?1, 1].     

What Is the Complexity of Stieltjes Integration?

We study the complexity of approximating the Stieltjes integral ∫¹₀ f(x) dg(x) for functions f having r continuous derivatives and functions g whose sth derivative has bounded variation. Let r(n) denote the nth minimal error attainable by approximations using at most n evaluations of f and g, and let comp(ε) denote the ε-complexity (the minimal cost of computing an ε-approximation). We show that r(n)≍n^{−min{r, s+1}} and that comp(ε)≍ε^{−1/min{r, s+1}}. We also present an algorithm that computes an ε-approximation at nearly minimal cost.     

Isometries of a generalized numerical radius

For 0<q<1, the q-numerical range is defined on the algebra M_n of all n×n complex matrices by

W_q(A)={x^∗Ay:x,y∈Cⁿ,∥x∥=∥y∥=1,〈y,x〉=q}.