Spectral methods with sparse matrices

Summary Spectral methods employ global polynomials for approximation. Hence they give very accurate approximations for smooth solutions. Unfortunately, for Dirichlet problems the matrices involved are dense and have condition numbers growing asO(N ⁴) for polynomials of degree N in each variable. We propose a new spectral method for the Helmholtz equation with a symmetric and sparse matrix whose condition number grows only asO(N ²). Certain algebraic spectral multigrid methods can be efficiently used for solving the resulting system. Numerical results are presented which show that we have probably found the most effective solver for spectral systems.     

On the asymptotic stability ofθ-methods for delay differential equations

Stability regions of -methods for the linear delay differential test equations

Truncation error bounds for modified continued fractions with applications to special functions

Much recent work has been done to investigate convergence of modified continued fractions (MCF's), following the proof by Thron and Waadeland [35] in 1980 that a limit-periodic MCFK(a _n , 1;x ₁), with andnth approximant

Comparison theorems forL-monosplines of minimal norm

Summary LetLM _N be the set of allL-monosplines withN free knots, prescribed by a pair (x;E) of pointsx = {x _i } ₁ ⁿ ,a <x ₁ < ... <x _n <b and an incidence matrixE = (e _ij ) _i=1 ⁿ , _r-1 ^j=0 with Denote byLM _N ^O the subset ofLM _N consisting of theL-monosplines withN simple knots (n=N). We prove that theL-monosplines of minimalL _p-norms inLM _N belong toLM _N ^O .The results are reformulated as comparison theorems for quadrature formulae.     

Continued fractions associated with the Newton-Padé table

Summary We discuss first the block structure of the Newton-Padé table (or, rational interpolation table) corresponding to the double sequence of rational interpolants for the data{(z _k, h(z_k)} _k =0. (The (m, n)-entry of this table is the rational function of type (m,n) solving the linearized rational interpolation problem on the firstm+n+1 data.) We then construct continued fractions that are associated with either a diagonal or two adjacent diagonals of this Newton-Padé table in such a way that the convergents of the continued fractions are equal to the distinct entries on this diagonal or this pair of diagonals, respectively. The resulting continued fractions are generalizations of Thiele fractions and of Magnus'sP-fractions. A discussion of an some new results on related algorithms of Werner and Graves-Morris and Hopkins are also given.Dedicated to the memory of Helmut Werner (1931–1985)     

Solutions rationnelles de certaines équations fonctionnelles

Dans cet article, nous démontrons essentiellement les deux résultats suivants, qui montrent que les solutions séries formelles à coefficients dans de certaines équations fonctionnelles sont rationnelles. Soient tout d'abords un entier naturel non nul, eta _i ,b _i ,(i = 1, , s), 2s nombres complexes, lesa _i étant non nuls. On définit l'ensembleA comme étant l'intersection des parties de , contenant l'origine et stables par toutes les applicationsg _i (x) = a _i x + b _i . On a alors le résultat suivant: Théorème 1.Soient f, R ₁, ,R _s s + 1 fractions rationnelles de (x), régulières à l'origine, et a_i, b_i (i = 1,, s), 2s éléments de . On suppose que les a_i sont non nuls et de module strictement inférieur à un pour tout i = 1,, s. Soit y(x) un élément de [[x]], vérifiant l'équation fonctionnelle

On characterizing the bivariate exponential and geometric distributions

In this note, a characterization of the Gumbel's bivariate exponential distribution based on the properities of the conditional moments is discussed. The result forms a sort of bivariate analogue of the characterization of the univariate exponential distribution given by Sahobov and Geshev (1974) (cited in Lau and Rao ((1982), Sankhy Ser. A, 44, 87)). A discrete version of the property provides a similar conclusion relating to a bivariate geometric distribution.     

Numerical methods for reaction-diffusion problems with non-differentiable kinetics

Summary We consider a class of steady-state semilinear reaction-diffusion problems with non-differentiable kinetics. The analytical properties of these problems have received considerable attention in the literature. We take a first step in analyzing their numerical approximation. We present a finite element method and establish error bounds which are optimal for some of the problems. In addition, we also discuss a finite difference approach. Numerical experiments for one- and two-dimensional problems are reported.Dedicated to Ivo Babuka on his sixtieth birthdayResearch partially supported by the Air Force Office of Scientific Research, Air Force Systems Command, USAF under Grant Number AFOSR 85-0322     

On theR-order of coupled sequences arising in single-step type methods

Summary As shown in preceding papers of the authors, the verification of anR-convergence order for sequences coupled by a system (1.1) of basic inequalities can be reduced to the positive solvability of system (3.3) of linear inequalities. Further, the bestR-order implied by (1.1) is equal to the minimal spectral radius of certain matrices composed from the exponents occuring in (1.1). Now, these results are proven in a unified and essentially simpler way. Moreover, they are somewhat extended in order to facilitate applications to concrete methods.     

Adaptive boundary element methods for strongly elliptic integral equations

Summary Integral operators are nonlocal operators. The operators defined in boundary integral equations to elliptic boundary value problems, however, are pseudo-differential operators on the boundary and, therefore, provide additional pseudolocal properties. These allow the successful application of adaptive procedures to some boundary element methods. In this paper we analyze these methods for general strongly elliptic integral equations and obtain a-posteriori error estimates for boundary element solutions. We also apply these methods to nodal collocation with odd degree splines. Some numerical examples show that these adaptive procedures are reliable and effective.This work was carried out while Dr. De-hao Yu was an Alexander-von-Humboldt-Stiftung research fellow at the University of Stuttgart in 1987, 1988