A Monte Carlo method for high dimensional integration

Summary A new method for the numerical integration of very high dimensional functions is introduced and implemented based on the Metropolis' Monte Carlo algorithm. The logarithm of the high dimensional integral is reduced to a 1-dimensional integration of a certain statistical function with respect to a scale parameter over the range of the unit interval. The improvement in accuracy is found to be substantial comparing to the conventional crude Monte Carlo integration. Several numerical demonstrations are made, and variability of the estimates are shown.     

Cohomological properties of the quantum shuffle product and application to the construction of quasi-Hopf algebras

For a commutative algebra the shuffle product is a morphism of complexes. We generalize this result to the quantum shuffle product, associated to a class of non-commutative algebras (for example all the Hopf algebras). As a first application we show that the Hochschild-Serre identity is the dual statement of our result. In particular, we extend this identity to Hopf algebras. Secondly, we clarify the construction of a class of quasi-Hopf algebras.     

A posteriori error estimators for the Stokes equations

Summary We present two a posteriori error estimators for the mini-element discretization of the Stokes equations. One is based on a suitable evaluation of the residual of the finite element solution. The other one is based on the solution of suitable local Stokes problems involving the residual of the finite element solution. Both estimators are globally upper and locally lower bounds for the error of the finite element discretization. Numerical examples show their efficiency both in estimating the error and in controlling an automatic, self-adaptive mesh-refinement process. The methods presented here can easily be generalized to the Navier-Stokes equations and to other discretization schemes.This work was accomplished at the Universität Heidelberg with the support of the Deutsche Forschungsgemeinschaft     

On the augmented system approach to sparse least-squares problems

Summary We study the augmented system approach for the solution of sparse linear least-squares problems. It is well known that this method has better numerical properties than the method based on the normal equations. We use recent work by Arioli et al. (1988) to introduce error bounds and estimates for the components of the solution of the augmented system. In particular, we find that, using iterative refinement, we obtain a very robust algorithm and our estimates of the error are accurate and cheap to compute. The final error and all our error estimates are much better than the classical or Skeel's error analysis (1979) indicates. Moreover, we prove that our error estimates are independent of the row scaling of the augmented system and we analyze the influence of the Björck scaling (1967) on these estimates. We illustrate this with runs both on large-scale practical problems and contrived examples, comparing the numerical behaviour of the augmented systems approach with a code using the normal equations. These experiments show that while the augmented system approach with iterative refinement can sometimes be less efficient than the normal equations approach, it is comparable or better when the least-squares matrix has a full row, and is, in any case, much more stable and robust.This author was visiting Harwell and was funded by a grant from the Italian National Council of Research (CNR), Istituto di Elaborazione dell'Informazione-CNR, via S. Maria 46, I-56100 Pisa, ItalyThis author was visiting Harwell from Faculty of Mathematics and Computer Science of the University of Amsterdam     

增算子的不动点和耦合不动点

Under some general continuous and compact conditions, the existence problems of fiked points andd coupled fixed points for increasing operators are studied. an application, we utilize the results obtained to study the existence of solutions for differential inclusions in Banach spaces.     

Limits of parallelism in explicit ODE methods

Numerical methods for ordinary initial value problems that do not depend on special properties of the system are usually found in the class of linear multistage multivalue methods, first formulated by J.C. Butcher. Among these the explicit methods are easiest to implement. For these reasons there has been considerable research activity devoted to generating methods of this class which utilize independent function evaluations that can be performed in parallel. Each such group of concurrent function evaluations can be regarded as a stage of the method. However, it turns out that parallelism affords only limited opportunity for reducing the computing time with such methods. This is most evident for the simple linear homogeneous constant-coefficient test problem, whose solution is essentially a matter of approximating the exponential by an algebraic function. For a given number of stages and a given number of saved values, parallelism offers a somewhat enlarged set of algebraic functions from which to choose. However, there is absolutely no benefit in having the degree of parallelism (number of processors) exceed the number of saved values of the method. Thus, in particular, parallel one-step methods offer no speedup over serial one-step methods for the standard linear test problem. Although the implication of this result for general nonlinear problems is unclear, there are indications that dramatic speedups are not possible in general. Also given are some results relevant to the construction of methods.Work supported in part by National Science Foundation grants DMS 89 11410 and DMS 90 15533 and by US Department of Energy grant DOE DEFG02-87ER25026. Work of the second author was completed while at the University of Illinois.     

On the existence of nontrivial extremal metrics on complete noncompact surfaces

In this paper, we consider the 2-dimensional local Calabi flow on a complete noncompact surface . Then, based on the Harnack-type estimate, we show the long-time existence and asymptotic convergence of a subsequence of solutions of such a flow on with and bounded from above by a negative constant on a ball. For its applications, this will lead to the existence of extremal metrics on a complete noncompact surface of finite topological type. In particular, there exists an extremal metric of nonconstant Gaussian curvature on or Received: 21 June 2001 / 18 January 2002 / Published online: 27 June 2002 Research supported in part by NSC and NCTS.     

Properties of holomorphic Wiener functions —skeleton,contraction, and local Taylor expansion

Summary We show that each holomorphic Wiener function has a skeleton which is intrinsic from several viewpoints. In particular, we study the topological aspects of the skeletons by using the local Taylor expansion for holomorphic Wiener functions.Supported in part by the Grant-in-Aid for Science Research 03740120 Min. Education     

Algebraic models defined over Q of differential manifolds

Here we prove that every compact differential manifold has a smooth algebraic model defined over Q. In dimension 2 we find an algebraic model (may be singular) defined over Q and birational over Q to the projective plane.     

On uniformly Gâteaux smooth norms and normal structure

It is shown that every separable Banach space admits an equivalent norm that is uniformly Gâteaux smooth and yet lacks asymptotic normal structure.