A preconditioner for constrained and weighted least squares problems with Toeplitz structure

We study methods for solving the constrained and weighted least squares problem min _x by the preconditioned conjugate gradient (PCG) method. HereW = diag (₁, , _m ) with _{1 m} 0, andA ^T = [T ₁ ^T , ,T _k ^T ] with Toeplitz blocksT _l R ^{n × n} ,l = 1, ,k. It is well-known that this problem can be solved by solving anaugmented linear 2 × 2 block linear systemM +Ax =b, A ^T = 0, whereM =W ^–1. We will use the PCG method with circulant-like preconditioner for solving the system. We show that the spectrum of the preconditioned matrix is clustered around one. When the PCG method is applied to solve the system, we can expect a fast convergence rate.Research supported by HKRGC grants no. CUHK 178/93E and CUHK 316/94E.     

The Padé-Rayleigh-Ritz method for solving large hermitian eigenproblems

We make use of the Padé approximants and the Krylov sequencex, Ax,,...,A ^m–1 x in the projection methods to compute a few Ritz values of a large hermitian matrixA of ordern. This process consists in approaching the poles ofR _x()=((I–A)^–1 x,x), the mean value of the resolvant ofA, by those of [m–1/m]_Rx(), where [m–1/m]_Rx() is the Padé approximant of orderm of the functionR _x(). This is equivalent to approaching some eigenvalues ofA by the roots of the polynomial of degreem of the denominator of [m–1/m]_Rx(). This projection method, called the Padé-Rayleigh-Ritz (PRR) method, provides a simple way to determine the minimum polynomial ofx in the Krylov subspace methods for the symmetrical case. The numerical stability of the PRR method can be ensured if the projection subspacem is sufficiently small. The mainly expensive portion of this method is its projection phase, which is composed of the matrix-vector multiplications and, consequently, is well suited for parallel computing. This is also true when the matrices are sparse, as recently demonstrated, especially on massively parallel machines. This paper points out a relationship between the PRR and Lanczos methods and presents a theoretical comparison between them with regard to stability and parallelism. We then try to justify the use of this method under some assumptions.     

Curvature and finite domination

Upper bounds obtained by Gromov on the Betti numbers of certain closed Riemannian manifolds are shown to be upper bounds on the minimum number of cells in --spaces dominating such manifolds.

     

Integral conditions on the asymptotic stability for the damped linear oscillator with small damping

The equation is considered under the assumption . It is proved that is sufficient for the asymptotic stability of , and is best possible here. This will be a consequence of a general result on the intermittent damping, which means that is controlled only on a sequence of non-overlapping intervals.

     

Limit cycle analysis of a class of strongly nonlinear oscillation equations

The limit cycle of a class of strongly nonlinear oscillation equations of the form % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiqadwhagaWaaiabgUcaRmXvP5wqonvsaeHbbjxAHXgiofMCY92D% aGqbciab-DgaNjab-HcaOiaadwhacqWFPaqkcqWF9aqpcqaH1oqzca% WGMbGaaiikaiaadwhacaGGSaGabmyDayaacaGaaiykaaaa!50B8!\[\ddot u + g(u) = \varepsilon f(u,\dot u)\] is investigated by means of a modified version of the KBM method, where is a positive small parameter. The advantage of our method is its straightforwardness and effectiveness, which is suitable for the above equation, where g(u) need not be restricted to an odd function of u, provided that the reduced equation, corresponding to =0, has a periodic solution. A specific example is presented to demonstrate the validity and accuracy of our 09 method by comparing our results with numerical ones, which are in good agreement with each other even for relatively large .     

Analysis and simulation on the performance of a gyro-penitron amplifier

A cylindrical waveguide gyro-peniotron amplifier is analysed theoretically in this paper. By a ballistic method and directly using the energy conservation in the beam-wave system, a set of interaction equations for the cylindrical waveguide gyro-peniotron amplifier is derived. Computer simulation shows that under defined conditions an interaction efficiency of 47%, an output power of 240kW at a gain of 22. 5 dB and a 3 dB-instantaneous bandwidth of 1. 9% for a central frequency of 35GHz, TE₀₃ mode gyro-peniotron amplifier could be achieved. The influence of the operation parameters on the amplifier performance is also presented.     

A class of nonlinear relativistic partial differential equations in elementary particle theory

In mathematical approaches to elementary particle theory, the equation [² - ²/t²]=m² ;+g ³ has been of interest [1,2]; it describes a quartically self-coupled neutral scalar meson field. This paper applies the decomposition method [3-6] to obtain accurate non-perturbative timedevelopment of the field for this equation, or variations involving other nonlinear interactions, without the use of cutoff functions or truncations.     

Primal-dual interior point approach for computingl 1-solutions andl ∞-solutions of overdetermined linear systems

This paper concerns solving an overdetermined linear systemA ^T x=b in the leastl ₁-norm orl -norm sense, whereA ^m×n ,m<n. We show that the primal-dual interior point approach for linear programming can be applied, in an effective manner, to linear programming versions of thel ₁ andl -problems. The resulting algorithms are simple to implement and can attain quadratic or superlinear convergence rate. At each iteration, the algorithms must solve a linear system with anm×m positive-definite coefficient matrix of the formADA ^T , whereD is a positive diagonal matrix. The preliminary numerical results indicate that the proposed algorithms offer considerable promise.This research was supported in part by Grants NSF DMS-91-02761 and DOE DE-FG05-91-ER25100.     

Estimating the complexity of a class of path-following methods for solving linear programs by curvature integrals

In this paper we study a particular class of primal-dual path-following methods which try to follow a trajectory of interior feasible solutions in primal-dual space toward an optimal solution to the primal and dual problem. The methods investigated are so-called first-order methods: each iteration consists of a long step along the tangent of the trajectory, followed by explicit recentering steps to get close to the trajectory again. It is shown that the complexity of these methods, which can be measured by the number of points close to the trajectory which have to be computed in order to achieve a desired gain in accuracy, is bounded by an integral along the trajectory. The integrand is a suitably weighted measure of the second derivative of the trajectory with respect to a distinguished path parameter, so the integral may be loosely called a curvature integral.     

On the Landau-Teller approximation for energy exchanges with fast degrees of freedom

We revisit the Landau-Teller heuristic approach to adiabatic invariants and, following Rapp, use it to investigate the energy exchanges between the different degrees of freedom, in simple Hamiltonian systems describing the collision of fast rotating or vibrating molecules with a fixed wall. We critically compare the theoretical results with particularly accurate numerical computations (quite small energy exchanges, namely of one part over 10³⁰, are measured).