An algebraic characterization ofB-convergent Runge-Kutta methods

Summary In the analysis of discretization methods for stiff intial value problems, stability questions have received most part of the attention in the past.B-stability and the equivalent criterion algebraic stability are well known concepts for Runge-Kutta methods applied to dissipative problems. However, for the derivation ofB-convergence results — error bounds which are not affected by stiffness — it is not sufficient in many cases to requireB-stability alone. In this paper, necessary and sufficient conditions forB-convergence are determined.This paper was written while J. Schneid was visiting the Centre for Mathematics and Computer Science with an Erwin-Schrödinger stipend from the Fonds zur Förderung der wissenschaftlichen Forschung     

Point approximation of a space-homogeneous transport equation

Summary We present an approximation method of a space-homogeneous transport equation which we prove is convergent. The method is very promising for numerical computation. Comparison of a numerical computation with an exact solution is given for the Master equation.     

Optimal tristance anticodes in certain graphs

For z₁,z₂,z₃∈Zⁿ, the tristance d₃(z₁,z₂,z₃) is a generalization of the L₁-distance on Zⁿ to a quantity that reflects the relative dispersion of three points rather than two. A tristance anticodeA_d of diameter d is a subset of Zⁿ with the property that d₃(z₁,z₂,z₃)?d for all z₁,z₂,z₃∈A_d. An anticode is optimal if it has the largest possible cardinality for its diameter d. We determine the cardinality and completely classify the optimal tristance anticodes in Z² for all diameters d?1. We then generalize this result to two related distance models: a different distance structure on Z² where d(z₁,z₂)=1 if z₁,z₂ are adjacent either horizontally, vertically, or diagonally, and the distance structure obtained when Z² is replaced by the hexagonal lattice A₂. We also investigate optimal tristance anticodes in Z³ and optimal quadristance anticodes in Z², and provide bounds on their cardinality. We conclude with a brief discussion of the applications of our results to multi-dimensional interleaving schemes and to connectivity loci in the game of Go.     

Global stability of the Armstrong-Frederick model with periodic biaxial inputs

The paper is concerned with the study of plasticity models described by differential equations with stop and play operators. We suggest sufficient conditions for the global stability of a unique periodic solution for the scalar models and for the vector models with biaxial inputs of a particular form, namely the sum of a uniaxial function and a constant term. For another class of simple biaxial inputs, we present an example of the existence of unstable periodic solutions. The paper was written during the research stay of D. Rachinskii at the Technical University Munich supported by the research fellowship from the Alexander von Humboldt Foundation. His work was partially supported by the Russian Science Support Foundation, Russian Foundation for Basic Research (Grant No. 01-01-00146, 03-01-00258), and the Grants of the President of Russia (Grant No. MD-87.2003.01, NS-1532.2003.1). The support is gratefully acknowledged.     

Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices

In this paper, the influence functions and limiting distributions of the canonical correlations and coefficients based on affine equivariant scatter matrices are developed for elliptically symmetric distributions. General formulas for limiting variances and covariances of the canonical correlations and canonical vectors based on scatter matrices are obtained. Also the use of the so-called shape matrices in canonical analysis is investigated. The scatter and shape matrices based on the affine equivariant Sign Covariance Matrix as well as the Tyler's shape matrix serve as examples. Their finite sample and limiting efficiencies are compared to those of the Minimum Covariance Determinant estimators and S-estimator through theoretical and simulation studies. The theory is illustrated by an example.     

Conditional independence models for seemingly unrelated regressions with incomplete data

We consider normal ≡ Gaussian seemingly unrelated regressions (SUR) with incomplete data (ID). Imposing a natural minimal set of conditional independence constraints, we find a restricted SUR/ID model whose likelihood function and parameter space factor into the product of the likelihood functions and the parameter spaces of standard complete data multivariate analysis of variance models. Hence, the restricted model has a unimodal likelihood and permits explicit likelihood inference. In the development of our methodology, we review and extend existing results for complete data SUR models and the multivariate ID problem.     

A nilpotent Roth theorem

Let T and S be invertible measure preserving transformations of a probability measure space (X, ℬ, μ). We prove that if the group generated by T and S is nilpotent, then exists in L ²-norm for any u, v∈L ^∞(X, ℬ, μ). We also show that for A∈ℬ with μ(A)>0 one has . By the way of contrast, we bring examples showing that if measure preserving transformations T, S generate a solvable group, then (i) the above limits do not have to exist; (ii) the double recurrence property fails, that is, for some A∈ℬ, μ(A)>0, one may have μ(A∩T _-n A∩S ^{- n} A)=0 for all n∈ℕ. Finally, we show that when T and S generate a nilpotent group of class ≤c, in L ²(X) for all u, v∈L ^∞(X) if and only if T×S is ergodic on X×X and the group generated by T ^-1 S, T ^-2 S ²,..., T ^-c S ^c acts ergodically on X. Oblatum 19-V-2000 & 5-VII-2001?Published online: 12 October 2001     

Symmetries and conservation laws of partial differential equations: Basic notions and results

The main notions and results which are necessary for finding higher symmetries and conservation laws for general systems of partial differential equations are given. These constitute the starting point for the subsequent papers of this volume. Some problems are also discussed.