Tracking poles and representing Hankel operators directly from data

Summary We propose and analyse a method of estimating the poles near the unit circleT of a functionG whose values are given at a grid of points onT: we give an algorithm for performing this estimation and prove a convergence theorem. The method is to identify the phase for an estimate by considering the peaks of the absolute value ofG onT, and then to estimate the modulus by seeking a bestL ² fit toG over a small arc by a first order rational function. These pole estimates lead to the construction of a basis ofL ² which is well suited to the numerical representation of the Hankel operator with symbolG and thereby to the numerical solution of the Nehari problem (computing the bestH , analytic, approximation toG relative to theL norm), as analysed in [HY]. We present the results of numerical tests of these algorithms.Partially supported by grants from the AFOSR and NSF     

Integrals involving Gegenbauer and Hermite polynomials on the imaginary axis

Summary The integral _- [C _2n (it)]^–2(1+t ²)^–-1/2 dt is evaluated for > –1/2 whereC _2n is the Gegenbauer polynomial of degree 2n. Letting gives the value _- [H _2n (it)]^–2 e ^{1-1/2t 2} dt involving the Hermite polynomialH _2n of degree 2n. The result is obtained using Gegenbauer functions of the second kind.     

A Monte Carlo method for an objective Bayesian procedure

This paper describes a method for an objective selection of the optimal prior distribution, or for adjusting its hyper-parameter, among the competing priors for a variety of Bayesian models. In order to implement this method, the integration of very high dimensional functions is required to get the normalizing constants of the posterior and even of the prior distribution. The logarithm of the high dimensional integral is reduced to the one-dimensional integration of a cerain function with respect to the scalar parameter over the range of the unit interval. Having decided the prior, the Bayes estimate or the posterior mean is used mainly here in addition to the posterior mode. All of these are based on the simulation of Gibbs distributions such as Metropolis' Monte Carlo algorithm. The improvement of the integration's accuracy is substantial in comparison with the conventional crude Monte Carlo integration. In the present method, we have essentially no practical restrictions in modeling the prior and the likelihood. Illustrative artificial data of the lattice system are given to show the practicability of the present procedure.     

Comparison theorems for weak splittings of bounded operators

Summary Comparison theorems for weak splittings of bounded operators are presented. These theorems extend the classical comparison theorem for regular splittings of matrices by Varga, the less known result by Wonicki, and the recent results for regular and weak regular splittings of matrices by Neumann and Plemmons, Elsner, and Lanzkron, Rose and Szyld. The hypotheses of the theorems presented here are weaker and the theorems hold for general Banach spaces and rather general cones. Hypotheses are given which provide strict inequalities for the comparisons. It is also shown that the comparison theorem by Alefeld and Volkmann applies exclusively to monotone sequences of iterates and is not equivalent to the comparison of the spectral radius of the iteration operators.This work was supported by the National Science Foundation grants DMS-8807338 and INT-8918502     

A strange pigeon-hole principle

Using Ramsey theory, we establish the following pigeon-hole type principle: From a large number of random variables (functions, vectors, etc.) one can always select two, X and Y, such that P(X < Y) 1/2. We apply the principle for a poset problem.     

The umbral calculus and orthogonal polynomials

We determine all orthogonal polynomials having Boas-Buck generating functions g(t)(xf(t)), where% MathType!MTEF!2!1!+-% feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq-Jc9% vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0xfr-x% fr-xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGceaqabeaacqqHOo% qwcaGGOaGaamiDaiaacMcacqGH9aqpruqqYLwySbacfaGaa8hiamaa% BeaaleaacaaIWaaabeaakiaadAeacaqGGaWaaSbaaSqaaiaabgdaae% qaaOGaaeikaiaadggacaGGSaGaa8hiaiaadshacaqGPaGaaeilaiaa% bccacaqGGaGaaeiiaiaadggacqGHGjsUcaaIWaGaaiilaiaa-bcacq% GHsislcaaIXaGaaiilaiaa-bcacqGHsislcaaIYaGaaiilaiablAci% ljaacUdaaeaacqqHOoqwcaGGOaGaamiDaiaacMcacqGH9aqpcaWFGa% WaaSraaSqaaiaaicdaaeqaaOGaamOraiaabccadaWgaaWcbaGaaeOm% aaqabaGccaGGOaWaaSqaaSqaaiaaigdaaeaacaaIZaaaaOGaaiilai% aa-bcadaWcbaWcbaGaaGOmaaqaaiaaiodaaaGccaGGSaGaa8hiaiaa% dshacaGGPaGaa8hiamaaBeaaleaacaaIWaaabeaakiaadAeacaqGGa% WaaSbaaSqaaiaabkdaaeqaaOGaaeikamaaleaaleaacaaIYaaabaGa% aG4maaaakiaacYcacaWFGaWaaSqaaSqaaiaaisdaaeaacaaIZaaaaO% Gaaiilaiaa-bcacaWG0bGaaiykaiaacYcacaWFGaWaaSraaSqaaiaa% icdaaeqaaOGaamOraiaabccadaWgaaWcbaGaaeOmaaqabaGccaGGOa% WaaSqaaSqaaiaaisdaaeaacaaIZaaaaOGaaiilaiaa-bcadaWcbaWc% baGaaGynaaqaaiaaiodaaaGccaGGSaGaa8hiaiaadshacaGGPaGaai% 4oaaqaaiabfI6azjaacIcacaWG0bGaaiykaiabg2da9iaa-bcadaWg% baWcbaGaaGimaaqabaGccaWGgbGaaeiiamaaBaaaleaacaqGZaaabe% aakiaacIcadaWcbaWcbaGaaGymaaqaaiaaisdaaaGccaGGSaGaa8hi% amaaleaaleaacaaIYaaabaGaaGinaaaakiaacYcacaWFGaWaaSqaaS% qaaiaaiodaaeaacaaI0aaaaOGaaiilaiaa-bcacaWG0bGaaiykaiaa% -bcadaWgbaWcbaGaaGimaaqabaGccaWGgbGaaeiiamaaBaaaleaaca% qGZaaabeaakiaabIcadaWcbaWcbaGaaGOmaaqaaiaaisdaaaGccaGG% SaGaa8hiamaaleaaleaacaaIZaaabaGaaGinaaaakiaacYcacaWFGa% WaaSqaaSqaaiaaiwdaaeaacaaI0aaaaOGaaiilaiaa-bcacaWG0bGa% aiykaiaacYcaaeaadaWgbaWcbaGaaGimaaqabaGccaWGgbGaaeiiam% aaBaaaleaacaqGZaaabeaakiaacIcadaWcbaWcbaGaaG4maaqaaiaa% isdaaaGccaGGSaGaa8hiamaaleaaleaacaaI1aaabaGaaGinaaaaki% aacYcacaWFGaWaaSqaaSqaaiaaiAdaaeaacaaI0aaaaOGaaiilaiaa% -bcacaWG0bGaaiykaiaacYcacaGGUaGaa8hiamaaBeaaleaacaaIWa% aabeaakiaadAeacaqGGaWaaSbaaSqaaiaabodaaeqaaOGaaeikamaa% leaaleaacaaI1aaabaGaaGinaaaakiaacYcacaWFGaWaaSqaaSqaai% aaiAdaaeaacaaI0aaaaOGaaiilaiaa-bcadaWcbaWcbaGaaG4naaqa% aiaaisdaaaGccaGGSaGaa8hiaiaadshacaGGPaGaaiOlaaaaaa!C1F3!\[\begin{gathered}\Psi (t) = {}_0F{\text{ }}_{\text{1}} {\text{(}}a, t{\text{), }}a \ne 0, - 1, - 2, \ldots ; \hfill \\\Psi (t) = {}_0F{\text{ }}_{\text{2}} (\tfrac{1}{3}, \tfrac{2}{3}, t) {}_0F{\text{ }}_{\text{2}} {\text{(}}\tfrac{2}{3}, \tfrac{4}{3}, t), {}_0F{\text{ }}_{\text{2}} (\tfrac{4}{3}, \tfrac{5}{3}, t); \hfill \\\Psi (t) = {}_0F{\text{ }}_{\text{3}} (\tfrac{1}{4}, \tfrac{2}{4}, \tfrac{3}{4}, t) {}_0F{\text{ }}_{\text{3}} {\text{(}}\tfrac{2}{4}, \tfrac{3}{4}, \tfrac{5}{4}, t), \hfill \\{}_0F{\text{ }}_{\text{3}} (\tfrac{3}{4}, \tfrac{5}{4}, \tfrac{6}{4}, t),. {}_0F{\text{ }}_{\text{3}} {\text{(}}\tfrac{5}{4}, \tfrac{6}{4}, \tfrac{7}{4}, t). \hfill \\\end{gathered}\]We also determine all Sheffer polynomials which are orthogonal on the unit circle. The formula for the product of polynomials of the Boas-Buck type is obtained.     

On well-ordered mono-unary algebras

Given a linearly ordered set (A, _R ) and an R-monotone function f: AA, we give a necessary and sufficient condition on A, f, _R , involving generating sets and forbidden subalgebras, for _R to be a well-ordering.Partially supported by Hungarian National Foundation for Scientific Research Grant nr. 1813.     

Parallel and superfast algorithms for Hankel systems of equations

Summary Utilizing kernel structure properties a unified construction of Hankel matrix inversion algorithms is presented. Three types of algorithms are obtained: 1)O(n ²) complexity Levinson type, 2)O (n) parallel complexity Schur-type, and 3)O(n log² n) complexity asymptotically fast ones. All algorithms work without additional assumption (like strong nonsingularity).     

Perturbation theory for nonlinear feedback control systems and spencer-goldschmidt integrability of linear partial differential equations

This paper aims to develop the differential-geometric and Lie-theoretic foundations of perturbation theory for control systems, extending the classical methods of Poincaré from the differential equation-dynamical system level where they are traditionally considered, to the situation where the element of control is added. It will be guided by general geometric principles of the theory of differential systems, seeking approximate solutions of the feedback linearization equations for nonlinear affine control systems. In this study, certain algebraic problems of compatibility of prolonged differential systems are encountered. The methods developed by D. C. Spencer and H. Goldschmidt for studying over-determined systems of partial differential equations are needed. Work in the direction of applying theio theory is presented.Supported by grants from the Ames Research Center of NASA and the Applied Mathematics and Systems Research Programs of the National Science Foundation