A Family of Fifth-Order Runge-Kutta Pairs

The construction of a Runge-Kutta pair of order with the minimal number of stages requires the solution of a nonlinear system of order conditions in unknowns. We define a new family of pairs which includes pairs using function evaluations per integration step as well as pairs which additionally use the first function evaluation from the next step. This is achieved by making use of Kutta's simplifying assumption on the original system of the order conditions, i.e., that all the internal nodes of a method contributing to the estimation of the endpoint solution provide, at these nodes, cost-free second-order approximations to the true solution of any differential equation. In both cases the solution of the resulting system of nonlinear equations is completely classified and described in terms of five free parameters. Optimal Runge-Kutta pairs with respect to minimized truncation error coefficients, maximal phase-lag order and various stability characteristics are presented. These pairs were selected under the assumption that they are used in Local Extrapolation Mode (the propagated solution of a problem is the one provided by the fifth-order formula of the pair). Numerical results obtained by testing the new pairs over a standard set of test problems suggest a significant improvement in efficiency when using a specific pair of the new family with minimized truncation error coefficients, instead of some other existing pairs.

     

Complete solutions of a family of quartic Thue and index form equations

Continuing the recent work of the second author, we prove that the diophantine equation

for has exactly 12 solutions except when , when it has 16 solutions. If denotes one of the zeros of , then for we also find all with .

     

On a class of functions with equal infima over a domain and its boundary

In this paper, we present a class of functions:f:X such that inf _xX f(x)= , whereX is a nonempty, finitely compact and convex set in a vector space andB _x ={xX: y aff(X){x:[x, y]X={x}. Our main tool is a recent minimax theorem by Ricceri (Ref. 1).     

Existence and asymptotic results for a system of integro-partial differential equations

A non-Fourier phase field model is considered. A global existence result for a Dirichlet, or generalized Neumann, initial-boundary value problem is obtained, followed by a discussion of the regularity and asymptotic properties of solutions ast.This research was supported in part by the National Science Foundation under Grant DMS 91-11794 and in part by the Italian M.U.R.S.T. project Problemi non lineari...Part of this author's work was done while visiting Ohio University.     

The uniform modulus of continuity of iterated Brownian motion

LetX be a Brownian motion defined on the line (withX(0)=0) and letY be an independent Brownian motion defined on the nonnegative real numbers. For allt0, we define theiterated Brownian motion (IBM),Z, by setting . In this paper we determine the exact uniform modulus of continuity of the process Z.Research supported by NSF grant DMS-9122242.     

Series representation for semistable laws and their domains of semistable attraction

If the centered and normalized partial sums of an i.i.d. sequence of random variables converge in distribution to a nondegenerate limit then we say that this sequence belongs to the domain of attraction of the necessarily stable limit. If we consider only the partial sums which terminate atk _n wherek _n+1 ck _n then the sequence belongs to the domain of semistable attraction of the necessarily semistable limit. In this paper, we consider the case where the limiting distribution is nonnormal. We obtain a series representation for the partial sums which converges almost surely. This representation is based on the order statistics, and utilizes the Poisson process. Almost sure convergence is a useful technical device, as we illustrate with a number of applications.This research was supported by a research scholarship from the Deutsche Forschungsgemeinschaft (DFG).     

Generalized evaluation subgroups of product spaces relative to a factor

For any -complexes and , we show that . We use this fact to compute generalized evaluation subgroups of generalized tori relative to a sphere.

     

Spectrally determined growth is generic

Let be the infinitesimal generator of a -semigroup of operators in a Hilbert space. We consider the class of operators , where is bounded. It is proved that the spectrum of determines the growth of the associated semigroup for ``most" operators (in the sense of Baire category).

     

On quadratic forms of height two and a theorem of Wadsworth

Let and be anisotropic quadratic forms over a field of characteristic not . Their function fields and are said to be equivalent (over ) if and are isotropic. We consider the case where and is divisible by an -fold Pfister form. We determine those forms for which becomes isotropic over if , and provide partial results for . These results imply that if and are equivalent and , then is similar to over . This together with already known results yields that if is of height and degree or , and if , then and are equivalent iff and are isomorphic over .

     

Wiener's test for space-time random walks and its applications

This paper establishes a criterion for whether a -dimensional random walk on the integer lattice visits a space-time subset infinitely often or not. It is a precise analogue of Wiener's test for regularity of a boundary point with respect to the classical Dirichlet problem. The test obtained is applied to strengthen the harder half of Kolmogorov's test for the random walk.