High order generalized upwind schemes and numerical solution of singular perturbation problems

High even order generalizations of the traditional upwind method are introduced to solve second order ODE-BVPs without recasting the problem as a first order system. Both theoretical analysis and numerical comparison with central difference schemes of the same order show that these new methods may avoid typical oscillations and achieve high accuracy. Singular perturbation problems are taken into account to emphasize the main features of the proposed methods. AMS subject classification (2000)  65L10, 65L12, 65L50     

Order conditions for linearly implicit fractional step Runge Kutta methods

^{In this paper, we study the consistency of a variant of fractionalstep Runge–Kutta methods. These methods are designed tointegrate efficiently semi-linear multidimensional parabolicproblems by means of linearly implicit time integration processes.Such time discretization procedures are also related to a splittingof the space differential operator (or the spatial discretizationof it) as a sum of ‘simpler’ linear differentialoperators and a nonlinear term.}     

On the solution of Maxwell's equations in polygonal domains

This paper is concerned with the structure of the singular and regular parts of the solution of time‐harmonic Maxwell's equations in polygonal plane domains and their effective numerical treatment. The asymptotic behaviour of the solution near corner points of the domain is studied by means of discrete Fourier transformation and it is proved that the solution of the boundary value problem does not belong locally to H² when the boundary of the domain has non‐acute angles. A splitting of the solution into a regular part belonging to the space H², and an explicitly described singular part is presented. For the numerical treatment of the boundary value problem, we propose a finite element discretization which combines local mesh grading and the singular field methods and derive a priori error estimates that show optimal convergence as known for the classical finite element method for problems with regular solutions. Copyright © 2006 John Wiley & Sons, Ltd.     

Asymmetric responses of international stock markets to trading volume

The major goal of this paper is to examine the hypothesis that stock returns and return volatility are asymmetric, threshold nonlinear, functions of change in trading volume. A minor goal is to examine whether return spillover effects also display such asymmetry. Employing a double-threshold GARCH model with trading volume as a threshold variable, we find strong evidence supporting this hypothesis in five international market return series. Asymmetric causality tests lend further support to our trading volume threshold model and conclusions. Specifically, an increase in volume is positively associated, while decreasing volume is negatively associated, with the major price index in four of the five markets. The volatility of each series also displays an asymmetric reaction, four of the markets display higher volatility following increases in trading volume. Using posterior odds ratio, the proposed threshold model is strongly favored in three of the five markets, compared to a US news double threshold GARCH model and a symmetric GARCH model. We also find significant nonlinear asymmetric return spillover effects from the US market.     

A New Family of Cyclic Difference Sets with Singer Parameters in Characteristic Three

We construct a new family of cyclic difference sets with parameters ((3 ^d – 1)/2, (3 ^{d – 1} – 1)/2, (3 ^{d – 2} – 1)/2) for each odd d. The difference sets are constructed with certain maps that form Jacobi sums. These new difference sets are similar to Maschietti's hyperoval difference sets, of the Segre type, in characteristic two. We conclude by calculating the 3-ranks of the new difference sets.     

Measurements of edge-uncolorability

Cubic bridgeless graphs with chromatic index four are called uncolorable. We introduce parameters measuring the uncolorability of those graphs and relate them to each other. For k=2,3, let c_k be the maximum size of a k-colorable subgraph of a cubic graph G=(V,E). We consider r₃=|E|−c₃ and . We show that on one side r₃ and r₂ bound each other, but on the other side that the difference between them can be arbitrarily large. We also compare them to the oddness ω of G, the smallest possible number of odd circuits in a 2-factor of G. We construct cyclically 5-edge connected cubic graphs where r₃ and ω are arbitrarily far apart, and show that for each 1c<2 there is a cubic graph such that ωcr₃. For k=2,3, let ζ_k denote the largest fraction of edges that can be k-colored. We give best possible bounds for these parameters, and relate them to each other.     

Recognition of the Finite Simple Groups F 4(2m) by Spectrum

The spectrum of a finite group is the set of its element orders. A finite group G is said to be recognizable by spectrum, if every finite group with the same spectrum as G is isomorphic to G. The purpose of the paper is to prove that for every natural m the finite simple Chevalley group F ₄(2 ^m ) is recognizable by spectrum.     

Conic Formulation for l p -Norm Optimization

In this paper, we formulate the l _p -norm optimization problem as a conic optimization problem, derive its duality properties (weak duality, zero duality gap, and primal attainment) using standard conic duality and show how it can be solved in polynomial time applying the framework of interior-point algorithms based on self-concordant barriers.     

Parametric Quintic-Spline Approach to the Solution of a System of Fourth-Order Boundary-Value Problems

In this paper, we use parametric quintic splines to derive some consistency relations which are then used to develop a numerical method for computing the solution of a system of fourth-order boundary-value problems associated with obstacle, unilateral, and contact problems. It is known that a class of variational inequalities related to contact problems in elastostatics can be characterized by a sequence of variational inequations, which are solved using some numerical method. Numerical evidence is presented to show the applicability and superiority of the new method over other collocation, finite difference, and spline methods.