D-Optimal designs for weighted polynomial regression—A functional approach

This paper is concerned with the problem of computing approximateD-optimal design for polynomial regression with analytic weight function on a interval [m ₀-a,m ₀+a]. It is shown that the structure of the optimal design depends ona and weight function. Moreover, the optimal support points and weights are analytic functions ofa ata=0. We make use of a Taylor expansion to provide a recursive procedure for calculating theD-optimal designs.     

用两端对称缺陷复合光子晶体实现多通道滤波和光开关

用传输矩阵法计算了两端对称缺陷复合光子晶体结构的光传输特性。计算结果表明:两端对称缺陷复合光子晶体[D(AB)mD]2结构中的禁带出现两个完全共振透射峰。通过控制入射光强来微调光子晶体材料的介电常数,使得完全共振透射峰移动,且介电常数变化越大,共振透射峰偏移越大,从而形成高效率的双通道光开关。当光子晶体为[D(AB)mD]N结构时,每个完全共振透射峰都分裂为N-1条,这样可通过调节N同时实现所需要通道数目的高效多通道光开关和多通道滤波器。     

A transform involving Chebyshev polynomials and its inversion formula

We define a functional analytic transform involving the Chebyshev polynomials Tn(x), with an inversion formula in which the Möbius function μ(n) appears. If s∈C with Re(s)>1, then given a bounded function from [−1,1] into C, or from C into itself, the following inversion formula holds:

     

Improving projection‐based eigensolvers via adaptive techniques

We consider subspace iteration (or projection‐based) algorithms for computing those eigenvalues (and associated eigenvectors) of a Hermitian matrix that lie in a prescribed interval. For the case that the projector is approximated with polynomials, we present an adaptive strategy for selecting the degree of these polynomials such that convergence is achieved with near‐to‐optimum overall work without detailed a priori knowledge about the eigenvalue distribution. The idea is then transferred to the approximation of the projector by numerical integration, which corresponds to FEAST algorithm proposed by E. Polizzi in 2009. [E. Polizzi: Density‐matrix‐based algorithm for solving eigenvalue problems. Phys. Rev. B 2009; 79 :115112]. Here, our adaptation controls the number of integration nodes. We also discuss the interaction of the method with search space reduction methods.     

A proof of Markov's theorem for polynomials on Banach spaces

Our object is to present an independent proof of the extension of V.A. Markov's theorem to Gâteaux derivatives of arbitrary order for continuous polynomials on any real normed linear space. The statement of this theorem differs little from the classical case for the real line except that absolute values are replaced by norms. Our proof depends only on elementary computations and explicit formulas and gives a new proof of the classical theorem as a special case. Our approach makes no use of the classical polynomial inequalities usually associated with Markov's theorem. Instead, the essential ingredients are a Lagrange interpolation formula for the Chebyshev nodes and a Christoffel-Darboux identity for the corresponding bivariate Lagrange polynomials. We use these tools to extend a single variable inequality of Rogosinski to the case of two real variables. The general Markov theorem is an easy consequence of this.     

A partially linearized sigma point filter for latent state estimation in nonlinear time series models

A new technique for the latent state estimation of a wide class of nonlinear time series models is proposed. In particular, we develop a partially linearized sigma point filter in which random samples of possible state values are generated at the prediction step using an exact moment-matching algorithm and then a linear programming based procedure is used in the update step of the state estimation. The effectiveness of the new filtering procedure is assessed via a simulation example that deals with a highly nonlinear, multivariate time series representing an interest rate process.     

The use of Chebyshev cardinal functions for the solution of a partial differential equation with an unknown time-dependent coefficient subject to an extra measurement

A numerical technique is presented for the solution of a parabolic partial differential equation with a time-dependent coefficient subject to an extra measurement. The method is derived by expanding the required approximate solution as the elements of Chebyshev cardinal functions. Using the operational matrix of derivative, the problem can be reduced to a set of algebraic equations. From the computational point of view, the solution obtained by this method is in excellent agreement with those obtained by previous works and also it is efficient to use.     

三对角矩阵的特征值及其应用

给出了计算一种三对角矩阵的特征值和特征向量的公式.利用矩阵的特征值理论证明了一些三角恒等式,特别是一些与Fibonacci数和第二类Chebyshev多项式有关的三角恒等式.     

CHEBYSHEV METHODS WITH DISCRETE NOISE： THE τ-ROCK METHODS

Stabilized or Chebyshev explicit methods have been widely used in the past to solve stiff ordinary differential equations. Making use of special properties of Chebyshev-like polynomials, these methods have favorable stability properties compared to standard explicit methods while remaining explicit. A new class of such methods, called ROCK, introduced in [Numer. Math., 90, 1-18, 2001] has recently been extended to stiff stochastic differential equations under the name S-ROCK [C. R. Acad. Sci. Paris, 345（10）, 2007 and Commun. Math. Sci, 6（4）, 2008]. In this paper we discuss the extension of the S-ROCK methods to systems with discrete noise and propose a new class of methods for such problems, the τ-ROCK methods. One motivation for such methods is the simulation of multi-scale or stiff chemical kinetic systems and such systems are the focus of this paper, but our new methods could potentially be interesting for other stiff systems with discrete noise. Two versions of the τ-ROCK methods are discussed and their stability behavior is analyzed on a test problem. Compared to the τ-leaping method, a significant speed-up can be achieved for some stiff kinetic systems. The behavior of the proposed methods are tested on several numerical experiments.     

Untersuchung der tribologischen Eigenschaften von Nutzfahrzeugmotoren unter besonderer Berücksichtigung der Luftfiltration

Es wurde eine unter Betriebsverhältnissen anwendbare Prüfmethode für die Bestimmung der Verschleβeigenschaften von Verbrennungsmotoren mit Hilfe der Gammaspektrometrie der neutronenaktivierten Verschleiβprodukte ausgearbeitet und die die Lebensdauer begrenzende Wirkung des abrasiven Verschleiβes festgestellt. Durch Verbesserung der Luftfilterung konnte die potentielle Lebensdauer der Motoren gut angenähert, und es konnten die Verunreinigung des Schmieröls vermindert und die Dauer der Ölwechselperiode verdoppelt werden.