On multistep interval methods for solving the initial value problem

In this paper we shortly complete our previous considerations on interval versions of Adams multistep methods [M. Jankowska, A. Marciniak, Implicit interval multistep methods for solving the initial value problem, Comput. Meth. Sci. Technol. 8(1) (2002) 17–30; M. Jankowska, A. Marciniak, On explicit interval methods of Adams–Bashforth type, Comput. Meth. Sci. Technol. 8(2) (2002) 46–57; A. Marciniak, Implicit interval methods for solving the initial value problem, Numerical Algorithms 37 (2004) 241–251]. It appears that there exist two families of implicit interval methods of this kind. More considerations are dealt with two new kinds of interval multistep methods based on conventional well-known Nyström and Milne–Simpson methods. For these new interval methods we prove that the exact solution of the initial value problem belongs to the intervals obtained. Moreover, we present some estimations of the widths of interval solutions. Some conclusions bring this paper to the end.     

Singularly perturbed problems with double singularity

A class of singularly perturbed initial and boundary value problems for systems of linear differential equations with singularities of various types is studied. The asymptotics of the solutions of these problems is constructed; in contrast to known results, it involves boundary layers of new types that are dependent not only on the spectrum of the limit operator. Translated fromMatematicheskie Zametki, Vol. 62, No. 4, pp. 494–501, October, 1997. Translated by N. K. Kulman     

An analysis of the order of Runge-Kutta methods that use an iterative scheme to compute their internal stage values

We employ B-series to analyze the order of Runge-Kutta (RK) methods that use simple iteration, modified Newton iteration or full Newton iteration to compute their internal stage values. Our assumptions about the initial guess for the internal stage values cover a wide range of practical schemes. Moreover, the analytical techniques developed in this paper can be applied in many other similar contexts.This work was supported in part by the Natural Sciences and Engineering Research Council of Canada, the Information Technology Research Centre of Ontario, and the Norwegian Research Council for Science and Humanities.     

A curve tracing algorithm for computing the pseudospectrum

The boundary curve of the pseudospectrum of a matrix is defined as a contour line of its resolvent norm. A rather simple and efficient continuation method is presented, which determines the implicitly given curve by a prediction-correction scheme, where the correction step is accomplished by one single Newton step. Besides its efficiency the algorithm turns out to be very accurate as long as the boundary of the pseudospectrum is a smooth curve. Problems may arise at bifurcation points where the resolvent norm is not differentiable.This work was partially supported by Deutsche Forschungsgemeinschaft.     

The quantum stochastic equation is unitarily equivalent to a symmetric boundary value problem for the Schrödinger equation

We prove that the solution of the Hudson-Parthasarathy quantum stochastic differential equation in the Fock space coincides with the solution of a symmetric boundary value problem for the Schrödinger equation in the interaction representation generated by the energy operator of the environment. The boundary conditions describe the jumps in the phase and the amplitude of the Fourier transforms of the Fock vector components as any of its arguments changes the sign. The corresponding Markov evolution equation (the Lindblad equation or the “master equation”) is derived from the boundary value problem for the Schrödinger equation.     

高阶拟线性椭圆型方程奇摄动问题

本文利用微分不等式和多重尺度，研究了一个高阶椭圆型偏微分方程摄动边值问题，并得到了一致有效的渐近展开式。     

Conditioning convex and nonconvex problems

Two ways of defining a well-conditioned minimization problem are introduced and related, with emphasis on the quantitative aspects. These concepts are used to study the behavior of the solution sets of minimization problems for functions with connected sublevel sets, generalizing results of Attouch-Wets in the convex case. Applications to continuity properties of subdifferentials and to projection mappings are pointed out.We are grateful to M. Valadier for pointing out, during a lecture by the author in Montpellier in October 1990 presenting the main results of the present paper, that existence results in Section 2 of the present paper can be dissociated from estimates.     

The maximum size of the planar sections of random spheres and its application to metallurgy

A theorem of this paper proves that if the size distribution of random spheres is generalized gamma, its Wicksell transform and other related distributions belong to the domain of attraction of the Gumbel distribution. The theorem also shows the attraction coefficients of the distributions. The fatigue strength of high-strength steel is closely related to the maximum size of nonmetallic inclusions in the region of maximum stress of the steel. Murakami and others developed a method, making use of the Gumbel QQ-plot, for predicting the maximum size from the size distribution of inclusion circles in microscopic view-fields. Based on the Gumbel approximation of the maximum of wicksell transforms, a modified and extended version of Murakami's method is justified, and its performance is evaluated by simulation.