Christoffel-Darboux-type formulae and a recurrence for biorthogonal polynomials

It is proved that biorthogonal polynomials obey two different kinds of Christoffel-Darboux-type formulae, one linking polynomials with a different parameter and one combining polynomials with different degrees. This is used to produce a mixed recurrence relation, which is valid for all biorthogonal polynomials. This recurrence relation establishes several results on interlacing property of zeros of successive biorthogonal polynomials and leads to a new result on the interlace of zeros of orthogonal polynomials (of equal degrees) with respect to two distributionsdψ(x) andx ^p dψ(x), 0<p≤1, with support in either [0, 1] or [1, ∞).     

Stability and Asymptotic Stability of Functional-Differential Equations

We investigate asymptotic behaviour of solutions of the functional-differentialequation where f and g arelocally Lipschitz functions, C is a continuous matrix and thesmooth lag function obeys 0 (t) t for t 0. We transformthe equation into a delay equation with an infinity of delaysand use a theorem of Söderlind to derive sufficient conditionsfor stability and for asymptotic stability in the case lim_t (t) = . The situation is qualitatively different when lim_t (t) = * < and we outline stability conditions for thatcase by employing direct techniques.     

QUADRATURE METHODS FOR HIGHLY OSCILLATORY SINGULAR INTEGRALS

We address the evaluation of highly oscillatory integrals,with power-law and logarithmic singularities.Such problems arise in numerical methods in engineering.Notably,the evaluation of oscillatory integrals dominates the run-time for wave-enriched boundary integral formulations for wave scattering,and many of these exhibit singularities.We show that the asymptotic behaviour of the integral depends on the integrand and its derivatives at the singular point of the integrand,the stationary points and the endpoints of the integral.A truncated asymptotic expansion achieves an error that decays faster for increasing frequency.Based on the asymptotic analysis,a Filon-type method is constructed to approximate the integral.Unlike an asymptotic expansion,the Filon method achieves high accuracy for both small and large frequency.Complex-valued quadrature involves interpolation at the zeros of polynomials orthogonal to a complex weight function.Numerical results indicate that the complex-valued Gaussian quadrature achieves the highest accuracy when the three methods are compared.However,while it achieves higher accuracy for the same number of function evaluations,it requires signi cant additional cost of computation of orthogonal polynomials and their zeros.     

Equilibria of Runge-Kutta methods

Summary It is known that certain Runge-Kutta methods share the property that, in a constant-step implementation, if a solution trajectory converges to a bounded limit then it must be a fixed point of the underlying differential system. Such methods are calledregular. In the present paper we provide a recursive test to check whether given method is regular. Moreover, by examining solution trajectories of linear equations, we prove that the order of ans-stage regular method may not exceed 2[(s+2)/2] and that the maximal order of regular Runge-Kutta method with an irreducible stability function is 4.     

Effective Approximation for the Semiclassical Schrödinger Equation

The computation of the semiclassical Schrödinger equation presents major challenges because of the presence of a small parameter. Assuming periodic boundary conditions, the standard approach consists of semi-discretisation with a spectral method, followed by an exponential splitting. In this paper we sketch an alternative strategy. Our analysis commences with the investigation of the free Lie algebra generated by differentiation and by multiplication with the interaction potential: it turns out that this algebra possesses a structure which renders it amenable to a very effective form of asymptotic splitting: exponential splitting where consecutive terms are scaled by increasing powers of the small parameter. This leads to methods which attain high spatial and temporal accuracy and whose cost scales as \({\mathcal {O}}\!\left( M\log M\right) \) , where \(M\) is the number of degrees of freedom in the discretisation.     

A-acceptability of derivatives of rational approximations to EXP(Z)

The question of A-acceptability in regard to derivatives of R_m/n, the [m/n] Padé approximation to the exponential, is examined for a range of values of m and n. It is proven that R′_{n − 1/n}, R′_n/n, R′_{n + 1/n}and R″_n/n are A-acceptable and that numerous other choices of m and n lead to non-A-acceptability. The results seem to indicate that the A-acceptability pattern of R_m/n^(k) displays an intriguing generalization of the Wanner-Hairer-Nørsett theorem on the A-acceptability of R_m/n.     

A-acceptable exponentially fitted combinations of three Padé approximations

It is considered whether a linear combination of three A-acceptable Padé approximations to the exponential function remains A-acceptable when it is exponentially fitted to two distinct negative points. The results of Iserles [5] regarding linear combinations of two A-acceptable Padé approximations are generalized.     

On theA-stability of implicit Runge-Kutta processes

A new technique to calculate the characteristic functions and to examine theA-stability of implicit Runge-Kutta processes is presented. This technique is based on a direct algebraic approach and an application of theC-polynomial theory of Nørsett. New processes are suggested. These processes can be exponentially fitted in anA-stable manner.     

On expansions in orthogonal polynomials

A recently introduced fast algorithm for the computation of the first N terms in an expansion of an analytic function into ultraspherical polynomials consists of three steps: Firstly, each expansion coefficient is represented as a linear combination of derivatives; secondly, it is represented, using the Cauchy integral formula, as a contour integral of the function multiplied by a kernel; finally, the integrand is transformed to accelerate the convergence of the Taylor expansion of the kernel, allowing for rapid computation using Fast Fourier Transform. In the current paper we demonstrate that the first two steps remain valid in the general setting of orthogonal polynomials on the real line with finite support, orthogonal polynomials on the unit circle and Laurent orthogonal polynomials on the unit circle.     

The Joy and Pain of Skew Symmetry

In this paper, we review recent progress on two related issues. Firstly, the discretisation of partial differential equations of quantum mechanics in a semiclassical regime. Due to the presence of a small parameter, such equations exhibit high oscillations and multiscale behaviour, rendering them difficult to discretise. We describe a methodology, using symmetric Zassenhaus splittings in a free Lie algebra, which allows for their exceedingly fast and accurate numerics. The imperative of preserving the unitarity of the underlying flow takes us to the second theme of this paper, approximation of derivatives by skew-symmetric matrices. Here, we identify a gap in the elementary theory of finite-difference approximations: in the presence of Dirichlet boundary conditions, it is impossible to approximate the derivative to order higher than two on a uniform grid! This motivates the investigation of skew symmetry on non-uniform grids, an endeavour which, although still in its infancy, is already replete with interesting results. We conclude by discussing a number of generalisations and open problems.