Numerical evaluation of a solution of a special mixed-type differential-difference equation

The function * $$f(t) = \frac{{e^{ - \alpha \gamma } }}{\pi }\int\limits_0^\infty {\cos t \xi e^{\alpha Ci(\xi )} \frac{{d\xi }}{{\xi ^\alpha }},t \in R,\alpha > 0} $$ [Ci(x)=cosine integral, γ=Euler's constant] is studied and numerically evaluated;f is a solution to the following mixed type differential-difference equation arising in applied probability: ** $$tf'(t) = (\alpha - 1)f(t) - \frac{\alpha }{2}[f(t - 1) + f(t + 1)]$$ satisfying the conditions: i) $$f(t) \geqslant 0,t \in R$$ , ii) $$f(t) = f( - t),t \in R$$ , iii) $$\int\limits_{ - \infty }^{ + \infty } {f(\xi )d\xi = 1} $$ . Besides the direct numerical evaluation of (*) and the derivation of the asymptotic behaviour off(t) fort→0 andt→∞, two different iterative procedures for the solution of (**) under the conditions (i) to (iii) are considered and their results are compared with the corresponding values in (*). Finally a Monte Carlo method to evaluatef(t) is considered.     

Sulle formule di quadratura di Tschebyscheff

For the Tschebyscheff quadrature formula: $$\int\limits_{ - 1}^1 {\left( {1 - x^2 } \right)^{\lambda - 1/2} f(x) dx} = K_n \sum\limits_{k = 1}^n {f(x_{n,k} )} + R_n (f), \lambda > 0$$ it is shown that the degre,N, of exactness is bounded by: $$N \leqslant C(\lambda )n^{1/(2\lambda + 1)} $$ whereC(λ) is a convenient function of λ. For λ=1 the complete solution of Tschebyscheff's problem is given.     

On the convergence rate of SOR: A worst case estimate

LetA be any real symmetric positive definiten×n matrix, and κ(A) its spectral condition number. It is shown that the optimal convergence rate $$\rho _{SOR}^* = \mathop {\min }\limits_{0< \omega< 2} \rho (M_{SOR,\omega } )$$ of the successive overrelaxation (SOR) method satisfies $$\rho _{SOR}^* \leqslant 1 - \frac{1}{{\alpha _n \kappa (A)}}, \alpha _n \approx \log n.$$ This worst case estimate is asymptotically sharp asn→∞. The corresponding examples are given by certain Toeplitz matrices.     

Sul grado di precisione di formule di quadratura del tipo di tchebycheff

In this paper we study quadrature formulas of the types (1) $$\int\limits_{ - 1}^1 {(1 - x^2 )^{\lambda - 1/2} f(x)dx = C_n^{ (\lambda )} \sum\limits_{i = 1}^n f (x_{n,i} ) + R_n \left[ f \right]} ,$$ (2) $$\int\limits_{ - 1}^1 {(1 - x^2 )^{\lambda - 1/2} f(x)dx = A_n^{ (\lambda )} \left[ {f\left( { - 1} \right) + f\left( 1 \right)} \right] + K_n^{ (\lambda )} \sum\limits_{i = 1}^n f (\bar x_{n,i} ) + \bar R_n \left[ f \right]} ,$$ with 0<λ<1, and we obtain inequalities for the degreeN of their polynomial exactness. By using such inequalities, the non-existence of (1), with λ=1/2,N=n+1 ifn is even andN=n ifn is odd, is directly proved forn=8 andn≥10. For the same value λ=1/2 andN=n+3 ifn is evenN=n+2 ifn is odd, the formula (2) does not exist forn≥12. Some intermediary results regarding the first zero and the corresponding Christoffel number of ultraspherical polynomialP _n ^(λ) (x) are also obtained.     

A note on a result of R. Kemp on R-typly rooted planted plane trees

R. Kemp has shown that the average height of r-tuply rooted planted plane trees is $$\sqrt {\pi n} - \frac{1}{2}(r - 2) + O(\log (n)n^{1/2 - \varepsilon } ), \varepsilon > 0, n \to \infty ,$$ assuming that all such trees withn nodes are equally likely. We give a quite short proof of this result (with an error term ofO (1)).     

Esistenza,unicità e calcolo della soluzione di un sistema non lineare

LetX be a point of the realn-dimensional Euclidean space ? ⁿ ,G(X) a given vector withn real components defined in ? ^u ,U an unknown vector withs real components,K a known vector withs real components andA a given reals×n matrix of ranks. Assuming that, for every pair of pointsX ₁ , X₂of ? ⁿ ,G(X) satisfies the conditions $$(G(X_1 ) - G(X_2 ), X_1 - X_2 ) \geqslant o (X_1 - X_2 , X_1 - X_2 )$$ and $$\left\| {(G(X_1 ) - G(X_2 )\left\| { \leqslant M} \right\|X_1 - X_2 )} \right\|$$ wherec andM are positive constants, we prove that a unique solution of the system $$\left\{ \begin{gathered} G(X) + A ^T U = 0 \hfill \\ AX = K \hfill \\ \end{gathered} \right.$$ exists and we show a method for finding such a solution     

An extension theorem for arcs and linear codes

We prove the following generalization to the extension theorem of Hill and Lizak: For every nonextendable linear [n, k, d] _q code, q = p ^s , (d,q) = 1, we have $\sum\limits_{i\not \equiv 0,d(\bmod q)} {A_i > q^{k - 3} r(q),} $ where q + r(q) + 1 is the smallest size of a nontrivial blocking set in PG(2, q). This result is applied further to rule out the existence of some linear codes over $\mathbb{F}_4 $ meeting the Griesmer bound.     

On the computation of Tricomi's ψ function

Two methods for calculating Tricomi's confluent hypergeometric function are discussed. Both methods are based on recurrence relations. The first method converges like $$\exp ( - \alpha |\lambda |^{1/3} n^{2/3} )for some \alpha > 0$$ and the second like $$\exp ( - \beta |\lambda |^{1/2} n^{1/2} )for some \beta > 0.$$ Several examples are presented.     

Quadrature rules for Prandtl's integral equation

In this paper we construct an interpolatory quadrature formula of the type $$\mathop {\rlap{--} \smallint }\limits_{ - 1}^1 \frac{{f'(x)}}{{y - x}}dx \approx \sum\limits_{i = 1}^n {w_{ni} (y)f(x_{ni} )} ,$$ wheref(x)=(1?x)^α(1+x)^β f _o(x), α, β>0, and {x _ni} are then zeros of then-th degree Chebyshev polynomial of the first kind,T _n (x). We also give a convergence result and examine the behavior of the quantity \( \sum\limits_{i = 1}^n {|w_{ni} (y)|} \) asn→∞.     

A subexponential bound for linear programming

We present a simple randomized algorithm which solves linear programs withn constraints andd variables in expected $$\min \{ O(d^2 2^d n),e^{2\sqrt {dIn({n \mathord{\left/ {\vphantom {n {\sqrt d }}} \right. \kern-\nulldelimiterspace} {\sqrt d }})} + O(\sqrt d + Inn)} \}$$ time in the unit cost model (where we count the number of arithmetic operations on the numbers in the input); to be precise, the algorithm computes the lexicographically smallest nonnegative point satisfyingn given linear inequalities ind variables. The expectation is over the internal randomizations performed by the algorithm, and holds for any input. In conjunction with Clarkson's linear programming algorithm, this gives an expected bound of $$O(d^2 n + e^{O(\sqrt {dInd} )} ).$$ The algorithm is presented in an abstract framework, which facilitates its application to several other related problems like computing the smallest enclosing ball (smallest volume enclosing ellipsoid) ofn points ind-space, computing the distance of twon-vertex (orn-facet) polytopes ind-space, and others. The subexponential running time can also be established for some of these problems (this relies on some recent results due to Gärtner).     

The exact region of stability for MacCormack scheme

Let the two dimensional scalar advection equation be given by $$\frac{{\partial u}}{{\partial t}} = \hat a\frac{{\partial u}}{{\partial x}} + \hat b\frac{{\partial u}}{{\partial y}}.$$ We prove that the stability region of the MacCormack scheme for this equation isexactly given by $$\left( {\hat a\frac{{\Delta _t }}{{\Delta _x }}} \right)^{2/3} + \left( {\hat b\frac{{\Delta _t }}{{\Delta _x }}} \right)^{2/3} \leqslant 1$$ where Δ _t , Δ _x and Δ _y are the grid distances. It is interesting to note that the stability region is identical to the one for Lax-Wendroff scheme proved by Turkel.     

Rounds in Combinatorial Search

A set system $\mathcal{H} \subseteq2^{[m]}$ is said to be separating if for every pair of distinct elements x,y∈[m] there exists a set $H\in\mathcal{H}$ such that H contains exactly one of them. The search complexity of a separating system $\mathcal{H} \subseteq 2^{[m]}$ is the minimum number of questions of type “x∈H?” (where $H \in\mathcal{H}$ ) needed in the worst case to determine a hidden element x∈[m]. If we receive the answer before asking a new question then we speak of the adaptive complexity, denoted by $\mathrm{c} (\mathcal{H})$ ; if the questions are all fixed beforehand then we speak of the non-adaptive complexity, denoted by $\mathrm{c}_{na} (\mathcal{H})$ . If we are allowed to ask the questions in at most k rounds then we speak of the k-round complexity of $\mathcal{H}$ , denoted by $\mathrm{c}_{k} (\mathcal{H})$ . It is clear that $|\mathcal{H}| \geq\mathrm{c}_{na} (\mathcal{H}) = \mathrm{c}_{1} (\mathcal{H}) \geq\mathrm{c}_{2} (\mathcal{H}) \geq\cdots\geq\mathrm{c}_{m} (\mathcal{H}) = \mathrm{c} (\mathcal{H})$ . A group of problems raised by G.O.H. Katona is to characterize those separating systems for which some of these inequalities are tight. In this paper we are discussing set systems $\mathcal{H}$ with the property $|\mathcal{H}| = \mathrm{c}_{k} (\mathcal{H}) $ for any k≥3. We give a necessary condition for this property by proving a theorem about traces of hypergraphs which also has its own interest.     

Alcuni problemi relativi alle formule di quadratura del tipo di tchebycheff

In this paper we study quadrature formulas of the form $$\int\limits_{ - 1}^1 {(1 - x)^a (1 + x)^\beta f(x)dx = \sum\limits_{i = 0}^{r - 1} {[A_i f^{(i)} ( - 1) + B_i f^{(i)} (1)] + K_n (\alpha ,\beta ;r)\sum\limits_{i = 1}^n {f(x_{n,i} ),} } } $$ (α>?1, β>?1), with realA _i ,B _i ,K _n and real nodesx _n,i in (?1,1), valid for prolynomials of degree ≤2n+2r?1. In the first part we prove that there is validity for polynomials exactly of degree2n+2r?1 if and only if α=β=?1/2 andr=0 orr=1. In the second part we consider the problem of the existence of the formula $$\int\limits_{ - 1}^1 {(1 - x^2 )^{\lambda - {1 \mathord{\left/ {\vphantom {1 2}} \right. \kern-\nulldelimiterspace} 2}} f(x)dx = A_n f( - 1) + B_n f(1) + C\sum\limits_{i = 1}^n {f(x_{n,i} )} }$$ for polynomials of degree ≤n+2. Some numerical results are given when λ=1/2.     

Formule di quadratura «chiuse» di tipo gaussiano: Tabulzione dei nodi e dei coefficienti

The coefficientsA _hi and the nodesx _mi for «closed” Gaussian-type quadrature formulae $$\int\limits_{ - 1}^1 {f(x)dx = \sum\limits_{h = 0}^{2_8 } {\sum\limits_{i = 0}^{m + 1} {A_{hi} f^{(h)} (x_{mi} ) + R\left[ {f(x)} \right]} } } $$ withx _m0 =?1,x _{m, m+1} =1 andR[f(x)]=0 iff(x) is a polinomial of degree at most2m(s+1)+2(2s+1)?1, have been tabulated for the cases: $$\left\{ \begin{gathered} s = 1,2 \hfill \\ m = 2,3,4,5 \hfill \\ \end{gathered} \right.$$ .     

An algorithm for division of powerseries

An algorithm is given to compute a solution (b ₀, ...,b _n) of $$\sum\limits_0^n {a_i t^i } \sum\limits_0^n {b_i t^i } \equiv \sum\limits_0^n {c_i t^i } (t^{n + 1} )$$ froma ₀, ..., a_n, c₀, ..., c_n. It needs less than 7n multiplications, where multiplications with a skalar from an infinite subfield are not counted.     

Problemi al contorno per equazioni del tipoy″=f(x,y) trattati come equazioni integrali con metodi alle differenze finite di elevata accuratezza

This work faces the problem of the numerical treatment on digital computers of boundary value problems of the type: $$y'' = f(x,y); y(a) = A,y(b) = B$$ through the reduction into the equivalent integral equation: $$y(x) = \mathop \smallint \limits_a^b g_K (x,\xi )[K^2 y(\xi ) - f(\xi ,y(\xi ))]d\xi $$ whereg _K (x,ξ) is the Green function associated to the differential operator \(\frac{{d^2 }}{{dx^2 }} - K^2 \) . I have extended to this problem a discrete analogue of higher accuracy introduced in [1] with reference to a boundary value problem analised under a differential point of view: this extention costitutes the original part of the work. The above problem is analysed with reference to the discretization error and the convergence of the discrete analogue solution algorithm; the actnal numerical treatment of a few systems follows.     

On the Exact Complexity of Evaluating Quantified k -CNF

We relate the exponential complexities 2 ^s(k)n of $\textsc {$k$-sat}$ and the exponential complexity $2^{s(\textsc {eval}(\mathrm {\varPi }_{2} 3\textsc {-cnf}))n}$ of $\textsc {eval}(\mathrm {\varPi }_{2} 3\textsc {-cnf})$ (the problem of evaluating quantified formulas of the form $\forall\vec{x} \exists\vec{y} \textsc {F}(\vec {x},\vec{y})$ where F is a 3-cnf in $\vec{x}$ variables and $\vec{y}$ variables) and show that s(∞) (the limit of s(k) as k→∞) is at most $s(\textsc {eval}(\mathrm {\varPi }_{2} 3\textsc {-cnf}))$ . Therefore, if we assume the Strong Exponential-Time Hypothesis, then there is no algorithm for $\textsc {eval}(\mathrm {\varPi }_{2} 3\textsc {-cnf})$ running in time 2 ^cn with c<1. On the other hand, a nontrivial exponential-time algorithm for $\textsc {eval}(\mathrm {\varPi }_{2} 3\textsc {-cnf})$ would provide a $\textsc {$k$-sat}$ solver with better exponent than all current algorithms for sufficiently large k. We also show several syntactic restrictions of the evaluation problem $\textsc {eval}(\mathrm {\varPi }_{2} 3\textsc {-cnf})$ have nontrivial algorithms, and provide strong evidence that the hardest cases of $\textsc {eval}(\mathrm {\varPi }_{2} 3\textsc {-cnf})$ must have a mixture of clauses of two types: one universally quantified literal and two existentially quantified literals, or only existentially quantified literals. Moreover, the hardest cases must have at least n?o(n) universally quantified variables, and hence only o(n) existentially quantified variables. Our proofs involve the construction of efficient minimally unsatisfiable $\textsc {$k$-cnf}$ s and the application of the Sparsification lemma.     

The structure of nonsingular polynomial matrices

LetK be a field and letL ∈ K ^{n × n [z]} be nonsingular. The matrixL can be decomposed as \(L(z) = \hat Q(z)(Rz + S)\hat P(z)\) so that the finite and (suitably defined) infinite elementary divisors ofL are the same as those ofRz + S, and \(\hat Q(z)\) and \(\hat P(z)^T\) are polynomial matrices which have a constant right inverse. If $$Rz + S = \left( {\begin{array}{*{20}c} {zI - A} & 0 \\ 0 & {I - zN} \\ \end{array} } \right)$$ andK is algebraically closed, then the columns of \(\hat Q\) and \(\hat P^T\) consist of eigenvectors and generalized eigenvectors of shift operators associated withL.     

On the variance of gaussian quadrature formulae in the ultraspherical case

For ultraspherical weight functions ω_λ(x)=(1–x²)^λ–1/2, we prove asymptotic bounds and inequalities for the variance Var(Q _n ^G ) of the respective Gaussian quadrature formulae Q _n ^G . A consequence for a large class of more general weight functions ω and the respective Gaussian formulae is the following asymptotic result, $$\mathop {lim}\limits_{n \to \infty } n \cdot Var\left( {Q_n^G } \right) = \pi \int_{ - 1}^1 {\omega ^2 \left( x \right)\sqrt {1 - x^2 } dx.} $$      

One-step splitting methods for semi-discrete parabolic equations

The main purpose of the paper is to discuss splitting methods for parabolic equations via the method of lines. Firstly, we deal with the formulation of these methods for autonomous semi-discrete equations $$\frac{{dy}}{{dt}} = f(y),{\rm E}f{\rm E}non - linear,$$ f satisfying a linear splitting relation \(f(y) = \sum\limits_{i = 1}^k {f_i (y)} \) . A class of one-step integration formulas is defined, which is shown to contain all known splitting methods, provided the functionsf _i are defined appropriately. For a number of methods stability results are given. Secondly, attention is paid to alternating direction methods for problems with an arbitrary non-linear coupling between space derivatives.