Factorization method for second order functional equations

We apply general difference calculus in order to obtain solutions to the functional equations of the second order. We show that factorization method can be successfully applied to the functional case. This method is equivariant under the change of variables. Some examples of applications are presented.Comment: 22 pages, examples and new section added, several correction

Solution of heat equation by a novel implicit scheme using block hybrid preconditioning of the conjugate gradient method

The main goal of the study is the approximation of the solution to the Dirichlet boundary value problem (DBVP) of the heat equation on a rectangle by developing a new difference method on a grid system of hexagons. It is proved that the given special scheme is unconditionally stable and converges to the exact solution on the grids with fourth order accuracy in space variables and second order accuracy in time variable. Secondly, an incomplete block factorization is given for symmetric positive definite block tridiagonal (SPD-BT) matrices utilizing a conservative iterative method that approximates the inverse of the pivoting diagonal blocks by preserving the symmetric positive definite property. Subsequently, by using this factorization block hybrid preconditioning of the conjugate gradient (BHP-CG) method is applied to solve the obtained algebraic system of equations at each time level

Factorization method and general second order linear difference equation

This paper addresses an investigation on a factorization method for difference equations. It is proved that some classes of second order linear difference operators, acting in Hilbert spaces, can be factorized using a pair of mutually adjoint first order difference operators. These classes encompass equations of hypergeometic type describing classical orthogonal polynomials of a discrete variable

Wiener-Hopf solution for impenetrable wedges at skew incidence

A new Wiener-Hopf approach for the solution of impenetrable wedges at skew incidence is presented. Mathematical aspects are described in a unified and consistent theory for angular region problems. Solutions are obtained using analytical and numerical-analytical approaches. Several numerical tests from the scientific literature validate the new technique, and new solutions for anisotropic surface impedance wedges are solved at skew incidence. The solutions are presented considering the geometrical and uniform theory of diffraction coefficients, total fields, and possible surface wave contribution

Raising and lowering operators, factorization and differential/difference operators of hypergeometric type

Starting from Rodrigues formula we present a general construction of raising and lowering operators for orthogonal polynomials of continuous and discrete variable on uniform lattice. In order to have these operators mutually adjoint we introduce orthonormal functions with respect to the scalar product of unit weight. Using the Infeld-Hull factorization method, we generate from the raising and lowering operators the second order self-adjoint differential/difference operator of hypergeometric type.Comment: LaTeX, 24 pages, iopart style (late submission

Semiconjugate Factorizations of Higher Order Linear Difference Equations in Rings

We study linear difference equations with variable coefficients in a ring using a new nonlinear method. In a ring with identity, if the homogeneous part of the linear equation has a solution in the unit group of the ring (i.e., a unitary solution) then we show that the equation decomposes into two linear equations of lower orders. This decomposition, known as a semiconjugate factorization in the nonlinear theory, generalizes the classical operator factorization in the linear context. Sequences of ratios of consecutive terms of a unitary solution are used to obtain the semiconjugate factorization. Such sequences, known as eigensequences are well-suited to variable coefficients; for instance, they provide a natural context for the expression of the classical Poincar\'{e}-Perron Theorem. We discuss some applications to linear difference equations with periodic coefficients and also derive formulas for the general solutions of linear functional recurrences satisfied by the classical special functions such as the modified Bessel and Chebyshev.Comment: Application of nonlinear semiconjugate factorization theory to linear difference equations with variable coefficients in rings; 29 pages, containing the main theory and more than 8 examples worked out in detai

Adaptive high-order splitting schemes for large-scale differential Riccati equations

We consider high-order splitting schemes for large-scale differential Riccati equations. Such equations arise in many different areas and are especially important within the field of optimal control. In the large-scale case, it is critical to employ structural properties of the matrix-valued solution, or the computational cost and storage requirements become infeasible. Our main contribution is therefore to formulate these high-order splitting schemes in a efficient way by utilizing a low-rank factorization. Previous results indicated that this was impossible for methods of order higher than 2, but our new approach overcomes these difficulties. In addition, we demonstrate that the proposed methods contain natural embedded error estimates. These may be used e.g. for time step adaptivity, and our numerical experiments in this direction show promising results.Comment: 23 pages, 7 figure