Green's functions for multiply connected domains via conformal mapping

A method is described for the computation of the Green's function in the complex plane corresponding to a set of K symmetrically placed polygons along the real axis. An important special case is a set of K real intervals. The method is based on a Schwarz-Christoffel conformal map of the part of the upper half-plane exterior to the problem domain onto a semi-infinite strip whose end contains K-1 slits. From the Green's function one can obtain a great deal of information about polynomial approximations, with applications in digital filters and matrix iteration. By making the end of the strip jagged, the method can be generalised to weighted Green's functions and weighted approximations

A Numerical Analyst Looks at the "Cutoff Phenomenon" in Card Shuffling and Other Markov Chains

Diaconis and others have shown that certain Markov chains exhibit a "cutoff phenomenon" in which, after an initial period of seemingly little progress, convergence to the steady state occurs suddenly. Since Markov chains are just powers of matrices, how can such effects be explained in the language of applied linear algebra? We attempt to do this, focusing on two examples: random walk on a hypercube, which is essentially the same as the problem of Ehrenfest urns, and the celebrated case of riffle shuffling of a deck of cards. As is typical with transient phenomena in matrix processes, the reason for the cutoff is not readily apparent from an examination of eigenvalues or eigenvectors, but it is reflected strongly in pseudosprectra - provided they are measured in the 1-norm, not the 2-norm. We illustrate and explain the cutoff phenomenon with Matlab computations based in part on a new explicit formula for the entries of the $n \times n$ "riffle shuffle matrix", and note that while the normwise cutoff may occur at one point, such as $\frac{3}{2} \log_{2} n$ for the riffle shuffle, weak convergence may occur at an equally precise earlier point such as $\log_{2} n$

A Study of Multigrid Preconditioners Using Eigensystem Analysis

The convergence properties of numerical schemes for partial differential equations are studied by examining the eigensystem of the discrete operator. This method of analysis is very general, and allows the effects of boundary conditions and grid nonuniformities to be examined directly. Algorithms for the Laplace equation and a two equation model hyperbolic system are examined