Hierarchical Schur complement preconditioner for the stochastic Galerkin finite element methods

Use of the stochastic Galerkin finite element methods leads to large systems of linear equations obtained by the discretization of tensor product solution spaces along their spatial and stochastic dimensions. These systems are typically solved iteratively by a Krylov subspace method. We propose a preconditioner which takes an advantage of the recursive hierarchy in the structure of the global matrices. In particular, the matrices posses a recursive hierarchical two-by-two structure, with one of the submatrices block diagonal. Each one of the diagonal blocks in this submatrix is closely related to the deterministic mean-value problem, and the action of its inverse is in the implementation approximated by inner loops of Krylov iterations. Thus our hierarchical Schur complement preconditioner combines, on each level in the approximation of the hierarchical structure of the global matrix, the idea of Schur complement with loops for a number of mutually independent inner Krylov iterations, and several matrix-vector multiplications for the off-diagonal blocks. Neither the global matrix, nor the matrix of the preconditioner need to be formed explicitly. The ingredients include only the number of stiffness matrices from the truncated Karhunen-Lo\`{e}ve expansion and a good preconditioned for the mean-value deterministic problem. We provide a condition number bound for a model elliptic problem and the performance of the method is illustrated by numerical experiments.Comment: 15 pages, 2 figures, 9 tables, (updated numerical experiments

Resolvent estimates for operators belonging to exponential classes

For $a,\alpha>0$ let $E(a,\alpha)$ be the set of all compact operators $A$ on a separable Hilbert space such that $s_n(A)=O(\exp(-an^\alpha))$, where $s_n(A)$ denotes the $n$-th singular number of $A$. We provide upper bounds for the norm of the resolvent $(zI-A)^{-1}$ of $A$ in terms of a quantity describing the departure from normality of $A$ and the distance of $z$ to the spectrum of $A$. As a consequence we obtain upper bounds for the Hausdorff distance of the spectra of two operators in $E(a,\alpha)$.Comment: AMS-LaTeX, 20 page

Holographic three-point functions of giant gravitons

Working within the AdS/CFT correspondence we calculate the three-point function of two giant gravitons and one pointlike graviton using methods of semiclassical string theory and considering both the case where the giant gravitons wrap an S^3 in S^5 and the case where the giant gravitons wrap an S^3 in AdS_5. We likewise calculate the correlation function in N=4 SYM using two Schur polynomials and a single trace chiral primary. We find that the gauge and string theory results have structural similarities but do not match perfectly, and interpret this in terms of the Schur polynomials' inability to interpolate between dual giant and pointlike gravitons.Comment: 21 page

An Interesting Class of Operators with unusual Schatten-von Neumann behavior

We consider the class of integral operators Q_\f on $L^2(\R_+)$ of the form (Q_\f f)(x)=\int_0^\be\f (\max\{x,y\})f(y)dy. We discuss necessary and sufficient conditions on $\phi$ to insure that $Q_{\phi}$ is bounded, compact, or in the Schatten-von Neumann class \bS_p, $1<p<\infty$. We also give necessary and sufficient conditions for $Q_{\phi}$ to be a finite rank operator. However, there is a kind of cut-off at $p=1$, and for membership in \bS_{p}, $0<p\leq1$, the situation is more complicated. Although we give various necessary conditions and sufficient conditions relating to Q_{\phi}\in\bS_{p} in that range, we do not have necessary and sufficient conditions. In the most important case $p=1$, we have a necessary condition and a sufficient condition, using $L^1$ and $L^2$ modulus of continuity, respectively, with a rather small gap in between. A second cut-off occurs at $p=1/2$: if \f is sufficiently smooth and decays reasonably fast, then \qf belongs to the weak Schatten-von Neumann class \wS{1/2}, but never to \bS_{1/2} unless \f=0. We also obtain results for related families of operators acting on $L^2(\R)$ and $\ell^2(\Z)$. We further study operations acting on bounded linear operators on $L^{2}(\R^{+})$ related to the class of operators Q_\f. In particular we study Schur multipliers given by functions of the form $\phi(\max\{x,y\})$ and we study properties of the averaging projection (Hilbert-Schmidt projection) onto the operators of the form Q_\f.Comment: 87 page