Positive trigonometric polynomials for strong stability of difference equations

We follow a polynomial approach to analyse strong stability of linear difference equations with rationally independent delays. Upon application of the Hermite stability criterion on the discrete-time homogeneous characteristic polynomial, assessing strong stability amounts to deciding positive definiteness of a multivariate trigonometric polynomial matrix. This latter problem is addressed with a converging hierarchy of linear matrix inequalities (LMIs). Numerical experiments indicate that certificates of strong stability can be obtained at a reasonable computational cost for state dimension and number of delays not exceeding 4 or 5

Discontinuous Galerkin finite element methods for time-dependent Hamilton--Jacobi--Bellman equations with Cordes coefficients

We propose and analyse a fully-discrete discontinuous Galerkin time-stepping method for parabolic Hamilton--Jacobi--Bellman equations with Cordes coefficients. The method is consistent and unconditionally stable on rather general unstructured meshes and time-partitions. Error bounds are obtained for both rough and regular solutions, and it is shown that for sufficiently smooth solutions, the method is arbitrarily high-order with optimal convergence rates with respect to the mesh size, time-interval length and temporal polynomial degree, and possibly suboptimal by an order and a half in the spatial polynomial degree. Numerical experiments on problems with strongly anisotropic diffusion coefficients and early-time singularities demonstrate the accuracy and computational efficiency of the method, with exponential convergence rates under combined $hp$- and $\tau q$-refinement.Comment: 40 pages, 3 figures, submitted; extended version with supporting appendi

Metastable energy strata in numerical discretizations of weakly nonlinear wave equations

The quadratic nonlinear wave equation on a one-dimensional torus with small initial values located in a single Fourier mode is considered. In this situation, the formation of metastable energy strata has recently been described and their long-time stability has been shown. The topic of the present paper is the correct reproduction of these metastable energy strata by a numerical method. For symplectic trigonometric integrators applied to the equation, it is shown that these energy strata are reproduced even on long time intervals in a qualitatively correct way.Comment: 28 pages, 9 figure

Super-Resolution of Positive Sources: the Discrete Setup

In single-molecule microscopy it is necessary to locate with high precision point sources from noisy observations of the spectrum of the signal at frequencies capped by $f_c$, which is just about the frequency of natural light. This paper rigorously establishes that this super-resolution problem can be solved via linear programming in a stable manner. We prove that the quality of the reconstruction crucially depends on the Rayleigh regularity of the support of the signal; that is, on the maximum number of sources that can occur within a square of side length about $1/f_c$. The theoretical performance guarantee is complemented with a converse result showing that our simple convex program convex is nearly optimal. Finally, numerical experiments illustrate our methods.Comment: 31 page, 7 figure

A Levinson-Galerkin algorithm for regularized trigonometric approximation

Trigonometric polynomials are widely used for the approximation of a smooth function $f$ from a set of nonuniformly spaced samples $\{f(x_j)\}_{j=0}^{N-1}$. If the samples are perturbed by noise, controlling the smoothness of the trigonometric approximation becomes an essential issue to avoid overfitting and underfitting of the data. Using the polynomial degree as regularization parameter we derive a multi-level algorithm that iteratively adapts to the least squares solution of optimal smoothness. The proposed algorithm computes the solution in at most $\cal{O}(NM + M^2)$ operations ($M$ being the polynomial degree of the approximation) by solving a family of nested Toeplitz systems. It is shown how the presented method can be extended to multivariate trigonometric approximation. We demonstrate the performance of the algorithm by applying it in echocardiography to the recovery of the boundary of the Left Ventricle

Equilibria of `Discrete' Integrable Systems and Deformations of Classical Orthogonal Polynomials

The Ruijsenaars-Schneider systems are `discrete' version of the Calogero-Moser (C-M) systems in the sense that the momentum operator p appears in the Hamiltonians as a polynomial in e^{\pm\beta' p} (\beta' is a deformation parameter) instead of an ordinary polynomial in p in the hierarchies of C-M systems. We determine the polynomials describing the equilibrium positions of the rational and trigonometric Ruijsenaars-Schneider systems based on classical root systems. These are deformation of the classical orthogonal polynomials, the Hermite, Laguerre and Jacobi polynomials which describe the equilibrium positions of the corresponding Calogero and Sutherland systems. The orthogonality of the original polynomials is inherited by the deformed ones which satisfy three-term recurrence and certain functional equations. The latter reduce to the celebrated second order differential equations satisfied by the classical orthogonal polynomials.Comment: 45 pages. A few typos in section 6 are correcte

Secular dynamics of a planar model of the Sun-Jupiter-Saturn-Uranus system; effective stability into the light of Kolmogorov and Nekhoroshev theories

We investigate the long-time stability of the Sun-Jupiter-Saturn-Uranus system by considering a planar secular model, that can be regarded as a major refinement of the approach first introduced by Lagrange. Indeed, concerning the planetary orbital revolutions, we improve the classical circular approximation by replacing it with a solution that is invariant up to order two in the masses; therefore, we investigate the stability of the secular system for rather small values of the eccentricities. First, we explicitly construct a Kolmogorov normal form, so as to find an invariant KAM torus which approximates very well the secular orbits. Finally, we adapt the approach that is at basis of the analytic part of the Nekhoroshev's theorem, so as to show that there is a neighborhood of that torus for which the estimated stability time is larger than the lifetime of the Solar System. The size of such a neighborhood, compared with the uncertainties of the astronomical observations, is about ten times smaller.Comment: 31 pages, 2 figures. arXiv admin note: text overlap with arXiv:1010.260