6,414 research outputs found
A de Montessus Type Convergence Study for a Vector-Valued Rational Interpolation Procedure of Epsilon Class
In a series of recent publications of the author, three interpolation
procedures, denoted IMPE, IMMPE, and ITEA, were proposed for vector-valued
functions , where F : \C \to\C^N, and their algebraic properties were
studied. The convergence studies of two of the methods, namely, IMPE and IMMPE,
were also carried out as these methods are being applied to meromorphic
functions with simple poles, and de Montessus and K\"{o}nig type theorems for
them were proved. In the present work, we concentrate on ITEA. We study its
convergence properties as it is applied to meromorphic functions with simple
poles, and prove de Montessus and K\"{o}nig type theorems analogous to those
obtained for IMPE and IMMPE
SVD-MPE: An SVD-Based Vector Extrapolation Method of Polynomial Type
An important problem that arises in different areas of science and
engineering is that of computing the limits of sequences of vectors
\{\xx_m\}, where \xx_m\in \C^N, being very large. Such sequences arise,
for example, in the solution of systems of linear or nonlinear equations by
fixed-point iterative methods, and \lim_{m\to\infty}\xx_m are simply the
required solutions. In most cases of interest, however, these sequences
converge to their limits extremely slowly. One practical way to make the
sequences \{\xx_m\} converge more quickly is to apply to them vector
extrapolation methods. Two types of methods exist in the literature: polynomial
type methods and epsilon algorithms. In most applications, the polynomial type
methods have proved to be superior convergence accelerators. Three polynomial
type methods are known, and these are the {minimal polynomial extrapolation}
(MPE), the {reduced rank extrapolation} (RRE), and the {modified minimal
polynomial extrapolation} (MMPE). In this work, we develop yet another
polynomial type method, which is based on the singular value decomposition, as
well as the ideas that lead to MPE. We denote this new method by SVD-MPE. We
also design a numerically stable algorithm for its implementation, whose
computational cost and storage requirements are minimal. Finally, we illustrate
the use of {SVD-MPE} with
numerical examples
A Further Property of Functions in Class
We say that a function belongs to the set if
it has an asymptotic expansion of the form as , which can be
differentiated term by term infinitely many times. A function is in the
class if it satisfies a linear homogeneous differential
equation of the form , with , being integers satisfying . These functions have
been shown to have many interesting properties, and their integrals
, whether convergent or divergent, can be evaluated
very efficiently via the Levin--Sidi -transformation. (In case of
divergence, they are defined in some summability sense, such as Abel
summability or Hadamard finite part or a mixture of these two.) In this note,
we show that if is in , then so is , where for all large and ,
being a positive integer. This enlarges the scope of the
-transformation considerably to include functions of complicated
arguments. We demonstrate the validity of our result with an application of the
transformation to two integrals and , for some
and
Acceleration of Convergence of Some Infinite Sequences Whose Asymptotic Expansions Involve Fractional Powers of
In this paper, we deal with the acceleration of the convergence of infinite
series , when the terms are in general complex and
have asymptotic expansions that can be expressed in the form where is the gamma
function, is an arbitrary integer, is
a polynomial of degree at most in , is an arbitrary integer,
and is an arbitrary complex number. This can be achieved effectively
by applying the transformation of the author to the sequence
of the partial sums ,
We give a detailed review of the properties of such series and of the
transformation and the recursive W-algorithm that implements
it. We illustrate with several numerical examples of varying nature the
remarkable performance of this transformation on both convergent and divergent
series. We also show that the transformation can be used
efficiently to accelerate the convergence of some infinite products of the form
, where and illustrate this with numerical examples. We put special
emphasis on the issue of numerical stability, we show how to monitor stability,
or lack thereof, numerically, and discuss how it can be achieved/improved in
suitable ways
A New Algorithm for the Higher-Order -Transformation
Let the scalars be defined via the linear equations
Here the and are known and the are additional
unknowns, and the quantities of interest are the . This problem
arises, for example, when one computes infinite-range integrals by the
higher-order -transformation of Gray, Atchison, and McWilliams. One
efficient procedure for computing the is the rs-algorithm of Pye
and Atchison. In the present work, we develop yet another procedure that
combines the FS-algorithm of Ford and Sidi and the qd-algorithm of Rutishauser,
and we denote it the FS/qd-algorithm. We show that the FS/qd-algorithm has a
smaller operation count than the rs-algorithm. We also show that the FS/qd
algorithm can also be used to implement the transformation of Shanks, and
compares very favorably with the -algorithm of Wynn that is
normally used for this purpose
Minimal Polynomial and Reduced Rank Extrapolation Methods Are Related
Minimal Polynomial Extrapolation (MPE) and Reduced Rank Extrapolation (RRE)
are two polynomial methods used for accelerating the convergence of sequences
of vectors . They are applied successfully in conjunction with
fixed-point iterative schemes in the solution of large and sparse systems of
linear and nonlinear equations in different disciplines of science and
engineering. Both methods produce approximations to the limit or
antilimit of that are of the form
with , for some scalars . The way the two
methods are derived suggests that they might, somehow, be related to each
other; this has not been explored so far, however. In this work, we tackle this
issue and show that the vectors and
produced by the two methods are related in more than one way, and independently
of the way the are generated. One of our results states that RRE
stagnates, in the sense that , if and
only if does not exist. Another result states that, when
exists, there holds for some positive scalars , ,
and that depend only on , , and
, respectively. Our results are valid when MPE and RRE are
defined in any weighted inner product and the norm induced by it. They also
contain as special cases the known results pertaining to the connection between
the method of Arnoldi and the method of generalized minimal residuals, two
important Krylov subspace methods for solving nonsingular linear systems
Screened Potential of a Moving Meson In a Quark Gluon plasma
We consider the quark antiquark potential of a quarkonium moving with
velocity through a quark-gluon plasma at temperature T. An explicit,
configuration-space expression is found for the screened interaction between
the quarks constituting the meson. This potential is non-spherical, but axially
symmetric about the direction of .Comment: 3 page
On a Vectorized Version of a Generalized Richardson Extrapolation Process
Let \{\xx_m\} be a vector sequence that satisfies \xx_m\sim
\sss+\sum^\infty_{i=1}\alpha_i \gg_i(m)\quad\text{as $m\to\infty$}, \sss
being the limit or antilimit of \{\xx_m\} and
being an asymptotic scale as , in the sense that
The vector sequences ,
are known, as well as \{\xx_m\}. In this work, we analyze the
convergence and convergence acceleration properties of a vectorized version of
the generalized Richardson extrapolation process that is defined via the
equations
\sum^k_{i=1}\braket{\yy,\Delta\gg_{i}(m)}\widetilde{\alpha}_i=\braket{\yy,\Delta\xx_m},\quad
n\leq m\leq n+k-1;\quad
\sss_{n,k}=\xx_n+\sum^k_{i=1}\widetilde{\alpha}_i\gg_{i}(n), \sss_{n,k}
being the approximation to \sss. Here \yy is some nonzero vector,
is an inner product, such that
\braket{\alpha\aaa,\beta\bb}=\bar{\alpha}\beta\braket{\aaa,\bb}, and
\Delta\xx_m=\xx_{m+1}-~\xx_m and . By
imposing a minimal number of reasonable additional conditions on the
, we show that the error \sss_{n,k}-\sss has a full asymptotic
expansion as . We also show that actual convergence acceleration
takes place and we provide a complete classification of it
Dissociation of a Boosted Quarkonium in Quark Gluon Plasma
I consider the dissociation of a boosted quarkonium in a quark-gluon plasma.
This dissociation is due to absorption of a thermal gluon. I discuss the
dissociation in terms of the velocity of the quarkonium and the temperature of
the quark-gluon plasma. I compare this dissociation rate to the one calculated
without including the velocity of the quarkonium.Comment: 4 page
From moment explosion to the asymptotic behavior of the cumulative distribution for a random variable
We study the Tauberian relations between the moment generating function (MGF)
and the complementary cumulative distribution function of a random variable
whose MGF is finite only on part of the real line. We relate the right tail
behavior of the cumulative distribution function of such a random variable to
the behavior of its MGF near the critical moment. We apply our results to an
arbitrary superposition of a CIR process and the time-integral of this process
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