On the Riemann-Liouville Fractional q-Integral Operator Involving a Basic Analogue of Fox H-Function

2000 Mathematics Subject Classification: 33D60, 26A33, 33C60

On Generalized Weyl Fractional q-Integral Operator Involving Generalized Basic Hypergeometric Functions

Mathematics Subject Classification: 33D60, 33D90, 26A33

On a Convexity Preserving Integral Operator

MSC 2010: 30C45, 30A20, 34C40

On Sandwich Theorem of Analytic Functions Involving Integral Operator

2000 Mathematics Subject Classification: 30C45

Eigenvalue computations in the context of data-sparse approximations of integral operators

In this work, we consider the numerical solution of a large eigenvalue problem resulting from a finite rank discretization of an integral operator. We are interested in computing a few eigenpairs, with an iterative method, so a matrix representation that allows for fast matrix-vector products is required. Hierarchical matrices are appropriate for this setting, and also provide cheap LU decompositions required in the spectral transformation technique. We illustrate the use of freely available software tools to address the problem, in particular SLEPc for the eigensolvers and HLib for the construction of H-matrices. The numerical tests are performed using an astrophysics application. Results show the benefits of the data-sparse representation compared to standard storage schemes, in terms of computational cost as well as memory requirements.

Error bounds for low-rank approximations of the first exponential integral kernel

A hierarchical matrix is an efficient data-sparse representation of a matrix, especially useful for large dimensional problems. It consists of low-rank subblocks leading to low memory requirements as well as inexpensive computational costs. In this work, we discuss the use of the hierarchical matrix technique in the numerical solution of a large scale eigenvalue problem arising from a finite rank discretization of an integral operator. The operator is of convolution type, it is defined through the first exponential-integral function and, hence, it is weakly singular. We develop analytical expressions for the approximate degenerate kernels and deduce error upper bounds for these approximations. Some computational results illustrating the efficiency and robustness of the approach are presented.

A well-posed integral equation formulation for three-dimensional rough surface scattering

We consider the problem of scattering of time-harmonic acoustic waves by an unbounded sound-soft rough surface. Recently, a Brakhage Werner type integral equation formulation of this problem has been proposed, based on an ansatz as a combined single- and double-layer potential, but replacing the usual fundamental solution of the Helmholtz equation with an appropriate half-space Green's function. Moreover, it has been shown in the three-dimensional case that this integral equation is uniquely solvable in the space L-2 (Gamma) when the scattering surface G does not differ too much from a plane. In this paper, we show that this integral equation is uniquely solvable with no restriction on the surface elevation or slope. Moreover, we construct explicit bounds on the inverse of the associated boundary integral operator, as a function of the wave number, the parameter coupling the single- and double-layer potentials, and the maximum surface slope. These bounds show that the norm of the inverse operator is bounded uniformly in the wave number, kappa, for kappa > 0, if the coupling parameter h is chosen proportional to the wave number. In the case when G is a plane, we show that the choice eta = kappa/2 is nearly optimal in terms of minimizing the condition number.

A new frequency-uniform coercive boundary integral equation for acoustic scattering

A new boundary integral operator is introduced for the solution of the soundsoft acoustic scattering problem, i.e., for the exterior problem for the Helmholtz equation with Dirichlet boundary conditions. We prove that this integral operator is coercive in L2(Γ) (where Γ is the surface of the scatterer) for all Lipschitz star-shaped domains. Moreover, the coercivity is uniform in the wavenumber k = ω/c, where ω is the frequency and c is the speed of sound. The new boundary integral operator, which we call the “star-combined” potential operator, is a slight modification of the standard combined potential operator, and is shown to be as easy to implement as the standard one. Additionally, to the authors' knowledge, it is the only second-kind integral operator for which convergence of the Galerkin method in L2(Γ) is proved without smoothness assumptions on Γ except that it is Lipschitz. The coercivity of the star-combined operator implies frequency-explicit error bounds for the Galerkin method for any approximation space. In particular, these error estimates apply to several hybrid asymptoticnumerical methods developed recently that provide robust approximations in the high-frequency case. The proof of coercivity of the star-combined operator critically relies on an identity first introduced by Morawetz and Ludwig in 1968, supplemented further by more recent harmonic analysis techniques for Lipschitz domains.

Solvability and spectral properties of integral equations on the real line: I. Weighted spaces of continuous functions

We consider in this paper the solvability of linear integral equations on the real line, in operator form (λ−K)φ=ψ, where and K is an integral operator. We impose conditions on the kernel, k, of K which ensure that K is bounded as an operator on . Let Xa denote the weighted space as |s|→∞}. Our first result is that if, additionally, |k(s,t)|⩽κ(s−t), with and κ(s)=O(|s|−b) as |s|→∞, for some b>1, then the spectrum of K is the same on Xa as on X, for 0operators, , which ensure that, if λ≠0 and λφ=Kkφ has only the trivial solution in X, for all k∈W, then, for 0⩽a⩽b, (λ−K)φ=ψ has exactly one solution φ∈Xa for every k∈W and ψ∈Xa. These conditions ensure further that is bounded uniformly in k∈W, for 0⩽a⩽b. As a particular application we consider the case when the kernel takes the form k(s,t)=κ(s−t)z(t), with , , and κ(s)=O(|s|−b) as |s|→∞, for some b>1. As an example where kernels of this latter form occur we discuss a boundary integral equation formulation of an impedance boundary value problem for the Helmholtz equation in a half-plane.

On asymptotic behavior at infinity and the finite section method for integral equations on the half-line

e consider integral equations on the half-line of the form and the finite section approximation to x obtained by replacing the infinite limit of integration by the finite limit β. We establish conditions under which, if the finite section method is stable for the original integral equation (i.e. exists and is uniformly bounded in the space of bounded continuous functions for all sufficiently large β), then it is stable also for a perturbed equation in which the kernel k is replaced by k + h. The class of perturbations allowed includes all compact and some non-compact perturbations of the integral operator. Using this result we study the stability and convergence of the finite section method in the space of continuous functions x for which ()()()=−∫∞dttxt,sk)s(x0()syβxβx()sxsp+1 is bounded. With the additional assumption that ()(tskt,sk−≤ where ()()(),qsomefor,sassOskandRLkq11>+∞→=∈− we show that the finite-section method is stable in the weighted space for ,qp≤≤0 provided it is stable on the space of bounded continuous functions. With these results we establish error bounds in weighted spaces for x - xβ and precise information on the asymptotic behaviour at infinity of x. We consider in particular the case when the integral operator is a perturbation of a Wiener-Hopf operator and illustrate this case with a Wiener-Hopf integral equation arising in acoustics.

Levy stable distributions via associated integral transform

We present a method of generation of exact and explicit forms of one-sided, heavy-tailed Levy stable probability distributions g(alpha)(x), 0 <= x < infinity, 0 < alpha < 1. We demonstrate that the knowledge of one such a distribution g a ( x) suffices to obtain exactly g(alpha)p ( x), p = 2, 3, .... Similarly, from known g(alpha)(x) and g(beta)(x), 0 < alpha, beta < 1, we obtain g(alpha beta)( x). The method is based on the construction of the integral operator, called Levy transform, which implements the above operations. For a rational, alpha = l/k with l < k, we reproduce in this manner many of the recently obtained exact results for g(l/k)(x). This approach can be also recast as an application of the Efros theorem for generalized Laplace convolutions. It relies solely on efficient definite integration. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4709443]

Sharp estimates for eigenvalues of integral operators generated by dot product kernels on the sphere

We obtain explicit formulas for the eigenvalues of integral operators generated by continuous dot product kernels defined on the sphere via the usual gamma function. Using them, we present both, a procedure to describe sharp bounds for the eigenvalues and their asymptotic behavior near 0. We illustrate our results with examples, among them the integral operator generated by a Gaussian kernel. Finally, we sketch complex versions of our results to cover the cases when the sphere sits in a Hermitian space.

An Application of Convolution Integral

MSC 2010: 30C45

Ruin Theory with Excess of Loss Reinsurance and Reinstatements

The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical Cramer-Lundberg risk model, piecewise deterministic Markov processes are used to describe the free surplus process in this more general situation. It is shown that the finite-time ruin probability is both the solution of a partial integro-differential equation and the fixed point of a contractive integral operator. We exploit the latter representation to develop and implement a recursive algorithm for numerical approximation of the ruin probability that involves high-dimensional integration. Furthermore we study the behavior of the finite-time ruin probability under various levels of initial surplus and security loadings and compare the efficiency of the numerical algorithm with the computational alternative of stochastic simulation of the risk process. (C) 2011 Elsevier Inc. All rights reserved.