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Carlo Garoni · Stefano Serra-Capizzano

Generalized
Locally Toeplitz
Sequences:
Theory and
Applications
Volume II
Generalized Locally Toeplitz Sequences:
Theory and Applications
Carlo Garoni Stefano Serra-Capizzano
•

Generalized Locally Toeplitz

Sequences: Theory
and Applications
Volume II

123
Carlo Garoni Stefano Serra-Capizzano
Department of Science Department of Science
and High Technology and High Technology
University of Insubria University of Insubria
Como, Italy Como, Italy

ISBN 978-3-030-02232-7 ISBN 978-3-030-02233-4 (eBook)

https://doi.org/10.1007/978-3-030-02233-4

This book has been realized with the financial support of the Italian INdAM (Istituto Nazionale di Alta
Matematica) and the European “Marie-Curie Actions” Programme through the Grant PCOFUND-GA-
2012-600198.

Library of Congress Control Number: 2018958367

Mathematics Subject Classification (2010): 15B05, 65N06, 65N25, 65N30, 65N35, 47B06, 35P20,
15A18, 15A60, 15A69

© Springer Nature Switzerland AG 2018

This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part
of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations,
recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission
or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar
methodology now known or hereafter developed.
The use of general descriptive names, registered names, trademarks, service marks, etc. in this
publication does not imply, even in the absence of a specific statement, that such names are exempt from
the relevant protective laws and regulations and therefore free for general use.
The publisher, the authors and the editors are safe to assume that the advice and information in this
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Preface

Sequences of matrices with increasing size naturally arise in several contexts and
especially in the discretization of continuous problems, such as integral and dif-
ferential equations. The theory of generalized locally Toeplitz (GLT) sequences was
developed in order to compute/analyze the asymptotic spectral distribution of these
sequences of matrices, which in many cases turn out to be GLT sequences.
In the first volume [22], we presented the theory of univariate/unilevel GLT
sequences, which arise in the discretization of unidimensional integral and differ-
ential equations; this is the reason why the first volume addressed only unidi-
mensional applications. In this second volume, we present the theory of
multivariate/multilevel GLT sequences, which arise in the discretization of multi-
dimensional integral and differential equations. The focus here is accordingly on
multidimensional applications, especially partial differential equations (PDEs).
It is important to emphasize that the extension from the univariate case addressed
in [22] to the multivariate case addressed here, despite being fundamental for the
applications as it allows one to face concrete PDEs, is essentially a technical matter
whose purpose is to illustrate the appropriate generalization of ideas already pre-
sented in [22]. The fact that all the main “GLT ideas” have been covered in [22]
makes it an essential prerequisite to this book. In particular, apart from (almost)
obvious adaptations, several “multivariate proofs” are the same as their corre-
sponding “univariate versions” from [22]. We have therefore been tempted to omit
them here so as to shorten the book, but ultimately we did not opt for this solution
in order to help the reader gain familiarity with the multivariate language (espe-
cially the multi-index notation).
The book is conceptually divided into two parts. The first part (Chaps. 1–5)
covers the theory of multilevel GLT sequences, which is finally summarized in
Chap. 6. The second part (Chap. 7) is devoted to PDE applications.
The book is intended for use as a text for graduate or advanced undergraduate
courses. It should also be useful as a reference for researchers working in the fields
of linear and multilinear algebra, numerical analysis, and matrix analysis. Given its
analytic spirit, it could also be of interest to analysts, particularly those working in
the fields of measure and operator theory.

v
vi Preface

As already pointed out, the first volume [22] is an essential prerequisite to this
second volume. It also provides detailed motivations to the theory of GLT
sequences [22, pp. 1–3] which will not be repeated here for the sake of conciseness.
In addition to [22], a basic knowledge of multidimensional integro-differential
calculus (partial derivatives, multiple integrals, etc.) is required.
Assuming the reader possesses the necessary prerequisites, most of which, if not
already addressed in [22], will be tackled in Chap. 2, there exists a way of reading
this book that allows one to omit essentially all the mathematical details/
technicalities without losing the core. This is probably “the best way of reading” for
those who love practice more than theory, but it is also advisable for theorists, who
can recover the missing details afterward. It consists in reading carefully the
summary of the theory in Chap. 6 and the applications in Chap. 7.
To conclude, we wish to express our gratitude to Bruno Iannazzo, Carla Manni,
and Hendrik Speleers, who awakened the interest in the theory of GLT sequences
and ultimately inspired the writing of this book. We also wish to thank all
of our colleagues who have worked in the field of “Toeplitz matrices and spectral
distributions” and contributed to laying the foundations of the theory of GLT
sequences. We mention in particular Bernhard Beckermann, Albrecht Böttcher,
Fabio Di Benedetto, Marco Donatelli, Leonid Golinskii, Sergei Grudsky,
Arno Kuijlaars, Maya Neytcheva, Debora Sesana, Bernd Silbermann, Paolo Tilli,
Eugene Tyrtyshnikov, and Nickolai Zamarashkin. Finally, special thanks go to
those researchers who, possibly attracted by the first volume [22], decided to
enter the research field of GLT sequences. We mention in particular
Giovanni Barbarino from Scuola Normale Superiore (Pisa, Italy), Davide Bianchi
and Isabella Furci from University of Insubria (Como, Italy), Ali Dorostkar and
Sven-Erik Ekström from Uppsala University (Uppsala, Sweden), Mariarosa Mazza
and Ahmed Ratnani from the Max Planck Institute for Plasma Physics
(Munich, Germany). Several of their contributions will certainly appear in a future
edition of both volumes I and II.

Based on their research experience, the authors propose a reference textbook in

two volumes on the theory of generalized locally Toeplitz sequences and their
applications. The first volume focuses on the univariate version of the theory and
the related applications in the unidimensional setting, while this second volume,
which addresses the multivariate case, is mainly devoted to concrete PDE
applications.

Como, Italy Carlo Garoni

August 2018 Stefano Serra-Capizzano
Contents

1 Notes to the Reader . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

2 Mathematical Background . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2.1 Notation and Terminology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2.1.1 General Notation and Terminology . . . . . . . . . . . . . . . . . . 3
2.1.2 Multi-index Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.1.3 Multilevel Matrix-Sequences . . . . . . . . . . . . . . . . . . . . . . 12
2.2 Multivariate Trigonometric Polynomials . . . . . . . . . . . . . . . . . . . . 12
2.3 Multivariate Riemann-Integrable Functions . . . . . . . . . . . . . . . . . . 16
2.4 Matrix Norms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.5 Tensor Products and Direct Sums . . . . . . . . . . . . . . . . . . . . . . . . 18
2.6 Singular Value and Eigenvalue Distribution of a Sequence
of Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... 24
2.6.1 The Notion of Singular Value and Eigenvalue
Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... 24
2.6.2 Clustering and Attraction . . . . . . . . . . . . . . . . . . . ...... 26
2.6.3 Zero-Distributed Sequences . . . . . . . . . . . . . . . . . ...... 27
2.6.4 Sparsely Unbounded and Sparsely Vanishing
Sequences of Matrices . . . . . . . . . . . . . . . . . . . . . ...... 28
2.6.5 Spectral Distribution of Sequences of Perturbed
Hermitian Matrices . . . . . . . . . . . . . . . . . . . . . . . ...... 30
2.7 Approximating Classes of Sequences . . . . . . . . . . . . . . . . ...... 31
2.7.1 Definition of a.c.s. and a.c.s. Topology . . . . . . . . . ...... 31
2.7.2 The a.c.s. Tools for Computing Singular Value
and Spectral Distributions . . . . . . . . . . . . . . . . . . . . . . . . 33
2.7.3 The a.c.s. Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
2.7.4 Some Criteria to Identify a.c.s. . . . . . . . . . . . . . . . . . . . . . 35
2.7.5 An Extension of the Concept of a.c.s. . . . . . . . . . . . . . . . . 36

vii
viii Contents

3 Multilevel Toeplitz Sequences . . . . . . . . . . . . . . . . . . . . . ......... 39

3.1 Multilevel Toeplitz Matrices and Multilevel Toeplitz
Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
3.2 Basic Properties of Multilevel Toeplitz Matrices . . . . . . . . . . . . . . 42
3.3 Schatten p-Norms of Multilevel Toeplitz Matrices . . . . . . . . . . . . 46
3.4 Multilevel Circulant Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
3.5 Singular Value and Spectral Distribution of Multilevel
Toeplitz Sequences: An a.c.s.-Based Proof . . . . . . . . . ......... 55
3.6 Extreme Eigenvalues of Hermitian Multilevel Toeplitz
Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ......... 58
4 Multilevel Locally Toeplitz Sequences . . . . . . . . . . . . . . . . . . . . . . . . 61
4.1 Multilevel LT Operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
4.1.1 Definition of Multilevel LT Operator . . . . . . . . . . . . . . . . 62
4.1.2 Properties of the Multilevel LT Operator . . . . . . . . . . . . . . 67
4.2 Definition of Multilevel LT and sLT Sequences . . . . . . . . . . . . . . 72
4.3 Fundamental Examples of Multilevel LT Sequences . . . . . . . . . . . 72
4.3.1 Zero-Distributed Sequences . . . . . . . . . . . . . . . . . . . . . . . 73
4.3.2 Sequences of Multilevel Diagonal Sampling Matrices . . . . 73
4.3.3 Multilevel Toeplitz Sequences . . . . . . . . . . . . . . . . . . . . . 79
4.4 Singular Value and Spectral Distribution of a Finite Sum
of Multilevel LT Sequences . . . . . . . . . . . . . . . . . . . . . . . . .... 82
4.5 Algebraic Properties of Multilevel LT Sequences . . . . . . . . . .... 85
4.6 Characterizations of Multilevel LT Sequences . . . . . . . . . . . .... 86
5 Multilevel Generalized Locally Toeplitz Sequences . . . . . . . . . . .... 91
5.1 Equivalent Definitions of Multilevel GLT Sequences . . . . . . .... 91
5.2 Singular Value and Spectral Distribution of Multilevel GLT
Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
5.3 Approximation Results for Multilevel GLT Sequences . . . . . . . . . 95
5.3.1 Characterizations of Multilevel GLT Sequences . . . . . . . . . 99
5.3.2 Sequences of Multilevel Diagonal Sampling Matrices . . . . 100
5.4 The Multilevel GLT Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
5.5 Algebraic-Topological Definitions of Multilevel GLT
Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
6 Summary of the Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
7 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
7.1 Auxiliary Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
7.1.1 Multilevel GLT Preconditioning . . . . . . . . . . . . . . . . . . . . 121
7.1.2 Multilevel Arrow-Shaped Sampling Matrices . . . . . . . . . . . 122
7.2 Applications to PDE Discretizations: An Introduction . . . . . . . . . . 124
7.3 FD Discretization of Convection-Diffusion-Reaction PDEs . . . . . . 127
7.4 FE Discretization of Convection-Diffusion-Reaction PDEs . . . . . . 136
Contents ix

7.5 B-Spline IgA Collocation Discretization

of Convection-Diffusion-Reaction PDEs . . . . . . . . . . . . . . . . . . . . 146
7.6 Galerkin B-Spline IgA Discretization
of Convection-Diffusion-Reaction PDEs . . . . . . . . . . . . . . . . . . . . 160
7.7 Galerkin B-Spline IgA Discretization of Second-Order
Eigenvalue Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174
8 Future Developments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 187
About the Authors

Dr. Carlo Garoni graduated in Mathematics at the University of Insubria (Italy) in

2011 and received his Ph.D. in Mathematics at the same university in 2015. He has
pursued research at the Universities of Insubria and Rome “Tor Vergata,” and he
now has a Marie-Curie postdoctoral position at the USI University of Lugano
(Switzerland). He has published about 25 research papers in different areas of
Mathematics, most of which are connected with the theory of GLT sequences and
its applications.

Prof. Stefano Serra-Capizzano is a Full Professor of Numerical Analysis, Deputy

Rector of the University of Insubria (Italy), and a long-term Visiting Professor at
Uppsala University (Sweden). He has authored over 200 research papers in different
areas of Mathematics, with more than 90 collaborators all over the world, and he
has recently won a Prodi Chair Professorship in Nonlinear Analysis at Würzburg
University (Germany). He is the founder of the Ph.D. program “Mathematics of
Computation” at the University of Insubria’s Department of Science and High
Technology.

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