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Article
Publication date: 2 March 2012

G. Mora, G. Mora‐Porta and J.M. Sepulcre

This paper aims to introduce a new class of entire functions whose zeros (zk)k≥1 satisfy ∑k=1Im zk=O(1).

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Abstract

Purpose

This paper aims to introduce a new class of entire functions whose zeros (zk)k≥1 satisfy ∑k=1Im zk=O(1).

Design/methodology/approach

This is done by means of a Ritt's formula which is used to prove that every partial sum of the Riemann Zeta function, ζn(z):=∑k=1n1/kz, n≥2, has zeros (snk)k≥1 verifying ∑k=1Re snk=O(1) and extending this property to a large class of entire functions denoted by AO.

Findings

It is found that this new class AO has a part in common with the class A introduced by Levin but is distinct from it. It is shown that, in particular, AO contains every partial sum of the Riemann Zeta function ζn(iz) and every finite truncation of the alternating Dirichlet series expansion of the Riemann zeta function, Tn(iz):=∑k=1n(−1)k−1/kiz, for all n≥2.

Practical implications

With the exception of the n=2 case, numerical experiences show that all zeros of ζn(z) and Tn(z) are not symmetrically distributed around the imaginary axis. However, the fact consisting of every function ζn(iz) and Tn(iz) to be in the class AO implies the existence of a very precise physical equilibrium between the zeros situated on the left half‐plane and the zeros situated on the right half‐plane of each function. This is a relevant fact and it points out that there is certain internal rule that distributes the zeros of ζn(z) and Tn(z) in such a way that few zeros on the left of the imaginary axis and far away from it, must be compensated with a lot of zeros on the right of the imaginary axis and close to it, and vice versa.

Originality/value

The paper presents an original class of entire functions that provides a new point of view to study the approximants and the alternating Dirichlet truncations of the Riemann zeta function.

Article
Publication date: 19 July 2019

Swati Yadav, Rajesh K. Pandey, Anil K. Shukla and Kamlesh Kumar

This paper aims to present a high-order scheme to approximate generalized derivative of Caputo type for μ ∈ (0,1). The scheme is used to find the numerical solution of generalized…

Abstract

Purpose

This paper aims to present a high-order scheme to approximate generalized derivative of Caputo type for μ ∈ (0,1). The scheme is used to find the numerical solution of generalized fractional advection-diffusion equation define in terms of the generalized derivative.

Design/methodology/approach

The Taylor expansion and the finite difference method are used for achieving the high order of convergence which is numerically demonstrated. The stability of the scheme is proved with the help of Von Neumann analysis.

Findings

Generalization of fractional derivatives using scale function and weight function is useful in modeling of many complex phenomena occurring in particle transportation. The numerical scheme provided in this paper enlarges the possibility of solving such problems.

Originality/value

The Taylor expansion has not been used before for the approximation of generalized derivative. The order of convergence obtained in solving generalized fractional advection-diffusion equation using the proposed scheme is higher than that of the schemes introduced earlier.

Details

International Journal of Numerical Methods for Heat & Fluid Flow, vol. 29 no. 9
Type: Research Article
ISSN: 0961-5539

Keywords

Book part
Publication date: 15 April 2020

Jianning Kong, Peter C. B. Phillips and Donggyu Sul

Measurement of diminishing or divergent cross section dispersion in a panel plays an important role in the assessment of convergence or divergence over time in key economic…

Abstract

Measurement of diminishing or divergent cross section dispersion in a panel plays an important role in the assessment of convergence or divergence over time in key economic indicators. Econometric methods, known as weak σ-convergence tests, have recently been developed (Kong, Phillips, & Sul, 2019) to evaluate such trends in dispersion in panel data using simple linear trend regressions. To achieve generality in applications, these tests rely on heteroskedastic and autocorrelation consistent (HAC) variance estimates. The present chapter examines the behavior of these convergence tests when heteroskedastic and autocorrelation robust (HAR) variance estimates using fixed-b methods are employed instead of HAC estimates. Asymptotic theory for both HAC and HAR convergence tests is derived and numerical simulations are used to assess performance in null (no convergence) and alternative (convergence) cases. While the use of HAR statistics tends to reduce size distortion, as has been found in earlier analytic and numerical research, use of HAR estimates in nonparametric standardization leads to significant power differences asymptotically, which are reflected in finite sample performance in numerical exercises. The explanation is that weak σ-convergence tests rely on intentionally misspecified linear trend regression formulations of unknown trend decay functions that model convergence behavior rather than regressions with correctly specified trend decay functions. Some new results on the use of HAR inference with trending regressors are derived and an empirical application to assess diminishing variation in US State unemployment rates is included.

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