Convergence and Error Bound for Perturbation of Linear Programs

In various penalty/smoothing approaches to solving a linear program, one regularizes the problem by adding to the linear cost function a separable nonlinear function multiplied by a small positive parameter. Popular choices of this nonlinear function include the quadratic function, the logarithm function, and the x ln(x)-entropy function. Furthermore, the solutions generated by such approaches may satisfy the linear constraints only inexactly and thus are optimal solutions of the regularized problem with a perturbed right-hand side. We give a general condition for such an optimal solution to converge to an optimal solution of the original problem as the perturbation parameter tends to zero. In the case where the nonlinear function is strictly convex, we further derive a local (error) bound on the distance from such an optimal solution to the limiting optimal solution of the original problem, expressed in terms of the perturbation parameter.     

On the convergence of solutions of the regularized problem for motion equations of Jeffreys viscoelastic medium to solutions of the original problem

In this work, we consider initial-boundary-value problems for motion equations of a viscoelastic medium with the Jeffreys constitutive law and for motion equations of the regularized Jeffreys model. We obtain a theorem on the convergence of weak solutions of initial-boundary-value problems for the regularized model to weak solutions of the original problem as the regularization parameter tends to zero. __________ Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 11, No. 4, pp. 49–63, 2005.     

Asymptotic solutions of Fredholm integro-differential equations with rapidly varying kernels and irreversible limit operator

We consider a system of singularly perturbed integro-differential Fredholm equations with rapidly varying kernel in the case of irreversible operator of differential part. We develop an algorithm for constructing regularized asymptotic solutions. It is shown that in the presence of rapidly decreasing multiplier in the kernel the original problem is not on the spectrum (i.e, it is solvable for any right-hand side). We study the limit transition (with small parameter tending to zero), and solve the problem of initialization, i.e., the problem of extracting of the source data for which an exact solution to the system tends to the limit at all duration (including a zone of boundary layer).     

On dynamics of quantum states generated by the Cauchy problem for the Schrödinger equation with degeneration on the half-line

The paper considers the Cauchy problem for the Schrödinger equation with operator degenerate on the semiaxis and the family of regularized Cauchy problems with uniformly elliptic operators whose solutions approximate the solution of the degenerate problem. The author studies the strong and weak convergences of the regularized problems and the convergence of values of quadratic forms of bounded operators on solutions of the regularized problems when the regularization parameter tends to zero.     

GLOBAL EXISTENCE, UNIQUENESS, AND STABILITY FOR A NONLINEAR HYPERBOLIC-PARABOLIC PROBLEM IN PULSE COMBUSTION

A global existence theorem is established for an initial-boundary value problem,with time-dependent boundary data,arising in a lumped parameter model of pulse combustion; the model in question gives ri...     

Construction of an asymptotic limit mode in a system of integral equations

We study the passage to the limit in a singularly perturbed integral system with a small parameter and a rapidly decaying kernel. In contrast to classical systems with a small parameter, the exact solution of such a system tends to infinity as the small parameter tends to zero, and hence the limit mode must be constructed in a special way. The construction of the limit mode based on the analysis of the asymptotics of the solution of the equivalent regularized (in the sense of S.A. Lomov) integro-differential system requires laborious computations. We suggest an approach to the construction of the limit mode in such systems based on the original data of the system without the construction of the corresponding asymptotic solution and not requiring heavy computations.     

Set-valued mappings specified by regularization of the Schrödinger equation with degeneration

The Cauchy problem for the Schrödinger equation with an operator degenerating on a half-line and a family of regularized Cauchy problems with uniformly elliptic operators, whose solutions approximate the solution to the degenerate problem, are considered. A set-valued mapping is investigated that takes a bounded operator to a set of partial limits of values of its quadratic form on solutions of the regularized problems when the regularization parameter tends to zero. The dynamics of quantum states are determined by applying an averaging procedure to the set-valued mapping.     

Perturbation Identities for Regularized Tikhonov Inverses and Weighted Pseudoinverses

We consider the perturbation analysis of two important problems for solving ill-conditioned or rank-deficient linear least squares problems. The Tikhonov regularized problem is a linear least squares problem with a regularization term balancing the size of the residual against the size of the weighted solution. The weight matrix can be a non-square matrix (usually with fewer rows than columns). The minimum-norm problem is the minimization of the size of the weighted solutions given by the set of solutions to the, possibly rank-deficient, linear least squares problem.It is well known that the solution of the Tikhonov problem tends to the minimum-norm solution as the regularization parameter of the Tikhonov problem tends to zero. Using this fact and the generalized singular value decomposition enable us to make a perturbation analysis of the minimum-norm problem with perturbation results for the Tikhonov problem. From the analysis we attain perturbation identities for Tikhonov inverses and weighted pseudoinverses.     

A Generalization of the Regularization Method to the Singularly Perturbed Integro-Differential Equations With Partial Derivatives

We generalize the Lomov’s regularization method to partial integro-differential equations. It turns out that the procedure for regularization and the construction of a regularized asymptotic solution essentially depend on the type of the integral operator. The most difficult is the case, when the upper limit of the integral is not a variable of differentiation. In this paper, we consider its scalar option. For the integral operator with the upper limit coinciding with the variable of differentiation, we investigate the vector case. In both cases, we develop an algorithm for constructing a regularized asymptotic solution and carry out its full substantiation. Based on the analysis of the principal term of the asymptotic solution, we study the limit in solution of the original problem (with the small parameter tending to zero) and solve the so-called initialization problem about allocation of a class of input data, in which the passage to the limit takes place on the whole considered period of time, including the area of boundary layer.     

On a family of initial-boundary value problems for the heat equation

We consider the heat problem with nonlocal boundary conditions containing a real parameter. For the zero value of the parameter, this problem is well known as the Samarskii-Ionkin problem and has been comprehensively studied. We analyze the spectral problem for the operator of second derivative subjected to the boundary conditions of the original problem. By separation of variables, we prove the existence and uniqueness of a classical solution for any nonzero value of the parameter. The obtained a priori estimates for a solution imply the stability of the problem with respect to the initial data.     

An inviscid regularization for the surface quasi‐geostrophic equation

Inspired by recent developments in Berdina‐like models for turbulence, we propose an inviscid regularization for the surface quasi‐geostrophic (SQG) equations. We are particularly interested in the celebrated question of blowup in finite time of the solution gradient of the SQG equations. The new regularization yields a necessary and sufficient condition, satisfied by the regularized solution, when a regularization parameter α tends to 0 for the solution of the original SQG equations to develop a singularity in finite time. As opposed to the commonly used viscous regularization, the inviscid equations derived here conserve a modified energy. Therefore, the new regularization provides an attractive numerical procedure for finite‐time blowup testing. In particular, we prove that, if the initial condition is smooth, then the regularized solution remains as smooth as the initial data for all times. © 2007 Wiley Periodicals, Inc.     

一类p-Ginzburg-Landau型方程解的整体收敛性

作者研究了一类p-Ginzburg-Landau型方程解的整体收敛性.通过建立正则化方程解的梯度的一致估计,最终证明了解在C^α意义下收敛.     

On penalty method for equilibrium problems in lexicographic order

In this paper, we consider lexicographic vector equilibrium problems. We propose a penalty function method for solving such problems. We show that every penalty trajectory of the penalized lexicographic equilibrium problem tends to the solution of the original problem. Using the regularized gap function to obtain an error bound result for such penalized problems is given.     

Minimal Zero Norm Solutions of Linear Complementarity Problems

In this paper, we study minimal zero norm solutions of the linear complementarity problems, defined as the solutions with smallest cardinality. Minimal zero norm solutions are often desired in some real applications such as bimatrix game and portfolio selection. We first show the uniqueness of the minimal zero norm solution for Z-matrix linear complementarity problems. To find minimal zero norm solutions is equivalent to solve a difficult zero norm minimization problem with linear complementarity constraints. We then propose a p norm regularized minimization model with p in the open interval from zero to one, and show that it can approximate minimal zero norm solutions very well by sequentially decreasing the regularization parameter. We establish a threshold lower bound for any nonzero entry in its local minimizers, that can be used to identify zero entries precisely in computed solutions. We also consider the choice of regularization parameter to get desired sparsity. Based on the theoretical results, we design a sequential smoothing gradient method to solve the model. Numerical results demonstrate that the sequential smoothing gradient method can effectively solve the regularized model and get minimal zero norm solutions of linear complementarity problems.     

A probabilistic model associated with the pressureless gas dynamics

Using a method of stochastic perturbation of a Langevin system associated with the non-viscous Burgers equation we introduce a system of PDE that can be considered as a regularization of the pressureless gas dynamics describing sticky particles. By means of this regularization we describe how starting from smooth data a δ-singularity arises in the component of density. Namely, we find the asymptotics of solution at the point of the singularity formation as the parameter of stochastic perturbation tends to zero. Then we introduce a generalized solution in the sense of free particles (FP-solution) as a special limit of the solution to the regularized system. This solution corresponds to a medium consisting of non-interacting particles. The FP-solution is a bridging step to constructing solutions to the Riemann problem for the pressureless gas dynamics describing sticky particles. We analyze the difference in the behavior of discontinuous solutions for these two models and the relations between them. In our framework we obtain a unique entropy solution to the Riemann problem in 1D case.     

On the determination of Dirichlet or transmission eigenvalues from far field data

We show that the Herglotz wave function with kernel the Tikhonov regularized solution of the far field equation becomes unbounded as the regularization parameter tends to zero iff the wavenumber k belongs to a discrete set of values. When the scatterer is such that the total field vanishes on the boundary, these values correspond to the square root of Dirichlet eigenvalues for ?Δ. When the scatterer is a nonabsorbing inhomogeneous medium these values correspond to so-called transmission eigenvalues.     

The Tikhonov regularization extended to equilibrium problems involving pseudomonotone bifunctions

We extend the Tikhonov regularization method widely used in optimization and monotone variational inequality studies to equilibrium problems. It is shown that the convergence results obtained from the monotone variational inequality remain valid for the monotone equilibrium problem. For pseudomonotone equilibrium problems, the Tikhonov regularized subproblems have a unique solution only in the limit, but any Tikhonov trajectory tends to the solution of the original problem, which is the unique solution of the strongly monotone equilibrium problem defined on the basis of the regularization bifunction.     

Boundary optimal control for nonlinear antiplane problems

We consider a nonlinear antiplane problem which models the deformation of an elastic cylindrical body in frictional contact with a rigid foundation. The contact is modelled with Tresca’s law of dry friction in which the friction bound is slip dependent.The aim of this article is to study an optimal control problem which consists of leading the stress tensor as close as possible to a given target, by acting with a control on the boundary of the body. The existence of at least one optimal control is proved. Next we introduce a regularized problem, depending on a small parameter ρ, and we study the convergence of the optimal controls when ρ tends to zero. An optimality condition is delivered for the regularized problem.     

Wavelet regularization for an inverse heat conduction problem

In this paper we consider an inverse heat conduction problem which appears in some applied subjects. This problem is ill-posed in the sense that the solution (if it exists) does not depend continuously on the data. The Meyer wavelets are applied to formulate a regularized solution which is convergent to exact one on an acceptable interval when data error tends to zero.     

Existence and approximation results for shape optimization problems in rotordynamics

We consider a shape optimization problem in rotordynamics where the mass of a rotor is minimized subject to constraints on the natural frequencies. Our analysis is based on a class of rotors described by a Rayleigh beam model including effects of rotary inertia and gyroscopic moments. The solution of the equation of motion leads to a generalized eigenvalue problem. The governing operators are non-symmetric due to the gyroscopic terms. We prove the existence of solutions for the optimization problem by using the theory of compact operators. For the numerical treatment of the problem a finite element discretization based on a variational formulation is considered. Applying results on spectral approximation of linear operators we prove that the solution of the discretized optimization problem converges towards the solution of the continuous problem if the discretization parameter tends to zero. Finally, a priori estimates for the convergence order of the eigenvalues are presented and illustrated by a numerical example.