一个求解约束非线性优化问题的微分方程方法

本文构造的求解非线性优化问题的微分方程方法包括两个微分方程系统,第一个系统基于问题函数的一阶信息,第二个系统基于二阶信息．这两个系统具有性质:非线性优化问题的局部最优解是它们的渐近稳定的平衡点,并且初始点是可行点时,解轨迹都落于可行域中．我们证明了两个微分方程系统的离散迭代格式的收敛性定理和基于第二个系统的离散迭代格式的局部二次收敛性质．还给出了基于两个系统的离散迭代方法的数值算例,数值结果表明基于二阶信息的微分方程方法速度更快．     

ASYMPTOTIC BEHAVIOR OF SOLUTIONS FOR A CLASS OF DELAY DIFFERENCE EQUATION

We propose a class of delay difference equation with piecewise constant nonlinearity. Such a delay difference equation can be regarded as the discrete analog of a differential equation. The convergence of solutions and the existence of asymptotically stable periodic solutions are investigated for such a class of difference equation.     

Discrete infinite-dimensional type-K monotone dynamical systems and time-periodic reaction-diffusion systems

The asymptotic behavior of discrete type-K monotone dynamical systems and reaction-diffusion equations is investigated. The studying content includes the index theory for fixed points, permanence, global stability, convergence everywhere and coexistence. It is shown that the system has a globally asymptotically stable fixed point if every fixed point is locally asymptotically stable with respect to the face it belongs to and at this point the principal eigenvalue of the diagonal partial derivative about any component not belonging to the face is not one. A nice result presented is the sufficient and necessary conditions for the system to have a globally asymptotically stable positive fixed point. It can be used to establish the sufficient conditions for the system to persist uniformly and the convergent result for all orbits. Applications are made to time-periodic Lotka-Volterra systems with diffusion, and sufficient conditions for such systems to have a unique positive periodic solution attracting all positive initial value functions are given. For more general time-periodic type-K monotone reaction-diffusion systems with spatial homogeneity, a simple condition is given to guarantee the convergence of all positive solutions.     

Two differential equation systems for equality-constrained optimization

This paper presents two differential systems, involving first and second order derivatives of problem functions, respectively, for solving equality-constrained optimization problems. Local minimizers to the optimization problems are proved to be asymptotically stable equilibrium points of the two differential systems. First, the Euler discrete schemes with constant stepsizes for the two differential systems are presented and their convergence theorems are demonstrated. Second, we construct algorithms in which directions are computed by these two systems and the stepsizes are generated by Armijo line search to solve the original equality-constrained optimization problem. The constructed algorithms and the Runge–Kutta method are employed to solve the Euler discrete schemes and the differential equation systems, respectively. We prove that the discrete scheme based on the differential equation system with the second order information has the locally quadratic convergence rate under the local Lipschitz condition. The numerical results given here show that Runge–Kutta method has better stability and higher precision and the numerical method based on the differential equation system with the second information is faster than the other one.     

求解约束优化问题的两个微分方程算法

本文给出求解具有等式约束和不等式约束的非线性优化问题的一阶信息和二阶信息的两个微分方程系统,问题的局部最优解是这两个微分方程系统的渐近稳定的平衡点,给出了这两个微分方程系统的Euler离散迭代格式并证明了它们的收敛性定理,用龙格库塔法分别求解两个微分方程系统．我们构造了搜索方向由两个微分系统计算,步长采用Armijo线搜索的算法分别求解这个约束最优化问题,在局部Lipschitz条件下基于二阶信息的微分方程系统的迭代方法具有二阶的收敛速度。我们给出的数值结果表明龙格库塔的微分方程算法具有较好的稳定性和更高的精确度,求解二阶信息的微分方程系统的方法具有更快的收敛速度．     

On the finite-dimensional dynamical systems with limited competition

The asymptotic behavior of dynamical systems with limited competition is investigated. We study index theory for fixed points, permanence, global stability, convergence everywhere and coexistence. It is shown that the system has a globally asymptotically stable fixed point if every fixed point is hyperbolic and locally asymptotically stable relative to the face it belongs to. A nice result is the necessary and sufficient conditions for the system to have a globally asymptotically stable positive fixed point. It can be used to establish the sufficient conditions for the system to persist uniformly and the convergence result for all orbits. Applications are made to time-periodic ordinary differential equations and reaction-diffusion equations.

     

二次滞后离散奇异系统的吸引域

本文利用Lyapunov方法对二次滞后离散奇异系统进行定性、定量分析并给出了该类系统的零解一致稳定吸引域和渐近稳定吸引域的定量估计.当初始扰动是在渐近稳定吸引域时,二次时滞离散广义系统的初始值问题的解趋于零.发现这些判据与滞后无关,容易测试,便于工程上的应用.通过示例描述了该方法的应用.     

Rates of decay and growth of solutions to linear stochastic differential equations with state-independent perturbations

The paper studies the almost sure asymptotic convergence to zero of solutions of perturbed linear stochastic differential equations, where the unperturbed equation has an equilibrium at zero, and all solutions of the unperturbed equation tend to zero, almost surely. The perturbation is present in the drift term, and both drift and diffusion coefficients are state‐dependent. We determine necessary and sufficient conditions for the almost sure convergence of solutions to the equilibrium of the unperturbed equation. In particular, a critical polynomial rate of decay of the perturbation is identified, such that solutions of equations in which the perturbation tends to zero more quickly that this rate are almost surely asymptotically stable, while solutions of equations with perturbations decaying more slowly that this critical rate are not asymptotically stable. As a result, the integrability or convergence to zero of the perturbation is not by itself sufficient to guarantee the asymptotic stability of solutions when the stochastic equation with the perturbing term is asymptotically stable. Rates of decay when the perturbation is subexponential are also studied, as well as necessary and sufficient conditions for exponential stability.     

Strong and weak convergence theorems for fixed points of a class of nonlinear mappings

In this paper, the class of total asymptotically nonexpansive mappings is considered. A weak convergence theorem of Mann-type iterative algorithm is established. Hybrid projection methods are considered for the class of total asymptotically nonexpansive mappings. Strong convergence theorems are also established in the framework of Hilbert spaces.     

Some new results for a logistic almost periodic system with infinite delay and discrete delay

A nonautonomous logistic almost periodic system with infinite delay and discrete delay is considered. Our result shows that the system is globally asymptotically stable under the condition for the boundedness of the system. By using almost periodic functional Hull theory and new computational techniques, we show that the almost periodic system has a unique globally asymptotically stable strictly positive almost periodic solution under the condition for the boundedness of the system. Some recent results are improved, and an open question is answered.     

Motion of Discrete Interfaces Through Mushy Layers

We study the geometric motion of sets in the plane derived from the homogenization of discrete ferromagnetic energies with weak inclusions. We show that the discrete sets are composed by a ‘bulky’ part and an external ‘mushy region’ composed only of weak inclusions. The relevant motion is that of the bulky part, which asymptotically obeys to a motion by crystalline mean curvature with a forcing term, due to the energetic contribution of the mushy layers, and pinning effects, due to discreteness. From an analytical standpoint, it is interesting to note that the presence of the mushy layers implies only a weak and not strong convergence of the discrete motions, so that the convergence of the energies does not commute with the evolution. From a mechanical standpoint it is interesting to note the geometrical similarity of some phenomena in the cooling of binary melts.     

Stability of piecewise polynomial collocation for computing periodic solutions of delay differential equations

Summary. We prove numerical stability of a class of piecewise polynomial collocation methods on nonuniform meshes for computing asymptotically stable and unstable periodic solutions of the linear delay differential equation by a (periodic) boundary value approach. This equation arises, e.g., in the study of the numerical stability of collocation methods for computing periodic solutions of nonlinear delay equations. We obtain convergence results for the standard collocation algorithm and for two variants. In particular, estimates of the difference between the collocation solution and the true solution are derived. For the standard collocation scheme the convergence results are “unconditional”, that is, they do not require mesh-ratio restrictions. Numerical results that support the theoretical findings are also given. Received June 9, 2000 / Revised version received December 14, 2000 / Published online October 17, 2001     

Convergence of a stabilized discontinuous Galerkin method for incompressible nonlinear elasticity

In this paper we present a discontinuous Galerkin method applied to incompressible nonlinear elastostatics in a total Lagrangian deformation-pressure formulation, for which a suitable interior penalty stabilization is applied. We prove that the proposed discrete formulation for the linearized problem is well-posed, asymptotically consistent and that it converges to the corresponding weak solution. The derived convergence rates are optimal and further confirmed by a set of numerical examples in two and three spatial dimensions.     

Analyzing the Performance of Generalized Hill Climbing Algorithms

Generalized hill climbing algorithms provide a framework to describe and analyze metaheuristics for addressing intractable discrete optimization problems. The performance of such algorithms can be assessed asymptotically, either through convergence results or by comparison to other algorithms. This paper presents necessary and sufficient convergence conditions for generalized hill climbing algorithms. These conditions are shown to be equivalent to necessary and sufficient convergence conditions for simulated annealing when the generalized hill climbing algorithm is restricted to simulated annealing. Performance measures are also introduced that permit generalized hill climbing algorithms to be compared using random restart local search. These results identify a solution landscape parameter based on the basins of attraction for local optima that determines whether simulated annealing or random restart local search is more effective in visiting a global optimum. The implications and limitations of these results are discussed.     

Stability of Planar Waves in the Allen–Cahn Equation

We study the asymptotic stability of planar waves for the Allen–Cahn equation on ? ⁿ , where n ≥ 2. Our first result states that planar waves are asymptotically stable under any—possibly large—initial perturbations that decay at space infinity. Our second result states that the planar waves are asymptotically stable under almost periodic perturbations. More precisely, the perturbed solution converges to a planar wave as t → ∞. The convergence is uniform in ? ⁿ . Lastly, the existence of a solution that oscillates permanently between two planar waves is shown, which implies that planar waves are not asymptotically stable under more general perturbations.     

线性系统稳定性与最优性的关系(Ⅱ)

我们在[1]中提出并讨论了与R.E.Kalman的最优控制反问题不同的另一类线性最优控制的反问题:任给一渐近稳定的定常线性系统和一个非负二次型性能指标,问是否可以从该稳定系统中分解出一个状态反馈,使得这个状态反馈就是给定指标下的最优控制。本文将上述问题加以推广,对线性离散系统和线性时变系统得出了相应的结论,进而得出[1]中提出的渐近稳定系统和最优系统之间的对应关系是一切线性系统的内在特征。     

Convergence theorems from monotone hybrid methods for an infinitely countable family of Lipschitz asymptotically quasi-nonexpansive mappings

In this paper, we prove a weak convergence theorem for the modified Mann iteration process for a uniformly Lipschitzian and asymptotically quasi-nonexpansive mapping in a uniformly convex Banach space. We also introduce two new kinds of monotone hybrid methods and obtain strong convergence theorems for an infinitely countable family of uniformly Lipschitzian and asymptotically quasi-nonexpansive mappings in a Hilbert space. The results of this paper improve on and extend corresponding ones announced by many authors.     

Almost periodic sequence solutions of a discrete Lotka–Volterra competitive system with feedback control

In this paper, we consider a discrete Lotka–Volterra competitive system with feedback control. Assuming that the coefficients in the system are almost periodic sequences, we obtain the existence and uniqueness of the almost periodic solution which is uniformly asymptotically stable.     

一致稳定合作系统的全局稳定性

本文讨论了一类合作系统的解的收敛性.其基本假设是Jacobi矩阵在中一致稳定．在这个假设下,我们对这类系统给出了完整的全局性态．本文的主要结果如下：如果系统有一个正平衡点,那么它在Int中全局渐近稳定,并给出了系统的非负平衡点全局渐近稳定的充分必要条件．     

Shrinking Projection Methods for a Pair of Asymptotically Quasi-φ-Nonexpansive Mappings

Shrinking projection methods are investigated for a pair of asymptotically quasi-φ-nonexpansive mappings. Conditions ensuring strong convergence to common fixed points of the pair of mappings are established.