How to avoid accuracy and order reduction in Runge–Kutta methods as applied to stiff problems

The solution of stiff problems is frequently accompanied by a phenomenon known as order reduction. The reduction in the actual order can be avoided by applying methods with a fairly high stage order, ideally coinciding with the classical order. However, the stage order sometimes fails to be increased; moreover, this is not possible for explicit and diagonally implicit Runge–Kutta methods. An alternative approach is proposed that yields an effect similar to an increase in the stage order. New implicit and stabilized explicit Runge–Kutta methods are constructed that preserve their order when applied to stiff problems.     

交货期可以指派的供应链排序问题

考虑了由一个制造商和多个客户组成的供应链系统.每个客户有多个订单交给制造商加工,且每个客户有一个可以接受的完工订单到达时间.制造商可以与客户进行协商来选定合适的交货期.完工的订单是采用直接运输方式分批配送的,每一批配送需要花费一定的时间和费用.目标是对每个订单指派合适的交货期,并且进行生产和配送的排序,以极小化总的交货期指派费用,订单误工费用与配送费用的和.考虑了多种情况,分别给出了相应的算法.     

Approximation of continuous functions by generalized karamata means

A sufficient condition for the order of approximation of a continuous 2π periodic function with a given majorant for the modulus of continuity by the [F, d_n] means of its Fourier series to be of Jackson order is obtained. This sufficient condition is shown to be not enough for the order of approximation by partial sums of their Fourier series to be of Jackson order. The error estimate is shown to be the best possible.     

Error estimates for shooting methods in two-point boundary value problems for second-order equations

This paper is concerned with a procedure for estimating the global discretization error arising when a boundary value problem for a system of second order differential equations is solved by the simple shooting method, without transforming the original problem in an equivalent first order problem. Expressions of the global discretization error are derived for both linear and nonlinear boundary value problems, which reduce the error estimation for a boundary value problem to that for an initial value problem of same dimension. The procedure extends to second order equations a technique for global error estimation given elsewhere for first order equations. As a practical result the accuracy of the estimates for a second order problem is increased compared with the estimates for the equivalent first order problem.     

Existence and convergence of Galerkin approximation for second order hyperbolic equations with memory term

We study a second order hyperbolic initial‐boundary value partial differential equation (PDE) with memory that results in an integro‐differential equation with a convolution kernel. The kernel is assumed to be either smooth or no worse than weakly singular, that arise for example, in linear and fractional order viscoelasticity. Existence and uniqueness of the spatial local and global Galerkin approximation of the problem is proved by means of Picard's iteration. Then, spatial finite element approximation of the problem is formulated, and optimal order a priori estimates are proved by the energy method. The required regularity of the solution, for the optimal order of convergence, is the same as minimum regularity of the solution for second order hyperbolic PDEs. Spatial rate of convergence of the finite element approximation is illustrated by a numerical example. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 548–563, 2016     

A high‐order finite difference method for 1D nonhomogeneous heat equations

In this article a sixth‐order approximation method (in both temporal and spatial variables) for solving nonhomogeneous heat equations is proposed. We first develop a sixth‐order finite difference approximation scheme for a two‐point boundary value problem, and then heat equation is approximated by a system of ODEs defined on spatial grid points. The ODE system is discretized to a Sylvester matrix equation via boundary value method. The obtained algebraic system is solved by a modified Bartels‐Stewart method. The proposed approach is unconditionally stable. Numerical results are provided to illustrate the accuracy and efficiency of our approximation method along with comparisons with those generated by the standard second‐order Crank‐Nicolson scheme as well as Sun‐Zhang's recent fourth‐order method. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Optimal ordering policies in inventory systems with random demand and random deal offerings

In this paper, we determine the optimal order policies for a firm facing random demand and random deal offerings. In a periodic review setting, a firm may first place an order at the regular price. Later in the period, if a price promotion is offered by the supplier (with a certain probability), the firm may decide to place another order. We consider two models in the paper. In the first model, the firm does not share the cost savings (due to the promotion offered by the supplier) with its own customers, i.e. its demand distribution remains fixed. In the second model, the cost savings are shared with the final customers. As a result, the demand distribution shifts to the right. For both the models, in a dynamic finite-horizon problem, the order policy structure is divided into three regions and is as follows. If the initial inventory level for the firm exceeds a certain threshold level, it is optimal not to order anything. If it is in the medium range, it is optimal to wait for the promotion and order only if it is offered. The order quantity when the promotion is offered has an ‘order up to’ policy structure. Finally, if the inventory level is below another threshold, it is optimal to place an order at the regular price, and to place a second order if the promotion is offered. The low initial inventory level makes it risky to just wait for the promotion to be offered. The sum of the order quantities in this case has an ‘order up to’ structure. Finally, we model the supplier's problem as a Stackelberg game and discuss the motivation for the supplier to offer a promotion for the case of uniform demand distribution for the firm. In the first model (when the firm does not share the cost savings with its customers), we show that it is rarely optimal for the supplier to offer a promotion. In the second model, the supplier may offer a promotion depending on the price elasticity of the product.     

An Initial Value Technique for Singularly Perturbed Convection–Diffusion Problems with a Negative Shift

In this paper, a numerical method named as Initial Value Technique (IVT) is suggested to solve the singularly perturbed boundary value problem for the second order ordinary differential equations of convection–diffusion type with a delay (negative shift). In this technique, the original problem of solving the second order equation is reduced to solving two first order differential equations, one of which is singularly perturbed without delay and other one is regular with a delay term. The singularly perturbed problem is solved by the second order hybrid finite difference scheme, whereas the delay problem is solved by the fourth order Runge–Kutta method with Hermite interpolation. An error estimate is derived by using the supremum norm. Numerical results are provided to illustrate the theoretical results.     

Numerical experiments on a hybrid WENO5 filter for shock‐capturing

In the present paper, a hybrid filter is introduced for high accurate numerical simulation of shock‐containing flows. The fourth‐order compact finite difference scheme is used for the spatial discretization and the third‐order Runge–Kutta scheme is used for the time integration. After each time‐step, the hybrid filter is applied on the results. The filter is composed of a linear sixth‐order filter and the dissipative part of a fifth‐order weighted essentially nonoscillatory scheme (WENO5). The classic WENO5 scheme and the WENO5 scheme with adaptive order (WENO5‐AO) are used to form the hybrid filter. Using a shock‐detecting sensor, the hybrid filter reduces to the linear sixth‐order filter in smooth regions for damping high frequency waves and reduces to the WENO5 filter at shocks in order to eliminate unwanted oscillations produced by the nondissipative spatial discretization method. The filter performance and accuracy of the results are examined through several test cases including the advection, Euler and Navier–Stokes equations. The results are compared with that of a hybrid second‐order filter and also that of the WENO5 and WENO5‐AO schemes.     

Necessary conditions for stochastic optimal control problems in infinite dimensions

The purpose of this paper is to establish the first and second order necessary conditions for stochastic optimal controls in infinite dimensions. The control system is governed by a stochastic evolution equation, in which both drift and diffusion terms may contain the control variable and the set of controls is allowed to be nonconvex. Only one adjoint equation is introduced to derive the first order necessary optimality condition either by means of the classical variational analysis approach or, under an additional assumption, by using differential calculus of set-valued maps. More importantly, in order to avoid the essential difficulty with the well-posedness of higher order adjoint equations, using again the classical variational analysis approach, only the first and the second order adjoint equations are needed to formulate the second order necessary optimality condition, in which the solutions to the second order adjoint equation are understood in the sense of the relaxed transposition.     

Simplified renormalization group method for ordinary differential equations

The renormalization group (RG) method for differential equations is one of the perturbation methods which allows one to obtain invariant manifolds of a given ordinary differential equation together with approximate solutions to it. This article investigates higher order RG equations which serve to refine an error estimate of approximate solutions obtained by the first order RG equations. It is shown that the higher order RG equation maintains the similar theorems to those provided by the first order RG equation, which are theorems on well-definedness of approximate vector fields, and on inheritance of invariant manifolds from those for the RG equation to those for the original equation, for example. Since the higher order RG equation is defined by using indefinite integrals and is not unique for the reason of the undetermined integral constants, the simplest form of RG equation is available by choosing suitable integral constants. It is shown that this simplified RG equation is sufficient to determine whether the trivial solution to time-dependent linear equations is hyperbolically stable or not, and thereby a synchronous solution of a coupled oscillators is shown to be stable.     

A fuzzy ordering on multi-dimensional fuzzy sets induced from convex cones

A fuzzy ordering for fuzzy sets on is presented by a fuzzy relation on which is induced by closed convex cones. The suitability of the fuzzy order is discussed using the axioms A₁–A₇ in (Fuzzy Sets and Systems 118 (2001) 375). For fuzzy sets on which are incomparable with respect to the fuzzy order, a method to evaluate the degree of satisfaction regarding the fuzzy order is presented by using a subsethood degree. Approximation by discrete cases is discussed for numerical calculation on the degree of the fuzzy order. Numerical examples are also given to illustrate our idea.     

Numerical approximation of characteristic values of partial retarded functional differential equations

The stability of an equilibrium point of a dynamical system is determined by the position in the complex plane of the so-called characteristic values of the linearization around the equilibrium. This paper presents an approach for the computation of characteristic values of partial differential equations of evolution involving time delay, which is based on a pseudospectral method coupled with a spectral method. The convergence of the computed characteristic values is of infinite order with respect to the pseudospectral discretization and of finite order with respect to the spectral one. However, for one dimensional reaction diffusion equations, the finite order of the spectral discretization is proved to be so high that the convergence turns out to be as fast as one of infinite order.     

Autoregressive-output-analysis methods revisited

We revisit and update the autoregressive-output-analysis method for constructing a confidence interval for the steady-state mean of a simulated process by using Rissanen's predictive least-squares criterion to estimate the autoregressive order of the process. This order estimator is strongly consistent when the output is autoregressive. The order estimator is combined with the standard autoregressive-output-analysis method to form a confidence-interval procedure. Alternatives for estimating the degrees of freedom for the procedure are investigated. The main result is an asymptotically valid confidence-interval procedure that, empirically, has good small-sample properties.     

A continuum theory for first‐order phase transitions based on the balance of structure order

First‐order phase transitions are modelled by a non‐homogeneous, time‐dependent scalar‐valued order parameter or phase field. The time dependence of the order parameter is viewed as arising from a balance law of the structure order. The gross motion is disregarded and hence the body is regarded merely as a heat conductor. Compatibility of the constitutive functions with thermodynamics is exploited by expressing the second law through the classical Clausius–Duhem inequality. First, a model for conductors without memory is set up and the order parameter is shown to satisfy a maximum theorem. Next, heat conductors with memory are considered. Different evolution problems are established through a system of differential equations whose form is related to the manner in which the memory property is represented. Copyright © 2007 John Wiley & Sons, Ltd.     

Pattern avoidance and the Bruhat order

The structure of order ideals in the Bruhat order for the symmetric group is elucidated via permutation patterns. The permutations with boolean principal order ideals are characterized. These form an order ideal which is a simplicial poset, and its rank generating function is computed. Moreover, the permutations whose principal order ideals have a form related to boolean posets are also completely described. It is determined when the set of permutations avoiding a particular set of patterns is an order ideal, and the rank generating functions of these ideals are computed. Finally, the Bruhat order in types B and D is studied, and the elements with boolean principal order ideals are characterized and enumerated by length.     

On per-iteration complexity of high order Chebyshev methods for sparse functions with banded Hessians

Some algorithms for unconstrained and differentiable optimization problems involve the evaluation of quantities related to high order derivatives. The cost of these evaluations depends widely on the technique used to obtain the derivatives and on some characteristics of the objective function: its size, structure and complexity. Functions with banded Hessian are a special case that we study in this paper. Because of their partial separability, the cost of obtaining their high order derivatives, subtly computed by the technique of automatic differentiation, makes High order Chebyshev methods more interesting for banded systems than for dense functions. These methods have an attractive efficiency as we can improve their convergence order without increasing significantly their algorithmic costs. This paper provides an analysis of the per-iteration complexities of High order Chebyshev methods applied to sparse functions with banded Hessians. The main result can be summarized as: the per-iteration complexity of a High order Chebyshev method is of order of the objective function’s. This theoretical analysis is verified by numerical illustrations.     

The propagation of ultrasonic waves in piezoelectric semiconductors

The equations of wave propagation in piezoelectric semiconductors have been derived for a frame of reference in which the principal axes concide with the crystallographic axes. It is shown that generally the dispersion relation is given by a determinant of order six but under condition wherein the plasma modes are not excited, it could be reduced to a determinant of order five, which is equivalent to the one given by Hutson and White. The dispersion relation for hybrid waves which couple acoustic phonons with plasmons has been derived and this is shown to be given by a determinental equation of order four.     

On the Structure of Order Domains

The notion of an order domain is generalized. The behaviour of an order domain by taking a subalgebra, the extension of scalars, and the tensor product is studied. The relation of an order domain with valuation theory, Gröbner algebras, and graded structures is given. The theory of Gröbner bases for order domains is developed and used to show that the factor ring theorem and its converse, the presentation theorem, hold. The dimension of an order domain is related to the rank of its value semigroup.     

Construction of two-step Runge-Kutta methods of high order for ordinary differential equations

The construction of two-step Runge-Kutta methods of order p and stage order q=p with stability polynomial given in advance is described. This polynomial is chosen to have a large interval of absolute stability for explicit methods and to be A-stable and L-stable for implicit methods. After satisfying the order and stage order conditions the remaining free parameters are computed by minimizing the sum of squares of the difference between the stability function of the method and a given polynomial at a sufficiently large number of points in the complex plane. This revised version was published online in August 2006 with corrections to the Cover Date.