The free-parameter solution of the convection equations in a vertical cylinder with a volume heat source

An exact solution of the free-convection equations is constructed in the Oberbeck–Boussinesq approximation, describing the flow of a viscous heat-conducting fluid in a vertical cylinder of large radius when heated by radiation. The initial problem is reduced to an operator equation with an extremely non-linear operator, satisfying Schauder's theorem in C[0,1]. An iteration procedure is proposed for determining the independent parameter, that occurs in the solution, which enables three different values to be obtained and, correspondingly, three classes of solution of the initial problem. The linear stability of all the solutions obtained is investigated and it is shown that, for chosen values of the problem parameters, the most dangerous one is the plane wave mode and two instability mechanisms are present. The flow structure and the type of instability depend considerably on the values of the free parameter.     

Limit cycles under perturbations of a quadratic Hamiltonian system

The perturbed quadratic Hamiltonian system is reduced to a Lienard system with a small parameter for which a Dulac function depending on it is constructed. This permits one to estimate the number of limit cycles of the perturbed system for all sufficiently small parameter values. To find the Dulac function, we use the solution of a linear programming problem. The suggested method is used for studying three specific perturbed systems that have exactly two limit cycles, i.e., the distribution 2 or (0, 2), and one system with distribution (1, 1).     

Limit cycles for a perturbation of a quadratic center with symmetry

To estimate the number of limit cycles appearing under a perturbation of a quadratic system that has a center with symmetry, we use the method of generalized Dulac functions. To this end, we reduce the perturbed system to a Liénard system with a small parameter, for which we construct a Dulac function depending on the parameter. This permits one to estimate the number of limit cycles in the perturbed system for all sufficiently small parameter values. We find the Dulac function by solving a linear programming problem. The suggested method is used to analyze four specific perturbed systems that globally have exactly three limit cycles [i.e., the limit cycle distribution 3 or (3, 0)] and two systems that have the limit cycle distribution (3, 1) (i.e., one nest around each of the two foci).     

Necessary optimality conditions for different phase portraits in a neighborhood of a singular arc

An optimal control problem with scalar control is characterized by two Hamiltonians related to boundary values of the control parameter. Intermediate (internal) values of the control and the corresponding singular trajectories (arcs) can be constructed in terms of these two Hamiltonians using Poisson brackets. All multiple Poisson brackets using these Hamiltonians two, three, and four times vanish on a singular arc of the second order and the brackets with five Hamiltonians in general differ from zero. There exist six different multiple Poisson brackets in which Hamiltonians are used five times. A regular arc in the optimal phase portrait is linked with a singular arc after one, several, or infinitely many (Fuller phenomenon) switchings. In the paper it is shown that various collections of the signs for these six quantities—multiple Poisson brackets—correspond to the above-mentioned cases. There exist four different collections of the signs for the set consisting of six Poisson brackets. The singularity including a universal surface is investigated for the general case, whereas two other types of singularities are studied in particular examples.     

Trapped modes in a channel containing three layers of fluids and a submerged cylinder

The problem of existence of trapped waves in fluids due to a cylinder is investigated for the hydrodynamic set-up which involves a horizontal channel of infinite length and depth and of finite width containing three layers of incompressible fluids of different constant densities. The set-up also contains a cylinder which is impermeable, fully immersed in the bottom (lower-most) fluid layer of infinite depth, and extends across the channel with its generators perpendicular to the side walls of the channel. When the ratios of the densities of the adjacent fluids differ from unity by sufficiently small quantities, the underlying mathematical problem reduces to a generalized nonlinear eigenvalue problem involving a cubic polynomial-cum-operator equation. The perturbation analysis of this eigenvalue problem suggests existence of three distinct modes with different frequencies: one of the order of one persisting at the free surface, and the other two of the order of the density ratio (except for modulo one) persisting at the two internal interfaces. The correlation between these results for the three-layer case and very recent numerical results of other authors in the two-layer case has also been addressed. Received: March 3, 2005     

Asymptotic optimization of nonlinear singularly perturbed systems with control constrained by a hypersphere

We consider a terminal control problem for a nonlinear singularly perturbed system with constraints imposed on the right endpoint of the trajectories. The values of the multidimensional controls are bounded in the Euclidean norm. We suggest an algorithm for an approximate (in the asymptotic sense) solution of this problem. The key advantage of the algorithm is the following: the original problem splits into two optimal control problems of lower dimension, one of which is linear.     

Estimation of a non-negative function

It is pointed out that the problem of estimating a function from the values of a finite number of functionals is often posed, at least partially, as an aesthetic problem rather than as a mathematical one.A particular problem of interpretation of experimental results, arising in the study of radiation source distribution in a plasma, is formulated mathematically in two different ways. Although the two formulations are different in character, they both rely on the idea of imposing a relative likelihood distribution on an appropriate function space; this is particularly fruitful when observational errors are taken into account.     

Bilevel multiplicative problems: A penalty approach to optimality and a cutting plane based algorithm

Bilevel programming has been proposed for dealing with decision processes involving two decision makers with a hierarchical structure. They are characterised by the existence of two optimisation problems in which the constraint region of the upper level problem is implicitly determined by the lower level optimisation problem. In this paper we focus on the class of bilevel problems in which the upper level objective function is linear multiplicative, the lower level one is linear and the common constraint region is a bounded polyhedron. After replacing the lower level problem by its Karush–Kuhn–Tucker conditions, the existence of an extreme point which solves the problem is proved by using a penalty function approach. Besides, an algorithm based on the successive introduction of valid cutting planes is developed obtaining a global optimal solution. Finally, we generalise the problem by including upper level constraints which involve both level variables.     

Finding an efficient solution to linear bilevel programming problem: An effective approach

Multilevel programming is developed to solve the decentralized problem in which decision makers (DMs) are often arranged within a hierarchical administrative structure. The linear bilevel programming (BLP) problem, i.e., a special case of multilevel programming problems with a two level structure, is a set of nested linear optimization problems over polyhedral set of constraints. Two DMs are located at the different hierarchical levels, both controlling one set of decision variables independently, with different and perhaps conflicting objective functions. One of the interesting features of the linear BLP problem is that its solution may not be Paretooptimal. There may exist a feasible solution where one or both levels may increase their objective values without decreasing the objective value of any level. The result from such a system may be economically inadmissible. If the decision makers of the two levels are willing to find an efficient compromise solution, we propose a solution procedure which can generate effcient solutions, without finding the optimal solution in advance. When the near-optimal solution of the BLP problem is used as the reference point for finding the efficient solution, the result can be easily found during the decision process.     

Supplier selection for one-sided processes with unequal sample sizes

In this paper, we consider the supplier selection problem which deals with comparing two one-sided processes and selecting the one that has a significantly higher capability value. We present an exact approach to tackle the supplier selection problem. Testing hypotheses with two phases for comparing two processes are considered. Critical values of the tests are calculated to determine the selection decisions. Sample size required for a designated selection power and confidence level is also investigated. The results provide useful information to practitioners. The proposed approach generalizes the existing method by not requiring equal sample sizes for the two processes. An application example on comparing two wavelength division multiplexer (WDM) manufacturing processes is presented to illustrate the practicality of our approach to actual data collected from the factories.     

Simultaneous inversion of two initial values for a time‐fractional diffusion‐wave equation

This study is devoted to recovering two initial values for a time‐fractional diffusion‐wave equation from boundary Cauchy data. We provide the uniqueness result for recovering two initial values simultaneously by the method of Laplace transformation and analytic continuation. And then we use a nonstationary iterative Tikhonov regularization method to solve the inverse problem and propose a finite dimensional approximation algorithm to find good approximations to the initial values. Numerical examples in one‐ and two‐dimensional cases are provided to show the effectiveness of the proposed method.     

Perturbation theory in the scattering problem for a three-particle system

We consider the scattering problem for a system of three nonrelativistic particles in the case of energies below the threshold of the system breakup into three free particles. We assume that the interaction potentials can be represented as a sum of two terms, one of which is a small perturbation. We develop a perturbation theory scheme for solving the scattering problem based on the three-particle Faddeev equations.     

关于亚纯函数据有三个公共值以及它们的导函数据有一个公共值的问题

这篇论文研究的是亚纯函数的唯一性。这篇论文的主要结论是：如果两个非常数亚纯函数ｆ和ｇ有三个ＣＭ公共值或四个ＩＭ公共值,并且ｆ’和ｇ’以零为ＩＭ公共值,则ｆ和ｇｒＭｏｂｉｕｓ变换。其中一个结论是Ｋ．Ｔｏｈｇｅ有一个结果的改进,而且我们采用了与Ｋ．Ｔｏｈｇｅ不同的方法。『     

Pareto optimality and a class of set covering heuristics

The set covering problem has many diverse applications to problems arising in crew scheduling, facility location and other business areas. Since the problem is known to be hard to solve optimally, a number of approximate (heuristic) approaches have been designed for it. These approaches (with one exception) divide into two main groups, greedy heuristics and dual saturation heuristics. We use the concept of a Pareto optimal dual solution to show that an arbitrary dual saturation heuristic has the same worst-case performance guarantee as the two best known heuristics of that type. Moreover, this poor performance level is always attainable by those two heuristics.     

Analysis of nonlinear BVPs motivated by fluid film flow over a surface

We study a coupled nonlinear boundary value problem which has been shown to have applications to fluid flow and heat transfer in a fluid film over a stretching surface for set values of the model parameters (one of which determines the size of the problem domain). For arbitrary values of these parameters we are able to establish the existence and uniqueness of a class of monotone solutions. Perturbation solutions are then constructed and used to approximate certain invariants for the solutions. We then study a related boundary value problem formed by imposing an additional boundary condition on one of the governing equations (which results in an ill-posed problem), and we arrive at conditions allowing for solutions to this four-parameter problem to agree with the solutions to the three-parameter problem.     

Trapping waves by a submerged cylinder

For large values of the wavenumber k in the direction of cylinder, there is only one trapped wave. We construct asymptotics of these trapped modes and their frequencies as k → ∞ in the case of one submerged cylinder into a plane water layer by means of reducing the initial problem to three integral equations on the boundaries and then solving them using a method suggested by Zhevandrov and Merzon (Amer. Math. Soc. Translations (2) 208, 235–284 (2003)).     

Contact problems for two anisotropic half-planes with slits

The problem of a stressed state in a nonhomogeneous infinite plane consisting of two different anisotropic half-planes and having slits of finite number on the interface line is investigated. It is assumed that the difference between the displacement and stress vector values is given on the interface line segments; on the edges of the slits we have the following data: boundary values of stress vector (problem of stress) or displacement vector values on one side of the slits, and stress vector values on the other side (mixed problem). Solutions are constructed in quadratures.     

Equivalence classes of problem instances for a continuous-time lot sizing and scheduling problem

In the context of a single machine, multi-item, continuous-time lot sizing and scheduling problem with a production rate alternating between the two values zero and full production rate, this paper identifies classes of equivalent problem instances which differ from one another in the way in which demand is represented. Each class contains an instance with a continuous cumulated demand function, and may contain demand functions with very different shapes, including functions with discontinuities. When approaching the problem (in order to solve it numerically, or to prove analytical results etc.), it therefore becomes possible to select, from many different representations, the problem instance which best meets the requirements of the applied method.     

Surface and internal waves: The two-dimensional problem on forward motion of a body intersecting the interface between two fluids

A linear two-dimensional boundary value problem, that describes steady-state surface and internal waves due to the forward motion of a body in a fluid consisting of two superposed layers with different densities, is considered. The body is fully submerged and intersects the interface between the two layers. Two well-posed formulations of the problem are proposed in which, along with the Laplace equation, boundary conditions, coupling conditions on the interface, and conditions at infinity, a pair of supplementary conditions are imposed at the points where the body contour intersects the interface. In one of the well-posed formulations (where the differences between the horizontal momentum components are given at the intersection points), the existence of the unique solution is proved for all values of the parameters except for a certain (possibly empty) nowhere dense set of values.     

The energy-optimal motion of a vibration-driven robot in a resistive medium

The rectilinear motion of a two-mass system in a resistive medium is considered. The motion of the system as a whole occurs by longitudinal periodic motion of one body (the internal mass) relative to the other body (the shell). The problem consists of finding the periodic law of motion of the internal mass that ensures velocity-periodic motion of the shell at a specified average velocity and minimum energy consumption. The initial problem reduces to a variational problem with isoperimetric conditions in which the required function is the velocity of the shell. It is established that, with optimal motion, the shell velocity is a piecewise-constant time function taking two values (a positive value and a negative value). The magnitudes of these velocities and the overall size of the intervals in which they are taken are uniquely defined, while the optimal motion itself is non-uniquely defined. The simplest optimal motion, for which the period is divided into two sections – one with a positive velocity and the other with a negative velocity of motion of the shell – is investigated in detail. It is shown that, among all the optimal motions, this simplest motion is characterized by the maximum amplitude of oscillations of the internal mass relative to the shell. © Elsevier Ltd. All rights reserved.