Fully discrete approximation methods for the estimation of parabolic systems and boundary parameters

A spatially and temporally discrete numerical approximation scheme is developed for the identification of a class of semilinear parabolic systems with unknown boundary parameters. The identification problem is formulated as a least squares fit to data subject to an equivalent representation for the dynamics in the form of an abstract evolution equation. Finite-dimensional difference equation state approximations are constructed using a cubic spline-based, Galerkin method and the Padé rational function approximations to the exponential. A sequence of approximating identification problems result, the solutions of which are shown to exist and, in a certain sense, approximate solutions to the original identification problem. Numerical results for two examples, one involving the modeling of biological mixing in deep sea sediment cores, and the other, the estimation of transport parameters for indoor mixing, are discussed. In both examples, the identification is based upon actual experimental data.Parts of the research were carried out while the authors were visitors at the Institute for Computer Applications in Science and Engineering (ICASE), NASA Langley Research Center, Hampton, Virginia, which is operated under NASA Contracts No. NAS1-17070 and No. NAS1-17130.Research supported in part by NSF Grant MCS-8205355, AFOSR Contract 81-0198 and ARO Contract ARO-DAAG-29-K-0029.     

Galerkin approximation for inverse problems for nonautonomous nonlinear distributed systems

We develop an abstract framework and convergence theory for Galerkin approximation for inverse problems involving the identification of nonautonomous, in general nonlinear, distributed parameter systems. We provide a set of relatively easily verified conditions which are sufficient to guarantee the existence of optimal solutions and their approximation by a sequence of solutions to a sequence of approximating finite-dimensional identification problems. Our approach is based upon the theory of monotone operators in Banach spaces and is applicable to a reasonably broad class of nonlinear distributed systems. Operator theoretic and variational techniques are used to establish a fundamental convergence result. An example involving evolution systems with dynamics described by nonstationary quasi-linear elliptic operators along with some applications and numerical results are presented and discussed.Part of this research was carried out while the first and third authors were visiting scientists at the Institute for Computer Applications in Science and Engineering (ICASE), NASA Langley Research Center. Hampton, VA, which is operated under NASA Contracts NAS1-17070 and NAS1-18107. Also, a portion of this research was carried out with computational resources made available through a grant to the second and third authors from the San Diego Supercomputer Center operated for the National Science Foundation by General Atomics, San Diego, CA. The research of the first author was supported in part under Grants NSF MCS-8504316, NASA NAG-1-517, AFOSR-84-0398, and AFOSR-F49620-86-C-0111. The second author's research was supported in part by the Fund for the Promotion of Research at the Technion and by the Technion VPR Fund. The research of the third author was supported in part under Grants AFOSR-84-0393 and AFOSR-87-0356.     

Accurate numerical solution of compressible,linear stability equations

Summary A compact fourth order accurate finite difference scheme is proposed for solving the eigenvalue problem of the temporal and spatial stability of three-dimensional compressible boundary layers. It is applied to the stability study of the flow on a laminar flow control swept wing. The results indicate that the present method provides an accurate and efficient way of calculating the eigenvalues and eigensolutions of the compressible linear stability equations.

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Zusammenfassung Ein kompaktes Differenzenschema vierter Ordnung wird vorgeschlagen zur Lösung von Eigenwertproblemen der zeitlichen und räumlichen Stabilität dreidimensionaler zusammendrückbarer Grenzschichten. Es wird zum Stabilitätsstudium der Strömung über einen LFC Flügel angewendet. Die Resultate zeigen, daß es die angewendete Methode erlaubt, genau und effizient die Eigenwerte und Eigenfunktionen der kompressiblen linearen Stabilitätsgleichungen zu berechnen.

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Research for this author was supported by NASA Contract No. NAS 1-16572.

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Research for this author was supported by NASA Contract No. NCC 1-14.

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Research for this author was supported by NASA Contracts No. NAS 1-14472 and NAS 1-15810 while the author was in residence at ICASE, NASA Langley Research Center, Hampton, Va. 23665.     

On commutativity in point-reflection geometries

To any spatial point-reflection geometry there corresponds a determined commutative kinematic space.Dedicated to Professor Raphael Artzy on his 80^th birthday.Research supported by the NATO Scientific Affairs Division grant CRG 900103.     

考虑二次梯度项影响的非线性不稳定渗流问题的精确解

考虑了二次梯度项影响的非线性径向流动问题的无限大地层和有界地层渗流模型．在井底定流量和定压生产时,对无限大地层及有界地层(包括封闭和定压地层)六种情况,利用广义Weber变换和广义Hankel变换求得了实空间的解析解,分析了非线性压力解与线性压力解的差异,发现在晚时段其差异可达8%以上．因此在试井长时要考虑二次梯度项的影响．     

A characterization of the complex affine line

Summary A characterization of affine nonsingular complex algebraic curves that are biregularly isomorphic to ℂ is given; it is stated in terms of approximation of holomorphic maps by regular maps. The author was partially supported by an NSF grant and NATO Collaborative Research Grants Programme, CRG 930238. This article was processed by the author using theLatext style file from Springer-Verlag.     

Testing for parameter changes in ARCH models

The paper develops the asymptotic theory for CUSUM-type tests for a change point in parameters of an ARCH(∞) model. Special attention is given to asymptotics under local alternatives. Research partially supported by EPSRC grant GR/L/78222 from the University of Liverpool. Partially supported by NATO grant CRG 960503. Partially supported by the Lithuanian State Science and Studies Foundation, Grant K-014. Published in Lietuvos Matematikos Rinkinys, Vol. 39, No. 2, pp. 231–247, April–June, 1999.     

The Kalman-Yakubovich-Popov theorem for stabilizable hyperbolic boundary control systems

In this paper we present a version of the Kalman-Yakubovich-Popov theorem for a class of boundary control systems of hyperbolic type. Unstable, controllable systems are considered and stabilizability withunbounded feedbacks is permitted.Paper partially supported by the Italian MINISTERO DELLA RICERCA SCIENTIFICA E TECNOLOGICA within the program of GNAFA-CNR and by NATO CRG program SA.5-2-05 (CRG940161).     

Wavelet sparse approximate inverse preconditioners

We show how to use wavelet compression ideas to improve the performance of approximate inverse preconditioners. Our main idea is to first transform the inverse of the coefficient matrix into a wavelet basis, before applying standard approximate inverse techniques. In this process, smoothness in the entries ofA ⁻¹ are converted into small wavelet coefficients, thus allowing a more efficient approximate inverse approximation. We shall justify theoretically and numerically that our approach is effective for matrices with smooth inverses. Supported by grants from ONR: ONR-N00014-92-J-1890, and the Army Research Office: DAAL-03-91-C-0047 (Univ. of Tenn. subcontract ORA4466.04 Amendment 1 and 2). The first and the third author also acknowledge support from RIACS/NASA Ames NAS 2-96027 and the Alfred P. Sloan Foundation as Doctoral Dissertation Fellows, respectively. the work was supported by the Natural Sciences and Engineering Research Council of Canada, the Information Technology Research Centre (which is funded by the Province of Ontario), and RIACS/NASA Ames NAS 2-96027.     

Geometric stable distributions in Banach spaces

Geometric stable laws have become an object of attention in recent publications dealing with heavy tailed modeling. Many applications require understanding geometric stable laws on infinite dimensional spaces. This paper studies geometric stable laws on Banach spaces, and their place in the more general family of geometric infinitely divisible laws. Furthermore, we discuss rates of convergence in the domains of attraction of geometric stable laws in Banach spaces.Research was supported by NSF Grant DMS-9103452 and a NATO Scientific Affairs Division Grant CRG 900798. University of California, at Santa Barbara, Santa Barbara, California 93102.Research was supported by ONR Grant N00014-90-J-1287 and United States Israel Binational Science Foundation. School of Operations Research, and Industrial Engineering, Cornell University, Ithaca, New York 14853.     

Topological spaces and quasi-varieties

We describe Top ^op and Sob ^op as quasi-varieties by means of suitable schizophrenic objects.Research of the first author supported by grants from the NSERC of Canada and the FCAR du Québec. Research of the second author supported by the Topology grant 40% and by the NATO grant CRG 941330.     

Backward motion and waiting time phenomena for degenerate parabolic equations with nonlinear gradient absorption

We study energy solutions of a Cauchy problem for the p-Laplace evolution equation with nonlinear gradient absorption and nonnegative compactly supported initial data. We obtain the sufficient local asymptotic conditions on initial data that imply the backward motion and waiting time phenomena.     

Minimum residual methods for augmented systems

For large systems of linear equations, iterative methods provide attractive solution techniques. We describe the applicability and convergence of iterative methods of Krylov subspace type for an important class of symmetric and indefinite matrix problems, namely augmented (or KKT) systems. Specifically, we consider preconditioned minimum residual methods and discuss indefinite versus positive definite preconditioning. For a natural choice of starting vector we prove that when the definite and indenfinite preconditioners are related in the obvious way, MINRES (which is applicable in the case of positive definite preconditioning) and full GMRES (which is applicable in the case of indefinite preconditioning) give residual vectors with identical Euclidean norm at each iteration. Moreover, we show that the convergence of both methods is related to a system of normal equations for which the LSQR algorithm can be employed. As a side result, we give a rare example of a non-trivial normal(1) matrix where the corresponding inner product is explicitly known: a conjugate gradient method therefore exists and can be employed in this case. This work was supported by British Council/German Academic Exchange Service Research Collaboration Project 465 and NATO Collaborative Research Grant CRG 960782     

A configurational characterization of incidence loops which are incidence groups

A fibered incidence loop with parallelism is an incidence group if and only if a generalized Prismenaxiom (cf. Theorem 1, §2) is valid.Dedicated to Walter Benz on the occasion of his 60th birthday.Research partially supported by the Italian Ministry M.U.R.S.T. (40% and 60 %) and by the NATO grant n. CRG 900103.     

On conforming finite element methods for the inhomogeneous stationary Navier-Stokes equations

Summary We consider the stationary Navier-Stokes equations, written in terms of the primitive variables, in the case where both the partial differential equations and boundary conditions are inhomogeneous. Under certain conditions on the data, the existence and uniqueness of the solution of a weak formulation of the equations can be guaranteed. A conforming finite element method is presented and optimal estimates for the error of the approximate solution are proved. In addition, the convergence properties of iterative methods for the solution of the discrete nonlinear algebraic systems resulting from the finite element algorithm are given. Numerical examples, using an efficient choice of finite element spaces, are also provided.Supported, in part, by the U.S. Air Force Office of Scientific Research under Grant No. AF-AFOSR-80-0083Supported, in part, by the same agency under Grant No. AF-AFOSR-80-0176-A. Both authors were also partially supported by NASA Contract No. NAS1-15810 while they were in residence at the Institute for Computer Applications in Science and Engineering, NASA Langley Research Center, Hampton, VA 23665, USA     

Inverse coefficient problems for nonlinear parabolic differential equations

This paper is devoted to a class of inverse problems for a nonlinear parabolic differential equation. The unknown coefficient of the equation depends on the gradient of the solution and belongs to a set of admissible coefficients. It is proved that the convergence of solutions for the corresponding direct problems continuously depends on the coefficient convergence. Based on this result the existence of a quasisolution of the inverse problem is obtained in the appropriate class of admissible coefficients.     

Exact solution for the pulsating finite gap Dean flow

Analytical solutions of the Navier–Stokes equations for the fully developed laminar flow in a cylindrical annulus, when an oscillating circumferential pressure gradient is imposed (finite gap oscillating Dean flow), are presented. The solution for the case of steady flow, which has been given by Goldstein, is obtained as a limit case of the oscillating flow when the frequency of the oscillating pressure gradient tends to zero. The pulsating flow solution is obtained by the superposition of the constant and oscillating pressure gradient solutions.     

A new ideal metric with applications to multivariate stable limit theorems

Summary A new ideal metric of orderr>1 is introduced on ^k and a thorough analysis of its metric properties is given. In comparison to the known ideal metric of Zolotarev this new metric allows estimates from above by pseudo difference moments and thus allows applications to stable limit theorems. As applications we give the right order Berry-Esséen type result in the stable case, obtain the limiting behaviour of multivariate summability methods and discuss the approximation problem by compound Poisson distributions.Research supported by NATO GRANT CRG 900 798 and by a DFG Grant     

Transformation of three-dimensional regions onto rectangular regions by elliptic systems

Summary A transformation method is developed which may be used to solve various types of boundary value problems on three-dimensional regions with an arbitrary boundary. The implementation of the method is illustrated in the solution of a potential flow problem. All computations are performed on a cubic mesh in a rectangular region.This report was prepared as a result of work performed under NASA Contract No. NAS1-14101 while the first author was in residence at ICASE, NASA Langley Research Center, Hampton, VA 23665, USA