梁的弹性最优设计*

本文根据最小余能原理建立了弹性梁最优强度设计问题的数学形式,它为一个具有等式和不等式约束的泛函极值问题。进而应用拉格朗日乘子法得到了极值的必要条件,并由此导出最优解所必须满足的一组关系式,这组关系式可以用来检验等强度设计或任一可行弹性设计的最优性。当等强度设计不是最优设计时文中还建议了一个迭代寻优的数值解法。     

Letter to the editor

The meaning of semiotics for mathematical research and education is discussed, and further practical applications are proposed. An example of matrix notation exhibits some related arguments.     

Finding Gateaux-Saddles by a Local Minimax Method

Motivated by quasilinear elliptic PDEs in physical applications, Gateaux-saddles of a class of functionals J:H→{±∞}∪?, which are only Gateaux-differentiable at regular points, are considered. Since mathematical results and numerical methods for saddles of 𝒞¹ or locally Lipschitz continuous functionals in the literature are not applicable, the main objective of this article is to introduce a new mixed norm strong-weak topology approach such that a mathematical framework of a local minimax method is established to handle the singularity issue and to use the Gateaux-derivative of J for finding multiple Gateaux-saddles. Algorithm implementations on weak form and error control are presented. Numerical examples solving quasilinear elliptic problems from physical applications are successfully carried out to illustrate the method. Some interesting solution properties are to be numerically observed and open for analytical verification for the first time.     

On the optimization of the initial boundary value problem for a conservation law

In the present note, the theory of shift differentiability for the Cauchy problem is extended to the case of an initial boundary value problem for a conservation law. This result allows to exhibit an Euler-Lagrange equation to be satisfied by the extrema of integral functionals defined on the solutions of initial boundary value problems of this kind.     

Exponential functionals of Lévy processes and variable annuity guaranteed benefits

Exponential functionals of Brownian motion have been extensively studied in financial and insurance mathematics due to their broad applications, for example, in the pricing of Asian options. The Black–Scholes model is appealing because of mathematical tractability, yet empirical evidence shows that geometric Brownian motion does not adequately capture features of market equity returns. One popular alternative for modeling equity returns consists in replacing the geometric Brownian motion by an exponential of a Lévy process. In this paper we use this latter model to study variable annuity guaranteed benefits and to compute explicitly the distribution of certain exponential functionals.     

Modeling diseases with latency and nonlinear incidence rates: global dynamics of a multi‐group model

In this paper, we perform global stability analysis of a multi‐group SEIR epidemic model in which we can consider the heterogeneity of host population and the effects of latency and nonlinear incidence rates. For a simpler version that assumes an identical natural death rate for all groups, and with a gamma distribution for the latency, the basic reproduction number is defined by the theory of the next generation operator and proved to be a sharp threshold determining whether or not disease spread. Under certain assumptions, the disease‐free equilibrium is globally asymptotically stable if R₀≤1 and there exists a unique endemic equilibrium which is globally asymptotically stable if R₀>1. The proofs of global stability of equilibria exploit a matrix‐theoretic method using Perron eigenvetor, a graph‐theoretic method based on Kirchhoff's matrix tree theorem and Lyapunov functionals. Copyright © 2015 John Wiley & Sons, Ltd.     

Generalized gradients of Lipschitz functionals

The purpose of this article is threefold: (i) to present in a unified fashion the theory of generalized gradients, whose elements are at present scattered in various sources; (ii) to give an account of the ways in which the theory has been applied; (iii) to prove new results concerning generalized gradients of summation functionals, pointwise maxima, and integral functionals on subspaces of L^∞. These last-mentioned formulas are obtained with an eye to future applications in the calculus of variations and optimal control. Their proofs can be regarded as applications of the existing theory of subgradients of convex functionals as developed by Rockafellar, Ioffe and Levin, Valadier, and others.     

Integral type linear functionals on ordered cones

We introduce linear functionals on an ordered cone that are minimal with respect to a given subcone. Using concepts developed for Choquet theory we observe that the properties of these functionals resemble those of positive Radon measures on locally compact spaces. Other applications include monotone functionals on cones of convex sets, H-integrals on H-cones in abstract potential theory, and classical Choquet theory itself.

     

Minimax systems

The variational approach to solving nonlinear problems eventually leads to the search for critical points of related functionals. In case of semibounded functionals, one can look for extrema. Otherwise, one is forced to use minimax methods. There are several approaches to such methods. In this paper we unify these approaches providing one theory that works for all of them. The usual approach has used Palais-Smale sequences. We show that all of them lead to Cerami sequences as well. Applications are given.     

On Numerical Solution of Shape Inverse Problems

The new method is proposed for the numerical solution of a class of shape inverse problems. The size and the location of a small opening in the domain of integration of an elliptic equation is identified on the basis of an observation. The observation includes the finite number of shape functionals. The approximation of the shape functionals by using the so-called topological derivatives is used to perform the learning process of an artificial neural network. The results of computations for 2D examples show, that the method allows to determine an approximation of the global solution to the inverse problem, sufficiently closed to the exact solution. The proposed method can be extended to the problems with an opening of general shape and to the identification problems of small inclusions. However, the mathematical theory of the proposed approach still requires futher research. In particular, the proof of global convergence of the method is an open problem.     

Correlation stress testing for value-at-risk: an unconstrained convex optimization approach

Correlation stress testing is employed in several financial models for determining the value-at-risk (VaR) of a financial institution’s portfolio. The possible lack of mathematical consistence in the target correlation matrix, which must be positive semidefinite, often causes breakdown of these models. The target matrix is obtained by fixing some of the correlations (often contained in blocks of submatrices) in the current correlation matrix while stressing the remaining to a certain level to reflect various stressing scenarios. The combination of fixing and stressing effects often leads to mathematical inconsistence of the target matrix. It is then naturally to find the nearest correlation matrix to the target matrix with the fixed correlations unaltered. However, the number of fixed correlations could be potentially very large, posing a computational challenge to existing methods. In this paper, we propose an unconstrained convex optimization approach by solving one or a sequence of continuously differentiable (but not twice continuously differentiable) convex optimization problems, depending on different stress patterns. This research fully takes advantage of the recently developed theory of strongly semismooth matrix valued functions, which makes fast convergent numerical methods applicable to the underlying unconstrained optimization problem. Promising numerical results on practical data (RiskMetrics database) and randomly generated problems of larger sizes are reported.     

An excursion approach to maxima of the Brownian bridge

Distributions of functionals of Brownian bridge arise as limiting distributions in non-parametric statistics. In this paper we will give a derivation of distributions of extrema of the Brownian bridge based on excursion theory for Brownian motion. The idea of rescaling and conditioning on the local time has been used widely in the literature. In this paper it is used to give a unified derivation of a number of known distributions, and a few new ones. Particular cases of calculations include the distribution of the Kolmogorov–Smirnov statistic and the Kuiper statistic.     

Strong Law of Large Numbers and Central Limit Theorems for Functionals of Inhomogeneous Semi-Markov Processes

Limit theorems for functionals of classical (homogeneous) Markov renewal and semi-Markov processes have been known for a long time, since the pioneering work of Pyke Schaufele (Limit theorems for Markov renewal processes, Ann. Math. Statist., 35(4):1746–1764, 1964). Since then, these processes, as well as their time-inhomogeneous generalizations, have found many applications, for example, in finance and insurance. Unfortunately, no limit theorems have been obtained for functionals of inhomogeneous Markov renewal and semi-Markov processes as of today, to the best of the authors’ knowledge. In this article, we provide strong law of large numbers and central limit theorem results for such processes. In particular, we make an important connection of our results with the theory of ergodicity of inhomogeneous Markov chains. Finally, we provide an application to risk processes used in insurance by considering a inhomogeneous semi-Markov version of the well-known continuous-time Markov chain model, widely used in the literature.     

Density Functional Theory and Optimal Transportation with Coulomb Cost

We present here novel insight into exchange‐correlation functionals in density functional theory, based on the viewpoint of optimal transport. We show that in the case of two electrons and in the semiclassical limit, the exact exchange‐correlation functional reduces to a very interesting functional that depends on an optimal transport map T associated with a given density ρ. The limit problem has been suggested, on grounds of formal arguments, in the physics literature, but it appears that it has not hitherto been interpreted as an optimal transport problem. Since the above limit is strongly correlated, the limit functional yields insight into electron correlations. We prove the existence and uniqueness of such an optimal map for any number of electrons and each ρ and determine the map explicitly in the case when ρ is radially symmetric. © 2012 Wiley Periodicals, Inc.     

Differential inclusions and Young measures involving prescribed Jacobians

In elasticity theory, one naturally requires that the Jacobian determinant of the deformation is positive or even a-priori prescribed (e.g. for incompressibility). However, such strongly non-linear and non-convex constraints are difficult to deal with in mathematical models. This short note, which is based on joint work with K. Koumatos and E. Wiedemann, presents various recent results on how this constraint can be manipulated in subcritical Sobolev spaces, where the integrability exponent is less than the dimension. In particular, we give a characterization theorem for Young measures under this side constraint. This is in the spirit of the celebrated Kinderlehrer–Pedregal Theorem and based on convex integration and “geometry” in matrix space. Finally, applications to approximation in Sobolev spaces and to the failure of lower semicontinuity for certain integral functionals with “realistic” growth conditions are given. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Duality in the space of regulated functions and the play operator

As a new weak convergence concept motivated originally by singular perturbation problems, we investigate the wbo-convergence in the space of regulated functions with values in a Hilbert space. Using a generalization of the Tvrdý Representation Theorem for bounded linear functionals on the space of regulated functions, we establish the relationship between the weak and the wbo-convergences. The classical play operator from the mathematical theory of hysteresis is used as an important tool in the analysis. Mathematics Subject Classification (2000):46E40, 26A45, 34C55.Supported by the Academy of Sciences of the Czech Republic.Supported by the DFG through SFB 438.     

Stochastic Integral Representations of the Extrema of Time-homogeneous Diffusion Processes

The stochastic integral representations (martingale representations) of square integrable processes are well-studied problems in applied probability with broad applications in finance. Yet finding explicit expression is not easy and typically done through the Clack-Ocone formula with the advanced machinery of Malliavin calculus. To find an alternative, Shiryaev and Yor (Teor Veroyatnost i Primenen 48(2):375–385, 2003) introduced a relatively simple method using Itô’s formula to develop representations for extrema of Brownian motion. In this paper, we extend their work to provide representations of functionals of time-homogeneous diffusion processes based on the Itô’s formula.     

ASYMPTOTIC STABILITY OF A SINGULAR SYSTEM WITH DISTRIBUTED DELAYS

Based on the stability theory of functional differential equations, this paper studies the asymptotic stability of a singular system with distributed delays by constructing suitable Lyapunov functionals and applying the linear matrix inequalities. A numerical example is given to show the effectiveness of the main results.     

Adiabatic invariants of nonlinear dynamic systems with small parameter

We develop a symplectic method of finding the adiabatic invariants of nonlinear dynamic systems with small parameter. We show that a necessary and sufficient condition for the existence of quasi-Hamiltonian adiabatic invariants of nonlinear dynamic systems with regular dependence on a small parameter is that the Cauchy problem be well-posed for an equation of Lax type in the class of nongradient local functionals on the cotangent manifold of the phase space. It is established that scalar nonlinear dynamic systems always have a priori complete evolution invariants, not only adiabatic invariants. We also consider typical applications in hydrodynamics and oscillatory systems of mathematical physics.Translated fromMatematicheskie Metody i Fiziko-Mekhanicheskie Polya, Issue 35, 1992, pp. 179–185.     

Gamma–closure of some classes of nonstandard convex integrands

Within the framework of the theory of Γ-convergence for convex functionals with nonstandard coercivity and growth conditions, we study the inheritance of some properties (for example, strict convexity, differentiablility, and Δ₂-property) of integrands under taking the Γ-closure. We focus on power integrands |ξ| ^p(x) with variable exponents. The results obtained are also of interest in the case of the Γ-convergence theory for standard functionals. Bibliography: 15 titles.