Computation of generalized differentials in nonlinear complementarity problems

Let f and g be continuously differentiable functions on R ⁿ . The nonlinear complementarity problem NCP(f,g), 0≤f(x)⊥g(x)≥0, arises in many applications including discrete Hamilton-Jacobi-Bellman equations and nonsmooth Dirichlet problems. A popular method to find a solution of the NCP(f,g) is the generalized Newton method which solves an equivalent system of nonsmooth equations F(x)=0 derived by an NCP function. In this paper, we present a sufficient and necessary condition for F to be Fréchet differentiable, when F is defined by the “min” NCP function, the Fischer-Burmeister NCP function or the penalized Fischer-Burmeister NCP function. Moreover, we give an explicit formula of an element in the Clarke generalized Jacobian of F defined by the “min” NCP function, and the B-differential of F defined by other two NCP functions. The explicit formulas for generalized differentials of F lead to sharper global error bounds for the NCP(f,g).     

Existence and Uniqueness of Strong Solutions for a Class of Quasi‐Linear Hyperbolic Equations with Order Degeneration

Let k(y) > 0, 𝓁(y) > 0 for y > 0, k(0) = 𝓁(0) = 0 and lim_{y → 0}k(y)/𝓁(y) exists; then the equation L(u) ≔ k(y)u_xx – ∂_y(𝓁(y)u_y) + a(x, y)u_x = f(x, y, u) is strictly hyperbolic for y > 0 and its order degenerates on the line y = 0. Consider the boundary value problem Lu = f(x, y, u) in G, u|_AC = 0, where G is a simply connected domain in ℝ² with piecewise smooth boundary ∂G = AB∪AC∪BC; AB = {(x, 0) : 0 ≤ x ≤ 1}, AC : x = F(y) = ∫^y₀(k(t)/𝓁(t))^1/2dt and BC : x = 1 – F(y) are characteristic curves. Existence of generalized solution is obtained by a finite element method, provided f(x, y, u) satisfies Carathéodory condition and |f(x, y, u)| ≤ Q(x, y) + b|u| with Q ∈ L²(G), b = const > 0. It is shown also that each generalized solution is a strong solution, and that fact is used to prove uniqueness under the additional assumption |f(x, y, u₁) – f(x, y, u₂| ≤ C|u₁ – u₂|, where C = const > 0.     

On the structure of cluster point sets of iteratively generated sequences

LetX be a closed subset of a topological spaceF; leta(·) be a continuous map fromX intoX; let {x _i} be a sequence generated iteratively bya(·) fromx ₀ inX, i.e.,x _i+1 =a(x _i),i=0, 1, 2, ...; and letQ(x ₀) be the cluster point set of {x _i}. In this paper, we prove that, if there exists a pointz inQ(x ₀) such that (i)z is isolated with respect toQ(x ₀), (ii)z is a periodic point ofa(·) of periodp, and (iii)z possesses a sequentially compact neighborhood, then (iv)Q(x ₀) containsp points, (v) the sequence {x _i} is contained in a sequentially compact set, and (vi) every point inQ(x ₀) possesses properties (i) and (ii). The application of the preceding results to the caseF=E ⁿ leads to the following: (vii) ifQ(x ₀) contains one and only one point, then {x _i} converges; (viii) ifQ(x ₀) contains a finite number of points, then {x _i} is bounded; and (ix) ifQ(x ₀) containsp points, then every point inQ(x ₀) is a periodic point ofa(·) of periodp.     

A Regularization Newton Method for Solving Nonlinear Complementarity Problems

In this paper we construct a regularization Newton method for solving the nonlinear complementarity problem (NCP(F )) and analyze its convergence properties under the assumption that F is a P ₀ -function. We prove that every accumulation point of the sequence of iterates is a solution of NCP(F ) and that the sequence of iterates is bounded if the solution set of NCP(F ) is nonempty and bounded. Moreover, if F is a monotone and Lipschitz continuous function, we prove that the sequence of iterates is bounded if and only if the solution set of NCP(F ) is nonempty by setting , where is a parameter. If NCP(F) has a locally unique solution and satisfies a nonsingularity condition, then the convergence rate is superlinear (quadratic) without strict complementarity conditions. At each step, we only solve a linear system of equations. Numerical results are provided and further applications to other problems are discussed. Accepted 25 March 1998     

ON THE UNIFORM CONSISTENCY OF THEKAPLAN-MEIER ESTIMATOR UNDER HEAVY CENSORING

Let X,i.i.d. and Y1i. i.d. be two sequences of random variables with unknown distribution functions F(x) and G(y) respectively. X, are censored by Y1. In this paper we study the uniform consistency of the Kaplan-Meier estimator under the case ey=sup(t:F(t)＜1)＞to=sup(t2G(t)＜1) The sufficient condition is discussed.     

On the entropic regularization method for solving min-max problems with applications

Consider a min-max problem in the form of min _xX max_1im {f _i (x)}. It is well-known that the non-differentiability of the max functionF(x) max_1im {f _i (x)} presents difficulty in finding an optimal solution. An entropic regularization procedure provides a smooth approximationF _p(x) that uniformly converges toF(x) overX with a difference bounded by ln(m)/p, forp > 0. In this way, withp being sufficiently large, minimizing the smooth functionF _p(x) overX provides a very accurate solution to the min-max problem. The same procedure can be applied to solve systems of inequalities, linear programming problems, and constrained min-max problems.This research work was supported in part by the 1995 NCSC-Cray Research Grant and the National Textile Center Research Grant S95-2.     

A Uniqueness Result for a Model for Mixtures in the Absence of External Forces and Interaction Momentum

We consider a continuum model describing steady flows of a miscible mixture of two fluids. The densities ϱ _i of the fluids and their velocity fields u ⁽ⁱ⁾ are prescribed at infinity: ϱ _i |_∞ = ϱ _i∞ > 0, u ⁽ⁱ⁾|∞ = 0. Neglecting the convective terms, we have proved earlier that weak solutions to such a reduced system exist. Here we establish a uniqueness type result: in the absence of the external forces and interaction terms, there is only one such solution, namely ϱ _i ≡ ϱ _i∞, u ⁽ⁱ⁾ ≡ 0, i = 1, 2. This work was supported by the SFB 611 at the University of Bonn and the European HYKE network (contract no. HPRN-CT-2002-00282). The third author was also supported by the project CSF 201/03/0934, and by MSM 0021620839.     

Jacobson radical of skew polynomial rings and skew group rings

LetR be a ring and σ an automorphism ofR. We prove the following results: (i)J(R _σ[x])={Σ_ir_i x ⁱ:r₀∈I∩J(R]), r _i∈I for alliε 1} whereI↪ {r∈R:rx ∈J(R _Σ[x])|s= (ii)J(R _σ<x>)=(J(R _σ<x>)∩R)_σ<x>. As an application of the second result we prove that ifG is a solvable group such thatG andR, + have disjoint torsions thenJ(R)=0 impliesJ(R(G))=0.     

Stability of Standing Waves for Nonlinear Schrödinger Equations with Inhomogeneous Nonlinearities

The effect of inhomogeneity of nonlinear medium is discussed concerning the stability of standing waves e^{i ω t}ϕ_ω(x) for a nonlinear Schr?dinger equation with an inhomogeneous nonlinearity V (x)|u|^{p − 1}u, where V (x) is proportional to the electron density. Here, ω > 0 and ϕ_ω(x) is a ground state of the stationary problem. When V (x) behaves like |x|^−b at infinity, where 0 < b < 2, we show that e^{i ω t}ϕ_ω(x) is stable for p < 1 + (4 − 2b)/n and sufficiently small ω > 0. The main point of this paper is to analyze the linearized operator at standing wave solution for the case of V (x) = |x|^−b. Then, this analysis yields a stability result for the case of more general, inhomogeneous V (x) by a certain perturbation method. Communicated by Bernard Helffer submitted 14/07/04, accepted 28/02/05     

Multiparameter acoustic imaging in the born approximation

Samples of biological tissue are modelled as inhomogeneous fluids with density ?(X) and sound speed c(x) at point x. The samples are contained in the sphere |x| ? δ and it is assumed that ?(x) ? ?₀ = 1 and c(x) ? c₀ = 1 for |x| ? δ, and |γ_n(x)| ? 1 and |?γ?(x)| ? 1 where γ?(x) = ?(x) ? 1 and γ_n(x) = c^?2(x) ? 1. The samples are insonified by plane pulses s(x · θ₀ – t) where x = |θ₀| = 1 and the scattered pulse is shown to have the form |x|^?1 e_s(|x| – t, θ, θ₀) in the far field, where x = |x| θ. The response e_s(τ, θ, θ₀) is measurable. The goal of the work is to construct the sample parameters γn and γ? from e_s(τ, θ, θ₀) for suitable choiches of s, θ and θ₀. In the limiting case of constant density: γ?(x)_? 0 it is shown that Where δ represents the Dirac δ and S² is the unit sphere |θ| = 1. Analogous formulas, based on two sets of measurements, are derived for the case of variable c(x) and ?(x).     

Growth and Hölder conditions for the sample paths of Feller processes

Let (A,D(A)) be the infinitesimal generator of a Feller semigroup such that C _c ^∞(ℝ ⁿ )⊂D(A) and A|C _c ^∞(ℝ ⁿ ) is a pseudo-differential operator with symbol −p(x,ξ) satisfying |p(•,ξ)|_∞≤c(1+|ξ|²) and |Imp(x,ξ)|≤c ₀Rep(x,ξ). We show that the associated Feller process {X _t } _{t ≥0} on ℝ ⁿ is a semimartingale, even a homogeneous diffusion with jumps (in the sense of [21]), and characterize the limiting behaviour of its trajectories as t→0 and ∞. To this end, we introduce various indices, e.g., β_∞ ^x :={λ>0:lim _{|ξ|→∞ | x − y |≤2/|ξ|}|p(y,ξ)|/|ξ|^λ=0} or δ_∞ ^x :={λ>0:liminf _{|ξ|→∞ | x − y |≤2/|ξ| |ε|≤1}|p(y,|ξ|ε)|/|ξ|^λ=0}, and obtain a.s. (ℙ ^x ) that lim _{t →0} t ^−1/λ _{s ≤ t} |X _s −x|=0 or ∞ according to λ>β_∞ ^x or λ<δ_∞ ^x . Similar statements hold for the limit inferior and superior, and also for t→∞. Our results extend the constant-coefficient (i.e., Lévy) case considered by W. Pruitt [27]. Received: 21 July 1997 / Revised version: 26 January 1998     

Random matrix products and applications to cellular automata

Let λ be the upper Lyapunov exponent corresponding to a product of i.i.d. randomm×m matrices (X _i) _i ^0/∞ over ℂ. Assume that theX _i's are chosen from a finite set {D ₀,D ₁...,D _t-1(ℂ), withP(X _i=D_j)>0, and that the monoid generated byD ₀, D₁,…, D_q−1 contains a matrix of rank 1. We obtain an explicit formula for λ as a sum of a convergent series. We also consider the case where theX _i's are chosen according to a Markov process and thus generalize a result of Lima and Rahibe [22]. Our results on λ enable us to provide an approximation for the numberN _≠0(F(x)ⁿ,r) of nonzero coefficients inF(x) ⁿ.(modr), whereF(x) ∈ ℤ[x] andr≥2. We prove the existence of and supply a formula for a constant α (<1) such thatN _≠0(F(x)ⁿ,r) ≈n ^α for “almost” everyn. Supported in part by FWF Project P16004-N05     

An analysis of the solution set to a homotopy equation between polynomials with real coefficients

We investigate the structure of the solution setS to a homotopy equationH(Z,t)=0 between two polynomialsF andG with real coefficients in one complex variableZ. The mapH is represented asH(x+iy, t)=h ₁(x, y, t)+ih ₂(x, y, t), whereh ₁ andh ₂ are polynomials from ℝ² × [0,1] into ℝ and i is the imaginary unit. Since all the coefficients ofF andG are real, there is a polynomialh ₃ such thath ₂(x, y, t)=yh₃(x, y, t). Then the solution setS is divided into two sets {(x, t)∶h ₁(x, 0, t)=0} and {(x+iy, t)∶h ₁(x, y, t)=0,h ₃(x, y, t)=0}. Using this division, we make the structure ofS clear. Finally we briefly explain the structure of the solution set to a homotopy equation between polynomial systems with real coefficients in several variables.     

A Smoothing Newton Method for General Nonlinear Complementarity Problems

Smoothing Newton methods for nonlinear complementarity problems NCP(F) often require F to be at least a P ₀-function in order to guarantee that the underlying Newton equation is solvable. Based on a special equation reformulation of NCP(F), we propose a new smoothing Newton method for general nonlinear complementarity problems. The introduction of Kanzow and Pieper's gradient step makes our algorithm to be globally convergent. Under certain conditions, our method achieves fast local convergence rate. Extensive numerical results are also reported for all complementarity problems in MCPLIB and GAMSLIB libraries with all available starting points.     

Removable singularities and non-uniqueness of solutions of a singular diffusion equation

 We prove that the solution u of the equation u _t =Δlog u, u>0, in (Ω\{x ₀})×(0,T), Ω⊂ℝ², has removable singularities at {x ₀}×(0,T) if and only if for any 0<α<1, 0<a<b<T, there exist constants ρ₀, C ₁, C ₂>0, such that C ₁ |x−x ₀|^α≤u(x,t)≤C ₂|x−x ₀|^−α holds for all 0<|x−x ₀|≤ρ₀ and a≤t≤b. As a consequence we obtain a sufficient condition for removable singularities at {∞}×(0,T) for solutions of the above equation in ℝ²×(0,T) and we prove the existence of infinitely many finite mass solutions for the equation in ℝ²×(0,T) when 0≤u ₀∉L ¹ (ℝ²) is radially symmetric and u ₀L _loc ¹(ℝ²). Received: 16 December 2001 / Revised version: 20 May 2002 / Published online: 10 February 2003 Mathematics Subject Classification (1991): 35B40, 35B25, 35K55, 35K65     

On the resolution of monotone complementarity problems

A reformulation of the nonlinear complementarity problem (NCP) as an unconstrained minimization problem is considered. It is shown that any stationary point of the unconstrained objective function is a solution of NCP if the mapping F involved in NCP is continuously differentiable and monotone, and that the level sets are bounded if F is continuous and strongly monotone. A descent algorithm is described which uses only function values of F. Some numerical results are given.     

On the neutrix composition of the distributions x −s ln m |x| and x r

Let F be a distribution and let f be a locally summable function. The distribution F(f) is defined as the neutrix limit of the sequence {F _n (f)}, where F _n (x) = F(x) * δ _n (x) and {δ _n (x)} is a certain sequence of infinitely differentiable functions converging to the Dirac delta-function δ(x). The composition of the distributions x ^?s ln ^m |x| and x ^r is proved to exist and be equal to r ^m x ^?rs ln ^m |x| for r, s, m = 2, 3….     

Hamilton cycles,avoiding prescribed arcs,in close-to-regular tournaments

The local irregularity of a digraph D is defined as i_l(D) = max {|d⁺ (x) − d⁻ (x)| : x ϵ V(D)}. Let T be a tournament, let Γ = {V₁, V₂, …, V_c} be a partition of V(T) such that |V₁| ≥ |V₂| ≥ … ≥ |V_c|, and let D be the multipartite tournament obtained by deleting all the arcs with both end points in the same set in Γ. We prove that, if |V(T)| ≥ max{2i_l(T) + 2|V₁| + 2|V₂| − 2, i_l(T) + 3|V₁| − 1}, then D is Hamiltonian. Furthermore, if T is regular (i.e., i_l(T) = 0), then we state slightly better lower bounds for |V(T)| such that we still can guarantee that D is Hamiltonian. Finally, we show that our results are best possible. © 1999 John Wiley & Sons, Inc. J Graph Theory 32: 123–136, 1999     

An accelerated Newton method for equations with semismooth Jacobians and nonlinear complementarity problems

We discuss local convergence of Newton’s method to a singular solution x ^* of the nonlinear equations F(x) =  0, for $F:{\mathbb{R}}^n \rightarrow {\mathbb{R}}^n$ . It is shown that an existing proof of Griewank, concerning linear convergence to a singular solution x ^* from a starlike domain around x ^* for F twice Lipschitz continuously differentiable and x ^* satisfying a particular regularity condition, can be adapted to the case in which F′ is only strongly semismooth at the solution. Further, Newton’s method can be accelerated to produce fast linear convergence to a singular solution by overrelaxing every second Newton step. These results are applied to a nonlinear-equations reformulation of the nonlinear complementarity problem (NCP) whose derivative is strongly semismooth when the function f arising in the NCP is sufficiently smooth. Conditions on f are derived that ensure that the appropriate regularity conditions are satisfied for the nonlinear-equations reformulation of the NCP at x ^*.     

Implicatively selector sets

Let A⊆N={0,1,2,...} and β be an n-ary Boolean function. We call A a β-implicatively selector (β-IS) set if there exists an n-ary selector general recursive function f such that (∀x₁,...,x_n)(β(χ(x₁),...,χ(x_n))=1⟹f(x₁,...,x_n)∈A), where χ is the characteristic function of A. Let F^(m), m≥1, be the family of all d _m+1 ^* -IS sets, where , F⁽⁰⁾=N, and F^(∞) is the class of all subsets in N. The basic result of the article says that the family of all β-IS sets coincides with one of F^(m), m≥0, or F^(∞), and, moreover, the inclusions F⁽⁰⁾⊂F⁽¹⁾⊂...⊂F^(∞) hold. Translated fromAlgebra i Logika, Vol. 35, No. 2, pp. 145–153, March–April, 1996.