Solution of monotone complementarity problems with locally Lipschitzian functions

The paper deals with complementarity problems CP(F), where the underlying functionF is assumed to be locally Lipschitzian. Based on a special equivalent reformulation of CP(F) as a system of equationsφ(x)=0 or as the problem of minimizing the merit functionΘ=1/2∥Φ∥ ₂ ² , we extend results which hold for sufficiently smooth functionsF to the nonsmooth case. In particular, ifF is monotone in a neighbourhood ofx, it is proved that 0 εδθ(x) is necessary and sufficient forx to be a solution of CP(F). Moreover, for monotone functionsF, a simple derivative-free algorithm that reducesΘ is shown to possess global convergence properties. Finally, the local behaviour of a generalized Newton method is analyzed. To this end, the result by Mifflin that the composition of semismooth functions is again semismooth is extended top-order semismooth functions. Under a suitable regularity condition and ifF isp-order semismooth the generalized Newton method is shown to be locally well defined and superlinearly convergent with the order of 1+p.     

Zeeman transitions in deuterium atoms induced by ultra-relativistic electrons

We present data showing hyperfine transitions in an atomic deuterium beam induced by the (476 MHz) radio-frequency field of a 704 MeV electron beam in a storage ring. A polarized deuterium beam, produced in an atomic beam source, was crossed with a stored electron beam and analyzed with a Breit--Rabi polarimeter. Electron-beam induced transitions were singled out by injecting different combinations of hyperfine states. Transition probabilities as high as 70% were measured at large currents (~ 100 mA). All possible deuterium transitions for a radio-frequency of 476 MHz were observed. In addition, a 1--6 transition resulting from the first harmonic (952 MHz) was observed. The effects of these transitions are of general importance for the polarized internal target technique applied in nuclear and particle physics experiments. The data are reasonably described by numerical estimates. The observed mechanism can be exploited to create nuclear polarized atoms when injecting electron polarized atoms with no net nuclear polarization into a storage cell. However, when nuclear polarized atoms are injected, care should be taken to avoid this mechanism, since it would result in depolarization of the atoms. The studies enabled us to choose the magnetic guide field during our spin-dependent electron--deuteron scattering experiments, such that electron-beam induced depolarizing effects were avoided. This revised version was published online in July 2006 with corrections to the Cover Date.     

Quasipotentials for simple noisy maps with complicated dynamics

The theory of nonequilibrium potentials or quasipotentials is a physically motivated approach to small random perturbations of dynamical systems, leading to exponential estimates of invariant probabilities and mean first exit times. In the present article we develop the mathematical foundation of this theory for discrete-time systems, following and extending the work of Freidlin and Wentzell, and Kifer. We discuss strategies for calculating and estimating quasipotentials and show their application to one-dimensionalS-unimodal maps. The method proves to be especially suited for describing the noise scaling behavior of invariant probabilities, e.g., for the map occurring as the limit of the Feigenbaum period-doubling sequence. We show that the method allows statements about the scaling behavior in the case of localized noise, too, which does not originally lie within the scope of the quasipotential formalism.     

Particle Characterization by Projected Area Determination

The projected areas of non-spherical particles do not represent an unambiguous particle characteristic. Depending on the orientation towards a constant observational direction, different projected areas result. The spectrum of all projected area values of a particle, if determined representatively, gives the probability with which a certain value is obtained by a single measurement. In this work, the frequency distributions of different examples of test objects were both calculated and measured. The objects were a cube, a rectangular parallelepiped and also three model agglomerates consisting of spheres of the same size. Instead of just one projected area, during each measuring procedure three projected areas from three orthogonal directions can be obtained. A mean value is then calculated to reduce the ambiguity of the particle characteristic and enhance the resolution. A suitable measurement set-up is introduced. The results of calculation and measurement are compared for observation from just one direction and also simultaneous observation from three directions. The frequency distributions of the equivalent diameters of the particle projected areas show a characteristic trend of the total curve with remarkable properties. The simultaneous measurement of three values from mutually orthogonal directions and their mean value calculation result in a much narrower distribution. In this case, a non-sphericity factor can additionally be calculated, whose frequency distribution contains information in a characteristic manner about the degree to which the particle shape differs from a sphere.     

Runge–Kutta Methods for Itô Stochastic Differential Equations with Scalar Noise

A general class of stochastic Runge–Kutta methods for Itô stochastic differential equation systems w.r.t. a one-dimensional Wiener process is introduced. The colored rooted tree analysis is applied to derive conditions for the coefficients of the stochastic Runge–Kutta method assuring convergence in the weak sense with a prescribed order. Some coefficients for new stochastic Runge–Kutta schemes of order two are calculated explicitly and a simulation study reveals their good performance.     

Second order Runge–Kutta methods for Stratonovich stochastic differential equations

The weak approximation of the solution of a system of Stratonovich stochastic differential equations with a m–dimensional Wiener process is studied. Therefore, a new class of stochastic Runge–Kutta methods is introduced. As the main novelty, the number of stages does not depend on the dimension m of the driving Wiener process which reduces the computational effort significantly. The colored rooted tree analysis due to the author is applied to determine order conditions for the new stochastic Runge–Kutta methods assuring convergence with order two in the weak sense. Further, some coefficients for second order stochastic Runge–Kutta schemes are calculated explicitly. AMS subject classification (2000)  65C30, 65L06, 60H35, 60H10