Convergence of multistep discretizations of DAEs

Standard ODE methods such as linear multistep methods encounter difficulties when applied to differential-algebraic equations (DAEs) of index greater than 1. In particular, previous results for index 2 DAEs have practically ruled out the use of all explicit methods and of implicit multistep methods other than backward difference formulas (BDFs) because of stability considerations. In this paper we embed known results for semi-explicit index 1 and 2 DAEs in a more comprehensive theory based on compound multistep and one-leg discretizations. This explains and characterizes the necessary requirements that a method must fulfill in order to be applicable to semi-explicit DAEs. Thus we conclude that the most useful discretizations are those that avoid discretization of the constraint. A freer use of e.g. explicit methods for the non-stiff differential part of the DAE is then possible.Dedicated to Germund Dahlquist on the occasion of his 70th birthdayThis author thanks the Centro de Estadística y Software Matemático de la Universidad Simón Bolivar (CESMa) for permitting her free use of its research facilities.Partial support by the Swedish Research Council for Engineering Sciences TFR under contract no. 222/91-405.     

Lyapunov-type inequalities for nonlinear systems

In this paper, by using elementary analysis, we establish some new Lyapunov-type inequalities for nonlinear systems of differential equations, special cases of which contain the well-known equations such as Emden-Fowler-type and half-linear equations. The inequalities obtained here can be used as handy tools in the study of qualitative behaviour of solutions of the associated equations.     

Existence and boundary behavior for singular nonlinear differential equations with arbitrary boundary conditions

Existence theory is developed for the equation ?(u)=F(u), where ? is a formally self-adjoint singular second-order differential expression and F is nonlinear. The problem is treated in a Hilbert space and we do not require the operators induced by ? to have completely continuous resolvents. Nonlinear boundary conditions are allowed. Also, F is assumed to be weakly continuous and monotone at one point. Boundary behavior of functions associated with the domains of definitions of the operators associated with ? in the singular case is investigated. A special class of self-adjoint operators associated with ? is obtained.     

变系数计量经济学联立模型的局部线性工具向量估计及其性质

联立方程计量经济学模型在经济政策制定、经济结构分析和经济预测方面起着重要作用。本文首次提出了我国宏观经济的一类变系数联立模型,并建立了函数系数的局部线性工具向量估计,同时在时间点列固定设计、经济变量随机设计条件下,研究了估计量的大样本性质。与我国宏观经济经典线性联立模型相比,变系数联立模型拟合效果更优。另外它也有助于克服我国宏观经济数据不多而造成的非参数方法应用困难的现实情况。     

Hille and Nehari type criteria for third-order dynamic equations

In this paper, we extend the oscillation criteria that have been established by Hille [E. Hille, Non-oscillation theorems, Trans. Amer. Math. Soc. 64 (1948) 234-252] and Nehari [Z. Nehari, Oscillation criteria for second-order linear differential equations, Trans. Amer. Math. Soc. 85 (1957) 428-445] for second-order differential equations to third-order dynamic equations on an arbitrary time scale T, which is unbounded above. Our results are essentially new even for third-order differential and difference equations, i.e., when T=R and T=N. We consider several examples to illustrate our results.     

Diffraction by a wedge at skew incidence: integral representations of Cauchy-Carleman for the electromagnetic fields

An electromagnetic diffraction problem in a wedge shaped region is reduced to a system of coupled functional difference equations by means of Sommerfeld integrals and Malyuzhinets theorem. By introducing an integral operator it is shown that the solutions of this system of functional equations can be defined in terms of integral representations whose kernels are solutions of a singular integral equation of Cauchy-Carleman type for which an explicit solution is given.     

Asymptotic Methods Applied to Contact Problems

Asymptotic methods for contact problems are expounded. Some typical integral equations are considered     

An implicit characteristic-flux-averaging method for the euler equations for real gases

A formulation of an implicit characteristic-flux-averaging method for the unsteady Euler equations with real gas effects is presented. Incorporation of a real gas into a general equation of state is achieved by considering the pressure as a function of density and specific internal energy. The Ricmann solver as well as the flux-split algorithm are modified by introducing the pressure derivatives with respect to density and internal energy. Expressions for calculating the values of the flow variables for a real gas at the cell faces are derived. The Jacobian matrices and the eigenvectors are defined for a general equation of state. The solution of the system of equations is obtained by using a mesh-sequencing method for acceleration of the convergence. Finally, a test case for a simple form of equation of state displays the differences from the corresponding solution for an ideal gas.     

GLOBAL EXISTENCE FOR A CLASS OF SYSTEMSOF NONLINEAR WAVE EQUATIONS INTHREE SPACE DIMENSIONS

Consider a system of nonlinear wave equationsfor i = 1, … , m, where F, (i = 1, … , m) are smooth functions of degree 2 near the origin of their arguments, and u = (u1, … ,um), while u and x u represent the first and second derivatives of u, respectively. In this paper, the author presents a new class of nonlineaxity for which the global existence of small solutions is ensured. For example, global existence of small solutions for arbitrary cubic terms,arbitrary cubic termswill be established, provided that c12 ≠ c22.     

FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH STOPPING TIME

The existence and uniqueness results of fully coupled forward-backward stochastic differential equations with stopping time (unbounded) is obtained. One kind of comparison theorem for this kind of equations is also proved.