Spectral estimates for saddle point matrices arising in weak constraint four‐dimensional variational data assimilation

We consider the large sparse symmetric linear systems of equations that arise in the solution of weak constraint four‐dimensional variational data assimilation, a method of high interest for numerical weather prediction. These systems can be written as saddle point systems with a 3 × 3 block structure but block eliminations can be performed to reduce them to saddle point systems with a 2 × 2 block structure, or further to symmetric positive definite systems. In this article, we analyse how sensitive the spectra of these matrices are to the number of observations of the underlying dynamical system. We also obtain bounds on the eigenvalues of the matrices. Numerical experiments are used to confirm the theoretical analysis and bounds.     

Zero dissipation limit to rarefaction wave with vacuum for the one-dimensional non-isentropic micropolar equations

The zero dissipation limit of the one-dimensional non-isentropic micropolar equations is studied in this paper. If the given rarefaction wave which connects to vacuum at one side, a sequence of solution to the micropolar equations can be constructed which converge to the above rarefaction wave with vacuum as the viscosity and the heat conduction coefficient tend to zero. Moreover, the uniform convergence rate is obtained. The key point in our analysis is how to control the degeneracies in the vacuum region in the zero dissipation limit process.     

Approximate inverse computation using Frobenius inner product

Parallel preconditioners are presented for the solution of general linear systems of equations. The computation of these preconditioners is achieved by orthogonal projections related to the Frobenius inner product. So, min_M∈??∥AM?I∥ _F and matrix M₀∈?? corresponding to this minimum (?? being any vectorial subspace of ??_n(?)) are explicitly computed using accumulative formulae in order to reduce computational cost when subspace ?? is extended to another one containing it. Every step, the computation is carried out taking advantage of the previous one, what considerably reduces the amount of work. These general results are illustrated with the subspace of matrices M such that AM is symmetric. The main application is developed for the subspace of matrices with a given sparsity pattern which may be constructed iteratively by augmenting the set of non‐zero entries in each column. Finally, the effectiveness of the sparse preconditioners is illustrated with some numerical experiments. Copyright © 2002 John Wiley & Sons, Ltd.     

SPECTRUM-PRESERVING ELEMENTARY OPERATORS ON B（X）

1.IntroductionLetXbeaninfinitedimensionalcomplexBanachspaceandB(X)theBanachalgebraofallboundedlinearoperatorsonX.ForTEB(X),a(T),asusual,willdenotethespectrumofT.Let4bealinearmapfromB(X)intoitself.4isspectrum-preservingifa(di(T))=a(T)forallTEB(X);4isspectrum-compressingifa(4(T))ga(T)forallTEB(X).Itisclearthatif4isunital(i.e.,ac(I)=I),thenacisspectrum-preserving(spectrum-compressing)ifandonlyif4preservesinvertibilityinbothdirections(preservesinvertibility),i.e.,4(T)isinvertibleifando…     

Efficient Collocation Schemes for Singular Boundary Value Problems

We discuss an error estimation procedure for the global error of collocation schemes applied to solve singular boundary value problems with a singularity of the first kind. This a posteriori estimate of the global error was proposed by Stetter in 1978 and is based on the idea of Defect Correction, originally due to Zadunaisky. Here, we present a new, carefully designed modification of this error estimate which not only results in less computational work but also appears to perform satisfactorily for singular problems. We give a full analytical justification for the asymptotical correctness of the error estimate when it is applied to a general nonlinear regular problem. For the singular case, we are presently only able to provide computational evidence for the full convergence order, the related analysis is still work in progress. This global estimate is the basis for a grid selection routine in which the grid is modified with the aim to equidistribute the global error. This procedure yields meshes suitable for an efficient numerical solution. Most importantly, we observe that the grid is refined in a way reflecting only the behavior of the solution and remains unaffected by the unsmooth direction field close to the singular point.     

On the Moments of Overflow and Freed Carried Traffic for the GI/M/C/0 System

In circuit-switched networks call streams are characterized by their mean and peakedness (two-moment method). The GI/M/C/0 system is used to model a single link, where the GI-stream is determined by fitting moments appropriately. For the moments of the overflow traffic of a GI/M/C/0 system there are efficient numerical algorithms available. However, for the moments of the freed carried traffic, defined as the moments of a virtual link of infinite capacity to which the process of calls accepted by the link (carried arrival process) is virtually directed and where the virtual calls get fresh exponential i.i.d. holding times, only complex numerical algorithms are available. This is the reason why the concept of the freed carried traffic is not used. The main result of this paper is a numerically stable and efficient algorithm for computing the moments of freed carried traffic, in particular an explicit formula for its peakedness. This result offers a unified handling of both overflow and carried traffics in networks. Furthermore, some refined characteristics for the overflow and freed carried streams are derived.     

Recursive partition and amalgamation with the exponential family: Theory and applications

The theory of tree-growing (RECPAM approach) is developed for outcome variables which are distributed as the canonical exponential family. The general RECPAM approach (consisting of three steps: recursive partition, pruning and amalgamation), is reviewed. This is seen as constructing a partition with maximal information content about a parameter to be predicted, followed by simplification by the elimination of ‘negligible’ information. The measure of information is defined for an exponential family outcome as a deviance difference, and appropriate modifications of pruning and amalgamation rules are discussed. It is further shown how the proposed approach makes it possible to develop tree-growing for situations usually treated by generalized linear models (GLIM). In particular, Poisson and logistic regression can be tree-structured. Moreover, censored survival data can be treated, as in GLIM, by observing a formal equivalence of the likelihood under random censoring and an appropriate Poisson model. Three examples are given of application to Poisson, binary and censored survival data.     

利用杨辉三角形对称性推导高阶运动微分方程

利用Mathematica数学软件计算函数r=r(q(t),t)各变量之间偏导和高阶导数的关系，发现具有杨辉三角形对称性.结合杨辉三角形的对称性规律和牛顿第二定律推导出了高阶运动微分方程，并讨论了理想约束系统下的高阶运动微分方程. 关键词： 杨辉三角形 牛顿第二定律 高阶运动微分方程 高阶力变率 高阶速度能量 理想约束     

Attractors for a Three-Dimensional Thermo-Mechanical Model of Shape Memory Alloys

Abstract In this note, we consider a Frémond model of shape memory alloys. Let us imagine a piece of a shape memory alloy which is fixed on one part of its boundary, and assume that forcing terms, e.g., heat sources and external stress on the remaining part of its boundary, converge to some time-independent functions, in appropriate senses, as time goes to infinity. Under the above assumption, we shall discuss the asymptotic stability for the dynamical system from the viewpoint of the global attractor. More precisely, we generalize the paper [12] dealing with the one-dimensional case. First, we show the existence of the global attractor for the limiting autonomous dynamical system; then we characterize the asymptotic stability for the non-autonomous case by the limiting global attractor. * Project supported by the MIUR-COFIN 2004 research program on “Mathematical Modelling and Analysis of Free Boundary Problems”.