Branch-and-bound decomposition approach for solving quasiconvex-concave programs

A class of branch-and-bound methods is proposed for minimizing a quasiconvex-concave function subject to convex and quasiconvex-concave inequality constraints. Several important special cases where the subproblems involved by the bounding-and-branching operations can be solved quite effectively include certain d.c. programming problems, indefinite quadratic programming with one negative eigenvalue, affine multiplicative problems, and fractional multiplicative optimization.This research was accomplished while the second author was a Fellow of the Alexander von Humboldt Foundation at the University of Trier, Trier, Germany.     

Existence-Uniqueness Problems For Infinite Dimensional Stochastic Differential Equations With Delays

The main aim of this paper is to develop the basic theory of a class of infinite dimensional stochastic differential equations with delays (IDSDEs) under local Lipschitz conditions. Firstly, we establish a global existence-uniqueness theorem for the IDSDEs under the global Lipschitz condition in \(C\) without the linear growth condition. Secondly, the non-continuable solution for IDSDEs is given under the local Lipschitz condition in \(C\). Then, the classical Itô's formula is improved and a global existence theorem for IDSDEs is obtained. Our new theorems give better results while conditions imposed are much weaker than some existing results. For example, we need only the local Lipschitz condition in \(C\) but neither the linear growth condition nor the continuous condition on the time \(t\). Finally, two examples are provided to show the effectiveness of the theoretical results.     

Branch-and-bound methods for solving systems of Lipschitzian equations and inequalities

In this note, we show how branch-and-bound methods previously proposed for solving broad classes of multiextremal global optimization problems can be applied for solving systems of Lipschitzian equations and inequalities over feasible sets defined by various types of constraints. Some computational results are given.This research was accomplished while the second author was a fellow of the Alexander von Humboldt Foundation at the University of Trier, Trier, West Germany.     

Conical algorithm for the global minimization of linearly constrained decomposable concave minimization problems

In this paper, we are concerned with the linearly constrained global minimization of the sum of a concave function defined on ap-dimensional space and a linear function defined on aq-dimensional space, whereq may be much larger thanp. It is shown that a conical algorithm can be applied in a space of dimensionp + 1 that involves only linear programming subproblems in a space of dimensionp +q + 1. Some computational results are given.This research was accomplished while the second author was a Fellow of the Alexander von Humboldt Foundation, University of Trier, Trier, Germany.     

Local and non‐local boundary quenching

The quenching problem is examined for a one‐dimensional heat equation with a non‐linear boundary condition that is of either local or non‐local type. Sufficient conditions are derived that establish both quenching and non‐quenching behaviour. The growth rate of the solution near quenching is also given for a power‐law non‐linearity. The analysis is conducted in the context of a nonlinear Volterra integral equation that is equivalent to the initial–boundary value problem. Copyright © 1999 John Wiley & Sons, Ltd.     

Criteria for the stability of the finiteness property and for the uniqueness of Barabanov norms

A set of matrices is said to have the finiteness property if the maximal rate of exponential growth of long products of matrices drawn from that set is realised by a periodic product. The extent to which the finiteness property is prevalent among finite sets of matrices is the subject of ongoing research. In this article, we give a condition on a finite irreducible set of matrices which guarantees that the finiteness property holds not only for that set, but also for all sufficiently nearby sets of equal cardinality. We also prove a theorem giving conditions under which the Barabanov norm associated to a finite irreducible set of matrices is unique up to multiplication by a scalar, and show that in certain cases these conditions are also persistent under small perturbations.     

Continuation and asymptotics of solutions to semilinear parabolic equations with critical nonlinearities

In this paper we discuss continuation properties and asymptotic behavior of -regular solutions to abstract semilinear parabolic problems in case when the nonlinear term satisfies critical growth conditions. A necessary and sufficient condition for global in time existence of -regular solutions is given. We also formulate sufficient conditions to construct a piecewise -regular solutions (continuation beyond maximal time of existence for -regular solutions). Applications to strongly damped wave equations and to higher order semilinear parabolic equations are finally discussed. In particular global solvability and the existence of a global attractor for in is achieved in case when a nonlinear term f satisfies a critical growth condition and a dissipativeness condition. Similar result is obtained for a 2mth order semilinear parabolic initial boundary value problem in a Hilbert space .     

Further results on existence-uniqueness for stochastic functional differential equations

The aim of this paper is to develop some basic theories of stochastic functional differential equations (SFDEs) under the local Lipschitz condition in continuous functions space ?. Firstly, we establish a global existence-uniqueness lemma for the SFDEs under the global Lipschitz condition in ? without the linear growth condition. Then, under the local Lipschitz condition in ?, we show that the non-continuable solution of SFDEs still exists if the drift coefficient and diffusion coefficient are square-integrable with respect to t when the state variable equals zero. And the solution of the considered equation must either explode at the end of the maximum existing interval or exist globally. Furthermore, some more general sufficient conditions for the global existence-uniqueness are obtained. Our conditions obtained in this paper are much weaker than some existing results. For example, we need neither the linear growth condition nor the continuous condition on the time t. Two examples are provided to show the effectiveness of the theoretical results.     

Shape sensitivity of curvilinear cracks on interface to non-linear perturbations

The 2D-model of an anisotropic, non-homogeneous, bonded elastic solid with a crack on the interface is considered. We state the linear problem with the stress-free boundary condition at the crack faces in addition to the transmission condition at the connected part of the interface. The sensitivity of the model to non-linear perturbations of the curvilinear crack along the interface is investigated. We obtain the asymptotic expansion and the corresponding derivatives of the potential energy functional with respect to the crack length via the material derivatives of the solution. This allows us to describe the growth or stationarity, and the local optimality conditions by the Griffith rupture criterion. The integral expression of the energy release rate for the considered problems is obtained, and the Cherepanov-Rice integral is discussed.     

A class of stochastic differential equations with the time average

Stochastic diferential equations with the time average have received increasing attentions in recent years since they can ofer better explanations for some fnancial models.Since the time average is involved in this class of stochastic diferential equations,in this paper,the linear growth condition and the Lipschitz condition are diferent from the classical conditions.Under the special linear growth condition and the special Lipschitz condition,this paper establishes the existence and uniqueness of the solution.By using the Lyapunov function,this paper also establishes the existence and uniqueness under the local Lipschitz condition and gives the p-th moment estimate.Finally,a scalar example is given to illustrate the applications of our results.     

A criterion for the growth of cracks with bonds in the end zone

A fracture criterion which takes account of the work done in the deformation of bonds in the end zone of a crack is proposed for analysing the quasistatic growth of a crack with bonds in the end zone. The energy condition that the deformation energy release rate at the crack tip is equal to the rate of deformation energy consumption by the bonds in the end zone of the crack (the first fracture condition) corresponds to the state of limit equilibrium of the crack tip. The rupture of bonds at the trailing edge of the end zone is determined by the condition for their limiting traction (the second fracture condition). Starting from these two conditions, the processes of subcritical and quasistatic crack growth are considered for the case of a rectilinear crack at interface of materials and the two basic fracture parameters, the critical external load and the size of the end zone of the crack in the state of limit equilibrium, are determined. Analytical expressions are obtained for the deformation energy release rate at the crack tip and the rate of deformation energy consumption by the bonds and, also, the dependences of the critical external load and size of the end zone of the crack on the crack length in the case of a rectilinear crack in a homogeneous body with bond tractions which are constant and independent of the external load. The limit cases of a crack which is filled with bonds and a crack with a short end zone are considered.     

Approximation Technique for Fractional Evolution Equations with Nonlocal Integral Conditions

We consider a class of fractional evolution equations with nonlocal integral conditions in Banach spaces. New existence of mild solutions to such a problem are established using Schauder fixed-point theorem, diagonal argument and approximation techniques under the hypotheses that the nonlinear term is Carathéodory continuous and satisfies some weak growth condition, the nonlocal term depends on all the value of independent variable on the whole interval and satisfies some weak growth condition. This work may be viewed as an attempt to develop a general existence theory for fractional evolution equations with general nonlocal integral conditions. Finally, as a sample of application, the results are applied to a fractional parabolic partial differential equation with nonlocal integral condition. The results obtained in this paper essentially extend some existing results in this area.     

Beitrag zum Divisionsproblem for Ultradistributionen und ein Fortsetzungssatz

In this note we give a characterization of ultradistributions, which are supported by a single point. As a consequence we get a necessary condition for the solvability of the division problem for ultradistributions similar to the well-known condition in the case of distributions (cf. Malgrange [12]).Finally an extension theorem for ultradistributions is proved, using exponential growth conditions, that generalize the condition of Lojasiewicz [11].     

On a logistic growth model with predation and a power‐type diffusion coefficient: I. Existence of solutions and extinction criteria

We consider a logistic growth model with a predation term and a stochastic perturbation yielding constant elasticity of variance. The resulting stochastic differential equation does not satisfy the standard assumptions for existence and uniqueness of solutions, namely, linear growth and the Lipschitz condition. Nevertheless, for any positive initial condition, we prove that a solution exists and is unique up to the first time it hits zero. Additionally, we provide alternative criteria for population extinction depending on the choice of parameters. More precisely, we provide criteria that guarantee the following: (i) population extinction with positive probability for a set of initial conditions with positive Lebesgue measure; (ii) exponentially fast population extinction with full probability for any positive initial condition; and (iii) population extinction in finite time with full probability for any positive initial condition. Copyright © 2015 John Wiley & Sons, Ltd.     

无限时滞随机泛函微分方程的Razumikhin型定理

在无限时滞的随机泛函微分方程整体解存在的前提下,建立了一般衰减稳定性的Razumikhin型定理.在此基础上,基于局部Lipschitz条件和多项式增长条件,得到了无限时滞随机泛函微分方程整体解的存在唯一性,以及具有一般衰减速率的p阶矩和几乎必然渐近稳定性定理.     

Generic well-posedness of nonconvex optimal control problems

The Tonelli existence theorem in the calculus of variations and its subsequent modifications were established for integrands f which satisfy convexity and growth conditions. In our previous work a generic existence and uniqueness result (with respect to variations of the integrand of the integral functional) without the convexity condition was established for a class of optimal control problems satisfying the Cesari growth condition. In this paper we extend this generic existence and uniqueness result to a class of optimal control problems in which the right-hand side of differential equations is also subject to variations.     

Numerical Solutions of Stochastic Differential Delay Equations with Jumps

Abstract

In this article, we investigate the strong convergence of the Euler–Maruyama method and stochastic theta method for stochastic differential delay equations with jumps. Under a global Lipschitz condition, we not only prove the strong convergence, but also obtain the rate of convergence. We show strong convergence under a local Lipschitz condition and a linear growth condition. Moreover, it is the first time that we obtain the rate of the strong convergence under a local Lipschitz condition and a linear growth condition, i.e., if the local Lipschitz constants for balls of radius R are supposed to grow not faster than log R.     

管道内激波的不稳定性

本文将无限大激波阵面的激波不稳定性理论[1]推广到矩形截面管道内的激波不稳定性问题.首先,给出这个问题的数学提法,包括扰动方程与三类边界条件.其次,给出扰动方程的普遍解.上游和下游的普遍解分别含有5个待定常数.再次,在一类边界条件和一个假定下,证明了激波前扰动为0,激波后两个声扰动之一为0.边界条件是,X→±∞处扰动物理量为0.假定只讨论激波不稳定性问题,从而可先设ω=iγ,γ是不稳定性增长率,为正实数.另一类边界条件是管壁上法向速度扰动为0,它使波数只能取一组离散值.最后,用扰动激波上的5个守恒方程这一边界条件来决定激波后4个待定常数和扰动激波振幅这个未知量时,导出了色散关系.结果表明,正实数γ确是存在.不稳定激波有两种模式,一种模式为γ=-W·k(W<0)它代表激波的绝对不稳定性,是新得到的模式.另一种模式与过去工作中给出的[2,3]大体相同.本文则进一步给出了这种模式的激波不稳定性增长率,并指出j2((?V/?P)_H=1+2M为最不稳定点(即无量纲化的不稳定性增长率Г=∞).如果不假定ω是纯虚数,而是复数,其虚部为正实数Im(ω)≥0.本文也严格证明了其不稳定性判据仍有两种模式,ω仍为纯虚数.     

On global quadratic growth condition for min-max optimization problems with quadratic functions

Second-order sufficient condition and quadratic growth condition play important roles both in sensitivity and stability analysis and in numerical analysis for optimization problems. In this article, we concentrate on the global quadratic growth condition and study its relations with global second-order sufficient conditions for min-max optimization problems with quadratic functions. In general, the global second-order sufficient condition implies the global quadratic growth condition. In the case of two quadratic functions involved, we have the equivalence of the two conditions.     

Probability density function of SDEs with unbounded and path-dependent drift coefficient

In this paper, we first prove that the existence of a solution of SDEs under the assumptions that the drift coefficient is of linear growth and path-dependent, and diffusion coefficient is bounded, uniformly elliptic and Hölder continuous. We apply Gaussian upper bound for a probability density function of a solution of SDE without drift coefficient and local Novikov condition, in order to use Maruyama–Girsanov transformation. The aim of this paper is to prove the existence with explicit representations (under linear/super-linear growth condition), Gaussian two-sided bound and Hölder continuity (under sub-linear growth condition) of a probability density function of a solution of SDEs with path-dependent drift coefficient. As an application of explicit representation, we provide the rate of convergence for an Euler–Maruyama (type) approximation, and an unbiased simulation scheme.