Ultra-analytic effect of Cauchy problem for a class of kinetic equations

The smoothing effect of the Cauchy problem for a class of kinetic equations is studied. We firstly consider the spatially homogeneous nonlinear Landau equation with Maxwellian molecules and inhomogeneous linear Fokker-Planck equation to show the ultra-analytic effects of the Cauchy problem. Those smoothing effect results are optimal and similar to heat equation. In the second part, we study a model of spatially inhomogeneous linear Landau equation with Maxwellian molecules, and show the analytic effect of the Cauchy problem.     

Hölder continuity of weak solutions of a class of linear equations with boundary degeneracy

This paper deals with a class of linear equations with boundary degeneracy. According to the degenerate ratio, the equations are divided into weakly degenerate ones and strongly degenerate ones, which should be supplemented by different Dirichlet boundary value conditions. After establishing some necessary existence, nonexistence and comparison principles, we investigate the optimal Hölder continuity of weak solutions in these two cases utilizing the Harnack inequality and the Morrey theorem, respectively.     

An Invariant Harnack Inequality for a Class of Hypoelliptic Ultraparabolic Equations

We show an invariant Harnack inequality for a class of hypoelliptic ultraparabolic operators with underlying homogeneous Lie group structures. As a byproduct we prove a Liouville type theorem for the related stationary operators. We also introduce a notion of link of homogeneous Lie Groups that allows us to show that our results apply to wide classes of operators.     

Finding all solutions of separable systems of piecewise-linear equations using integer programming

Finding all solutions of nonlinear or piecewise-linear equations is an important problem which is widely encountered in science and engineering. Various algorithms have been proposed for this problem. However, the implementation of these algorithms are generally difficult for non-experts or beginners. In this paper, an efficient method is proposed for finding all solutions of separable systems of piecewise-linear equations using integer programming. In this method, we formulate the problem of finding all solutions by a mixed integer programming problem, and solve it by a high-performance integer programming software such as GLPK, SCIP, or CPLEX. It is shown that the proposed method can be easily implemented without making complicated programs. It is also confirmed by numerical examples that the proposed method can find all solutions of medium-scale systems of piecewise-linear equations in practical computation time.     

Newton's method for a class of nonsmooth functions

This paper presents and justifies a Newton iterative process for finding zeros of functions admitting a certain type of approximation. This class includes smooth functions as well as nonsmooth reformulations of variational inequalities. We prove for this method an analogue of the fundamental local convergence theorem of Kantorovich including optimal error bounds.The research reported here was sponsored by the National Science Foundation under Grants CCR-8801489 and CCR-9109345, by the Air Force Systems Command, USAF, under Grants AFOSR-88-0090 and F49620-93-1-0068, by the U. S. Army Research Office under Grant No. DAAL03-92-G-0408, and by the U. S. Army Space and Strategic Defense Command under Contract No. DASG60-91-C-0144. The U. S. Government has certain rights in this material, and is authorized to reproduce and distribute reprints for Governmental purposes notwithstanding any copyright notation thereon.     

A priori bounds for degenerate and singular evolutionary partial integro-differential equations

We study quasilinear evolutionary partial integro-differential equations of second order which include time fractional p-Laplace equations of time order less than one. By means of suitable energy estimates and De Giorgi’s iteration technique we establish results asserting the global boundedness of appropriately defined weak solutions of these problems. We also show that a maximum principle is valid for such equations.     

On the solutions of the Cauchy problem for a class of partial differential equations with double characteristic at a point

We give an explicit representation of the solutions of the Cauchy problem, in terms of series of hypergeometric functions, for the following class of partial differential equations with double characteristic at the origin:

(xkt_∂+ax_∂)(xkt_∂+bx_∂)u+cxk−1t_∂u=0,     

Gevrey class regularity for quasi-linear sub-elliptic equations of second order

In this work we study the Gevrey regularity of solutions to a general class of second order quasi-linear equations. Under some kind of sub-ellipticity conditions, we obtain the Gevrey regularity of weak solutions to these equations.     

Wong-Zakai approximations for stochastic differential equations

The aim of this paper is to give a wide introduction to approximation concepts in the theory of stochastic differential equations. The paper is principally concerned with Zong-Zakai approximations. Our aim is to fill a gap in the literature caused by the complete lack of monographs on such approximation methods for stochastic differential equations; this will be the objective of the author's forthcoming book. First, we briefly review the currently-known approximation results for finite- and infinite-dimensional equations. Then the author's results are preceded by the introduction of two new forms of correction terms in infinite dimensions appearing in the Wong-Zakai approximations. Finally, these results are divided into four parts: for stochastic delay equations, for semilinear and nonlinear stochastic equations in abstract spaces, and for the Navier-Stokes equations. We emphasize in this paper results rather than proofs. Some applications are indicated.The author's research was partially supported by KBN grant No. 2 P301 052 03.     

A direct active set algorithm for large sparse quadratic programs with simple bounds

We show how a direct active set method for solving definite and indefinite quadratic programs with simple bounds can be efficiently implemented for large sparse problems. All of the necessary factorizations can be carried out in a static data structure that is set up before the numeric computation begins. The space required for these factorizations is no larger than that required for a single sparse Cholesky factorization of the Hessian of the quadratic. We propose several improvements to this basic algorithm: a new way to find a search direction in the indefinite case that allows us to free more than one variable at a time and a new heuristic method for finding a starting point. These ideas are motivated by the two-norm trust region problem. Additionally, we also show how projection techniques can be used to add several constraints to the active set at each iteration. Our experimental results show that an algorithm with these improvements runs much faster than the basic algorithm for positive definite problems and finds local minima with lower function values for indefinite problems.Research partially supported by the Applied Mathematical Sciences Research Program (KC-04-02) of the Office of Energy Research of the U.S. Department of Energy under grant DE-FG02-86ER25013.A000.     

Pullback attractors for a class of non-autonomous nonclassical diffusion equations

We consider the first initial boundary value problem for the non-autonomous nonclassical diffusion equation u_t−εΔu_t−Δu+f(u)=g(t), ε∈[0,1], in a bounded domain in R^N. Under a Sobolev growth rate of the nonlinearity f and a suitable exponential growth of the external force g, using the asymptotic a priori estimate method, we prove the existence of pullback D-attractors in the space and the upper semicontinuity of at ε=0.     

Invariant measure for a class of parabolic degenerate equations

In this paper we consider a stochastic flow in Rⁿ which leaves a closed convex set K invariant. By using a recent characterization of the invariance, involving the distance function, we study the corresponding transition semigroup P_t and its infinitesimal generator N. Due to the invariance property, N is a degenerate elliptic operator. We study existence of an invariant measure ν of P_t and the realization of N in L² (H, ν).     

Optimal order results for a class of regularization methods using unbounded operators

A class of regularization methods using unbounded regularizing operators is considered for obtaining stable approximate solutions for ill-posed operator equations. With an a posteriori as well as an a priori parameter choice strategy, it is shown that the method yields the optimal order. Error estimates have also been obtained under stronger assumptions on the generalized solution. The results of the paper unify and simplify many of the results available in the literature. For example, the optimal results of the paper include, as particular cases for Tikhonov regularization, the main result of Mair (1994) with an a priori parameter choice, and a result of Nair (1999) with an a posteriori parameter choice. Thus the observations of Mair (1994) on Tikhonov regularization of ill-posed problems involving finitely and infinitely smoothing operators is applicable to various other regularization procedures as well. Subsequent results on error estimates include, as special cases, an optimal result of Vainikko (1987) and also some recent results of Tautenhahn (1996) in the setting of Hilbert scales.     

Error bounds and parameter choice strategies for simplified regularization in Hilbert scales

Simplified regularization in the setting of Hilbert scales has been considered for obtaining stable approximate solutions for ill-posed operator equations. The derived error estimates using an a posteriori as well as an a priori parameter choice strategy are shown to be of optimal order with respect to certain natural assumptions on the ill-posedness of the equation.The work of M. Thamban Nair is partially supported by IC&SR, I.I.T., Madras     

Phase space analysis of semilinear parabolic equations

We present a wave packet analysis of a class of possibly degenerate parabolic equations with variable coefficients. As a consequence, we prove local wellposedness of the corresponding Cauchy problem in spaces of low regularity, namely the modulation spaces, assuming a nonlinearity of analytic type. As another application, we deduce that the corresponding phase space flow decreases the global wave front set. We also consider the action on spaces of analytic functions, provided the coefficients are analytic themselves.     

Two-sided Global Estimates of the Green’s Function of Parabolic Equations

We are able to derive lower and upper bounds for the Green’s function for the parabolic operator of the divergence form. These estimates hold over the whole domain. Similar results were obtained by E. Davies and Q. Zhang, respectively.     

Hölder estimate for non-uniform parabolic equations in highly heterogeneous media

Uniform bound for the solutions of non-uniform parabolic equations in highly heterogeneous media is concerned. The media considered are periodic and they consist of a connected high permeability sub-region and a disconnected matrix block subset with low permeability. Parabolic equations with diffusion depending on the permeability of the media have fast diffusion in the high permeability sub-region and slow diffusion in the low permeability subset, and they form non-uniform parabolic equations. Each medium is associated with a positive number ?$?$, denoting the size ratio of matrix blocks to the whole domain of the medium. Let the permeability ratio of the matrix block subset to the connected high permeability sub-region be of the order ?^2τ${?}^{2\tau }$ for τ∈(0,1]$\tau \in (0,1]$. It is proved that the Hölder norm of the solutions of the above non-uniform parabolic equations in the connected high permeability sub-region are bounded uniformly in ?$?$. One example also shows that the Hölder norm of the solutions in the disconnected subset may not be bounded uniformly in ?$?$.     

Perturbation bounds for polynomials

Using two different elementary approaches we derive a global and a local perturbation theorem on polynomial zeros that significantly improve the results of Ostrowski (Acta Math 72:99–257, 1940), Elsner et al. (Linear Algebra Appl 142:195–209, 1990). A comparison of different perturbation bounds shows that our results are better in many cases than the similar local result of Beauzamy (Can Math Bull 42(1):3–12, 1999). Using the matrix theoretical approach we also improve the backward stability result of Edelman and Murakami (Proceedings of the Fifth SIAM Conference on Applied Linear Algebra, SIAM, Philapdelphia, 1994; Math Comput 64:210–763, 1995).     

Fast Fourier-Galerkin methods for solving singular boundary integral equations: Numerical integration and precondition

We develop a fast fully discrete Fourier-Galerkin method for solving a class of singular boundary integral equations. We prove that the number of multiplications used in generating the compressed matrix is O(nlog³n), and the solution of the proposed method preserves the optimal convergence order O(n^−t), where n is the order of the Fourier basis functions used in the method and t denotes the degree of regularity of the exact solution. Moreover, we propose a preconditioning which ensures the numerical stability when solving the preconditioned linear system. Numerical examples are presented to confirm the theoretical estimates and to demonstrate the approximation accuracy and computational efficiency of the proposed algorithm.