A nonsmooth Levenberg–Marquardt method for solving semi-infinite programming problems

In this paper, we first transform the semi-infinite programming problem into the KKT system by the techniques in [D.H. Li, L. Qi, J. Tam, S.Y. Wu, A smoothing Newton method for semi-infinite programming, J. Global. Optim. 30 (2004) 169–194; L. Qi, S.Y. Wu, G.L. Zhou, Semismooth Newton methods for solving semi-infinite programming problems, J. Global. Optim. 27 (2003) 215–232]. Then a nonsmooth and inexact Levenberg–Marquardt method is proposed for solving this KKT system based on [H. Dan, N. Yamashita, M. Fukushima, Convergence properties of the inexact Levenberg–Marquardt method under local error bound conditions, Optimim. Methods Softw., 11 (2002) 605–626]. This method is globally and superlinearly (even quadratically) convergent. Finally, some numerical results are given.     

Numerical integration over polygons using an eight-node quadrilateral spline finite element

In this paper, a cubature formula over polygons is proposed and analysed. It is based on an eight-node quadrilateral spline finite element [C.-J. Li, R.-H. Wang, A new 8-node quadrilateral spline finite element, J. Comp. Appl. Math. 195 (2006) 54–65] and is exact for quadratic polynomials on arbitrary convex quadrangulations and for cubic polynomials on rectangular partitions. The convergence of sequences of the above cubatures is proved for continuous integrand functions and error bounds are derived. Some numerical examples are given, by comparisons with other known cubatures.     

Incomplete Orthogonal Distance Regression

A common method of fitting curves and surfaces to data is to minimize the sum of squares of the orthogonal distances from the data points to the curve or surface, a process known as orthogonal distance regression. Here we consider fitting geometrical objects to data when some orthogonal distances are not available. Methods based on the Gauss–Newton method are developed, analyzed and illustrated by examples. AMS subject classification (2000) 65D10, 65K05.     

Legendre modified moments for Euler's constant

Polynomial moments are often used for the computation of Gauss quadrature to stabilize the numerical calculation of the orthogonal polynomials, see [W. Gautschi, Computational aspects of orthogonal polynomials, in: P. Nevai (Ed.), Orthogonal Polynomials-Theory and Practice, NATO ASI Series, Series C: Mathematical and Physical Sciences, vol. 294. Kluwer, Dordrecht, 1990, pp. 181–216 [6]; W. Gautschi, On the sensitivity of orthogonal polynomials to perturbations in the moments, Numer. Math. 48(4) (1986) 369–382 [5]; W. Gautschi, On generating orthogonal polynomials, SIAM J. Sci. Statist. Comput. 3(3) (1982) 289–317 [4]] or numerical resolution of linear systems [C. Brezinski, Padé-type approximation and general orthogonal polynomials, ISNM, vol. 50, Basel, Boston, Stuttgart, Birkhäuser, 1980 [3]]. These modified moments can also be used to accelerate the convergence of sequences to a real or complex numbers if the error satisfies some properties as done in [C. Brezinski, Accélération de la convergence en analyse numérique, Lecture Notes in Mathematics, vol. 584. Springer, Berlin, New York, 1977; M. Prévost, Padé-type approximants with orthogonal generating polynomials, J. Comput. Appl. Math. 9(4) (1983) 333–346]. In this paper, we use Legendre modified moments to accelerate the convergence of the sequence H_n-log(n+1) to the Euler's constant γ. A formula for the error is given. It is proved that it is a totally monotonic sequence. At last, we give applications to the arithmetic property of γ.     

A bound for orders in differential Nullstellensatz

We give the first known bound for orders of differentiations in differential Nullstellensatz for both partial and ordinary algebraic differential equations. This problem was previously addressed in [A. Seidenberg, An elimination theory for differential algebra, Univ. of California Publ. in Math. III (2) (1956) 31–66] but no complete solution was given. Our result is a complement to the corresponding result in algebraic geometry, which gives a bound on degrees of polynomial coefficients in effective Nullstellensatz [G. Hermann, Die Frage der endlich vielen Schritte in der Theorie der Polynomideale, Math. Ann. 95 (1) (1926) 736–788; E.W. Mayr, A.W. Meyer, The complexity of the word problems for commutative semigroups and polynomial ideals, Adv. Math. 46 (3) (1982) 305–329; W.D. Brownawell, Bounds for the degrees in the Nullstellensatz, Ann. of Math. 126 (3) (1987) 577–591; J. Kollár, Sharp effective Nullstellensatz, J. Amer. Math. Soc. 1 (4) (1988) 963–975; L. Caniglia, A. Galligo, J. Heintz, Some new effectivity bounds in computational geometry, in: Applied Algebra, Algebraic Algorithms and Error-Correcting Codes, Rome, 1988, in: Lecture Notes in Comput. Sci., vol. 357, Springer, Berlin, 1989, pp. 131–151; N. Fitchas, A. Galligo, Nullstellensatz effectif et conjecture de Serre (théorème de Quillen–Suslin) pour le calcul formel, Math. Nachr. 149 (1990) 231–253; T. Krick, L.M. Pardo, M. Sombra, Sharp estimates for the arithmetic Nullstellensatz, Duke Math. J. 109 (3) (2001) 521–598; Z. Jelonek, On the effective Nullstellensatz, Invent. Math. 162 (1) (2005) 1–17; T. Dubé, A combinatorial proof of the effective Nullstellensatz, J. Symbolic Comput. 15 (3) (1993) 277–296].This paper is dedicated to the memory of Eugeny Pankratiev, who was the advisor of the first three authors at Moscow State University.     

Weak subdifferential for set-valued mappings and its applications

In this paper, the existence theorems of two kinds of weak subgradients for set-valued mappings, which are the generalizations of Theorem 7 in [G.Y. Chen, J. Jahn, Optimality conditions for set-valued optimization problems, Math. Methods Oper. Res. 48 (2) (1998) 187–200] and Theorem 4.1 in [J.W. Peng, H.W.J. Lee, W.D. Rong, X.M. Yang, Hahn–Banach theorems and subgradients of set-valued maps, Math. Methods Oper. Res. 61 (2005) 281–297], respectively, are proved by virtue of a Hahn–Banach extension theorem. Moreover, some properties of the weak subdifferential for set-valued mappings are obtained by using a so-called Sandwich theorem. Finally, necessary and sufficient optimality conditions are discussed for set-valued optimization problems, whose constraint sets are determined by a fixed set and a set-valued mapping, respectively.     

Type II hidden symmetries through weak symmetries for some wave equations

The Type II hidden symmetries are extra symmetries in addition to the inherited symmetries of the differential equations when the number of independent and dependent variables is reduced by a Lie-point symmetry. In [Gandarias RML. Type-II hidden symmetries through weak symmetries for nonlinear partial differential equations. J Math Anal Appl 2008;348:752–9] it was shown that the provenance of the Type II Lie point hidden symmetries found for differential equations can be explained by considering weak symmetries or conditional symmetries of the original PDE.In this paper we analyze the connection between one of the methods analyzed in [Abraham-Shrauner B, Govinder KS. Provenance of Type II hidden symmetries from nonlinear partial differential equations. J Nonlin Math Phys 2006;13:612–22] and the weak symmetries of some partial differential equations in order to determine the source of these hidden symmetries. We have considered some of the models presented in [Abraham-Shrauner B, Govinder KS. Provenance of Type II hidden symmetries from nonlinear partial differential equations. J Nonlin Math Phys 2006;13:612–22], as well as the linear two-dimensional and three-dimensional wave equations [Abraham-Shrauner B, Govinder KS, Arrigo JA. Type II hidden symmetries of the linear 2D and 3D wave equations. J h Phys A Math Theor 2006;39:5739–47].     

Cross-validation and the smoothing of orthogonal series density estimators

We describe a class of smoothed orthogonal series density estimates, including the classical sequential-series introduced by [6], Soviet Math. Dokl. 3 1559–1562) and [16], Ann. Math. Statist. 38 1261–1265), and [23], Ann. Statist 9 146–156) two-parameter smoothing. The Bowman-Rudemo method of least-squares cross-validation (1982, Manchester-Sheffield School of Probability and Statistics Research Report 84/AWB/1; 1984, Biometrika 71 353–360; [14], Scand. J. Statist. 9 65–78), is suggested as a practical way of choosing smoothing parameters automatically. Using techniques of [18], Ann. Statist. 12 1285–1297), that method is shown to perform asymptotically optimally in the case of cosine and Hermite series estimators. The same argument may be used for other types of series.     

Fixed point theorems for nonexpansive mappings and Suzuki-generalized nonexpansive mappings on a Banach lattice

We prove the existence of fixed points for multivalued nonexpansive nonself-mappings on a weakly orthogonal reflexive Banach lattice with uniformly monotone norm. Moreover, for single-valued mappings, we extend Betiuk-Pilarska and Prus’s result [A. Betiuk-Pilarska, S. Prus, Banach lattices which are order uniformly noncreasy, J. Math. Anal. Appl. 342 (2008) 1271–1279] on the weak fixed point property to continuous mappings satisfying condition (C) on a w-weakly orthogonal OUNC Banach lattice.     

A value for multichoice games

A multichoice game is a generalization of a cooperative TU game in which each player has several activity levels. We study the solution for these games proposed by Van Den Nouweland et al. (1995) [Van Den Nouweland, A., Potters, J., Tijs, S., Zarzuelo, J.M., 1995. Cores and related solution concepts for multi-choice games. ZOR-Mathematical Methods of Operations Research 41, 289–311]. We show that this solution applied to the discrete cost sharing model coincides with the Aumann-Shapley method proposed by Moulin (1995) [Moulin, H., 1995. On additive methods to share joint costs. The Japanese Economic Review 46, 303–332]. Also, we show that the Aumann-Shapley value for continuum games can be obtained as the limit of multichoice values for admissible convergence sequences of multichoice games. Finally, we characterize this solution by using the axioms of balanced contributions and efficiency.     

Selections and countably-approachable points

The present paper improves a result of Gutev [V. Gutev, Approaching points by continuous selections, J. Math. Soc. Japan (4) (2006) 1203–1210] by characterizing the countably-approachable points in sense of [V. Gutev, Approaching points by continuous selections, J. Math. Soc. Japan (4) (2006) 1203–1210] by a natural extreme-like condition in the spirit of [V. Gutev, T. Nogura, Vietoris continuous selections and disconnectedness-like properties, Proc. Amer. Math. Soc. 129 (2001) 2809–2815; V. Gutev, T. Nogura, Selection pointwise-maximal spaces, Topology Appl. 146–147 (2005) 397–408]. This demonstrates the natural relationship between different extreme-like points with respect to continuous selections for the Vietoris hyperspace of nonempty closed subsets.     

Naïve noncommutative blowups at zero-dimensional schemes

In an earlier paper [D.S. Keeler, D. Rogalski, J.T. Stafford, Naïve noncommutative blowing up, Duke Math. J. 126 (2005) 491–546, MR 2120116], we defined and investigated the properties of the naïve blowup of an integral projective scheme X at a single closed point. In this paper we extend those results to the case when one naïvely blows up X at any suitably generic zero-dimensional subscheme Z. The resulting algebra A has a number of curious properties; for example it is noetherian but never strongly noetherian and the point modules are never parametrized by a projective scheme. This is despite the fact that the category of torsion modules in qgr-A is equivalent to the category of torsion coherent sheaves over X. These results are used in the companion paper [D. Rogalski, J.T. Stafford, A class of noncommutative projective surfaces, in press] to prove that a large class of noncommutative surfaces can be written as naïve blowups.     

A new class of Ornstein transformations with singular spectrum

It is shown that for any family of probability measures in Ornstein type constructions, the corresponding transformation has almost surely a singular spectrum. This is a new generalization of Bourgain's theorem [J. Bourgain, On the spectral type of Ornstein class one transformations, Israel J. Math. 84 (1993) 53–63], same result is proved for Rudolph's construction [D. Rudolph, An example of a measure-preserving map with minimal self-joining and applications, J. Anal. Math. 35 (1979) 97–122].     

THE ASYMPTOTIC PRESERVING UNIFIED GAS KINETIC SCHEME FOR GRAY RADIATIVE TRANSFER EQUATIONS ON DISTORTED QUADRILATERAL MESHES

In this paper, we consider the multi-dimensional asymptotic preserving unified gas kinetic scheme for gray radiative transfer equations on distorted quadrilateral meshes. Different from the former scheme [J. Comput. Phys. 285(2015), 265-279] on uniform meshes, in this paper, in order to obtain the boundary fluxes based on the framework of unified gas kinetic scheme (UGKS), we use the real multi-dimensional reconstruction for the initial data and the macro-terms in the equation of the gray transfer equations. We can prove that the scheme is asymptotic preserving, and especially for the distorted quadrilateral meshes, a nine-point scheme [SIAM J. SCI. COMPUT. 30(2008), 1341-1361] for the diffusion limit equations is obtained, which is naturally reduced to standard five-point scheme for the orthogonal meshes. The numerical examples on distorted meshes are included to validate the current approach.     

Displacement structure approach to q-adic Chebyshev–Vandermonde-like matrices

In this paper, a new class of so-called q-adic Chebyshev–Vandermonde-like matrices over an arbitrary non-algebraically closed field is introduced. This class generalizes both the ordinary Chebyshev–Vandermonde-like matrices over the complex field studied earlier by Kailath and Olshevsky [T. Kailath, V. Olshevsky, Displacement structure approach to Chebyshev–Vandermonde and related matrices, Integral Equations Operator Theory 22 (1995) 65–92], and the classical q-adic Vandermonde-like matrices with respect to power basis by Yang and Hu [Z.H. Yang, Y.J. Hu, Displacement structure and fast inversion formulas for q-adic Vandermonde-like matrices, J. Comput. Appl. Math. 176 (2005) 1–14]. Three kinds of displacement structures and consequently, three kinds of fast inversion formulas are presented for this class of matrices by using displacement structure theory method, which generalize the corresponding results for Chebyshev–Vandermonde-like and q-adic Vandermonde-like matrices.     

A generalized iterative method and comparison results using projection techniques for solving linear systems

In [Y.-F. Jing, T.-Z. Huang, On a new iterative method for solving linear systems and comparison results, J. Comput. Appl. Math. 220 (2008) 74–84], Jing and Huang obtained a new iterative method for solving linear systems. This method can be considered as a projection method which uses a two-dimensional space at each step. In this paper, we generalize this method to a three-dimensional projection process. And a different approach is established, which is both theoretically and numerically proven to be better than (or at least the same as) [Jing and Huang’s (2008)].     

A robust iterative scheme for finite volume discretization of diffusive flux on highly skewed meshes

A new approach for diffusive flux discretization on a nonorthogonal mesh for finite volume method is proposed. This approach is based on an iterative method, Deferred correction introduced by M. Peric [J.H. Fergizer, M. Peric, Computational Methods for Fluid Dynamics, Springer, 2002]. It converges on highly skewed meshes where the former approach diverges. A convergence proof of our method is given on arbitrary quadrilateral control volumes. This proof is founded on the analysis of the spectral radius of the iteration matrix. This new approach is applied successfully to the solution of a Poisson equation in quadrangular domains, meshed with highly skewed control volumes. The precision order of used schemes is not affected by increasing skewness of the grid. Some numerical tests are performed to show the accuracy of the new approach.     

The influence of noise on a classical chaotic scatterer

A classical, chaotic scatterer consisting of three, equal-sized, equidistant hard discs, also known as the Gaspard–Rice system [Gaspard P, Rice SA. Scattering from a classically chaotic repellor. J Chem Phys 1989;90(4):2225–2241] is studied in the presence of white noise. The fractal dimension of the stable manifold is measured using the uncertainty fraction. The volume of the manifold, and thus of the invariant set, when considered in a possibilistic sense, is found to scale with the magnitude of the noise, thus extending the results of Ott et al. [Ott E, York ED, Yorke JA. A scaling law: How an attractors volume depends on noise level. Physica D 1985;16:62–78] from attracting to non-attracting sets.     

A new proof of some polynomial inequalities related to pseudo-splines

Pseudo-splines of type I were introduced in [I. Daubechies, B. Han, A. Ron, Z. Shen, Framelets: MRA-based constructions of wavelet frames, Appl. Comput. Harmon. Anal. 14 (2003) 1–46] and [Selenick, Smooth wavelet tight frames with zero moments, Appl. Comput. Harmon. Anal. 10 (2000) 163–181] and type II were introduced in [B. Dong, Z. Shen, Pseudo-splines, wavelets and framelets, Appl. Comput. Harmon. Anal. 22 (2007) 78–104]. Both types of pseudo-splines provide a rich family of refinable functions with B-splines, interpolatory refinable functions and refinable functions with orthonormal shifts as special examples. In [B. Dong, Z. Shen, Pseudo-splines, wavelets and framelets, Appl. Comput. Harmon. Anal. 22 (2007) 78–104], Dong and Shen gave a regularity analysis of pseudo-splines of both types. The key to regularity analysis is Proposition 3.2 in [B. Dong, Z. Shen, Pseudo-splines, wavelets and framelets, Appl. Comput. Harmon. Anal. 22 (2007) 78–104], which also appeared in [A. Cohen, J.P. Conze, Régularité des bases d'ondelettes et mesures ergodiques, Rev. Mat. Iberoamericana 8 (1992) 351–365] and [I. Daubechies, Ten Lectures on Wavelets, CBMS-NSF Series in Applied Mathematics, SIAM, Philadelphia, 1992] for the case l=N−1. In this note, we will give a new insight into this proposition.