Mixed hyperbolic-elliptic systems in self-similar flows

From the observation that self-similar solutions of conservation laws in two space dimensions change type, it follows that for systems of more than two equations, such as the equations of gas dynamics, the reduced systems will be of mixed hyperbolic-elliptic type, in some regions of space. In this paper, we derive mixed systems for the isentropic and adiabatic equations of compressible gas dynamics. We show that the mixed systems which arise exhibit complicated nonlinear dependence. In a prototype system, the nonlinear wave system, this behavior is much simplified, and we outline the solution to some typical Riemann problems.Dedicated to Constantine Dafermos on his 60^th birthdayResearch supported by the National Science Foundation, grant DMS-9970310.Research supported by the Department of Energy, grant DE-FG-03-94-ER25222 and by the National Science Foundation, grant DMS-9973475 (POWRE).Research supported by the Department of Energy, grant DE-FG-03-94-ER25222 and by the National Science Foundation, grant DMS-0103823.     

Convergence of Bieberbach polynomials in domains with interior cusps

We extend the results on the uniform convergence of Bieberbach polynomials for domains with certain interior zero angles (outward pointing cusps) and show that they play a special role in the problem. Namely, we construct a Keldysh-type example on the divergence of Bieberbach polynomials at an outward pointing cusp and discuss thecritical order of tangency at this interior zero angle, separating the convergent behavior of Bieberbach polynomials from the divergent one for sufficiently thin cusps. Research of both authors was supported in part by the National Science Foundation grant DMS-9707359. Research of the second author was also supported in part by the National Science Foundation grant DMS-9970659.     

Local and parallel finite element algorithms for the stokes problem

Based on two-grid discretizations, some local and parallel finite element algorithms for the Stokes problem are proposed and analyzed in this paper. These algorithms are motivated by the observation that for a solution to the Stokes problem, low frequency components can be approximated well by a relatively coarse grid and high frequency components can be computed on a fine grid by some local and parallel procedure. One technical tool for the analysis is some local a priori estimates that are also obtained in this paper for the finite element solutions on general shape-regular grids. Y. He was partially subsidized by the NSF of China 10671154 and the National Basic Research Program under the grant 2005CB321703; A. Zhou was partially supported by the National Science Foundation of China under the grant 10425105 and the National Basic Research Program under the grant 2005CB321704; J. Li was partially supported by the NSF of China under the grant 10701001. J. Xu was partially supported by Alexander von Humboldt Research Award for Senior US Scientists, NSF DMS-0609727 and NSFC-10528102.     

The arithmetic of Fermat curves

This research was supported in part by National Science Foundation grant DMS-9002095     

Characterization of the barrier parameter of homogeneous convex cones

We characterize the smallest (best) barrier parameter of self-concordant barriers for homogeneous convex cones. In particular, we prove that this parameter is the same as the rank of the cone which is the number of steps in a recursive construction of the cone (Siegel domain construction). We also provide lower bounds on the barrier parameter in terms of the Carathéodory number of the cone. The bounds are tight for homogeneous self-dual cones. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.Research supported in part by an operating grant from NSERC of Canada.Research supported in part by the National Science Foundation under grant DMS-9306318.     

Co-volume methods for degenerate parabolic problems

Summary A complementary volume (co-volume) technique is used to develop a physically appealing algorithm for the solution of degenerate parabolic problems, such as the Stefan problem. It is shown that, these algorithms give rise to a discrete semigroup theory that parallels the continuous problem. In particular, the discrete Stefan problem gives rise to nonlinear semigroups in both the discreteL ¹ andH ^–1 spaces.The first author was supported by a grant from the Hughes foundation, and the second author was supported by the National Science Foundation Grant No. DMS-9002768 while this work was undertaken. This work was supported by the Army Research Office and the National Science Foundation through the Center for Nonlinear Analysis.     

Chains in the Bruhat order

We study a family of polynomials whose values express degrees of Schubert varieties in the generalized complex flag manifold G/B. The polynomials are given by weighted sums over saturated chains in the Bruhat order. We derive several explicit formulas for these polynomials, and investigate their relations with Schubert polynomials, harmonic polynomials, Demazure characters, and generalized Littlewood-Richardson coefficients. In the second half of the paper, we study the classical flag manifold and discuss related combinatorial objects: flagged Schur polynomials, 312-avoiding permutations, generalized Gelfand-Tsetlin polytopes, the inverse Schubert-Kostka matrix, parking functions, and binary trees. A.P. was supported in part by National Science Foundation grant DMS-0201494 and by Alfred P. Sloan Foundation research fellowship. R.S. was supported in part by National Science Foundation grant DMS-9988459.     

On the eigenvalues of a class of saddle point matrices

We study spectral properties of a class of block 2 × 2 matrices that arise in the solution of saddle point problems. These matrices are obtained by a sign change in the second block equation of the symmetric saddle point linear system. We give conditions for having a (positive) real spectrum and for ensuring diagonalizability of the matrix. In particular, we show that these properties hold for the discrete Stokes operator, and we discuss the implications of our characterization for augmented Lagrangian formulations, for Krylov subspace solvers and for certain types of preconditioners. The work of this author was supported in part by the National Science Foundation grant DMS-0207599 Revision dated 5 December 2005.     

Nonuniqueness in a Free Boundary Problem from Combustion

We study a parabolic free boundary problem with a fixed gradient condition which serves as a simplified model for the propagation of premixed equidiffusional flames. We give a rigorous justification of an example due to J.L. Vázquez that the initial data in the form of two circular humps leads to the nonuniqueness of limit solutions if the supports of the humps touch at the time of their maximal expansion. A. Petrosyan was supported in part by NSF grant DMS-0701015. N.K. Yip was supported in part by NSF grant DMS-0406033.     

The exterior sphere condition for the Ventcel-Freidlin quasi-potential function

This paper is essentially an addendum to a previous paper [3] on the regularity properties of the Ventcel-Freidlin quasipotential function. We give here a proof of our conjecture regarding an exterior sphere condition for level sets.This work was supported in part by the National Science Foundation under grant DMS-8420755.     

Minimal trajectories of nonconvex differential inclusions

We consider an optimization problem with endpoint constraints associated with a nonconvex differential inclusion. We give a necessary condition of the maximum principle type for a solution of the problem. Following the approach from Ref. 1, the condition is stated in terms of single-valued selections of the convexified right-hand side of the inclusion.This work was supported in part by the National Science Foundation, Grant No. DMS-86-01774.     

Proof of the ionization conjecture in a reduced Hartree-Fock model

Summary The ionization conjecture for atomic models states that the ionization energy and maximal excess charge are bounded by constants independent of the nuclear charge. We prove this for the Hartree-Fock model without the exchange term.Oblatum 3-V-1990Work supported in part by the U.S. National Science Foundation grant DMS-9002416     

Polynomial operators and local approximation of solutions of pseudo-differential equations on the sphere

We study the solutions of an equation of the form Lu=f, where L is a pseudo-differential operator defined for functions on the unit sphere embedded in a Euclidean space, f is a given function, and u is the desired solution. We give conditions under which the solution exists, and deduce local smoothness properties of u given corresponding local smoothness properties of f, measured by local Besov spaces. We study the global and local approximation properties of the spectral solutions, describe a method to obtain approximate solutions using values of f at points on the sphere and polynomial operators, and describe the global and local rates of approximation provided by our polynomial operators. The research of this author was supported, in part, by grant DMS-0204704 from the National Science Foundation and grant W911NF-04-1-0339 from the U.S. Army Research Office     

Differential variational inequalities

This paper introduces and studies the class of differential variational inequalities (DVIs) in a finite-dimensional Euclidean space. The DVI provides a powerful modeling paradigm for many applied problems in which dynamics, inequalities, and discontinuities are present; examples of such problems include constrained time-dependent physical systems with unilateral constraints, differential Nash games, and hybrid engineering systems with variable structures. The DVI unifies several mathematical problem classes that include ordinary differential equations (ODEs) with smooth and discontinuous right-hand sides, differential algebraic equations (DAEs), dynamic complementarity systems, and evolutionary variational inequalities. Conditions are presented under which the DVI can be converted, either locally or globally, to an equivalent ODE with a Lipschitz continuous right-hand function. For DVIs that cannot be so converted, we consider their numerical resolution via an Euler time-stepping procedure, which involves the solution of a sequence of finite-dimensional variational inequalities. Borrowing results from differential inclusions (DIs) with upper semicontinuous, closed and convex valued multifunctions, we establish the convergence of such a procedure for solving initial-value DVIs. We also present a class of DVIs for which the theory of DIs is not directly applicable, and yet similar convergence can be established. Finally, we extend the method to a boundary-value DVI and provide conditions for the convergence of the method. The results in this paper pertain exclusively to systems with “index” not exceeding two and which have absolutely continuous solutions. The work of J.-S. Pang is supported by the National Science Foundation under grants CCR-0098013 CCR-0353074, and DMS-0508986, by a Focused Research Group Grant DMS-0139715 to the Johns Hopkins University and DMS-0353016 to Rensselaer Polytechnic Institute, and by the Office of Naval Research under grant N00014-02-1-0286. The work of D. E. Stewart is supported by the National Science Foundation under a Focused Research Group grant DMS-0138708.     

On the spectra of sums of orthogonal projections with applications to parallel computing

Many parallel iterative algorithms for solving symmetric, positive definite problems proceed by solving in each iteration, a number of independent systems on subspaces. The convergence of such methods is determined by the spectrum of the sums of orthogonal projections on those subspaces, while the convergence of a related sequential method is determined by the spectrum of the product of complementary projections. We study spectral properties of sums of orthogonal projections and in the case of two projections, characterize the spectrum of the sum completely in terms of the spectrum of the product.This work was supported in part by the Norwegian Research Council for Science and the Humanities under grant D.01.08.054 and by The Royal Norwegian Council for Scientific and Industrial Research under grant IT2.28.28484; also supported in part by the Air Force Office of Scientific Research under grant AFOSR-86-0126 and by the National Science Foundation under grant DMS-8704169.     

Optimality conditions for non-finite valued convex composite functions

Burke (1987) has recently developed second-order necessary and sufficient conditions for convex composite optimization in the case where the convex function is finite valued. In this note we present a technique for reducing the infinite valued case to the finite valued one. We then use this technique to extend the results in Burke (1987) to the case in which the convex function may take infinite values. We conclude by comparing these results with those established by Rockafellar (1989) for the piecewise linear-quadratic case.Dedicated to the memory of Robin W. ChaneyResearch supported in part by the National Science Foundation under grants DMS-8602399 and DMS-8803206, and by the Air Force Office of Scientific Research under grant ISSA-860080.Research supported in part by the Natural Sciences and Engineering Research Council of Canada under grant OGP41983.     

A Semidefinite Programming Heuristic for Quadratic Programming Problems with Complementarity Constraints

The presence of complementarity constraints brings a combinatorial flavour to an optimization problem. A quadratic programming problem with complementarity constraints can be relaxed to give a semidefinite programming problem. The solution to this relaxation can be used to generate feasible solutions to the complementarity constraints. A quadratic programming problem is solved for each of these feasible solutions and the best resulting solution provides an estimate for the optimal solution to the quadratic program with complementarity constraints. Computational testing of such an approach is described for a problem arising in portfolio optimization.Research supported in part by the National Science Foundations VIGRE Program (Grant DMS-9983646).Research partially supported by NSF Grant number CCR-9901822.     

Conditioning of convex piecewise linear stochastic programs

 In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal solution of such a problem we associate a condition number which characterizes well or ill conditioning of the problem. Using theory of Large Deviations we show that the sample size needed to calculate the optimal solution of such problem with a given probability is approximately proportional to the condition number. Received: May 2000 / Accepted: May 2002-07-16 Published online: September 5, 2002 RID="★" The research of this author was supported, in part, by grant DMS-0073770 from the National Science Foundation Key Words. stochastic programming – Monte Carlo simulation – large deviations theory – ill-conditioned problems     

Ramanujan's identities for eta-functions

Research partially supported by National Science Foundation grant DMS-8820680     

Q-Learning Algorithms with Random Truncation Bounds and Applications to Effective Parallel Computing

Motivated by an important problem of load balancing in parallel computing, this paper examines a modified algorithm to enhance Q-learning methods, especially in asynchronous recursive procedures for self-adaptive load distribution at run-time. Unlike the existing projection method that utilizes a fixed region, our algorithm employs a sequence of growing truncation bounds to ensure the boundedness of the iterates. Convergence and rates of convergence of the proposed algorithm are established. This class of algorithms has broad applications in signal processing, learning, financial engineering, and other related fields. G. Yin’s research was supported in part by the National Science Foundation under Grants DMS-0603287 and DMS-0624849 and in part by the National Security Agency under Grant MSPF-068-029. C.Z. Xu’s research was supported in part by the National Science Foundation under Grants CCF-0611750, DMS-0624849, CNS-0702488, and CRI-0708232. L.Y. Wang’s research was supported in part by the National Science Foundation under Grants ECS-0329597 and DMS-0624849 and by the Michigan Economic Development Council.