Invariant convex bodies for strongly elliptic systems

We consider uniformly strongly elliptic systems of the second order with bounded coefficients. First, sufficient conditions for the invariance of convex bodies are obtained for linear systems without zero order term on bounded domains and quasilinear systems of special form on bounded domains and on a class of unbounded domains. These conditions are formulated in algebraic form. They describe relation between the geometry of the invariant convex body and the coefficients of the system. Next, necessary conditions, which are also sufficient, for the invariance of some convex bodies are found for elliptic homogeneous systems with constant coefficients in a half-space. The necessary conditions are derived by using a criterion on the invariance of convex bodies for normalized matrix-valued integral transforms also obtained in the paper. In contrast with the previous studies of invariant sets for elliptic systems, no a priori restrictions on the coefficient matrices are imposed.     

Fock-Sobolev空间上有界、紧与S_p-类算子

本文研究Fock-Sobolev空间上稠密定义算子,将这些算子统一表示成积分算子,利用积分算子的方法得到了它们的一个充分条件,并构造反例说此充分条件是非必要的,还得到这些算子为紧算子的两个充分条件.最后构造符号函数在复平面上每一点处本性无界的紧和Sp-类(0p∞)Toeplitz算子.     

Laws of large numbers for polynomial hypergroups and some applications

There are introduced moments on polynomial hypergroups. These moments are used to prove strong laws of large number (SSLLNs) for random walks on the nonnegative integers that are homogeneous with respect to a polynomial hypergroup where SLLNs of different kind appear for polynomial hypergroups thth different properties. Furthermore, we discuss polynomial hypergroups that are associated with some discrete semigroups in a canonical way, and, using SLLNs for polynomial hypergroups, we get SLLNs for isotropic random walks on some discrete semigroups.     

Bolzano's Theorems for Holomorphic Mappings

The existence of a zero for a holomorphic functions on a ball or on a rectangle under some sign conditions on the boundary generalizing Bolzano's ones for real functions on an interval is deduced in a very simple way from Cauchy's theorem for holomorphic functions.A more complicated proof,using Cauchy's argument principle,provides uniqueness of the zero,when the sign conditions on the boundary are strict.Applications are given to corresponding Brouwer fixed point theorems for holomorphic functions.Extensions to holomorphic mappings from Cn to Cn are obtained using Brouwer degree.     

Bolzano's Theorems for Holomorphic Mappings(To Ham Brezis,with friendship and admiration)

The existence of a zero for a holomorphic functions on a ball or on a rectangle under some sign conditions on the boundary generalizing Bolzano's ones for real functions on an interval is deduced in a very simple way from Cauchy's theorem for holomorphic functions. A more complicated proof, using Cauchy's argument principle, provides uniqueness of the zero, when the sign conditions on the boundary are strict. Applications are given to corresponding Brouwer fixed point theorems for holomorphic functions. Extensions to holomorphic mappings from C~n to C~n are obtained using Brouwer degree.     

On the integrability of Mizohata structures on the sphereS 2

This paper deals with the integrability problem for structures on the sphere S² which are elliptic on the upper and lower hemispheres, and which are given by a simple fold on the equator. Criteria for standardness are given. Existence and factorization of first integrals are studied.     

Solving Symmetric Arrowhead and Special Tridiagonal Linear Systems by Fast Approximate Inverse Preconditioning

A new class of approximate inverses for arrowhead and special tridiagonal linear systems, based on the concept of sparse approximate Choleski-type factorization procedures, are introduced for computing fast explicit approximate inverses. Explicit preconditioned iterative schemes in conjunction with approximate inverse matrix techniques are presented for the efficient solution of symmetric linear systems. A theorem on the rate of convergence of the explicit preconditioned conjugate gradient scheme is given and estimates of the computational complexity are presented. Applications of the proposed method on linear and nonlinear systems are discussed and numerical results are given.     

Parametric Families of Multivariate Distributions with Given Margins

Parametric families of continuous bivariate distributions with given margins that include independence and perfect positive dependence are compared on the basis on some important properties. Since many such families exist, the comparisons are helpful for deciding on suitable models for multivariate data. The study of the properties has motivation from applications in extreme value inference. One property considered for bivariate families is whether they extend to multivariate families, and extensions are given when possible. Several new bivariate and multivariate families are included and some open research problems in the area of multivariate families are mentioned.     

Estimates from Below for Lebesgue Constants

Estimates from below for the norms of linear means of multiple Fourier series are obtained. These means are given by some function λ and generalize the well-known Bochner-Riesz means. Sharpness of these estimates is established. The assumptions on λ are rather weak and of local character. Our results contain as particular cases a number of earlier published results. Proofs are based on the authors' new results on asymptotics of the Fourier transform of piecewise-smooth functions. Some applications of the results obtained are given, namely, orders of growth of the Lebesgue constants for "ovals" and "hyperbolic crosses" are evaluated and sharp conditions on the modulus of smoothness of a function are given, for this function to be approximated by the linear means.     

Three-level schemes of the alternating triangular method

In this paper, the schemes of the alternating triangular method are set out in the class of splitting methods used for the approximate solution of Cauchy problems for evolutionary problems. These schemes are based on splitting the problem operator into two operators that are conjugate transposes of each other. Economical schemes for the numerical solution of boundary value problems for parabolic equations are designed on the basis of an explicit-implicit splitting of the problem operator. The alternating triangular method is also of interest for the construction of numerical algorithms that solve boundary value problems for systems of partial differential equations and vector systems. The conventional schemes of the alternating triangular method used for first-order evolutionary equations are two-level ones. The approximation properties of such splitting methods can be improved by transiting to three-level schemes. Their construction is based on a general principle for improving the properties of difference schemes, namely, on the regularization principle of A.A. Samarskii. The analysis conducted in this paper is based on the general stability (or correctness) theory of operator-difference schemes.     

Computational assessment of distributed decomposition methods for stochastic linear programs

Incorporating uncertainty in optimization models gives rise to large, structured mathematical programs. Decomposition procedures are well-suited for parallelization, thus providing a promising venue for solving large stochastic programs arising in diverse practical applications. This paper presents an adaptation of decomposition methods for execution on distributed computing systems. A regularized decomposition, as well as the linear decomposition algorithm, are implemented for execution on distributed multiprocessors. Computational results on an IBM SP2 multiprocessor system are reported to demonstrate the comparative performance of the methods on a number of test cases.     

Diffusion premiums for claim severities subject to inflation

Analytical formulas for net, stop-loss and risk loaded premiums are derived. These are based on a diffusion model for the aggregate claims of a risk business which accounts for inflation on claim severities and for interest on their accumulation. The model has been given a number of formal justifications based on weak convergence arguments. An alternate justification based on stochastic differential equations is added here for completeness.     

Sequential location-allocation problems on chains and trees with probabilistic link demands

In this paper, we consider multiperiod minisum location problems on networks in which demands can occur continuously on links according to a uniform probability density function. In addition, demands may change dynamically over time periods and at most one facility can be located per time period. Two types of networks are considered in conjunction with three behavioral strategies. The first type of network discussed is a chain graph. A myopic strategy and long-range strategy for locatingp-facilities are considered, as is a discounted present worth strategy for locating two facilities. Although these problems are generally nonconvex, effective methods are developed to readily identify all local and global minima. This analysis forms the basis for similar problems on tree graphs. In particular, we construct algorithms for the 3-facility myopic problem and the 2-facility long-range and discounted cost problems on a tree graph. Extensions and suggestions for further research on problems involving more general networks are provided.     

Approximation of a fractional power of an elliptic operator

Some mathematical models of applied problems lead to the need of solving boundary value problems with a fractional power of an elliptic operator. In a number of works, approximations of such a nonlocal operator are constructed on the basis of an integral representation with a singular integrand. In the present article, new integral representations are proposed for operators with fractional powers. Approximations are based on the classical quadrature formulas. The results of numerical experiments on the accuracy of quadrature formulas are presented. The proposed approximations are used for numerical solving a model two‐dimensional boundary value problem for fractional diffusion.     

Analytical Solution for Power-Limited Optimal Rendezvous near an Elliptic Orbit

This paper presents an analytical solution to the problem of the optimal rendezvous using power-limited propulsion for a spacecraft in an elliptic orbit in a gravitational field. The derivation of the result assumes small relative distances, but does not make any assumption on the eccentricity of the orbit and does not require numerical integration. The results are generalized to include the possibility of different weights on the control effort for each axis (radial, along-track, and out-of-plane). When the weights on the control efforts are unequal, several integrals are used whose solutions may be represented by infinite series in a small parameter dependent on the eccentricity. A methodology is introduced where the series can be extended trivially to as many terms as desired. Furthermore, for a given numerical tolerance, an upper bound on the number of terms required to represent the series is also obtained. When the weights are equal for all the three axes, the series representations are no longer necessary. The results can be used easily to design optimal feedback controls for rendezvous maneuvers, or for generating initial guesses for two-point boundary-value problems for numerical solutions to the nonlinear rendezvous problem.     

Variational methods of data assimilation and inverse problems for studying the atmosphere, ocean, and environment

Methods for the combined use of mathematical models and observational data for studying and forecasting the evolution of natural processes in the atmosphere, ocean, and environment are presented. Variational principles for estimation of functionals defined on a set of functions of state, parameters and sources of models of processes are a theoretical background. Mathematical models with allowance for uncertainties are considered as constraints to the class of functions. Attention is focused on methods of successive data assimilation and on inverse problems.     

New Rational Interpolation Basis Functions on the Unbounded Intervals and Their Applications

Based on the rational system of Legendre rational functions, we construct two set of new interpolation basis functions on the unbounded intervals. Their explicit expressions are derived, and fast and stable algorithms are provided for computing the new basis functions. As applications, new rational collocation methods based on these new basis functions are proposed for solving various second-order differential equations on the unbounded domains. Numerical experiments illustrate that our new methods are more effective and stable than the existing collocation methods.     

Minimum of a functional in a metric space and fixed points

The existence of minimizers is examined for a function defined on a metric space. Theorems are proved that assert the existence of minimizers, and examples of the functions for which these theorems are valid are given. Then, these theorems are applied to proving theorems on fixed points of univalent and multivalued mappings of metric spaces. Finally, coincident points of two mappings are examined.     

Parameterized families of finite difference schemes for the wave equation

This article is devoted to an analysis of simple families of finite difference schemes for the wave equation. These families are dependent on several free parameters, and methods for obtaining stability bounds as a function of these parameters are discussed in detail. Access to explicit stability bounds such as those derived here may, it is hoped, lead to optimization techniques for so‐called spectral‐like methods, which are difference schemes dependent on many free parameters (and for which maximizing the order of accuracy may not be the defining criterion). Though the focus is on schemes for the wave equation in one dimension, the analysis techniques are extended to two dimensions; implicit schemes such as ADI methods are examined in detail. Numerical results are presented. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 463–480, 2004.     

Periodic motions in a simplified brake system with a periodic excitation

In this paper, periodic motions for a simplified brake system under a periodical excitation are investigated, and the motion switchability on the discontinuous boundary is discussed through the theory of discontinuous dynamical systems. The onset and vanishing of periodic motions are discussed through the bifurcation and grazing analyses. Based on the discontinuous boundary, the switching planes and the basic mappings are introduced, and the mapping structures for periodic motions are developed. From the mapping structures, the periodic motions are analytically predicted and the corresponding local stability and bifurcation analysis is completed. Periodic motions will be illustrated for verification of analytical predictions. In addition, the relative force distributions along the displacement are illustrated for illustrations of the analytical conditions of motion switchability on the discontinuous boundary.