Log-concavity for Bernstein-type operators using stochastic orders

This paper aims to study the preservation of log-concavity for Bernstein-type operators. In particular, attention is focused on positive linear operators, defined on the positive semi-axis, admitting a probabilistic representation in terms of a process with independent increments. This class includes classical Gamma, Szász and Szász-Durrmeyer operators. As a main tool in our results we use stochastic orders techniques. Our results include, as a particular case, the log-concavity of certain functions related to the gamma incomplete function.     

Multi-exchange neighborhood structures for the capacitated minimum spanning tree problem

The capacitated minimum spanning tree (CMST) problem is to find a minimum cost spanning tree with an additional cardinality constraint on the sizes of the subtrees incident to a given root node. The CMST problem is an NP-complete problem, and existing exact algorithms can solve only small size problems. Currently, the best available heuristic procedures for the CMST problem are tabu search algorithms due to Amberg et al. and Sharaiha et al. These algorithms use two-exchange neighborhood structures that are based on exchanging a single node or a set of nodes between two subtrees. In this paper, we generalize their neighborhood structures to allow exchanges of nodes among multiple subtrees simultaneously; we refer to such neighborhood structures as multi-exchange neighborhood structures. Our first multi-exchange neighborhood structure allows exchanges of single nodes among several subtrees. Our second multi-exchange neighborhood structure allows exchanges that involve multiple subtrees. The size of each of these neighborhood structures grows exponentially with the problem size without any substantial increase in the computational times needed to find improved neighbors. Our approach, which is based on the cyclic transfer neighborhood structure due to Thompson and Psaraftis and Thompson and Orlin transforms a profitable exchange into a negative cost subset-disjoint cycle in a graph, called an improvement graph, and identifies these cycles using variants of shortest path label-correcting algorithms. Our computational results with GRASP and tabu search algorithms based on these neighborhood structures reveal that (i) for the unit demand case our algorithms obtained the best available solutions for all benchmark instances and improved some; and (ii) for the heterogeneous demand case our algorithms improved the best available solutions for most of the benchmark instances with improvements by as much as 18%. The running times our multi-exchange neighborhood search algorithms are comparable to those taken by two-exchange neighborhood search algorithms. Received: September 1998 / Accepted: March 2001?Published online May 18, 2001     

Entropy Dissipation Methods for Degenerate ParabolicProblems and Generalized Sobolev Inequalities

We analyse the large-time asymptotics of quasilinear (possibly) degenerate parabolic systems in three cases: 1) scalar problems with confinement by a uniformly convex potential, 2) unconfined scalar equations and 3) unconfined systems. In particular we are interested in the rate of decay to equilibrium or self-similar solutions. The main analytical tool is based on the analysis of the entropy dissipation. In the scalar case this is done by proving decay of the entropy dissipation rate and bootstrapping back to show convergence of the relative entropy to zero. As by-product, this approach gives generalized Sobolev-inequalities, which interpolate between the Gross logarithmic Sobolev inequality and the classical Sobolev inequality. The time decay of the solutions of the degenerate systems is analyzed by means of a generalisation of the Nash inequality. Porous media, fast diffusion, p-Laplace and energy transport systems are included in the considered class of problems. A generalized Csiszár–Kullback inequality allows for an estimation of the decay to equilibrium in terms of the relative entropy.     

Lipschitz Bounds and Nonuniform Ellipticity

We consider nonuniformly elliptic variational problems and give optimal conditions guaranteeing the local Lipschitz regularity of solutions in terms of the regularity of the given data. The analysis catches the main model cases in the literature. Integrals with fast, exponential-type growth conditions as well as integrals with unbalanced polynomial growth conditions are covered. Our criteria involve natural limiting function spaces and reproduce, in this very general context, the classical and optimal ones known in the linear case for the Poisson equation. Moreover, we provide new and natural growth a priori estimates whose validity was an open problem. Finally, we find new results also in the classical uniformly elliptic case. Beyond the specific results, the paper proposes a new approach to nonuniform ellipticity that, in a sense, allows us to reduce nonuniform elliptic problems to uniformly elliptic ones via potential theoretic arguments that are for the first time applied in this setting. © 2019 the Authors. Communications on Pure and Applied Mathematics is published by the Courant Institute of Mathematical Sciences and Wiley Periodicals, Inc.     

Entropy Dissipation Methods for Degenerate ParabolicProblems and Generalized Sobolev Inequalities

We analyse the large-time asymptotics of quasilinear (possibly) degenerate parabolic systems in three cases: 1) scalar problems with confinement by a uniformly convex potential, 2) unconfined scalar equations and 3) unconfined systems. In particular we are interested in the rate of decay to equilibrium or self-similar solutions. The main analytical tool is based on the analysis of the entropy dissipation. In the scalar case this is done by proving decay of the entropy dissipation rate and bootstrapping back to show convergence of the relative entropy to zero. As by-product, this approach gives generalized Sobolev-inequalities, which interpolate between the Gross logarithmic Sobolev inequality and the classical Sobolev inequality. The time decay of the solutions of the degenerate systems is analyzed by means of a generalisation of the Nash inequality. Porous media, fast diffusion, p-Laplace and energy transport systems are included in the considered class of problems. A generalized Csiszár–Kullback inequality allows for an estimation of the decay to equilibrium in terms of the relative entropy. (Received 11 October 2000; in revised form 13 March 2001)     

A Diophantine duality applied to the KAM and Nekhoroshev theorems

In this paper, we use geometry of numbers to relate two dual Diophantine problems. This allows us to focus on simultaneous approximations rather than small linear forms. As a consequence, we develop a new approach to the perturbation theory for quasi-periodic solutions dealing only with periodic approximations and avoiding classical small divisors estimates. We obtain two results of stability, in the spirit of the KAM and Nekhoroshev theorems, in the model case of a perturbation of a constant vector field on the $n$ -dimensional torus. Our first result, which is a Nekhoroshev type theorem, is the construction of a “partial” normal form, that is a normal form with a small remainder whose size depends on the Diophantine properties of the vector. Then, assuming our vector satisfies the Bruno–Rüssmann condition, we construct an “inverted” normal form, recovering the classical KAM theorem of Kolmogorov, Arnold and Moser for constant vector fields on torus.     

Coiflets solutions for Föppl-von Kármán equations governing large deflection of a thin flat plate by a novel wavelet-homotopy approach

In this paper, a novel technique incorporated the homotopy analysis method (HAM) with Coiflets is developed to obtain highly accurate solutions of the Föppl-von Kármán equations for large bending deflection. The characteristic scale transformation is introduced to nondimensionalize the governing equations. The results are obtained for the transformed nondimensional equations, which are in very excellent agreement with analytical ones or numerical benchmarks performing good efficiency and validity. Besides, we notice the nonlinearity of the Föppl-von Kármán equations is closely connected with the load and length-width ratio of the plate. For the case of the plate suffering tremendous loads, the traditional linear theory does not work, while our Coiflets solutions are still very accurate. It is expected that our proposed approach not only keeps the outstanding merits of the HAM technique for handling strong nonlinearity, but also improves on the computational efficiency to a great extent.     

Bessel Bridges Decomposition with Varying Dimension: Applications to Finance

We consider a class of stochastic processes containing the classical and well-studied class of squared Bessel processes. Our model, however, allows the dimension to be a function of the time. We first give some classical results in a larger context where a time-varying drift term can be added. Then, in the non-drifted case, we extend many results already proven in the case of classical Bessel processes to our context. Our deepest result is a decomposition of the Bridge process associated with this generalized squared Bessel process, much similar to the much celebrated result of J. Pitman and M. Yor. From a more practical point of view, we give a methodology to compute the Laplace transform of additive functionals of our process and the associated bridge. In particular, this provides direct access to the joint distribution of the values at \(t\) of the process and its integral. We finally give some financial applications of our results.     

Efficacy of variational iteration method for chaotic Genesio system – Classical and multistage approach

This is a case study of solving the Genesio system by using the classical variational iteration method (VIM) and a newly modified version called the multistage VIM (MVIM). VIM is an analytical technique that grants us a continuous representation of the approximate solution, which allows better information of the solution over the time interval. Unlike its counterpart, numerical techniques, such as the Runge–Kutta method, provide solutions only at two ends of the time interval (with condition that the selected time interval is adequately small for convergence). Furthermore, it offers approximate solutions in a discretized form, making it complicated in achieving a continuous representation. The explicit solutions through VIM and MVIM are compared with the numerical analysis of the fourth-order Runge–Kutta method (RK4). VIM had been successfully applied to linear and nonlinear systems of non-chaotic in nature and this had been testified by numerous scientists lately. Our intention is to determine whether VIM is also a feasible method in solving a chaotic system like Genesio. At the same time, MVIM will be applied to gauge its accuracy compared to VIM and RK4. Since, for most situations, the validity domain of the solutions is often an issue, we will consider a reasonably large time frame in our work.     

A geometric analysis of front propagation in a family of degenerate reaction-diffusion equations with cutoff

We investigate the effects of a Heaviside cutoff on the dynamics of traveling fronts in a family of scalar reaction-diffusion equations with degenerate polynomial potential that includes the classical Zeldovich equation. We prove the existence and uniqueness of front solutions in the presence of the cutoff, and we derive the leading-order asymptotics of the corresponding propagation speed in terms of the cutoff parameter. For the Zeldovich equation, an explicit solution to the equation without cutoff is known, which allows us to calculate higher-order terms in the resulting expansion for the front speed; in particular, we prove the occurrence of logarithmic (switchback) terms in that case. Our analysis relies on geometric methods from dynamical systems theory and, in particular, on the desingularization technique known as ‘blow-up.’     

A geometric analysis of front propagation in a family of degenerate reaction-diffusion equations with cutoff

We investigate the effects of a Heaviside cutoff on the dynamics of traveling fronts in a family of scalar reaction-diffusion equations with degenerate polynomial potential that includes the classical Zeldovich equation. We prove the existence and uniqueness of front solutions in the presence of the cutoff, and we derive the leading-order asymptotics of the corresponding propagation speed in terms of the cutoff parameter. For the Zeldovich equation, an explicit solution to the equation without cutoff is known, which allows us to calculate higher-order terms in the resulting expansion for the front speed; in particular, we prove the occurrence of logarithmic (switchback) terms in that case. Our analysis relies on geometric methods from dynamical systems theory and, in particular, on the desingularization technique known as ‘blow-up.’     

On the Cauchy problem for the full von Kármán system

We consider here the Cauchy problem for the full system of dynamic Von Kármán equations, which is a model for the vibrations of a nonlinear elastic plate. We prove global existence and uniqueness of finite energy solutions in the case of an infinite plate. We show then that our methods and results still hold for a rectangular plate which is simply supported or clamped at the boundary. Moreover we obtain continuous dependence on the initial data. Received December 25, 1995     

The efficient solution of the (quietly constrained) noisy, linear regulator problem

In a previous paper we gave a new, natural extension of the calculus of variations/optimal control theory to a (strong) stochastic setting. We now extend the theory of this most fundamental chapter of optimal control in several directions. Most importantly we present a new method of stochastic control, adding Brownian motion which makes the problem “noisy.” Secondly, we show how to obtain efficient solutions: direct stochastic integration for simpler problems and/or efficient and accurate numerical methods with a global a priori error of O(h3/2) for more complex problems. Finally, we include “quiet” constraints, i.e. deterministic relationships between the state and control variables. Our theory and results can be immediately restricted to the non “noisy” (deterministic) case yielding efficient, numerical solution techniques and an a priori error of O(h²). In this event we obtain the most efficient method of solving the (constrained) classical Linear Regulator Problem. Our methods are different from the standard theory of stochastic control. In some cases the solutions coincide or at least are closely related. However, our methods have many advantages including those mentioned above. In addition, our methods more directly follow the motivation and theory of classical (deterministic) optimization which is perhaps the most important area of physical and engineering science. Our results follow from related ideas in the deterministic theory. Thus, our approximation methods follow by guessing at an algorithm, but the proof of global convergence uses stochastic techniques because our trajectories are not differentiable. Along these lines, a general drift term in the trajectory equation is properly viewed as an added constraint and extends ideas given in the deterministic case by the first author.     

Multiple mixed states of nodal solutions for nonlinear Schrödinger systems

In this paper we develop a general critical point theory to deal with existence and locations of multiple critical points produced by minimax methods in relation to multiple invariant sets of the associated gradient flow. The motivation is to study non-trivial nodal solutions with each component sign-changing for a class of nonlinear Schrödinger systems which arise from Bose–Einstein condensates theory. Our general method allows us to obtain infinitely many mixed states of nodal solutions for the repulsive case.     

Absolute convergence of multiple Fourier series revisited

In a recent paper [4], Gogoladze and Meskhia generalized the classical results of Bernstein, Szász, Zygmund and others related to absolute convergence of single trigonometric Fourier series. Our aim is to extend these results from single to multiple Fourier series. To this effect, we introduce the notions of multiplicative moduli of continuity and that of smoothness. Multiplicative Lipschitz classes of functions in several variables, and functions of bounded s-variation in the sense of Vitali are also considered.     

On the detection of artifacts in Harmonic Balance solutions of nonlinear oscillators

Harmonic Balance is a very popular semi-analytic method in nonlinear dynamics. It is easy to apply and is known to produce good results for numerous examples. Adding an error criterion taking into account the neglected terms allows an evaluation of the results. Looking on the therefore determined error for increasing ansatz orders, it can be evaluated whether a solution really exists or is an artifact. For the low-error solutions additionally a stability analysis is performed which allows the classification of the solutions in three types, namely in large error solutions, low error stable solutions and low error unstable solution. Examples considered in this paper are the classical Duffing oscillator and an extended Duffing oscillator with nonlinear damping and excitation. Compared to numerical integration, the proposed procedure offers a faster calculation of existing multiple solutions and their character.     

Fractional Hardy–Hénon equations on exterior domains

In this paper, we consider the fractional Hardy–Hénon equations with an isolated singularity. If the isolated singularity is located at the origin, we give a classification of solutions to this equation. If the isolated singularity is located at infinity, in the case of exterior domains, we provide decay estimates of solutions and their gradients at infinity. Our results are an extension of the classical work by Caffarelli, Gidas et al.     

Nonlinear BVPS with functional parameters

We study the existence, nonexistence and properties of solutions for a certain class of second-order ODEs and their dependence on functional parameters, also in the case when nonlinearities are, in some sense, singular. This approach is based on variational methods and cover both sublinear and superlinear cases. We develop a duality theory and variational principles for this problem. As a consequence of the duality theory we give a numerical version of the variational principle which enables approximation of the solution for our problem. We apply these results to obtain the existence of bounded, radial and positive classical solutions for the BVP of elliptic type. Observe that our method allows us to investigate a certain class of elliptic systems in both bounded annular domain and exterior domain.     

Some Contributions to Stochastic Asymptotic Stability and Boundedness via Multiple Lyapunov Functions

Most of the existing results on stochastic stability use a single Lyapunov function, but we shall instead use multiple Lyapunov functions in this paper to establish some sufficient criteria for locating the limit sets of solutions of stochastic differential equations. From them follow many useful results on stochastic asymptotic stability and boundedness, which enable us to construct the Lyapunov functions much more easily in applications. In particular, the well-known classical theorem on stochastic asymptotic stability is a special case of our more general results. These show clearly the power of our new results.     

Steady-state solutions in a three-dimensional nonlinear pool-boiling heat-transfer model

We consider a relatively simple model for pool-boiling processes. This model involves only the temperature distribution within the heater and describes the heat exchange with the boiling medium via a nonlinear boundary condition imposed on the fluid-heater interface. This results in a standard heat-transfer problem with a nonlinear Neumann boundary condition on part of the boundary. In a recent paper [Speetjens M, Reusken A, Marquardt W. Steady-state solutions in a nonlinear pool-boiling model. IGPM report 256, RWTH Aachen. Commun Nonlinear Sci Numer Simul, in press, doi:10.1016/j.cnsns.2006.11.002] we analysed this nonlinear heat-transfer problem for the case of two space dimensions and in particular studied the qualitative structure of steady-state solutions. The study revealed that, depending on system parameters, the model allows both multiple homogeneous and multiple heterogeneous temperature distributions on the fluid-heater interface. In the present paper we show that the analysis from Speetjens et al. (doi:10.1016/j.cnsns.2006.11.002) can be generalised to the physically more realistic case of three space dimensions. A fundamental shift-invariance property is derived that implies multiplicity of heterogeneous solutions. We present a numerical bifurcation analysis that demonstrates the multiple solution structure in this mathematical model by way of a representative case study.