On preconditioning and solving an extended class of interval parametric linear systems

Numerical Algorithms - We deal with interval parametric systems of linear equations and the goal is to solve such systems, which basically comes down to finding an enclosure for a parametric...     

Stability and Sensitivity Analysis of Solutions to Weak Vector Variational Inequalities

The paper mainly concerns the study of a parametric weak vector variational inequality. Robinson’s metric regularity and Lipschitzian stability of the solution mapping for the parametric weak vector variational inequality are firstly established. Then sensitivity analysis of the solution mapping for the parametric weak vector variational inequality is discussed. As applications, Lipschitzian continuity and differentiability of the solution mapping are also investigated for a parametric variational inequality.     

Lower semicontinuity of the solution map to a parametric elliptic optimal control problem with mixed pointwise constraints

This paper studies the solution stability of a parametric optimal control problem governed by single linear elliptic equations with mixed control-state constraints and convex cost functions. By reducing the problem to a parametric programming problem and a parametric variational inequality, we obtain sufficient conditions under which the solution map to an elliptic optimal control problem is lower semicontinuous.     

Uniqueness and differentiability of solutions of parametric nonlinear complementarity problems

We derive conditions for the local uniqueness of solutions of nonlinear complementarity problems (NCP). We then prove the existence, continuity, and directional differentiability of a locally unique parametric solution of the parametric NCP under stronger assumptions. In the absence of degeneracy this parametric solution is also shown to be continuously differentiable.     

A Verified Monotonicity-Based Solution of a Simple Finite Element Model with Uncertain Node Locations

A tight verified solution enclosure is obtained for the node displacements of a simple truss model, whose parameters, including the node locations, are uncertain. The solution is based on a monotonicity analysis of these interval parameters. (© 2010 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A constant enclosure method for validating existence and uniqueness of the solution of an initial value problem for a fractional differential equation

This paper presents a new method for validating existence and uniqueness of the solution of an initial value problems for fractional differential equations. An algorithm selecting a stepsize and computing a priori constant enclosure of the solution is proposed. Several illustrative examples, with linear and nonlinear fractional differential equations, are given to demonstrate the effectiveness of the method.     

Gap functions for constrained vector variational inequalities with applications

In this paper, the image space analysis is applied to investigate scalar-valued gap functions and their applications for a (parametric)-constrained vector variational inequality. Firstly, using a non-linear regular weak separation function in image space, a gap function of a constrained vector variational inequality is obtained without any assumptions. Then, as an application of the gap function, two error bounds for the constrained vector variational inequality are derived by means of the gap function under some mild assumptions. Further, a parametric gap function of a parametric constrained vector variational inequality is presented. As an application of the parametric gap function, a sufficient condition for the continuity of the solution map of the parametric constrained vector variational inequality is established within the continuity and strict convexity of the parametric gap function. These assumptions do not include any information on the solution set of the parametric constrained vector variational inequality.     

Weakly Nonlinear Dispersive Waves under Parametric Resonance Perturbation

We consider a solution of the nonlinear Klein–Gordon equation perturbed by a parametric driver. The frequency of parametric perturbation varies slowly and passes through a resonant value, which leads to a solution change. We obtain a new connection formula for the asymptotic solution before and after the resonance.     

Hölder Continuity for Solution Mappings of Parametric Non-convex Strong Generalized Ky Fan Inequalities

Abstract

This article focuses on a new approach to investigate the Hölder continuity for the solution mapping of a parametric non-convex strong generalized Ky Fan inequality. Based on a non-convex separation theorem, the union relation between the solution set of the parametric non-convex strong generalized Ky Fan inequality and the solution sets of a series of Ky Fan inequalities, is established. Without density results and any information on the solution mapping, a sufficient condition for the Hölder continuity of the solution mapping to the parametric non-convex strong generalized Ky Fan inequality is given by using the key union relation. Our method does not impose any convexity, monotonicity, and the single-valuedness of the solution mapping.     

Application of the finite integral transform method to solving a mixed problem with integro-differential conditions for a nonclassical equation

We consider a mixed problem with integro-differential boundary conditions for a nonclassical equation. Under certain conditions, we apply a finite integral transform to this problem and obtain a parametric problem. We introduce the notion of proper boundary conditions of the parametric problem, which is wider than the notion of regularity. By applying the inverse integral transform to the solution of the parametric problem, we obtain an analytic representation of the solution of the original mixed problem.     

含参广义集值向量均衡问题有效解映射下半连续的最优条件

在实Hausdorff拓扑向量空间中研究一类含参广义集值向量均衡问题弱有效解与有效解映射的下半连续性. 在近似锥-次类凸的条件下, 运用标量化的方法得到弱有效解的标量化结果. 在适当条件下, 得到含参广义集值向量均衡问题弱有效解与有效解映射下半连续性定理.     

非线性参数规划问题$\varepsilon$-最优解集集值映射的连续性

对非线性参数规划问题$\varepsilon$-最优解集集值映射的连续性条件进行了研究.首先在可行集集值映射局部有界且正则的条件下,讨论了非线性参数规划问题最优值函数的连续性,然后针对$\varepsilon$-最优解集集值映射的结构特征并利用此结果和集值分析理论,给出了非线性参数规划问题$\varepsilon$-最优解集集值映射连续的一个充分条件.     

Local Smooth Representations of Parametric Semiclosed Polyhedra with Applications to Sensitivity in Piecewise Linear Programs

In this paper, we establish the equivalence between the half-space representation and the vertex representation of a smooth parametric semiclosed polyhedron. By virtue of the smooth representation result, we prove that the solution set of a smooth parametric piecewise linear program can be locally represented as a finite union of parametric semiclosed polyhedra generated by finite smooth functions. As consequences, we prove that the corresponding marginal function is differentiable and the solution map admits a differentiable selection.     

Continuity of approximate solution mappings for parametric equilibrium problems

In this paper, we obtain sufficient conditions for Hausdorff continuity and Berge continuity of an approximate solution mapping for a parametric scalar equilibrium problem. By using a scalarization method, we also discuss the Berge lower semicontinuity and Berge continuity of a approximate solution mapping for a parametric vector equilibrium problem.     

Dynamics of nonlinear transversely vibrating beams: Parametric and closed-form solutions

Nonlinear transversely vibrating beams, including a uniform beam carrying a lumped mass and a transversely vibrating quintic nonlinear beam, are considered in this paper. Firstly, using trigonometric function, analytical solutions to their Cauchy initial problems are constructed in parametric and closed-form. Secondly, it is found that one has the freedom to choose any periodic function to simulate the periodic vibration theoretically. As an example, we also construct parametric and closed-form solution expressed by Jacobi elliptic function. Thirdly, by comparing the two kinds of derived solutions, it is shown that the Jacobi elliptic function solution can degenerate to the corresponding trigonometric function solution when the modulus tends to zero. Comparison are also made between our derived Jacobi elliptic function solution and other’s exact solution, which indicates that the presented parametric solution method is more general.     

Optimization Over the Efficient Set of Multi-objective Convex Optimal Control Problems

We consider multi-objective convex optimal control problems. First we state a relationship between the (weakly or properly) efficient set of the multi-objective problem and the solution of the problem scalarized via a convex combination of objectives through a vector of parameters (or weights). Then we establish that (i) the solution of the scalarized (parametric) problem for any given parameter vector is unique and (weakly or properly) efficient and (ii) for each solution in the (weakly or properly) efficient set, there exists at least one corresponding parameter vector for the scalarized problem yielding the same solution. Therefore the set of all parametric solutions (obtained by solving the scalarized problem) is equal to the efficient set. Next we consider an additional objective over the efficient set. Based on the main result, the new objective can instead be considered over the (parametric) solution set of the scalarized problem. For the purpose of constructing numerical methods, we point to existing solution differentiability results for parametric optimal control problems. We propose numerical methods and give an example application to illustrate our approach.     

Sensitivity analysis for a system of generalized mixed implicit equilibrium problems in uniformly smooth Banach spaces

In this paper, a new system of parametric generalized mixed implicit equilibrium problems involving non-monotone set-valued mappings in real Banach spaces is introduced and studied. We first generalize the notion of the Yosida approximation in Hilbert spaces introduced by Moudafi to reflexive Banach spaces. Further, by using the notion of the Yosida approximation, we consider a system of parametric generalized Wiener-Hopf equation problems and show its equivalence to the system of parametric generalized mixed implicit equilibrium problems. By using a fixed point formulation of the system of parametric generalized Wiener-Hopf equation problems, we study the behavior and sensitivity analysis of a solution set of the system of parametric generalized mixed implicit equilibrium problems. We prove that, under suitable assumptions, the solution set of the system of parametric generalized mixed implicit equilibrium problems is nonempty, closed and Lipschitz continuous with respect to the parameters. Our results are new, and improve and generalize some known results in this field.     

Lower semicontinuity of the solution map to a parametric vector variational inequality

This paper is concerned with the study of solution stability of a parametric vector variational inequality, where mappings may not be strongly monotone. Under some requirements that the operator of a unperturbed problem is monotone or it satisfies degree conditions then we show that the solution map of a parametric vector variational inequality is lower semicontinuous.     

Validated Infeasible Interior-Point Predictor–Corrector Methods for Linear Programming

Many problems arising in practical applications lead to linear programming problems. Hence, they are fundamentally tractable. Recent interior-point methods can exploit problem structure to solve such problems very efficiently. Infeasible interior-point predictor–corrector methods using floating-point arithmetic sometimes compute an approximate solution with duality gap less than a given tolerance even when the problem may not have a solution. We present an efficient verification method for solving linear programming problems which computes a guaranteed enclosure of the optimal solution and which verifies the existence of the solution within the computed interval.     

Quantitative stability analysis of stochastic quasi-variational inequality problems and applications

We consider a parametric stochastic quasi-variational inequality problem (SQVIP for short) where the underlying normal cone is defined over the solution set of a parametric stochastic cone system. We investigate the impact of variation of the probability measure and the parameter on the solution of the SQVIP. By reformulating the SQVIP as a natural equation and treating the orthogonal projection over the solution set of the parametric stochastic cone system as an optimization problem, we effectively convert stability of the SQVIP into that of a one stage stochastic program with stochastic cone constraints. Under some moderate conditions, we derive Hölder outer semicontinuity and continuity of the solution set against the variation of the probability measure and the parameter. The stability results are applied to a mathematical program with stochastic semidefinite constraints and a mathematical program with SQVIP constraints.