A class of generalized variable penalty methods for nonlinear programming

A class of generalized variable penalty formulations for solving nonlinear programming problems is presented. The method poses a sequence of unconstrained optimization problems with mechanisms to control the quality of the approximation for the Hessian matrix, which is expressed in terms of the constraint functions and their first derivatives. The unconstrained problems are solved using a modified Newton's algorithm. The method is particularly applicable to solution techniques where an approximate analysis step has to be used (e.g., constraint approximations, etc.), which often results in the violation of the constraints. The generalized penalty formulation contains two floating parameters, which are used to meet the penalty requirements and to control the errors in the approximation of the Hessian matrix. A third parameter is used to vary the class of standard barrier or quasibarrier functions, forming a branch of the variable penalty formulation. Several possibilities for choosing such floating parameters are discussed. The numerical effectiveness of this algorithm is demonstrated on a relatively large set of test examples.The author is thankful for the constructive suggestions of the referees.     

A free boundary and an optimal shape problem of a floating body

The present article deals with a variational formulation of a floating body in a perfect fluid. Since the considered energy functional depends on both stream function and floating body, these two minimizations are realized in two separated steps. By the use of free boundary methods, existence and Lipschitz continuity of the minimizing stream function are proved. In addition, it is shown that the corresponding free surface has Hölder boundary. The dependence on the floating body leads to an optimal shape problem which is treated by the use of Hausdorff convergence. Under the postulate of a bounded density parameter of the domain, the existence of an optimal floating body is shown.     

Orbital stability of floating periodic peakons for the Camassa–Holm equation

Considered herein is the orbital stability of floating periodic peakons for the Camassa–Holm (CH) equation, which describes one-dimensional surface waves at a free surface of shallow water under the influence of gravity. The floating periodic peakons shift up or down according to the change of the parameter. The result shows that the floating periodic peakons are orbitally stable and their stability is independent of the parameter in the CH equation.     

Riesz potentials associated with a composite power function on the space of rectangular matrices

On the space of real rectangular matrices, Riesz potentials depending on a multidimensional complex parameter are studied. These potentials are in a relationship with the composite power function of a matrix argument. For the potentials indicated, analogs of classical equalities are established. In particular, the semigroup property for the Riesz potentials with multidimensional complex parameter is proved under less restrictive limitations on the parameters of a rectangular matrix than the corresponding semigroup property for the Riesz potentials of one complex parameter. Bibliography: 13 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 327, 2005, pp. 207–225.     

On manifolds of eigenfunctions and potentials generated by a family of periodic boundary-value problems

We consider a family of boundary-value problems with some potential as a parameter. We study the manifold of normalized eigenfunctions with even number of zeros in a period, and the manifold of potentials associated with double eigenvalues. In particular, we prove that the manifold of normalized eigenfunctions is a trivial fiber space over a unit circle and that the manifold of potentials with double eigenvalues is a homotopically trivial manifold trivially imbedded into the space of potentials.     

Asymptotics for steady‐state voltage potentials in a bidimensional highly contrasted medium with thin layer

We study the behaviour of steady‐state voltage potentials in two kinds of bidimensional media composed of material of complex permittivity equal to 1 (respectively, α) surrounded by a thin membrane of thickness h and of complex permittivity α (respectively, 1). We provide in both cases a rigorous derivation of the asymptotic expansion of steady‐state voltage potentials at any order as h tends to zero, when Neumann boundary condition is imposed on the exterior boundary of the thin layer. Our complex parameter α is bounded but may be very small compared to 1, hence our results describe the asymptotics of steady‐state voltage potentials in all heterogeneous and highly heterogeneous media with thin layer. The asymptotic terms of the potential in the membrane are given explicitly in local coordinates in terms of the boundary data and of the curvature of the domain, while these of the inner potential are the solutions to the so‐called dielectric formulation with appropriate boundary conditions. The error estimates are given explicitly in terms of h and α with appropriate Sobolev norm of the boundary data. We show that the two situations described above lead to completely different asymptotic behaviours of the potentials. Copyright © 2007 John Wiley & Sons, Ltd.     

Manifolds of Eigenfunctions and Potentials of a Family of Periodic Sturm–Liouville Problems

We consider a family of boundary-value problems in which the role of a parameter is played by a potential. We investigate the smooth structure and homotopic properties of the manifolds of eigenfunctions and degenerate potentials corresponding to double eigenvalues.     

Numerical treatment of a mathematical model arising from a model of neuronal variability

In this paper, we describe a numerical approach based on finite difference method to solve a mathematical model arising from a model of neuronal variability. The mathematical modelling of the determination of the expected time for generation of action potentials in nerve cells by random synaptic inputs in dendrites includes a general boundary-value problem for singularly perturbed differential-difference equation with small shifts. In the numerical treatment for such type of boundary-value problems, first we use Taylor approximation to tackle the terms containing small shifts which converts it to a boundary-value problem for singularly perturbed differential equation. A rigorous analysis is carried out to obtain priori estimates on the solution of the problem and its derivatives up to third order. Then a parameter uniform difference scheme is constructed to solve the boundary-value problem so obtained. A parameter uniform error estimate for the numerical scheme so constructed is established. Though the convergence of the difference scheme is almost linear but its beauty is that it converges independently of the singular perturbation parameter, i.e., the numerical scheme converges for each value of the singular perturbation parameter (however small it may be but remains positive). Several test examples are solved to demonstrate the efficiency of the numerical scheme presented in the paper and to show the effect of the small shift on the solution behavior.     

Wave structure interaction problems in three-layer fluid

Wave structure interaction problems in a three-layer fluid having an elastic plate covered free surface are studied in a three-dimensional fluid domain in both the cases of finite and infinite water depths. Wave characteristics are analyzed from the dispersion relation of the associated wave motion, and approximate results are derived in both the cases of deep water and shallow water waves. Further, the expansion formulae and the associated orthogonal mode-coupling relations are derived for the velocity potentials for the wave structure interaction problems in channels of finite and infinite depths. The utility of the expansion formulae is demonstrated by (1) deriving the source potentials associated with the wave structure interaction problems in a three-layer fluid medium of finite and infinite water depths and (2) analyzing the wave scattering by a partially frozen crack in a floating ice sheet in the three-layer fluid medium in a three-dimensional channel of finite water depth. Various results derived can be used to deal with acoustic wave interaction with flexible structures and other wave structure interaction problems of similar nature arising in different branches of physics and engineering.     

Schrödinger potentials solvable in terms of the confluent Heun functions

We show that if the potential is proportional to an energy-independent continuous parameter, then there exist 15 choices for the coordinate transformation that provide energy-independent potentials whose shape is independent of that parameter and for which the one-dimensional stationary Schrödinger equation is solvable in terms of the confluent Heun functions. All these potentials are also energy-independent and are determined by seven parameters. Because the confluent Heun equation is symmetric under transposition of its regular singularities, only nine of these potentials are independent. Five of the independent potentials are different generalizations of either a hypergeometric or a confluent hypergeometric classical potential, one potential as special cases includes potentials of two hypergeometric types (the Morse confluent hypergeometric and the Eckart hypergeometric potentials), and the remaining three potentials include five-parameter conditionally integrable confluent hypergeometric potentials. Not one of the confluent Heun potentials, generally speaking, can be transformed into any other by a parameter choice.     

A test for the existence of exceptional points in the Faddeev scattering problem

Exceptional points are values of the spectral parameter for which the homogeneous Faddeev scattering problem has a nontrivial solution. We formulate a criterion for existence of exceptional points that belong to a given path. For this, we use measurements at the endpoints of the path. We also study the existence or absence of exceptional points for small perturbations of conductive potentials of arbitrary shape and show that problems with absorbing potentials do not have exceptional points in a neighborhood of the origin.     

Bundle bispectrality for matrix differential equations

We consider the fundamental solutions of a wide class of first order systems with polynomial dependence on the spectral parameter and rational matrix potentials. Such matrix potentials are rational solutions of a large class of integrable nonlinear equations, which play an important role in different mathematical physics problems. The concept of bispectrality, which was originally introduced by Grünbaum, is extended in a natural way for the systems under consideration and their bispectrality is derived via the representation of the fundamental solutions. This bispectrality is preserved under the flows of the corresponding integrable nonlinear equations. For the case of Dirac type (canonical) systems the complete characterization of the bispectral potentials under consideration is obtained in terms of the system's spectral function.     

Entire Solutions for a Class of Fourth-Order Semilinear Elliptic Equations with Weights

We investigate the problem of entire solutions for a class of fourth-order, dilation invariant, semilinear elliptic equations with power-type weights and with subcritical or critical growth in the nonlinear term. These equations define noncompact variational problems and are characterized by the presence of a term containing lower order derivatives, whose strength is ruled by a parameter λ. We can prove existence of entire solutions found as extremal functions for some Rellich–Sobolev type inequalities. Moreover, when the nonlinearity is suitably close to the critical one and the parameter λ is large, symmetry breaking phenomena occur and in some cases the asymptotic behavior of radial and nonradial ground states can be somehow described.     

Spectral Residues of Second-order Differential Equations: A New Method for Summation Identities and Inversion Formulas

This article deals with differential equations with spectral parameter from the point of view of formal power series.The treatment does not make use of the notion of eigenvalue, but introduces a new idea: the spectral residue.
The article focuses on second-order, self-adjoint problems. In such a setting, every potential function determines a sequence of spectral residues. This correspondence is invertible and gives rise to a combinatorial inversion formula. Other interesting combinatorial consequences are obtained by considering spectral residues of exactly solvable potentials of one-dimensional quantum mechanics.
It is also shown that the Darboux transformation of one-dimensional potentials corresponds to a simple negation of the corresponding spectral residues. This fact leads to another combinatorial inversion formula. Finally, there is a brief discussion of applications. The topics considered are enumeration problems and integrable systems.     

Regular Sturm - Liouville Problems Whose Coefficients Depend Rationally on the Eigenvalue Parameter

In this note we consider regular Sturm-Liouville equations with a floating singularity of a special type: the coefficient of the second order derivative contains the eigenvalue parameter. We determine the form of the boundary conditions which make the problem selfadjoint after linearizing. In general the boundary conditions for the linearized system give rise to boundary conditions which involve the eigenvalue parameter in the original, non-linearized, problem. The boundary conditions give rise to a 2 × 2 matrix function, the so-called Titchmarsh-Weyl coefficient. The characteristic properties of this function are studied. The formal aspects of the theory of this class of equations turn out to be quite parallel to those for the usual situation when there is no floating singularity.     

Functions of a complex variable in problems in the theory of elasticity with mass forces

The general equations of the theory of elasticity are reduced to an inhomogeneous fourth-order equation assuming that there is a linear dependence of the third component of the displacement vector on the third coordinate and that a mass force potential exists. The solution of this equation is presented, in particular, using two complex Kolosov–Muskhelishvili potentials. A third complex potential is introduced in addition to these. Using the three complex potentials, expressions are obtained for the components of the displacement vector and the stress and strain tensors that take account of mass forces. The application of the three potentials is analysed in problems in the theory of elasticity, and analytical solutions of several plane strain problems are presented.     

圆薄板大挠度问题的摄动参数

本文研究了在用正规摄动法求解均布载荷下的圆薄板大挠度问题时,与载荷,挠度,转角,内力等有关的各种摄动参数,并对一般摄动参数情形用变分原理求得了解答本文从实验的角度阐明了各参数的适用范围,结果表明,相应的解答与用中心挠度为参数的解有较好的一致性;对均布载荷的情形,中心挠度仍可看做是较为合适的摄动参数;本文推荐的摄动参数及用变分原理确定摄动解的方法,具有普遍的适用性,可以用来处理载荷联合作用等更为复杂的情形.     

Apply a novel evolutionary algorithm to the solution of parameter selection problems

In this study, a modified line-up competition algorithm (LCA) is used to solve parameter selection problems. The so-called parameter selection problems contain parameter identification problems and optimal control problems. Once the later problems are transformed by control parametrization, the parameters embedded in both problems are selected by the proposed method under the framework of integration approach. Two parameter identification problems and one optimal control problem are given to demonstrate the use of LCA. The results show that in addition to being insensitive to the initial conditions, LCA is very efficient in solving highly nonlinear parameter selection problems.     

Long Wavelength Acoustic Scattering by a Torus of Arbitrary Aspect Ratio

Both the near and far field scattering potentials are calculatedto fourth order in the small parameter ratio of dimension ofbody to incident wavelength for the scattering of axial, planeacoustic waves by a rigid torus of arbitrary aspect ratio (theratio of major to minor radii). The near field potentials aredetermined from sets of toroidal harmonics and biharmonics which,although complete, are non-orthogonal. Consequently the boundaryconditions generate recurrence relations between successiveamplitudes, which are solved using difference equation theory.The far field potentials follow from the near field potentialsthrough Rayleigh's matching procedure. The dependence of fieldquantities and the scattering cross-section on aspect ratiois illustrated. The cylindrical limit of toroidal geometry isdemonstrated.     

Floating Body Problems in Two Dimensions

Stanislav Ulam asked if the sphere is the only object floating in neutral equilibrium in every orientation and a negative answer was provided recently. Here, several related problems are discussed. The same question is asked for two-dimensional objects whose centroid is pinned and it is demonstrated that the answer is similar to the case of freely floating bodies. We also discuss the minimal number of equilibria of homogenous planar floating objects (either freely or with pinned centroid) representing duals of Ulam's Floating Body Problem. The nonexistence of shapes with less than four equilibria is proven in special cases including infinitesimal perturbations of a circle, however the general question remains open. The paper is complemented with remarks on analogous problems in three dimensions; connections to the family of Four-Vertex theorems are also pointed out.