Initial‐to‐Interface Maps for the Heat Equation on Composite Domains

A map from the initial conditions to the function and its first spatial derivative evaluated at the interface is constructed for the heat equation on finite and infinite domains with n interfaces. The existence of this map allows changing the problem at hand from an interface problem to a boundary value problem which allows for an alternative to the approach of finding a closed‐form solution to the interface problem.     

On n‐dependent groups and fields

First, an example of a 2‐dependent group without a minimal subgroup of bounded index is given. Second, all infinite n‐dependent fields are shown to be Artin‐Schreier closed. Furthermore, the theory of any non separably closed PAC field has the IP_n property for all natural numbers n and certain properties of dependent (NIP) valued fields extend to the n‐dependent context.     

Two arbitrarily located normal forces and a penny‐shaped crack: a complete solution

The following problem is considered: a penny‐shaped crack is located in the plane z=0 of a transversely isotropic elastic space and interacts with two equal and opposite normal forces, which are located arbitrarily, but symmetrically with respect to the plane of the crack. An exact closed‐form solution is obtained and expressed in terms of elementary functions for the fields of stresses and displacements in the whole space. This kind of problem deemed to be intractable by the methods of contemporary mathematical analysis, and has never been attempted before, even in the case of an isotropic body. Copyright © 1999 John Wiley & Sons, Ltd.     

The geometry of t‐spreads in k‐walk‐regular graphs

A graph is walk‐regular if the number of closed walks of length ? rooted at a given vertex is a constant through all the vertices for all ?. For a walk‐regular graph G with d+1 different eigenvalues and spectrally maximum diameter D=d, we study the geometry of its d‐spreads, that is, the sets of vertices which are mutually at distance d. When these vertices are projected onto an eigenspace of its adjacency matrix, we show that they form a simplex (or tetrahedron in a three‐dimensional case) and we compute its parameters. Moreover, the results are generalized to the case of k‐walk‐regular graphs, a family which includes both walk‐regular and distance‐regular graphs, and their t‐spreads or vertices at distance t from each other. © 2009 Wiley Periodicals, Inc. J Graph Theory 64:312–322, 2010     

Deformation and rigidity results for the 2k‐Ricci tensor and the 2k‐Gauss‐Bonnet curvature

We present several deformation and rigidity results within the classes of closed Riemannian manifolds which either are 2k‐Einstein (in the sense that their 2k‐Ricci tensor is constant) or have constant 2k‐Gauss‐Bonnet curvature. The results hold for a family of manifolds containing all non‐flat space forms and the main ingredients in the proofs are explicit formulae for the linearizations of the above invariants obtained by means of the formalism of double forms.     

A Nonequilibrium Statistical Model of Spectrally Truncated Burgers‐Hopf Dynamics

Exact spectral truncations of the unforced, inviscid Burgers‐Hopf equation are Hamiltonian systems with many degrees of freedom that exhibit intrinsic stochasticity and coherent scaling behavior. For this reason recent studies have employed these systems as prototypes to test stochastic mode reduction strategies. In the present paper the Burgers‐Hopf dynamics truncated to n Fourier modes is treated by a new statistical model reduction technique, and a closed system of evolution equations for the mean values of the m lowest modes is derived for m ? n. In the reduced model the m‐mode macrostates are associated with trial probability densities on the phase space of the n‐mode microstates, and a cost functional is introduced to quantify the lack of fit of paths of these densities to the Liouville equation. The best‐fit macrodynamics is obtained by minimizing the cost functional over paths, and the equations governing the closure are then derived from Hamilton‐Jacobi theory. The resulting reduced equations have a fractional diffusion and modified nonlinear interactions, and the explicit form of both are determined up to a single closure parameter. The accuracy and range of validity of this nonequilibrium closure is assessed by comparison against direct numerical simulations of statistical ensembles, and the predicted behavior is found to be well represented by the reduced equations. © 2014 Wiley Periodicals, Inc.     

Low‐gain adaptive stabilization of semilinear second‐order hyperbolic systems

In this paper low‐gain adaptive stabilization of undamped semilinear second‐order hyperbolic systems is considered in the case where the input and output operators are collocated. The linearized systems have an infinite number of poles and zeros on the imaginary axis. The adaptive stabilizer is constructed by a low‐gain adaptive velocity feedback. The closed‐loop system is governed by a non‐linear evolution equation. First, the well‐posedness of the closed‐loop system is shown. Next, an energy‐like function and a multiplier function are introduced and the exponential stability of the closed‐loop system is analysed. Some examples are given to illustrate the theory. Copyright © 2004 John Wiley & Sons, Ltd.     

A Hybrid Variational Model for the Analysis of Free‐Corner Effects in Layered Plates

A variational model for the assessment of free‐edge and free‐corner effects [1‐3] in thermally loaded rectangular cross‐ply laminate plates is presented. The physical layers of the plate are discretized by an arbitrary number of mathematical layers through the laminate thickness. A layerwise displacement field with unknown interface functions which depend on the inplane coordinates is formulated wherein an a priori assumed layerwise linear thickness interpolation scheme is employed. The application of the principle of minimum elastic potential yields a set of governing Euler‐Lagrange differential equations for the unknown inplane functions which for the special free‐corner problem in rectangular cross‐ply plates can be solved in a closed‐form analytical manner. Boundary conditions of traction free laminate edges are fulfilled in an average sense. Since the approach utilizes a discretization through the plate thickness yet allows for closed‐form solutions within the layer planes for all state variables it is appropriate to speak of a hybrid analysis approach. The presented method allows easy application, can be run on every standard personal computer and is in favourable agreement with comparative finite element calculations. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Approach to self‐similarity in Smoluchowski's coagulation equations

We consider the approach to self‐similarity (or dynamical scaling) in Smoluchowski's equations of coagulation for the solvable kernels K(x, y) = 2, x + y and xy. In addition to the known self‐similar solutions with exponential tails, there are one‐parameter families of solutions with algebraic decay, whose form is related to heavy‐tailed distributions well‐known in probability theory. For K = 2 the size distribution is Mittag‐Leffler, and for K = x + y and K = xy it is a power‐law rescaling of a maximally skewed α‐stable Lévy distribution. We characterize completely the domains of attraction of all self‐similar solutions under weak convergence of measures. Our results are analogous to the classical characterization of stable distributions in probability theory. The proofs are simple, relying on the Laplace transform and a fundamental rigidity lemma for scaling limits. © 2003 Wiley Periodicals, Inc.     

A ray‐integral solution for the wave‐field in the Sommerfeld model

A ray‐integral solution is presented for the wave‐field in the Sommerfeld model (liquid half‐space over solid half‐space), where a point source is placed in the fluid and the two media (fluid and solid) of contrasting densities and wave speeds are homogeneous. This exact closed form solution is then used to evaluate complete time records of the acoustic pressure (at a point receiver located in the fluid in the vicinity of the penetrable fluid‐solid interface) for two Sommerfeld models: one where the shear wave speed in the solid bottom is lower than the sound speed in the fluid and the other where the shear wave speed is higher. These pressure response curves indicate the relative importance of the various wave‐forms (the critically refracted longitudinal and shear waves, the pseudo‐Rayleigh and Stoneley interface waves, the direct wave, and the totally reflected wave) contributing to the solution and the possibility of utilizing the arrival times of the refracted and interface waves to determine the bottom rigidity. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

New fifth‐order two‐derivative Runge‐Kutta methods with constant and frequency‐dependent coefficients

Two‐derivative Runge‐Kutta methods are Runge‐Kutta methods for problems of the form y′ = f(y) that include the second derivative y′′ = g(y) = f ′(y)f(y) and were developed in the work of Chan and Tsai. In this work, we consider explicit methods and construct a family of fifth‐order methods with three stages of the general case that use several evaluations of f and g per step. For problems with oscillatory solution and in the case that a good estimate of the dominant frequency is known, methods with frequency‐dependent coefficients are used; there are several procedures for constructing such methods. We give the general framework for the construction of methods with variable coefficients following the approach of Simos. We modify the above family to derive methods with frequency‐dependent coefficients following this approach as well as the approach given by Vanden Berghe. We provide numerical results to demonstrate the efficiency of the new methods using three test problems.     

Locally s‐distance transitive graphs

We give a unified approach to analyzing, for each positive integer s, a class of finite connected graphs that contains all the distance transitive graphs as well as the locally s‐arc transitive graphs of diameter at least s. A graph is in the class if it is connected and if, for each vertex v, the subgroup of automorphisms fixing v acts transitively on the set of vertices at distance i from v, for each i from 1 to s. We prove that this class is closed under forming normal quotients. Several graphs in the class are designated as degenerate, and a nondegenerate graph in the class is called basic if all its nontrivial normal quotients are degenerate. We prove that, for s≥2, a nondegenerate, nonbasic graph in the class is either a complete multipartite graph or a normal cover of a basic graph. We prove further that, apart from the complete bipartite graphs, each basic graph admits a faithful quasiprimitive action on each of its (1 or 2) vertex‐orbits or a biquasiprimitive action. These results invite detailed additional analysis of the basic graphs using the theory of quasiprimitive permutation groups. © 2011 Wiley Periodicals, Inc. J Graph Theory 69:176‐197, 2012     

Asymptotic and numerical solutions of three‐dimensional boundary‐layer flow past a moving wedge

We consider a laminar boundary‐layer flow of a viscous and incompressible fluid past a moving wedge in which the wedge is moving either in the direction of the mainstream flow or opposite to it. The mainstream flows outside the boundary layer are approximated by a power of the distance from the leading boundary layer. The variable pressure gradient is imposed on the boundary layer so that the system admits similarity solutions. The model is described using 3‐dimensional boundary‐layer equations that contains 2 physical parameters: pressure gradient (β) and shear‐to‐strain‐rate ratio parameter (α). Two methods are used: a linear asymptotic analysis in the neighborhood of the edge of the boundary layer and the Keller‐box numerical method for the full nonlinear system. The results show that the flow field is divided into near‐field region (mainly dominated by viscous forces) and far‐field region (mainstream flows); the velocity profiles form through an interaction between 2 regions. Also, all simulations show that the subsequent dynamics involving overshoot and undershoot of the solutions for varying parameter characterizing 3‐dimensional flows. The pressure gradient (favorable) has a tendency of decreasing the boundary‐layer thickness in which the velocity profiles are benign. The wall shear stresses increase unboundedly for increasing α when the wedge is moving in the x‐direction, while the case is different when it is moving in the y‐direction. Further, both analysis show that 3‐dimensional boundary‐layer solutions exist in the range −1<α<∞. These are some interesting results linked to an important class of boundary‐layer flows.     

Goal achieving probabilities of cone‐constrained mean‐variance portfolios

In this paper, we establish closed‐form formulas for key probabilistic properties of the cone‐constrained optimal mean‐variance strategy, in a continuous market model driven by a multidimensional Brownian motion and deterministic coefficients. In particular, we compute the probability to obtain to a point, during the investment horizon, where the accumulated wealth is large enough to be fully reinvested in the money market, and safely grow there to meet the investor's financial goal at terminal time. We conclude that the result of Li and Zhou [Ann. Appl. Prob., v.16, pp.1751–1763, (2006)] in the unconstrained case carries over when conic constraints are present: the former probability is lower bounded by 80% no matter the market coefficients, trading constraints, and investment goal. We also compute the expected terminal wealth given that the investor's goal is underachieved, for both the mean‐variance strategy and the aforementioned hybrid strategy where transfer to the money market occurs if it allows to safely achieve the goal. The former probabilities and expectations are also provided in the case where all risky assets held are liquidated if financial distress is encountered. These results provide investors with novel practical tools to support portfolio decision‐making and analysis. Copyright © 2013 John Wiley & Sons, Ltd.     

q‐Voronovskaya type theorems for q‐Baskakov operators

In the present paper, we prove quantitative q‐Voronovskaya type theorems for q‐Baskakov operators in terms of weighted modulus of continuity. We also present a new form of Voronovskaya theorem, that is, q‐Grüss‐Voronovskaya type theorem for q‐Baskakov operators in quantitative mean. Hence, we describe the rate of convergence and upper bound for the error of approximation, simultaneously. Our results are valid for the subspace of continuous functions although classical ones is valid for differentiable functions. Copyright © 2015 John Wiley & Sons, Ltd.     

New a priori analysis of first‐order system least‐squares finite element methods for parabolic problems

We provide new insights into the a priori theory for a time‐stepping scheme based on least‐squares finite element methods for parabolic first‐order systems. The elliptic part of the problem is of general reaction‐convection‐diffusion type. The new ingredient in the analysis is an elliptic projection operator defined via a nonsymmetric bilinear form, although the main bilinear form corresponding to the least‐squares functional is symmetric. This new operator allows to prove optimal error estimates in the natural norm associated to the problem and, under additional regularity assumptions, in the L² norm. Numerical experiments are presented which confirm our theoretical findings.     

Numerical and asymptotic study of non‐axisymmetric magnetohydrodynamic boundary layer stagnation‐point flows

Both numerical and asymptotic analyses are performed to study the similarity solutions of three‐dimensional boundary‐layer viscous stagnation point flow in the presence of a uniform magnetic field. The three‐dimensional boundary‐layer is analyzed in a non‐axisymmetric stagnation point flow, in which the flow is developed because of influence of both applied magnetic field and external mainstream flow. Two approaches for the governing equations are employed: the Keller‐box numerical simulations solving full nonlinear coupled system and a corresponding linearized system that is obtained under a far‐field behavior and in the limit of large shear‐to‐strain‐rate parameter (λ). From these two approaches, the flow phenomena reveals a rich structure of new family of solutions for various values of the magnetic number and λ. The various results for the wall stresses and the displacement thicknesses are presented along with some velocity profiles in both directions. The analysis discovered that the flow separation occurs in the secondary flow direction in the absence of magnetic field, and the flow separation disappears when the applied magnetic field is increased. The flow field is divided into a near‐field (due to viscous forces) and far‐field (due to mainstream flows), and the velocity profiles form because of an interaction between two regions. The magnetic field plays an important role in reducing the thickness of the boundary‐layer. A physical explanation for all observed phenomena is discussed. Copyright © 2017 John Wiley & Sons, Ltd.     

Antidiffusive Lagrangian‐remap schemes for models of polydisperse sedimentation

One‐dimensional models of gravity‐driven sedimentation of polydisperse suspensions with particles that belong to N size classes give rise to systems of N strongly coupled, nonlinear first‐order conservation laws for the local solids volume fractions. As the eigenvalues and eigenvectors of the flux Jacobian have no closed algebraic form, characteristic‐wise numerical schemes for these models become involved. Alternative simple schemes for this model directly utilize the velocity functions and are based on splitting the system of conservation laws into two different first‐order quasi‐linear systems, which are solved successively for each time iteration, namely, the Lagrangian and remap steps (so‐called Lagrangian‐remap [LR] schemes). This approach was advanced in (Bürger, Chalons, and Villada, SIAM J Sci Comput 35 (2013), B1341–B1368) for a multiclass Lighthill–Whitham‐Richards traffic model with nonnegative velocities. By incorporating recent antidiffusive techniques for transport equations a new version of these Lagrangian‐antidiffusive remap (L‐AR) schemes for the polydisperse sedimentation model is constructed. These L‐AR schemes are supported by a partial analysis for N = 1. They are total variation diminishing under a suitable CFL condition and therefore converge to a weak solution. Numerical examples illustrate that these schemes, including a more accurate version based on MUSCL extrapolation, are competitive in accuracy and efficiency with several existing schemes. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1109–1136, 2016     

Reliable,goal‐oriented postprocessing for FE‐discretizations

In this article we present strategies to improve the quality of adaptive FE‐approximations measured in terms of linear functionals. The ideas are based on the so called dual‐weighted‐residual (DWR) approach to a posteriori error control for FE‐schemes. In more details, we exploit those parts of an underlying error representation, which are completely computable, to improve the FE‐solution. Furthermore, the remaining parts of the error identity can be estimated by well‐established a posteriori energy estimates yielding reliable error bounds for the postprocessed values. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Some closed form robust moment‐based estimators for the MEM(1,1)

In this paper, we extend the closed form moment estimator (ordinary MCFE) for the autoregressive conditional duration model given by Lu et al (2016) and propose some closed form robust moment‐based estimators for the multiplicative error model to deal with the additive and innovational outliers. The robustification of the closed form estimator is done by replacing the sample mean and sample autocorrelation with some robust estimators. These estimators are more robust than the quasi‐maximum likelihood estimator (QMLE) often used to estimate this model, and they are easy to implement and do not require the use of any numerical optimization procedure and the choice of initial value. The performance of our proposal in estimating the parameters and forecasting conditional mean μ_t of the MEM(1,1) process is compared with the proposals existing in the literature via Monte Carlo experiments, and the results of these experiments show that our proposal outperforms the ordinary MCFE, QMLE, and least absolute deviation estimator in the presence of outliers in general. Finally, we fit the price durations of IBM stock with the robust closed form estimators and the benchmarks and analyze their performances in estimating model parameters and forecasting the irregularly spaced intraday Value at Risk.