Perfect simulation for locally continuous chains of infinite order

We establish sufficient conditions for perfect simulation of chains of infinite order on a countable alphabet. The new assumption, localized continuity, is formalized with the help of the notion of context trees, and includes the traditional continuous case, probabilistic context trees and discontinuous kernels. Since our assumptions are more refined than uniform continuity, our algorithms perfectly simulate continuous chains faster than the existing algorithms of the literature. We provide several illustrative examples.     

Efficient computable error bounds for discontinuous Galerkin approximations of elliptic problems

We present guaranteed and computable both sided error bounds for the discontinuous Galerkin (DG) approximations of elliptic problems. These estimates are derived in the full DG-norm on purely functional grounds by the analysis of the respective differential problem, and thus, are applicable to any qualified DG approximation. Based on the triangle inequality, the underlying approach has the following steps for a given DG approximation: (1) computing a conforming approximation in the energy space using the Oswald interpolation operator, and (2) application of the existing functional a posteriori error estimates to the conforming approximation. Various numerical examples with varying difficulty in computing the error bounds, from simple problems of polynomial-type analytic solution to problems with analytic solution having sharp peaks, or problems with jumps in the coefficients of the partial differential equation operator, are presented which confirm the efficiency and the robustness of the estimates.     

A unified analysis of the local discontinuous Galerkin method for a class of nonlinear problems

In this paper we analyze the main features of the local discontinuous Galerkin method applied to nonlinear boundary value problems in the plane. We consider a class of nonlinear elliptic problems arising in heat conduction and fluid mechanics. The approach, which has been originally applied to several linear boundary value problems, is based on the introduction of additional unknowns given by the flux and the gradient of the temperature (velocity) for diffusion problems (fluid mechanics), and considers convex and nonconvex bounded domains with polygonal boundaries. Our present analysis unifies and simplifies the derivation of the results given in previous works. Several numerical examples are presented, which validate our theoretical results.     

Analysis of a fully discrete local discontinuous Galerkin method for time-fractional fourth-order problems

In this paper, we propose and analyze a fully discrete local discontinuous Galerkin (LDG) finite element method for time-fractional fourth-order problems. The method is based on a finite difference scheme in time and local discontinuous Galerkin methods in space. Stability is ensured by a careful choice of interface numerical fluxes. We prove that our scheme is unconditional stable and convergent. Numerical examples are shown to illustrate the efficiency and accuracy of our scheme.     

New efficient numerical procedures for solving stochastic variational problems with a priori maximum pointwise error estimates

In a previous paper we gave a new formulation and derived the Euler equations and other necessary conditions to solve strong, pathwise, stochastic variational problems with trajectories driven by Brownian motion. Thus, unlike current methods which minimize the control over deterministic functionals (the expected value), we find the control which gives the critical point solution of random functionals of a Brownian path and then, if we choose, find the expected value.This increase in information is balanced by the fact that our methods are anticipative while current methods are not. However, our methods are more directly connected to the theory and meaningful examples of deterministic variational theory and provide better means of solution for free and constrained problems. In addition, examples indicate that there are methods to obtain nonanticipative solutions from our equations although the anticipative optimal cost function has smaller expected value.In this paper we give new, efficient numerical methods to find the solution of these problems in the quadratic case. Of interest is that our numerical solution has a maximal, a priori, pointwise error of O(h3/2) where h is the node size. We believe our results are unique for any theory of stochastic control and that our methods of proof involve new and sophisticated ideas for strong solutions which extend previous deterministic results by the first author where the error was O(h²).We note that, although our solutions are given in terms of stochastic differential equations, we are not using the now standard numerical methods for stochastic differential equations. Instead we find an approximation to the critical point solution of the variational problem using relations derived from setting to zero the directional derivative of the cost functional in the direction of simple test functions.Our results are even more significant than they first appear because we can reformulate stochastic control problems or constrained calculus of variations problems in the unconstrained, stochastic calculus of variations formulation of this paper. This will allow us to find efficient and accurate numerical solutions for general constrained, stochastic optimization problems. This is not yet being done, even in the deterministic case, except by the first author.     

Optimality principles and uniqueness for Bellman equations of unbounded control problems with discontinuous running cost

We study viscosity solutions of Hamilton-Jacobi equations that arise in optimal control problems with unbounded controls and discontinuous Lagrangian. In our assumptions, the comparison principle will not hold, in general. We prove optimality principles that extend the scope of the results of [23] under very general assumptions, allowing unbounded controls. In particular, our results apply to calculus of variations problems under Tonelli type coercivity conditions. Optimality principles can be applied to obtain necessary and sufficient conditions for uniqueness in boundary value problems, and to characterize minimal and maximal solutions when uniqueness fails. We give examples of applications of our results in this direction.     

Optimal smoothing and interpolating splines with constraints

This paper considers the problem for designing optimal smoothing and interpolating splines with equality and/or inequality constraints. The splines are constituted by employing normalized uniform B-splines as the basis functions, namely as weighted sum of shifted B-splines of degree k. Then a central issue is to determine an optimal vector of the so-called control points. By employing such an approach, it is shown that various types of constraints are formulated as linear function of the control points, and the problems reduce to quadratic programming problems. We demonstrate the effectiveness and usefulness by numerical examples including approximation of probability density functions, approximation of discontinuous functions, and trajectory planning.     

Dynamical behavior for a class of predator–prey system with general functional response and discontinuous harvesting policy

In this paper, we introduce a class of predator–prey system with general functional response, whose harvesting policy is modeled by a discontinuous function. Based on the differential inclusions theory, topological degree theory in set‐valued analysis and generalized Lyapunov approach, we analyze the existence, uniqueness and global asymptotic stability of positive periodic solution. In particular, a series of useful criteria on existence, uniqueness and global asymptotic stability of the positive equilibrium point are established for the autonomous system corresponding to the non‐autonomous biological and mathematical model with a discontinuous right‐hand side. Moreover, some new sufficient conditions are provided to guarantee the global convergence in measure of harvesting solution and convergence in finite time of any positive solution for the autonomous discontinuous biological system. The obtained results, which improve and generalize previous works on dynamical behavior in the literature, are of interest for understanding and designing biological system with not only continuous or even Lipschitz continuous but also discontinuous harvesting function. Finally, we give three examples with numerical simulations to show the applicability and effectiveness of our main results. Copyright © 2015 John Wiley & Sons, Ltd.     

Optimality conditions for a class of composite multiobjective nonsmooth optimization problems

In this paper, a class of composite multiobjective nonsmooth optimization problems with cone constraints is considered. Necessary optimality conditions for weak minimum are established in terms of Semi-infinite Gordan type theorem. η-generalized null space condition, which is a proper generalization of generalized null space condition, is proposed. Sufficient optimality conditions are obtained for weak minimum, Pareto minimum, Benson’s proper minimum under K-generalized invexity and η-generalized null space condition. Some examples are given to illustrate our main results.     

Discontinuous control problems for non-convex dynamics and near viability for singularly perturbed control systems

The aim of this paper is to study two classes of discontinuous control problems without any convexity assumption on the dynamics. In the first part we characterize the value function for the Mayer problem and the supremum cost problem using viscosity tools and the notion of ε-viability (near viability). These value functions are given with respect to discontinuous cost functionals. In the second part we obtain results describing the ε-viability (near viability) of singularly perturbed control systems.     

The Positive Solutions for Integral Boundary Value Problem of Fractional <Emphasis Type="Italic">p</Emphasis>-Laplacian Equation with Mixed Derivatives

In this paper, we consider a class of integral boundary value problems of fractional p-Laplacian equation, which involve both Riemann–Liouville fractional derivative and Caputo fractional derivative. By using the generalization of Leggett–Williams fixed point theorem, some new results on the existence of at least three positive solutions to the boundary value problems are obtained. Finally, some examples are presented to illustrate the extensive potential applications of our main results.     

Error Estimate of Data Dependence for Discontinuous Operators by New Iteration Process with Convergence Analysis

Abstract

In this paper, we introduce a new discontinuous operator and investigate the existence and uniqueness of fixed points for the operators in complete metric spaces. We also provide rate of convergence and data dependency of S-iterative scheme for a fixed point of the discontinuous operators in Banach spaces. Moreover, we prove the estimation Collage theorems and compare error estimate between data dependency and Collage theorems. Numerical examples are provided to support our results.     

Discontinuous Galerkin least-squares finite element methods for singularly perturbed reaction-diffusion problems with discontinuous coefficients and boundary singularities

In this paper, a discontinuous Galerkin least-squares finite element method is developed for singularly perturbed reaction-diffusion problems with discontinuous coefficients and boundary singularities by recasting the second-order elliptic equations as a system of first-order equations. In a companion paper (Lin in SIAM J Numer Anal 47:89–108, 2008) a similar method has been developed for problems with continuous data and shown to be well-posed, uniformly convergent, and optimal in convergence rate. In this paper the method is modified to take care of conditions that arise at interfaces and boundary singularities. Coercivity and uniform error estimates for the finite element approximation are established in an appropriately scaled norm. Numerical examples confirm the theoretical results.     

Uniqueness and existence results for ordinary differential equations

We establish some uniqueness and existence results for first-order ordinary differential equations with constant-signed discontinuous nonlinear parts. Several examples are given to illustrate the applicability of our work.     

Analysis of a DG method for singularly perturbed convection-diffusion problems

In this article, we studied a discontinuous Galerkin finite element method for convection-diffusion-reaction problems with singular perturbation. Our approach is highly flexible by allowing the use of discontinuous approximating function on polytopal mesh without imposing extra conditions on the convection coefficient. A priori error estimate is devised in a suitable energy norm on general polytopal mesh. Numerical examples are provided.     

Solvability of boundary value problems for second-order elliptic differential-operator equations with a spectral parameter and with a discontinuous coefficient at the highest derivative

In a Hilbert space H, we study the solvability of boundary value problems for second-order elliptic differential-operator equations with a spectral parameter and with a discontinuous (piecewise constant) coefficient at the highest derivative. At the point of discontinuity, we find a transmission condition, which contains a linear unbounded operator. We present an application of the results to elliptic boundary value problems.     

On singular, functional, nonsmooth and implicit phi-Laplacian initial and boundary value problems

In this paper we apply fixed point results for mappings in partially ordered spaces to derive existence results for extremal solutions of phi-Laplacian initial and boundary value problems. The considered problems can be singular, functional, discontinuous, nonlocal and implicit. Concrete examples are also solved.     

Time-stepping discontinuous Galerkin approximation of optimal control problem governed by time fractional diffusion equation

In this paper, a piecewise constant time-stepping discontinuous Galerkin method combined with a piecewise linear finite element method is applied to solve control constrained optimal control problem governed by time fractional diffusion equation. The control variable is approximated by variational discretization approach. The discrete first-order optimality condition is derived based on the first discretize then optimize approach. We demonstrate the commutativity of discretization and optimization for the time-stepping discontinuous Galerkin discretization. Since the state variable and the adjoint state variable in general have weak singularity near t =?0and t = T, a time adaptive algorithm is developed based on step doubling technique, which can be used to guide the time mesh refinement. Numerical examples are given to illustrate the theoretical findings.     

Application of Hankel transforms to boundary value problems of water flow due to a circular source

With the aid of Hankel transform technique, we obtain close-form solutions for discontinuous boundary-condition problems of water flow due to a circular source, which located on the upper surface of a confined aquifer. Owing to difficult evaluations of the original solutions that are in a form of an infinite range integral with a singular point and Bessel functions in integrands, we adopt two numerical algorisms to transform the original solutions as a series form for convenient practical applications. We apply the solutions in series form to numerical examples to analyze the characteristics of the flow in the confined aquifers subjected to pumping or recharge. By numerical examples, it indicates that: the drawdown will reduce with the increase of the layer thickness and the distance from the center of a circular source when pumping in a region with a finite thickness and a finite width; two algorisms for closed-form solutions of an infinite range integral have almost the same results, but the second algorism is superior for a faster convergence; in a semi-infinite confined aquifer, the drawdown due to a constant pumping rate Q and uplift due to recharge by a given hydraulic head s₀ will both decrease with the increase of K_r/K_v; however, the radius r₀ of the circular source has a reverse influence on the drawdown and the uplift, i.e., the drawdown decrease with the increase of r₀, while the uplift increase with r₀.