Minimax detection of a signal for nondegenerate loss functions, and extremal convex problems

We study a wide class of minimax problems of signal detection under nonparametric alternatives and a modification of these problems for a special class of loss functions. Under rather general assumptions, we obtain the exact asymptotics (of Gaussian type) for the minimax error probabilities and the structure of asymptotically minimax tests. The methods are based on a reduction of the problems under consideration to extremal problems of minimization of a certain Hilbert norm on a convex set of sequences of probability measures on the real line. These extremal problems are investigated in a paper by I. A. Suslina for alternatives having the type of l_q-ellipsoids with l_p-balls removed. Bibliography: 16 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 228, 1996, pp. 162–188.     

The maximum of the conformal radius in the families of domains satifying additional conditions

We solve the problems on the maximum of the conformal radius R(D,1) in the family D(R₀) of all simply connected domains D ⊃ ℂ containing the points 0 and 1 and having a fixed value of the conformal radius R(D,0)=R₀, and in the family D(R₀, ρ) of domains from D(R₀) with given hyperbolic distance ρ=ρ_D(0,1) between 0 and 1. Analogs of the mentioned problems for doubly-connected domains with given conformal module are considered. Solution of the above problems is based on results of general character in the theory of problems of extremal decomposition and related module problems. Bibliography: 7 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 226, 1996, pp. 93–108.     

Solution of boundary-value problems of p-analytical functions with the characteristic p=x/(x2 + y2) on a halfplane with cuts

A method is developed for solution of boundary-value problems of p-analytical functions with the characteristic p=x/(x₂ + y₂) on a halfplane with parallel straight cuts. Two problems are considered, with the boundary values of the real or imaginary part of the p-analytical function specified on the lips of the cuts. Solution of these problems is reduced to solution of a system of Fredholm integral equations of the second kind. As an application of these boundary-value problems, we consider plane seepage in a nonhomogeneous medium under a hydrotechnical structure with two cutoff walls forming a subsurface circle.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 66, pp. 17–26, 1988.     

Edge quantisation of elliptic operators

The ellipticity of operators on a manifold with edge is defined as the bijectivity of the components of a principal symbolic hierarchy s = (s_y,s_ù){\sigma=(\sigma_\psi,\sigma_\wedge)} , where the second component takes values in operators on the infinite model cone of the local wedges. In the general understanding of edge problems there are two basic aspects: Quantisation of edge-degenerate operators in weighted Sobolev spaces, and verifying the ellipticity of the principal edge symbol s_ù{\sigma_\wedge} which includes the (in general not explicitly known) number of additional conditions of trace and potential type on the edge. We focus here on these questions and give explicit answers for a wide class of elliptic operators that are connected with the ellipticity of edge boundary value problems and reductions to the boundary. In particular, we study the edge quantisation and ellipticity for Dirichlet–Neumann operators with respect to interfaces of some codimension on a boundary. We show analogues of the Agranovich–Dynin formula for edge boundary value problems.     

A Computational Study of Shifting Bottleneck Procedures for Shop Scheduling Problems

We examine the performance of Shifting Bottleneck (SB) heuristics for shop scheduling problems where the performance measure to be minimized is makespan (C _max) or maximum lateness (L _max). Extensive computational experiments are conducted on benchmark problems from the literature as well as several thousand randomly generated test problems with three different routing structures and up to 1000 operations. Several different versions of SB are examined to determine the effect on solution quality and time of different subproblem solution procedures, reoptimization procedures and bottleneck selection criteria. Results show that the performance of SB is significantly affected by job routings, and that SB with optimal subproblem solutions and full reoptimization at each iteration consistently outperforms dispatching rules, but requires high computation times for large problems. High quality subproblem solutions and reoptimization procedures are essential to obtaining good solutions. We also show that schedules developed by SB to minimize L _max perform well with respect to several other performance measures, rendering them more attractive for practical use.     

Parametrices of mixed elliptic problems

Mixed elliptic problems for differential operators A in a domain Ω with smooth boundary Y are studied in theform $$ Au = f \;\; {\rm in} \;\; {\rm \Omega} \, , \quad T_{\pm}u = g_{\pm} \;\; {\rm on} \;\; Y_{\pm} \, , $$ where Y_± ? Y are manifolds with a common boundary Z, such that Y_– ∪ Y₊ = Y and Y_– ∩ Y₊ = Z, with boundary conditions T_± on Y_± (with smooth coefficients up to Z from the respective side) satisfying the Shapiro–Lopatinskij condition. We consider such problems in standard Sobolev spaces and characterise natural extra conditions on the interface Z with an analogue of Shapiro–Lopatinskij ellipticity for an associated transmission problem on the boundary; then the extended operator is Fredholm. The transmission operators on the boundary with respect to Z belong to a complete pseudo‐differential calculus, a modification of the algebra of boundary value problems without the transmission property. We construct parametrices of elliptic elements in that calculus, and we obtain parametrices of the original mixed problems under additional conditions on the interface. We consider the Zaremba problem and other mixed problems for the Laplace operator, determine the number of extra conditions and calculate the index of associated Fredholm operators. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Functional calculus of Dirac operators and complex perturbations of Neumann and Dirichlet problems

We prove that Neumann, Dirichlet and regularity problems for divergence form elliptic equations in the half-space are well posed in L₂ for small complex L_∞ perturbations of a coefficient matrix which is either real symmetric, of block form or constant. All matrices are assumed to be independent of the transversal coordinate. We solve the Neumann, Dirichlet and regularity problems through a new boundary operator method which makes use of operators in the functional calculus of an underlaying first order Dirac type operator. We establish quadratic estimates for this Dirac operator, which implies that the associated Hardy projection operators are bounded and depend continuously on the coefficient matrix. We also prove that certain transmission problems for k-forms are well posed for small perturbations of block matrices.     

Minimizing Sequences for a Family of Functional Optimal Estimation Problems

Rates of convergence are derived for approximate solutions to optimization problems associated with the design of state estimators for nonlinear dynamic systems. Such problems consist in minimizing the functional given by the worst-case ratio between the ℒ _p -norm of the estimation error and the sum of the ℒ _p -norms of the disturbances acting on the dynamic system. The state estimator depends on an innovation function, which is searched for as a minimizer of the functional over a subset of a suitably-defined functional space. In general, no closed-form solutions are available for these optimization problems. Following the approach proposed in (Optim. Theory Appl. 134:445–466, 2007), suboptimal solutions are searched for over linear combinations of basis functions containing some parameters to be optimized. The accuracies of such suboptimal solutions are estimated in terms of the number of basis functions. The estimates hold for families of approximators used in applications, such as splines of suitable orders.     

Error analysis of mixed finite elements for cylindrical shells

In this paper, based on the Naghdi shell model, we analyze the uniform convergence of mixed finite element methods for cylindrical shell problems using macroelement techniques. We show that Taylor–Hood elements p ₂-P ₁ and P ₁ iso P ₂ are locking free elements for the model problems. Optimal error estimates are presented with these elements. This revised version was published online in June 2006 with corrections to the Cover Date.     

Reference variable methods of solving min–max optimization problems

In this paper, reference variable methods are proposed for solving nonlinear Minmax optimization problems with unconstraint or constraints for the first time, it uses reference decision vectors to improve the methods in Vincent and Goh (J Optim Theory Appl 75:501–519, 1992) such that its algorithm is convergent. In addition, a new method based on KKT conditions of min or max constrained optimization problems is also given for solving the constrained minmax optimization problems, it makes the constrained minmax optimization problems a problem of solving nonlinear equations by a complementarily function. For getting all minmax optimization solutions, the cost function f(x, y) can be constrained as M ₁ < f(x, y) < M ₂ by using different real numbers M ₁ and M ₂. To show effectiveness of the proposed methods, some examples are taken to compare with results in the literature, and it is easy to find that the proposed methods can get all minmax optimization solutions of minmax problems with constraints by using different M ₁ and M ₂, this implies that the proposed methods has superiority over the methods in the literature (that is based on different initial values to get other minmax optimization solutions).     

An analysis of some dual problems in multiobjective optimization (I)

In this work we study the duality for a general multiobjective optimization problem. Considering, first, a scalar problem, different duals using the conjugacy approach are presented. Starting from these scalar duals, we introduce six different multiobjective dual problems to the primal one, one depending on certain vector parameters. The existence of weak and, under certain conditions, strong duality between the primal and the dual problems is shown. Afterwards, some inclusion results for the image sets of the multiobjective dual problems (D ₁), (D _α) and (D_FL ) are derived. Moreover, we verify that the efficiency sets within the image sets of these problems coincide, but the image sets themselves do not.     

Tractability of quasilinear problems I: General results

The tractability of multivariate problems has usually been studied only for the approximation of linear operators. In this paper we study the tractability of quasilinear multivariate problems. That is, we wish to approximate nonlinear operators S_d(·,·) that depend linearly on the first argument and satisfy a Lipschitz condition with respect to both arguments. Here, both arguments are functions of d variables. Many computational problems of practical importance have this form. Examples include the solution of specific Dirichlet, Neumann, and Schrödinger problems. We show, under appropriate assumptions, that quasilinear problems, whose domain spaces are equipped with product or finite-order weights, are tractable or strongly tractable in the worst case setting.This paper is the first part in a series of papers. Here, we present tractability results for quasilinear problems under general assumptions on quasilinear operators and weights. In future papers, we shall verify these assumptions for quasilinear problems such as the solution of specific Dirichlet, Neumann, and Schrödinger problems.     

A penalty continuation method for the ∓∞ solution of overdetermined linear systems

A new algorithm for the ∓_∞ solution of overdetermined linear systems is given. The algorithm is based on the application of quadratic penalty functions to a primal linear programming formulation of the ∓_∞ problem. The minimizers of the quadratic penalty function generate piecewise-linear non-interior paths to the set of ∓_∞ solutions. It is shown that the entire set of ∓_∞ solutions is obtained from the paths for sufficiently small values of a scalar parameter. This leads to a finite penalty/continuation algorithm for ∓_∞ problems. The algorithm is implemented and extensively tested using random and function approximation problems. Comparisons with the Barrodale-Phillips simplex based algorithm and the more recent predictor-corrector primal-dual interior point algorithm are given. The results indicate that the new algorithm shows a promising performance on random (non-function approximation) problems.     

Fortran codes for computing the discrete Helmholtz integral operators

In this paper Fortran subroutines for the evaluation of the discrete form of the Helmholtz integral operators L _k, M _k, M _k ^t and N _k for two-dimensional, three-dimensional and three-dimensional axisymmetric problems are described. The subroutines are useful in the solution of Helmholtz problems via boundary element and related methods. The subroutines have been designed to be easy to use, reliable and efficient. The subroutines are also flexible in that the quadrature rule is defined as a parameter and the library functions (such as the Hankel, exponential and square root functions) are called from external routines. The subroutines are demonstrated on test problems arising from the solution of the Neumann problem exterior to a closed boundary via the Burton and Miller equation. This revised version was published online in August 2006 with corrections to the Cover Date.     

Solitary wave solutions of the MRLW equation using radial basis functions

In this study, traveling wave solutions of the modified regularized long wave (MRLW) equation are simulated by using the meshless method based on collocation with well‐known radial basis functions. The method is tested for three test problems which are single solitary wave motion, interaction of two solitary waves and interaction of three solitary waves. Invariant values for all test problems are calculated, also L₂, L_∞ norms and values of the absolute error for single solitary wave motion are calculated. Numerical results by using the meshless method with different radial basis functions are presented. Figures of wave motions for all test problems are shown. Altogether, meshless methods with radial basis functions solve the MRLW equation very satisfactorily.© 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 235–247, 2012     

Regular Degenerate Separable Differential Operators and Applications

The boundary value problems for differential-operator equations with variable coefficients, degenerated on all boundary are studied. Several conditions for the separability, fredholmness and resolvent estimates in L _p -spaces are given. In applications degenerate Cauchy problem for parabolic equation, boundary value problems for degenerate partial differential equations and systems of degenerate elliptic equations on cylindrical domain are studied.     

Superconvergence of recovered gradients of piecewise quadratic finite element approximations. Part I: L2-error estimates

Superconvergence properties in the L₂ norm are derived for the recovered gradients of piecewise quadratic finite element approximations on triangular partitions for two-dimensional elliptic problems and systems, including the case of linear elasticity. The analysis covers problems defined on polygonal domains, where the solutions have low regularity. The effects of numerical integration are treated.     

Spectral problems in Lipschitz domains

The paper is devoted to spectral problems for strongly elliptic second-order systems in bounded Lipschitz domains. We consider the spectral Dirichlet and Neumann problems and three problems with spectral parameter in conditions at the boundary: the Poincaré–Steklov problem and two transmission problems. In the style of a survey, we discuss the main properties of these problems, both self-adjoint and non-self-adjoint. As a preliminary, we explain several facts of the general theory of the main boundary value problems in Lipschitz domains. The original definitions are variational. The use of the boundary potentials is based on results on the unique solvability of the Dirichlet and Neumann problems. In the main part of the paper, we use the simplest Hilbert L ₂-spaces H _s , but we describe some generalizations to Banach spaces H ^s _p of Bessel potentials and Besov spaces B ^s _p at the end of the paper.     

KP<Subscript>1</Subscript> acceleration scheme for inner iterations consistent with the weighted diamond differencing scheme for the transport equation in three-dimensional geometry

For the transport equation in three-dimensional (r, ?, z) geometry, a KP₁ acceleration scheme for inner iterations that is consistent with the weighted diamond differencing (WDD) scheme is constructed. The P ₁ system for accelerating corrections is solved by an algorithm based on the cyclic splitting method (SM) combined with Gaussian elimination as applied to auxiliary systems of two-point equations. No constraints are imposed on the choice of the weights in the WDD scheme, and the algorithm can be used, for example, in combination with an adaptive WDD scheme. For problems with periodic boundary conditions, the two-point systems of equations are solved by the cyclic through-computations method elimination. The influence exerted by the cycle step choice and the convergence criterion for SM iterations on the efficiency of the algorithm is analyzed. The algorithm is modified to threedimensional (x, y, z) geometry. Numerical examples are presented featuring the KP₁ scheme as applied to typical radiation transport problems in three-dimensional geometry, including those with an important role of scattering anisotropy. A reduction in the efficiency of the consistent KP₁ scheme in highly heterogeneous problems with dominant scattering in non-one-dimensional geometry is discussed. An approach is proposed for coping with this difficulty. It is based on improving the monotonicity of the difference scheme used to approximate the transport equation.     

Solution of two-dimensional boundary value problems corresponding to initial-boundary value problems of diffusion on a right cylinder

We consider boundary value problems for the differential equations Δ₂ u + B u = 0 with operator coefficients B corresponding to initial-boundary value problems for the diffusion equation Δ₃ u − pu = ∂ _t u (p > 0) on a right cylinder with inhomogeneous boundary conditions on the lateral surface of the cylinder with zero boundary conditions on the bases of the cylinder and with zero initial condition. For their solution, we derive specific boundary integral equations in which the space integration is performed only over the lateral surface of the cylinder and the kernels are expressed via the fundamental solution of the two-dimensional heat equation and the Green function of corresponding one-dimensional initial-boundary value problems of diffusion. We prove uniqueness theorems and obtain sufficient existence conditions for such solutions in the class of functions with continuous L ₂-norm.