A characterisation of oscillations in the discrete two-dimensional convection-diffusion equation

It is well known that discrete solutions to the convection-diffusion equation contain nonphysical oscillations when boundary layers are present but not resolved by the discretisation. However, except for one-dimensional problems, there is little analysis of this phenomenon. In this paper, we present an analysis of the two-dimensional problem with constant flow aligned with the grid, based on a Fourier decomposition of the discrete solution. For Galerkin bilinear finite element discretisations, we derive closed form expressions for the Fourier coefficients, showing them to be weighted sums of certain functions which are oscillatory when the mesh Péclet number is large. The oscillatory functions are determined as solutions to a set of three-term recurrences, and the weights are determined by the boundary conditions. These expressions are then used to characterise the oscillations of the discrete solution in terms of the mesh Péclet number and boundary conditions of the problem.

     

Concerning an approach to identifying the Lamé parameters of an elastic functionally graded cylinder

Based on the general linear elasticity relations, an axisymmetric problem on the steady-state oscillations of a functionally graded hollow cylinder is formulated. The Lamé parameters are considered variable in radial coordinate. Oscillations are caused by the distributed load applied to the outer part of the cylinder boundary. Using the variable separation method, the direct problem on determining the radial and longitudinal components of the displacement field is investigated. The influence of the laws of variation for the Lamé parameters on acoustic characteristics is analysed. The inverse coefficient problem on the identification of the variable Lamé parameters from the data on the amplitude-frequency characteristic is stated. Based on the weak formulation of the problem for an elastic inhomogeneous body, a general linearised relation for the desired and given characteristics is obtained. A system of the Fredholm integral equations of the first kind is formulated with respect to two unknown corrections to the restored laws of the Lamé parameters change. The solution is built by means of an iterative process. A reconstruction of various laws of changing the Lamé parameters is carried out. The accuracy of the presented algorithm is estimated, and recommendations for the most efficient implementation of the reconstruction procedure are proposed.     

An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes

We develop an explicit non-randomized solution to the Skorokhod embedding problem in an abstract setup of signed functionals of excursions of Markov processes. Our setting allows us to solve the Skorokhod embedding problem, in particular, for the age process of excursions of a Markov process, for diffusions and their signed age processes, for Azéma’s martingale and for Bessel processes of dimension smaller than 2.This work is a continuation and an important generalization of Obłój and Yor [J. Obłój, M. Yor, An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale, Stochastic Process. Appl. 110 (1) (2004) 83–110]. Our methodology is based on excursion theory and the solution to the Skorokhod embedding problem is described in terms of the Itô measure of the functional. We also derive an embedding for positive functionals and we correct a mistake in the formula of Obłój and Yor [J. Obłój, M. Yor, An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale, Stochastic Process. Appl. 110 (1) (2004) 83–110] for measures with atoms.     

Convergence of adaptive FEM for some elliptic obstacle problem

In this work, we treat the convergence of adaptive lowest-order FEM for some elliptic obstacle problem with affine obstacle. For error estimation, we use a residual error estimator from [D. Braess, C. Carstensen, and R. Hoppe, Convergence analysis of a conforming adaptive finite element method for an obstacle problem, Numer. Math. 107 (2007), pp. 455–471]. We extend recent ideas from [J. Cascon, C. Kreuzer, R. Nochetto, and K. Siebert, Quasi-optimal convergence rate for an adaptive finite element method, SIAM J. Numer. Anal. 46 (2008), pp. 2524–2550] for the unrestricted variational problem to overcome the lack of Galerkin orthogonality. The main result states that an appropriately weighted sum of energy error, edge residuals and data oscillations satisfies a contraction property within each step of the adaptive feedback loop. This result is superior to a prior result from Braess et al. (2007) in two ways: first, it is unnecessary to control the decay of the data oscillations explicitly; second, our analysis avoids the use of some discrete local efficiency estimate so that the local mesh-refinement is fairly arbitrary.     

Implicit complementarity problems on isotone projection cones

Isac and Németh [G. Isac and A. B. Németh, Projection methods, isotone projection cones and the complementarity problem, J. Math. Anal. Appl. 153 (1990), pp. 258–275] proved that solving a coincidence point equation (fixed point problem) in turn solves the corresponding implicit complementarity problem (nonlinear complementarity problem) and they exploited the isotonicity of the metric projection onto isotone projection cones to solve implicit complementarity problems (nonlinear complementarity problems) defined by these cones. In this article an iterative algorithm is studied in connection with an implicit complementarity problem. It is proved that if the sequence generated through the defined algorithm is convergent, then its limit is a solution of the coincidence point equation and thus solves the implicit complementarity problem. Sufficient conditions are given for this sequence to be convergent for implicit complementarity problems defined by isotone projection cones, extending the results of Németh [S.Z. Németh, Iterative methods for nonlinear complementarity problems on isotone projection cones, J. Math. Anal. Appl. 350 (2009), pp. 340–370]. Some existing concepts from the latter paper are extended to solve the problem of finding nonzero solutions of the implicit complementarity problem.     

A Poincar�� Inequality for Orlicz�CSobolev Functions with Zero Boundary Values on Metric Spaces

We prove a Poincaré inequality for Orlicz–Sobolev functions with zero boundary values in bounded open subsets of a metric measure space. This result generalizes the (p, p)-Poincaré inequality for Newtonian functions with zero boundary values in metric measure spaces, as well as a Poincaré inequality for Orlicz–Sobolev functions on a Euclidean space, proved by Fuchs and Osmolovski (J Anal Appl (Z.A.A.) 17(2):393–415, 1998). Using the Poincaré inequality for Orlicz–Sobolev functions with zero boundary values we prove the existence and uniqueness of a solution to an obstacle problem for a variational integral with nonstandard growth.     

Stability and forced oscillations

In this paper we derive a differential-difference equation for a circuit involving a lossless transmission line and we give conditions for global asymptotic stability of an equilibrium point, existence and stability of forced oscillations. Some of such problems have been investigated for an equation obtained by R. K. Brayton [Quart. J. Appl. Math.24 (1967), 289–301; O. Lopes, SIAM J. Appl. Math., to appear; M. Slemrod, J. Math. Anal. Appl.36 (1971), 22–40] but, for ours (which governs the same physical problem), better results can be proved. By using suitable Liapunov functionals, we reduce the problem of stability and uniform ultimate boundedness to a scalar ordinary differential inequality.     

Bézier variant of Baskakov-Beta-Stancu operators

In the year 1994, Gupta (Approx Theory Appl (N.S.) 10(3):74–78, 1994) introduced the integral modification of well known Baskakov operators with weights of Beta basis functions and obtained better approximation over the usual Baskakov Durrmeyer operators. The rate of convergence for Bézier variant of these operators for functions of bounded variations were discussed in Gupta (Int J Math Math Sci 32(8):471–479, 2002). The present paper is the extension of the previous work, here we consider the Bézier variant of Baskakov-Beta-Stancu operators. We estimate the rate of convergence of these operators for the bounded functions. In the end of the paper we suggest an open problem.     

Martingale Representation of Functionals of Lévy Processes

Abstract

The main focus of the paper is a Clark–Ocone–Haussman formula for Lévy processes. First a difference operator is defined via the Fock space representation of L ²(P), then from this definition a Clark–Ocone–Haussman type formula is derived. We also derive some explicit chaos expansions for some common functionals. Later we prove that the difference operator defined via the Fock space representation and the difference operator defined by Picard [Picard, J. Formules de dualitésur l'espace de Poisson. Ann. Inst. Henri Poincaré 1996, 32 (4), 509–548] are equal. Finally, we give an example of how the Clark–Ocone–Haussman formula can be used to solve a hedging problem in a financial market modelled by a Lévy process.     

Techniques probabilistes dans le contrôle impulsionnel

Cet article traite d'une technique générale purement probabiliste pour la résolution des problèmes de contrôle impulsionnel. L'outil de base en est la théorie générale du contrôle de C. Striebel qui permet d'obtenir un critére d'optimalité performant.

Nous définissons explicitement une fonction ρ(t,x) à partir des donnàes du problàme et en étudiant ses propriétés nous montrons qu'elle joue en fait le même rôle que la solution de I'inéquation quasi-variationnelle (I.Q.V) de A. Bensoussan et J. L. Lions. On montre ensuite comment cette fonction permet de construire une solution optimale au probleme posé.

This paper treats a general, purely probabilistic technique for solving optimal impulse control problems. The basic tool is the general control theory of Striebel, that we use to deduce a performing optimality criteria.

We define precisely a function ρ(t,x) from the data and studying its properties, we prove that in fact it is the analogy of the solution to the quasi-variational inequality (Q.V.I.) of Bensoussan-Lions. Then we show that it is possible to construct from it an optimal solution for problem of impulse control.     

Multivariate Padé-Bergman approximants

Summary. We define the multivariate Padé-Bergman approximants (also called Padé approximants) and prove a natural generalization of de Montessus de Ballore theorem. Numerous definitions of multivariate Padé approximants have already been introduced. Unfortunately, they all failed to generalize de Montessus de Ballore theorem: either spurious singularities appeared (like the homogeneous Padé [3,4], or no general convergence can be obtained due to the lack of consistency (like the equation lattice Padé type [3]). Recently a new definition based on a least squares approach shows its ability to obtain the desired convergence [6]. We improve this initial work in two directions. First, we propose to use Bergman spaces on polydiscs as a natural framework for stating the least squares problem. This simplifies some proofs and leads us to the multivariate Padé approximants. Second, we pay a great attention to the zero-set of multivariate polynomials in order to find weaker (although natural) hypothesis on the class of functions within the scope of our convergence theorem. For that, we use classical tools from both algebraic geometry (Nullstellensatz) and complex analysis (analytic sets, germs). Received December 4, 2001 / Revised version received January 2, 2002 / Published online April 17, 2002     

Sur l’ordre de grandeur des quotients partiels du développement en fractions continues régulières

 For any irrational , let denote the regular continued fraction expansion of x and define f, for all z > 0 by and by J. GALAMBOS proved that (μ the Gauss measure)

Families of Okamoto–Painlevé pairs and Painlevé equations

In [as reported by Saito et al. (J. Algebraic Geom. 11:311–362, 2002)], generalized Okamoto–Painlevé pairs are introduced as a generalization of Okamoto’s space of initial conditions of Painlevé equations (cf. [Okamoto (Jpn. J. Math. 5:1–79, 1979)]) and we established a way to derive differential equations from generalized rational Okamoto–Painlevé pairs through deformation theory of nonsingular pairs. In this article, we apply the method to concrete families of generalized rational Okamoto–Painlevé pairs with given affine coordinate systems and for all eight types of such Okamoto–Painlvé pairs we write down Painlevé equations in the coordinate systems explicitly. Moreover, except for a few cases, Hamitonians associated to these Painlevé equations are also given in all coordinate charts. Mathematics Subject Classification (2000) 34M55, 32G05, 14J26     

Oblique Derivative Problem for Quasilinear Mixed (Lavrentév-Bitsadze) Equations of Second Order in Two Connected Domains

In this article, we first give the representation of solutions for the oblique derivative problem of mixed (Lavrentév-Bitsadze) equations in two connected domains, afterwards prove the uniqueness of solutions of the above problem. Moreover, we prove the solvability of oblique derivative problem for quasilinear mixed (Lavrentév-Bitsadze) equations of second order, and obtain a priori estimates of solutions of the above problem. The above problem is an open problem proposed by Rassias.     

A disjoint disks property for 3-manifolds

We show that the map separation property (MSP), a concept due to H.W. Lambert and R.B. Sher, is an appropriate analogue of J.W. Cannon’s disjoint disks property (DDP) for the class $\text{C}$ of compact generalized 3-manifolds with zero-dimensional singular set, modulo the Poincaré conjecture. Our main result is that the Poincaré conjecture (in dimension three) is equivalent to the conjecture that every X?$\text{C}$ with the MSP is a topological 3-manifold.     

Multilevel methods for mixed finite elements in three dimensions

In this paper we consider second order scalar elliptic boundary value problems posed over three–dimensional domains and their discretization by means of mixed Raviart–Thomas finite elements [18]. This leads to saddle point problems featuring a discrete flux vector field as additional unknown. Following Ewing and Wang [26], the proposed solution procedure is based on splitting the flux into divergence free components and a remainder. It leads to a variational problem involving solenoidal Raviart–Thomas vector fields. A fast iterative solution method for this problem is presented. It exploits the representation of divergence free vector fields as s of the –conforming finite element functions introduced by Nédélec [43]. We show that a nodal multilevel splitting of these finite element spaces gives rise to an optimal preconditioner for the solenoidal variational problem: Duality techniques in quotient spaces and modern algebraic multigrid theory [50, 10, 31] are the main tools for the proof. Received November 4, 1996 / Revised version received February 2, 1998     

Exact separation theorem for closed sets in Asplund spaces

In this paper, in terms of the Fréchet normal cone, we establish exact separation results for finitely many disjoint closed sets in an Asplund space, which supplement the extremal principle and some fuzzy separation theorems. As an application, we provide a new optimality condition for a constraint optimization problem in terms of Fréchet subdifferential and Fréchet normal cone.     

Clique‐coloring some classes of odd‐hole‐free graphs

We consider the problem of clique‐coloring, that is coloring the vertices of a given graph such that no maximal clique of size at least 2 is monocolored. Whereas we do not know any odd‐hole‐free graph that is not 3‐clique‐colorable, the existence of a constant C such that any perfect graph is C‐clique‐colorable is an open problem. In this paper we solve this problem for some subclasses of odd‐hole‐free graphs: those that are diamond‐free and those that are bull‐free. We also prove the NP‐completeness of 2‐clique‐coloring K₄‐free perfect graphs. © 2006 Wiley Periodicals, Inc. J Graph Theory 53: 233–249, 2006     

Kronecker type theorems,normality and continuity of the multivariate Padé operator

Summary. For univariate functions the Kronecker theorem, stating the equivalence between the existence of an infinite block in the table of Padé approximants and the approximated function being rational, is well-known. In [Lubi88] Lubinsky proved that if is not rational, then its Padé table is normal almost everywhere: for an at most countable set of points the Taylor series expansion of is such that it generates a non-normal Padé table. This implies that the Padé operator is an almost always continuous operator because it is continuous when computing a normal Padé approximant [Wuyt81]. In this paper we generalize the above results to the case of multivariate Padé approximation. We distinguish between two different approaches for the definition of multivariate Padé approximants: the general order one introduced in [Levi76, CuVe84] and the so-called homogeneous one discussed in [Cuyt84]. Received December 19, 1994