The Viscous Surface-Internal Wave Problem: Nonlinear Rayleigh–Taylor Instability

We consider the free boundary problem for two layers of immiscible, viscous, incompressible fluid in a uniform gravitational field, lying above a rigid bottom in a three-dimensional horizontally periodic setting. The effect of surface tension is either taken into account at both free boundaries or neglected at both. We are concerned with the Rayleigh–Taylor instability, so we assume that the upper fluid is heavier than the lower fluid. When the surface tension at the free internal interface is below a critical value, which we identify, we establish that the problem under consideration is nonlinearly unstable.     

Semi-obnoxious location models: A global optimization approach

In the last decades there has been an increasing interest in environmental topics. This interest has been reflected in modeling the location of obnoxious facilities, as shown by the number of important papers published in this field. However, a very common drawback of the existing literature is that, as soon as environmental aspects are taken into account, economical considerations (e.g. transportation costs) are ignored, leading to models with dubious practical interest. In this paper we take into account both the environmental impact and the transportation costs caused by the location of an obnoxious facility, and propose a solution method the well-known BSSS, with a new bounding scheme which exploits the structure of the problem.     

On the multiplicity of solutions of a simplified tumor growth model with a free boundary

We consider a mathematical model of tumor growth taking into account the spatial structure and include a different phases because of the lack of the nutriments. This model is expressed as a PDE on a spherical domain describing the tumor region. The nonlinearity of this PDE is discontinuous, and our problem can be regarded as a free boundary problem. In fact, the boundary of the tumor and another part in the interior are unknown. We obtain a multiplicity result of solutions together with some properties of the associated free boundaries.     

Optimal surrender strategies for equity-indexed annuity investors

An equity-indexed annuity (EIA) is a hybrid between a variable and a fixed annuity that allows the investor to participate in the stock market, and earn at least a minimum interest rate. The investor sacrifices some of the upside potential for the downside protection of the minimum guarantee. Because EIAs allow investors to participate in equity growth without the downside risk, their popularity has grown rapidly.An optimistic EIA owner might consider surrendering an EIA contract, paying a surrender charge, and investing the proceeds directly in the index to earn the full (versus reduced) index growth, while using a risk-free account for downside protection. Because of the popularity of these products, it is important for individuals and insurers to understand the optimal policyholder behavior.We consider an EIA investor who seeks the surrender strategy and post-surrender asset allocation strategy that maximizes the expected discounted utility of bequest. We formulate a variational inequality and a Hamilton-Jacobi-Bellman equation that govern the optimal surrender strategy and post-surrender asset allocation strategy, respectively. We examine the optimal strategies and how they are affected by the product features, model parameters, and mortality assumptions. We observe that in many cases, the “no-surrender” region is an interval (w_l,w_u); i.e., that there are two free boundaries. In these cases, the investor surrenders the EIA contract if the fund value becomes too high or too low. In other cases, there is only one free boundary; the lower (or upper) surrender threshold vanishes. In these cases, the investor holds the EIA, regardless of how low (or high) the fund value goes. For a special case, we prove a succinct and intuitive condition on the model parameters that dictates whether one or two free boundaries exist.     

The problem of primary frost heave with frost penetration

This paper is concerned with a mathematical model for the phenomenon of primary frost heave with frost penetration, which appears in the freezing process of wet soil. The problem is formulated in the form of a free boundary problem with two free boundaries. It is shown that there exists a unique classical solution for this problem.     

Flächen Beschränkter Mittlerer Krümmung in Einer Dreidimensionalen Riemannschen Mannigfaltigkeit

In recent papers HILDEBRANDT [11] and HARTH [5] proved the existence of solutions of the problem of Plateau for surfaces of bounded mean curvature with fixed and free boundaries in E³ and for minimal surfaces with free boundaries in a Riemannian manifold, respectively. Here their methods will be combined to solve the problem of Plateau for surfaces of bounded mean curvature in a Riemannian manifold. This will be done for fixed and free boundaries. Moreover, isoperimetric inequalities for the solutions will be given.

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Diese Arbeit beruht auf meiner Dissertation (Mainz 1971)     

A characterization of the uniform rule based on new robustness properties

We study the problem of allocating a divisible good among a group of people. Each person’s preferences are single-peaked. We consider situations in which there might be more of the resource to be assigned than was planned, or there might be less of the resource. Two robustness properties are formulated, which we call one-sided composition up and one-sided composition down. We show that only one rule satisfies irrelevance of null agents, the equal-division lower bound, and our robustness properties. This rule is the uniform rule.     

On the integrable case of a Riemann-Hilbert boundary value problem for two functions and the solutions of certain mixed problems for a composite elastic plane

A method for solving the Riemann-Hilbert boundary value problem with piecewise-constant coefficients is generalized /1/. It is shown that the following static problems of a composite elastic plane with three kinds of connection conditions allow of exact solutions: 1) the splicing line is weakened by a system of loaded slots and a transverse shear crack or the edges of one of the slots are partially contacting, or one of the slots is cleaved by a rigid insert; 2) the splicing line is reinforced by a system of thin rigid inclusions and there is one arbitrarily located delamination zone; 3) the elastic half-planes are contacting (with slip) on a certain section of their boundaries, and mixed boundary conditions in the displacements and stresses are given on the rest of the boundaries.

In the general case the Riemann-Hilbert boundary value problem for many functions reduces to the problem of a linear conjugation, and then to Fredholm integral Eqs./2/. Closed solutions are obtained in certain special cases /3–5/. For applications we mention the papers /6, 7/, where problems are considered concerning slits at the interface of two elastic media with two kinds of physical boundary conditions taken into account simultaneously.     

Multiple crack fatigue growth modeling by displacement discontinuity method with crack-tip elements

This paper presents a numerical approach for modeling multiple crack fatigue growth in a plane elastic infinite plate. It involves a generation of Bueckner’s principle, a displacement discontinuity method with crack-tip elements (a boundary element method) proposed recently by the author and an extension of Paris’ law to a multiple crack problem under mixed-mode loading. Because of an intrinsic feature of the boundary element method, a general multiple crack growth problem can be solved in a single-region formulation. In the numerical simulation, for each increment of crack extension, remeshing of existing boundaries is not necessary. Crack extension is conveniently modeled by adding new boundary elements on the incremental crack extension to the previous crack boundaries. Fatigue growth modeling of an inclined crack in an infinite plate under biaxial cyclic loads is taken into account to illustrate the effectiveness of the present numerical approach. As an example, the present numerical approach is used to study the fatigue growth of three parallel cracks with same length under uniaxial cyclic load. Many numerical results are given.     

A Two-Sided Contracting Stefan Problem

Abstract

We study a novel two-sided Stefan problem—motivated by the study of certain 2D interfaces—in which boundaries at both sides of the sample encroach into the bulk with rate equal to the boundary value of the gradient. Here the density is in [0, 1] and takes the two extreme values at the two free boundaries. It is noted that the problem is borderline ill-posed: densities in excess of unity liable to cause catastrophic behavior. We provide a general proof of existence and uniqueness for these systems under the condition that the initial data is in [0, 1] and with some mild conditions near the boundaries. Applications to 2D shapes are provided, in particular motion by weighted mean curvature for the relevant interfaces is established.     

Rayleigh–Benard convection in a chemical equilibrium gas (simulation of surface detonation wave initiation)

The problem of the Rayleigh–Benard convection for a chemical equilibrium gas is solved numerically. The gas is assumed to be incompressible, and the layer boundaries are assumed to be flat, isothermal, and free from shear stress. The Boussinesq model with the coefficient at the buoyancy term depending on the transverse coordinate is used. The resultant nonlinear system of equations is solved by a previously developed numerical method based on the spectral representation of vorticity and temperature fields. According to the idea of splitting, analytical formulas are first used to take into account the linear increase in disturbances, and then the nonlinear convective transfer is calculated by the finite-difference method. Various convection modes are obtained: stationary, periodic, quasi-periodic, and stochastic convection.     

Real-time control of the free boundary in a two-phase stefan problem

A two-phase Stefan-problem is considered where the progress of the free boundary is observed by fully automatic real-time controls (thermostats or photo-electric cells). The heat flux at both fixed boundaries can be determined by heaters which respond to the signals of the controls, possibly with a certain time lag. The corresponding mathematical model leads to a two-phase Stefan problem with nonlinear and discontinuous boundary conditions with delays at the fixed boundaries. The problem is transformed into a set-valued fixed point equation, and the existence of a solution is shown with the aid of a theorem due to Bohnenblust-Karlin. The consequence of this result is that a free boundary with the well-known smoothness properties develops under the impact of a fully automatic real-time control via thermostats or photo-electric cells. Some numerical experiments conclude the paper. They indicate that the model is realistic.     

Continuous Subsonic-Sonic Flows in a Convergent Nozzle

This paper concerns continuous subsonic-sonic potential flows in a two-dimensional convergent nozzle. It is shown that for a given nozzle which is a perturbation of a straight one, a given point on its wall where the curvature is zero, and a given inlet which is a perturbation of an arc centered at the vertex, there exists uniquely a continuous subsonic-sonic flow whose velocity vector is along the normal direction at the inlet and the sonic curve, which satisfies the slip conditions on the nozzle walls and whose sonic curve intersects the upper wall at the given point. Furthermore, the sonic curve of this flow is a free boundary, where the flow is singular in the sense that the speed is only C^1/2 Hölder continuous and the acceleration blows up. The perturbation problem is solved in the potential plane, where the flow is governed by a free boundary problem of a degenerate elliptic equation with two free boundaries and two nonlocal boundary conditions, and the equation is degenerate at one free boundary.     

匹配问题实例空间和解空间结构

本文通过研究匹配问题的实例空间，匈牙利算法和解空间三者之间的关系，指出S实例空间的数目与问题复杂度之间的关系既不是充分也不是必要的，而如何对问题的解空间进行合理的分解才能是问题的关键。     

COMPETITION AND COOPERATION IN A DYNAMICAL MODEL OF NATURAL RESOURCES

Abstract In this paper, we propose a model describing the commercial exploitation of a common renewable resource by a population of strategically interacting agents. Players can cooperate or compete; cooperators maximize the payoff of their group while defectors maximize their own profit. The partition of the players into two groups, defectors and cooperators, results from the players' choices, so it is not predetermined. This partition is decided as a Nash equilibrium of a static game. It is shown that different types of players can exist in an equilibrium; more precisely, depending on the parameter values such as resource stock, cost, and so on, there might be equilibria only with defectors, cooperators, or with a combination of cooperators and defectors. In any case the total harvest depends on the renewable resource stock, so it influences agents' positions. It is assumed that at each time period the agents harvest according to Nash equilibrium, which can be combined with a dynamic model describing the evolution of fish population. A complete analysis of the equilibria is presented and their stability is analysed. The effect of the different Nash equilibria on the stability of the fish stock, showing that full cooperation is the most stable case, is examined.     

Existence and Multiple Solutions of the Minimum-Fuel Orbit Transfer Problem

In this paper, the well-known problem of piloting a rocket with a low thrust propulsion system in an inverse square law field (say from Earth orbit to Mars orbit or from Earth orbit to Mars) is considered. By direct methods, it is shown that the existence of a fuel-optimal solution of this problem can be guaranteed, if one restricts the admissible transfer times by an arbitrarily prescribed upper bound. Numerical solutions of the problem with different numbers of thrust subarcs are presented which are obtained by multiple shooting techniques. Further, a general principle for the construction of such solutions with increasing numbers of thrust subarcs is given. The numerical results indicate that there might not exist an overall optimal solution of the Earth-orbit problem with unbounded free transfer time.