THE SECOND-ORDER OPTIMALITY CONDITIONS FOR VARIABLE PROGRAMMING

We study in this paper the continuity of the objective function for variable program- ming. In particular, we study the second-order optimality conditions for unconstrained and constrained variable programming. Some new second-order sufficient and necessary conditions are obtained.     

SPLITTING SCHEMES FOR A NAVIER-STOKES-CAHN-HILLIARD MODEL FOR TWO FLUIDS WITH DIFFERENT DENSITIES

In this work, we focus on designing efficient numerical schemes to approximate a ther- modynamically consistent Navier-Stokes/Cahn-Hilliard problem given in [3] modeling the mixture of two incompressible fluids with different densities. The model is based on a diffuse-interface phase-field approach that is able to describe topological transitions like droplet coalescense or droplet break-up in a natural way. We present a splitting scheme, decoupling computations of the Navier-Stokes part from the Cahn-Hilliard one, which is unconditionally energy-stable up to the choice of the potential approximation. Some nu- merical experiments are carried out to validate the correctness and the accuracy of the scheme, and to study the sensitivity of the scheme with respect to different physical pa- rameters.     

ON THE SEPARABLE NONLINEAR LEAST SQUARES PROBLEMS

Separable nonlinear least squares problems are a special class of nonlinear least squares problems, where the objective functions are linear and nonlinear on different parts of variables. Such problems have broad applications in practice. Most existing algorithms for this kind of problems are derived from the variable projection method proposed by Golub and Pereyra, which utilizes the separability under a separate framework. However, the methods based on variable projection strategy would be invalid if there exist some constraints to the variables, as the real problems always do, even if the constraint is simply the ball constraint. We present a new algorithm which is based on a special approximation to the Hessian by noticing the fact that certain terms of the Hessian can be derived from the gradient. Our method maintains all the advantages of variable projection based methods, and moreover it can be combined with trust region methods easily and can be applied to general constrained separable nonlinear problems. Convergence analysis of our method is presented and numerical results are also reported.     

VARIABLE MESH FINITE DIFFERENCE METHOD FOR SELF-ADJOINT SINGULARLY PERTURBED TWO-POINT BOUNDARY VALUE PROBLEMS

A numerical method based on finite difference method with variable mesh is given for self-adjoint singularly perturbed two-point boundary value problems. To obtain parameter- uniform convergence, a variable mesh is constructed, which is dense in the boundary layer region and coarse in the outer region. The uniform convergence analysis of the method is discussed. The original problem is reduced to its normal form and the reduced problem is solved by finite difference method taking variable mesh. To support the efficiency of the method, several numerical examples have been considered.     

On an Identity of Ramanujan

In this paper our aim is to determine all the solutions of the functional equation f(a + b + c) + f(b + c + d) + f(a - d) = f(a + b + d) + f(a + c + d) + f(b - c), where a, b, c, d Zsatisfy ad = bc. This equation is a generalization of one of the identities of Ramanujan. He found two solutions, f(x) = x2, and f(x) = x4. We prove that every solution of the equation can be written as a linear combination of 11 independent solutions.     

FINITE ELEMENT AND DISCONTINUOUS GALERKIN METHOD FOR STOCHASTIC HELMHOLTZ EQUATION IN TWO- AND THREE-DIMENSIONS

In this paper, we consider the finite element method and discontinuous Galerkin method for the stochastic Helmholtz equation in R^d （d = 2, 3）. Convergence analysis and error estimates are presented for the numerical solutions. The effects of the noises on the accuracy of the approximations are illustrated. Numerical experiments are carried out to verify our theoretical results.     

A parametric transformation at numerical integration of ODE

The initial value problem for ordinary differential equation (ODE) is investigated when the linear parametric transformation (rotation of coordinate axes) is applied. It is shown that for transformed equation the principal term of asymptotic error expansion of numerical method can be minimized by an angle of rotation. The dependence of the optimal angle φ_opt(λ)on λis plotted for the model equation solved by linear multistep methods and Runge-Kutta methods.     

二阶线性双曲型方程变换为常微分方程求解定理及应用

二个自变量的二阶线性双曲型方程auxx+2buxy+cuyy+dux+euy+g=0,当系数a,b,c,d,e,g满足一定条件时,可以利用变换T:ξ=φ(x,y),η=ψ(x,y)化为一阶线性常微分方程求解,本文给出了求解定理和计算方法.     

Fixed Point Theory for 1-Set Weakly Contractive Operators in Banach Spaces

In this work, using an analogue of Sadovskii＇s fixed point result and several important inequalities we investigate and give new existence theorems for the nonlinear operator equation F（x） =μx, （μ≥1） for some weakly sequentially continuous, weakly condensing and weakly 1-set weakly contractive operators with different boundary conditions. Correspondingly, we can obtain some applicable fixed point theorems of Leray-Schauder, Altman and Furi-Pera types in the weak topology setting which generalize and improve the corresponding results of [3,15,16].     

A FAST SIMPLEX ALGORITHM FOR LINEAR PROGRAMMING

Recently, computational results demonstrated remarkable superiority of a so-called ＂largest-distance＂ rule and ＂nested pricing＂ rule to other major rules commonly used in practice, such as Dantzig＇s original rule, the steepest-edge rule and Devex rule. Our computational experiments show that the simplex algorithm using a combination of these rules turned out to be even more efficient.     

A TWO-SCALE HIGHER-ORDER FINITE ELEMENT DISCRETIZATION FOR SCHROEDINGER EQUATION

In this paper, a two-scale higher-order finite element discretization scheme is proposed and analyzed for a Schroedinger equation on tensor product domains. With the scheme, the solution of the eigenvalue problem on a fine grid can be reduced to an eigenvalue problem on a much coarser grid together with some eigenvalue problems on partially fine grids. It is shown theoretically and numerically that the proposed two-scale higher-order scheme not only significantly reduces the number of degrees of freedom but also produces very accurate approximations.     

Fault-free Hamiltonian cycles passing through a prescribed linear forest in 3-ary n-cube with faulty edges

The k-ary n-cube Qkn （n ≥2 and k ≥3） is one of the most popular interconnection networks. In this paper, we consider the problem of a fault- free Hamiltonian cycle passing through a prescribed linear forest （i.e., pairwise vertex-disjoint paths） in the 3-ary n-cube Qn^3 with faulty edges. The following result is obtained. Let E0 （≠θ） be a linear forest and F （≠θ） be a set of faulty edges in Q3 such that E0∩ F = 0 and ｜E0｜ ＋｜F｜ ≤ 2n - 2. Then all edges of E0 lie on a Hamiltonian cycle in Qn^3- F, and the upper bound 2n - 2 is sharp.     

On Universally Left-stability of ε-Isometry

LetX,Y be two real Banach spaces andε≥0.A map f:X→Y is said to be a standardε-isometry if|f(x)f(y)x y|≤εfor all x,y∈X and with f(0)=0.We say that a pair of Banach spaces(X,Y)is stable if there existsγ0 such that,for every suchεand every standardε-isometry f:X→Y,there is a bounded linear operator T:L(f)≡spanf(X)→X so that T f(x)x≤γεfor all x∈X.X(Y)is said to be universally left-stable if(X,Y)is always stable for every Y(X).In this paper,we show that if a dual Banach space X is universally left-stable,then it is isometric to a complemented w-closed subspace of∞(Γ)for some setΓ,hence,an injective space;and that a Banach space is universally left-stable if and only if it is a cardinality injective space;and universally left-stability spaces are invariant.     

FINITE ELEMENT APPROXIMATIONS FOR SCHROEDINGER EQUATIONS WITH APPLICATIONS TO ELECTRONIC STRUCTURE COMPUTATIONS

In this paper, both the standard finite element discretization and a two-scale finite element discretization for SchrSdinger equations are studied. The numerical analysis is based on the regularity that is also obtained in this paper for the Schroedinger equations. Very satisfying applications to electronic structure computations are provided, too.     

STRONG APPROXIMATION FOR MOVING AVERAGE PROCESSES UNDER DEPENDENCE ASSUMPTIONS

Let {Xt,t ≥ 1} be a moving average process defined by Xt = ∑^∞ k=0 αkξt-k, where {αk,k ≥ 0} is a sequence of real numbers and {ξt,-∞ 〈 t 〈 ∞} is a doubly infinite sequence of strictly stationary dependent random variables. Under the conditions of {αk, k ≥ 0} which entail that {Xt, t ≥ 1} is either a long memory process or a linear process, the strong approximation of {Xt, t ≥ 1} to a Gaussian process is studied. Finally, the results are applied to obtain the strong approximation of a long memory process to a fractional Brownian motion and the laws of the iterated logarithm for moving average processes.     

UNIFORMLY-STABLE FINITE ELEMENT METHODS FOR DARCY-STOKES-BRINKMAN MODELS

In this paper, we consider 2D and 3D Darcy-Stokes interface problems. These equations are related to Brinkman model that treats both Darcy＇s law and Stokes equations in a single form of PDE but with strongly discontinuous viscosity coefficient and zerothorder term coefficient. We present three different methods to construct uniformly stable finite element approximations. The first two methods are based on the original weak formulations of Darcy-Stokes-Brinkman equations. In the first method we consider the existing Stokes elements. We show that a stable Stokes element is also uniformly stable with respect to the coefficients and the jumps of Darcy-Stokes-Brinkman equations if and only if the discretely divergence-free velocity implies almost everywhere divergence-free one. In the second method we construct uniformly stable elements by modifying some well-known H（div）-conforming elements. We give some new 2D and 3D elements in a unified way. In the last method we modify the original weak formulation of Darcy-Stokes- Brinkman equations with a stabilization term. We show that all traditional stable Stokes elements are uniformly stable with respect to the coefficients and their jumps under this new formulation.     

NONLINEAR RANK-ONE MODIFICATION OF THE SYMMETRIC EIGENVALUE PROBLEM

Nonlinear rank-one modification of the symmetric eigenvalue problem arises from eigenvibrations of mechanical structures with elastically attached loads and calculation of the propagation modes in optical fiber. In this paper, we first study the existence and uniqueness of eigenvalues, and then investigate three numerical algorithms, namely Picard iteration, nonlinear Rayleigh quotient iteration and successive linear approximation method （SLAM）. The global convergence of the SLAM is proven under some mild assumptions. Numerical examples illustrate that the SLAM is the most robust method.     

The defocusing energy-supercritical Hartree equation

In this paper,we study the global well-posedness and scattering problem for the energysupercritical Hartree equation iut+Δu.(|x|.γ.|u|2)u=0 with γ4 in dimension d γ.We prove that if the solution u is apriorily bounded in the critical Sobolev space,that is,u ∈Lt∞(I;Hxsc(Rd)) with sc:= γ/2.11,then u is global and scatters.The impetus to consider this problem stems from a series of recent works for the energy-supercritical nonlinear wave equation(NLW) and nonlinear Schrdinger equation(NLS).We utilize the strategy derived from concentration compactness ideas to show that the proof of the global well-posedness and scattering is reduced to disprove the existence of three scenarios:finite time blowup;soliton-like solution and low to high frequency cascade.Making use of the No-waste Duhamel formula,we deduce that the energy of the finite time blow-up solution is zero and so get a contradiction.Finally,we adopt the double Duhamel trick,the interaction Morawetz estimate and interpolation to kill the last two scenarios.     

Necessary Maximum Principle of Stochastic Optimal Control with Delay and Jump Diffusion

In this paper, we have studied the necessary maximum principle of stochastic optimal control problem with delay and jump diffusion.     

A NEW PRECONDITIONING STRATEGY FOR SOLVING A CLASS OF TIME-DEPENDENT PDE-CONSTRAINED OPTIMIZATION PROBLEMS

In this paper, by exploiting the special block and sparse structure of the coefficient matrix, we present a new preconditioning strategy for solving large sparse linear systems arising in the time-dependent distributed control problem involving the heat equation with two different functions. First a natural order-reduction is performed, and then the reduced- order linear system of equations is solved by the preconditioned MINRES algorithm with a new preconditioning techniques. The spectral properties of the preconditioned matrix are analyzed. Numerical results demonstrate that the preconditioning strategy for solving the large sparse systems discretized from the time-dependent problems is more effective for a wide range of mesh sizes and the value of the regularization parameter.