Necessary and sufficient second order optimality conditions for multiobjective problems with C1 data

In this paper, we obtain necessary and sufficient second order optimality conditions for multiobjective problems using second order directional derivatives. We propose the notion of second order KT-pseudoinvex problems and we prove that this class of problems has the following property: a problem is second order KT-pseudoinvex if and only if all its points that satisfy the second order necessary optimality condition are weakly efficient. Also we obtain second order sufficient conditions for efficiency.     

The second order optimality conditions for nonlinear mathematical programming with C 1,1 data

To find nonlinear minimization problems are considered and standard C ²-regularity assumptions on the criterion function and constrained functions are reduced to C ^1,1-regularity. With the aid of the generalized second order directional derivative for C ^1,1 real-valued functions, a new second order necessary optimality condition and a new second order sufficient optimality condition for these problems are derived.     

Properties of equation reformulation of the Karush–Kuhn–Tucker condition for nonlinear second order cone optimization problems

We give an equation reformulation of the Karush–Kuhn–Tucker (KKT) condition for the second order cone optimization problem. The equation is strongly semismooth and its Clarke subdifferential at the KKT point is proved to be nonsingular under the constraint nondegeneracy condition and a strong second order sufficient optimality condition. This property is used in an implicit function theorem of semismooth functions to analyze the convergence properties of a local sequential quadratic programming type (for short, SQP-type) method by Kato and Fukushima (Optim Lett 1:129–144, 2007). Moreover, we prove that, a local solution x* to the second order cone optimization problem is a strict minimizer of the Han penalty merit function when the constraint nondegeneracy condition and the strong second order optimality condition are satisfied at x*.     

On a second order parallel variable transformation approach

In this paper we present a second order PVT (parallel variable transformation) algorithm converging to second order stationary points for minimizing smooth functions, based on the first order PVT algorithm due to Fukushima (1998). The corresponding stopping criterion, descent condition and descent step for the second order PVT algorithm are given.     

On the symmetry classification and conservation laws for quasilinear differential equations of second order

We obtain a sufficient condition for the absence of tangent transformations admitted by quasilinear differential equations of second order and a sufficient condition for the linear autonomy of the operators of the Lie group of transformations admitted by weakly nonlinear differential equations of second order. We prove a theorem concerning the structure of conservation laws of first order for weakly nonlinear differential equations of second order. We carry out the classification by first-order conservation laws for linear differential equations of second order with two independent variables.     

Necessary conditions for stochastic optimal control problems in infinite dimensions

The purpose of this paper is to establish the first and second order necessary conditions for stochastic optimal controls in infinite dimensions. The control system is governed by a stochastic evolution equation, in which both drift and diffusion terms may contain the control variable and the set of controls is allowed to be nonconvex. Only one adjoint equation is introduced to derive the first order necessary optimality condition either by means of the classical variational analysis approach or, under an additional assumption, by using differential calculus of set-valued maps. More importantly, in order to avoid the essential difficulty with the well-posedness of higher order adjoint equations, using again the classical variational analysis approach, only the first and the second order adjoint equations are needed to formulate the second order necessary optimality condition, in which the solutions to the second order adjoint equation are understood in the sense of the relaxed transposition.     

From finitary to infinitary second‐order logic

A back and forth condition on interpretations for those second‐order languages without functional variables whose non‐logical vocabulary is finite and excludes functional constants is presented. It is shown that this condition is necessary and sufficient for the interpretations to be equivalent in the language. When applied to second‐order languages with an infinite non‐logical vocabulary, excluding functional constants, the back and forth condition is sufficient but not necessary. It is shown that there is a class of infinitary second‐order languages whose non‐logical vocabulary is infinite for which the back and forth condition is both necessary and sufficient. It is also shown that some applications of the back and forth construction for second‐order languages can be extended to the infinitary second‐order languages. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

二阶微分方程非振动的必要与充分条件

本文证明了一个微分恒等式，得到了二阶非线性微分方程非振动的一个充要条件，研究了一类二阶微分方程的振动性质，推广了现有的结果。     

First and Second Order Necessary Conditions for Stochastic Optimal Control Problems

In this work we consider a stochastic optimal control problem with either convex control constraints or finitely many equality and inequality constraints over the final state. Using the variational approach, we are able to obtain first and second order expansions for the state and cost function, around a local minimum. This fact allows us to prove general first order necessary condition and, under a geometrical assumption over the constraint set, second order necessary conditions are also established. We end by giving second order optimality conditions for problems with constraints on expectations of the final state.     

Regularization for semilinear elliptic optimal control problems with pointwise state and control constraints

In this paper a class of semilinear elliptic optimal control problem with pointwise state and control constraints is studied. We show that sufficient second order optimality conditions for regularized problems with small regularization parameter can be obtained from a second order sufficient condition assumed for the unregularized problem. Moreover, error estimates with respect to the regularization parameter are derived.     

Nonlinear free surface condition due to second order diffraction by a pair of cylinders

An analysis of the non-homogeneous term involved in the free surface condition for second order wave diffraction on a pair of cylinders is presented. In the computations of the nonlinear loads on offshore structures the most challenging task is the computation of the free surface integral. The main contribution to this integrand is due to the nonhomogeneous term present in the free surface condition for second order scattered potential. In this paper, the free surface condition for the second order scattered potential is derived. Under the assumption of large spacing between the two cylinders, waves scattered by one cylinder may be replaced in the vicinity of the other cylinder by equivalent plane waves together with non-planner correction terms. Then solving a complex matrix equation, the first order scattered potential is derived and since the free surface term for second order scattered potential can be expressed in terms of the first order potentials, the free surface term can be obtained using the knowledge of first order potentials only.     

Discrete stability of perfectly matched layers for anisotropic wave equations in first and second order formulation

Analysis of standard central finite difference discretization of perfectly matched layers for a scalar wave equation violating the geometric stability condition is presented. Both first and second order formulations are considered, and in the continuous setting our layers support temporally growing modes. The analysis shows that the discrete second order layer has much better stability properties than the discrete first order layer. In particular the second order layer exhibits growth only if well resolved growing modes are represented on the grid, while the first order version is unstable at most resolutions. We generalize this instability result to other first order systems.     

On first and second order stationarity of random coefficient models

We give conditions for first and second order stationarity of mixture autoregressive processes. We obtain a simple condition for positive definiteness of the solution of a generalisation of the Stein’s equation with semidefinite right-hand side and apply it to second order stationarity. The said condition may be of independent interest.     

Weak maximum principle and accessory problem for control problems on time scales

In this paper we derive the first and second variations for a nonlinear time scale optimal control problem with control and state-endpoints equality constraints. Using the first variation, a first order necessary condition for weak local optimality is obtained under the form of a weak maximum principle generalizing the Dubois–Reymond Lemma to the optimal control setting and time scales. A second order necessary condition in terms of the accessory problem is derived by using the nonnegativity of the second variation at all admissible directions. The control problem is studied under a controllability assumption, and with or without the shift in the state variable. These two forms of the problem are shown to be equivalent.     

参数曲线的全局凸性判别条件

基于平面曲线的二次微商,导出了二重点的判别条件,结合参数曲线的局部凸性条件,得到了参数闭曲线的充要条件。给出了参数曲线的拐点判别条件,从而得到了参数曲线局部凸的充要条件。     

二阶椭圆问题新的混合元格式

本文基于二阶椭圆问题一种新的混合变分形式,给出同时满足强椭圆性和B-B条件的任意次的求解格式.理论分析表明这些单元论证简单而且用了较少的自由度达到最优误差估计.同时我们还给出了它们在各向异性网格下的误差估计.     

Superconvergence of three dimensional Morley elements on cuboid meshes for biharmonic equations

In the present paper, superconvergence of second order, after an appropriate postprocessing, is achieved for three dimensional first order cuboid Morley elements of biharmonic equations. The analysis is dependent on superconvergence of second order for the consistency error and a corrected canonical interpolation operator, which help to establish supercloseness of second order for the corrected canonical interpolation. Then the final superconvergence is derived by a standard postprocessing. For first order nonconforming finite element methods of three dimensional fourth order elliptic problems, it is the first time that full superconvergence of second order is obtained without an extra boundary condition imposed on exact solutions. It is also the first time that superconvergence is established for nonconforming finite element methods of three dimensional fourth order elliptic problems. Numerical results are presented to demonstrate the validity of the theoretical results.     

A note on higher-order surface radiation conditions

One way of improving the surface radiation-condition approachmight be to use a condition higher than the second order. Here,this possibility is examined. For this purpose, surface radiationconditions higher than the second order are derived by a methodwhich is, to a certain extent, similar to the method introducedby Jones (1988, IMA J. Appl. Math. 41, 21–30). It is shownthat the first- and the second-order conditions are identicallyequal to the corresponding conditions given by Jones. Then,the third- and the fourth-order conditions, together with conditionsobtained by the mode-annihilation method are tested againstthe second order, and exact results are given for an impedancesphere and for a penetrable sphere in a variety of circumstances.It has been observed that introduction of these higher-orderradiation conditions from moderate to high frequencies improvesthe approximation considerably in comparison with result sobtained by the use of a second-order radiation condition, especiallyin cases in which creeping waves are less pervasive.     

New canonical forms of self-adjoint boundary conditions for regular differential operators of order four

In this paper, we find new canonical forms of self-adjoint boundary conditions for regular differential operators of order two and four. In the second order case the new canonical form unifies the coupled and separated canonical forms which were known before. Our fourth order forms are similar to the new second order ones and also unify the coupled and separated forms. Canonical forms of self-adjoint boundary conditions are instrumental in the study of the dependence of eigenvalues on the boundary conditions and for their numerical computation. In the second order case this dependence is now well understood due to some surprisingly recent results given the long history and voluminous literature of Sturm-Liouville problems. And there is a robust code for their computation: SLEIGN2.     

A remark on the existence of slowly growing positive solutions to second order super-linear ordinary differential equations

In this paper second order super-linear ordinary differential equations are considered, and a sufficient condition for the existence of a slowly growing positive solution is given.