Hamilton-Jacobi方程的单调有限元格式

A monotone finite element scheme is obtained by applying the finite element method to the viscosity equation of the Hamilton-Jacobi equation on unstructured meshes. Under some constraints, we show that this scheme is monotone and its numerical solution converges to the viscosity solution of the Hamilton-Jacobi equa-tion. Numerical examples test the stability and the convergence of this scheme.     

Numerical Approximation of the Elastic-Viscoplastic Contact Problem with Non-matching Meshes

Summary.  This work deals with the approximation of a time dependent variational inequality modelling the unilateral contact problem of elastic-viscoplastic bodies in a bidimensional context. The problem is approximated in the space variable with nonconforming finite element methods which allow the handling of nonmatching meshes on the contact zone. Several error estimates are established and the corresponding numerical experiments are achieved. Received Febuary 7, 2001 / Revised version received August 14, 2002 / Published online October 29, 2002 Mathematics Subject Classification (1991): 73T05     

Anisotropic error estimates for elliptic problems

Summary.  Moving from the anisotropic interpolation error estimates derived in [12], we provide here both a-priori and a-posteriori estimates for a generic elliptic problem. The a-priori result is deduced by following the standard finite element theory. For the a-posteriori estimate, the analysis extends to anisotropic meshes the theory presented in [3–5]. Numerical test-cases validate the derived results. Received July 22, 2001 / Revised version received March 20, 2002 / Published online July 18, 2002 Mathematics Subject Classification (1991): 65N15, 65N50     

A primal all-integer algorithm based on irreducible solutions

 This paper introduces an exact primal augmentation algorithm for solving general linear integer programs. The algorithm iteratively substitutes one column in a tableau by other columns that correspond to irreducible solutions of certain linear diophantine inequalities. We prove that various versions of our algorithm are finite. It is a major concern in this paper to show how the subproblem of replacing a column can be accomplished effectively. An implementation of the presented algorithms is given. Computational results for a number of hard 0/1 integer programs from the MIPLIB demonstrate the practical power of the method. Received: April 23, 2001 / Accepted: May 2002 Published online: March 21, 2003 RID="*" ID="*" Supported by grants FKZ 0037KD0099 and FKZ 2495A/0028G of the Kultusministerium of Sachsen-Anhalt. RID="*" ID="*" Supported by grants FKZ 0037KD0099 and FKZ 2495A/0028G of the Kultusministerium of Sachsen-Anhalt. RID="*" ID="*" Supported by grants FKZ 0037KD0099 and FKZ 2495A/0028G of the Kultusministerium of Sachsen-Anhalt. RID="#" ID="#"Supported by a Gerhard-Hess-Preis and grant WE 1462 of the Deutsche Forschungsgemeinschaft, and by the European DONET program TMR ERB FMRX-CT98-0202. Mathematics Subject Classification (1991): 90C10     

On the structure of rotation-invariant semigroups

 We generalize the notions of Girard algebras and MV-algebras by introducing rotation-invariant semigroups. Based on a geometrical characterization, we present five construction methods which result in rotation-invariant semigroups and in particular, Girard algebras and MV-algebras. We characterize divisibility of MV-algebras, and point out that integrality of Girard algebras follows from their other axioms. Received: 7 January 2002 / Revised version: 4 April 2002 / Published online: 19 December 2002 RID="*" ID="*" Supported by the National Scientific Research Fund Hungary (OTKA F/032782). Mathematics Subject Classification (2000): 20M14, 06F05 Key words or phrases: Residuated lattice – Conjunction for non-classical logics     

A generalization of the Dual Ellentuck Theorem

 We prove versions of the Dual Ramsey Theorem and the Dual Ellentuck Theorem for families of partitions which are defined in terms of games. Received: 8 July 1999 Published online: 19 December 2002 RID="*" ID="*" The author wishes to thank the Swiss National Science Foundation for supporting him. The authors thank the referee for helpful comments. Mathematics Subject Classification (2000): 03E02, 05D10, 03E35 Key words or phrases: Dual Ramsey Theorem – Dual Ellentuck Theorem – Partitions – Games     

Backward SDEs and Cauchy problem for semilinear equations in divergence form

 We extend the definition of solutions of backward stochastic differential equations to the case where the driving process is a diffusion corresponding to symmetric uniformly elliptic divergence form operator. We show existence and uniqueness of solutions of such equations under natural assumptions on the data and show its connections with solutions of semilinear parabolic partial differential equations in Sobolev spaces. Received: 22 January 2002 / Revised version: 10 September 2002 / Published online: 19 December 2002 Research supported by KBN Grant 0253 P03 2000 19. Mathematics Subject Classification (2002): Primary 60H30; Secondary 35K55 Key words or phrases: Backward stochastic differential equation – Semilinear partial differential equation – Divergence form operator – Weak solution     

On the Oka principle in a Banach space,I

 Let X be a complex Banach space with a countable unconditional basis, Ω⊂X pseudoconvex open, G a complex Banach Lie group. We show that a Runge–type approximation hypothesis on X, G (which we also prove for G a solvable Lie group) implies that any holomorphic cocycle on Ω with values in G can be resolved holomorphically if it can be resolved continuously. Received: 1 March 2002 / Published online: 28 March 2003 Mathematics Subject Classification (2000): 32L05, 32E30, 46G20 RID="*" ID="*" Kedves Szímuskának. RID="*" ID="*" To my dear Wife.     

Local behavior of an iterative framework for generalized equations with nonisolated solutions

 An iterative framework for solving generalized equations with nonisolated solutions is presented. For generalized equations with the structure , where is a multifunction and F is single-valued, the framework covers methods that, at each step, solve subproblems of the type . The multifunction approximates F around s. Besides a condition on the quality of this approximation, two other basic assumptions are employed to show Q-superlinear or Q-quadratic convergence of the iterates to a solution. A key assumption is the upper Lipschitz-continuity of the solution set map of the perturbed generalized equation . Moreover, the solvability of the subproblems is required. Conditions that ensure these assumptions are discussed in general and by means of several applications. They include monotone mixed complementarity problems, Karush-Kuhn-Tucker systems arising from nonlinear programs, and nonlinear equations. Particular results deal with error bounds and upper Lipschitz-continuity properties for these problems. Received: November 2001 / Accepted: November 2002 Published online: December 9, 2002 Key Words. generalized equation – nonisolated solutions – Newton's method – superlinear convergence – upper Lipschitz-continuity – mixed complementarity problem – error bounds Mathematics Subject Classification (1991): 90C30, 65K05, 90C31, 90C33     

Perfectly matched layers in 1-d : energy decay for continuous and semi-discrete waves

In this paper we investigate the efficiency of the method of perfectly matched layers (PML) for the 1-d wave equation. The PML method furnishes a way to compute solutions of the wave equation for exterior problems in a finite computational domain by adding a damping term on the matched layer. In view of the properties of solutions in the whole free space, one expects the energy of solutions obtained by the PML method to tend to zero as t → ∞, and the rate of decay can be understood as a measure of the efficiency of the method. We prove, indeed, that the exponential decay holds and characterize the exponential decay rate in terms of the parameters and damping potentials entering in the implementation of the PML method. We also consider a space semi-discrete numerical approximation scheme and we prove that, due to the high frequency spurious numerical solutions, the decay rate fails to be uniform as the mesh size parameter h tends to zero. We show however that adding a numerical viscosity term allows us to recover the property of exponential decay of the energy uniformly on h. Although our analysis is restricted to finite differences in 1-d, most of the methods and results apply to finite elements on regular meshes and to multi-dimensional problems. This work started while the first author was visiting the Department of Mathematics of the Universidad Autónoma de Madrid, in the frame of the European program “New materials, adaptive systems and their nonlinearities: modeling, control and numerical simulation” HPRN-CT-2002-00284. The work was finished while both authors visited the Isaac Newton Institute of Cambridge within the Program “Highly Oscillatory Problems”.     

Renormalization and homogenization of fractional diffusion equations with random data

 This paper presents a renormalization and homogenization theory for fractional-in-space or in-time diffusion equations with singular random initial conditions. The spectral representations for the solutions of these equations are provided. Gaussian and non-Gaussian limiting distributions of the renormalized solutions of these equations are then described in terms of multiple stochastic integral representations. Received: 30 May 2000 / Revised version: 9 November 2001 / Published online: 10 September 2002 Mathematics Subject Classification (2000): Primary 62M40, 62M15; Secondary 60H05, 60G60 Key words or phrases: Fractional diffusion equation – Scaling laws – Renormalised solution – Long-range dependence – Non-Gaussian scenario – Mittag-Leffler function – Stable distributions – Bessel potential – Riesz potential     

Applications of Lobatto polynomials to an adaptive finite element method: A posteriori error estimates for HP-Adaptivity and Grid-to-Grid Interpolation

Summary.  Hp-adaptive finite element codes require methods for estimating the error at several spatial orders and for interpolating solutions between grids. Lobatto polynomial-based techniques are presented for both. An interpolation error-based error estimation strategy for a posteriori error estimates is generalized to yield asymptotically exact error estimates one order higher than the computed solution. The estimates involve high-order derivatives of the solution that must be approximated from the computed solution. Differentiating a ``Taylor-like' series for error in the Lobatto interpolant and using the weak form of the equations yields the correct derivative approximations. This leads to a more robust order selection strategy. Interpolation between grids is done over each element using the Lobatto interpolating polynomial. Explicit formulas for the inverse of the resulting Lobatto interpolation matrices are given. Computational results illustrate the theory. Received June 25, 2001 / Revised version received February 12, 2002 / Published online October 29, 2002 Mathematics Subject Classification (1991): 65M15,65M20,65M60 This research was partially supported by NSF Grant #DMS-0196108.     

CM-triviality and generic structures

 We show that any relational generic structure whose theory has finite closure and amalgamation over closed sets is stable CM-trivial with weak elimination of imaginaries. Received: 21 December 2001 / Published online: 5 November 2002 Mathematics Subject Classification (2000): 03C45 Key words or phrases: CM-triviality – Generic structures – Stability     

Weak convergence to fractional Brownian motion in Brownian scenery

 Kesten and Spitzer have shown that certain random walks in random sceneries converge to stable processes in random sceneries. In this paper, we consider certain random walks in sceneries defined using stationary Gaussian sequence, and show their convergence towards a certain self-similar process that we call fractional Brownian motion in Brownian scenery. Received: 17 April 2002 / Revised version: 11 October 2002 / Published online: 15 April 2003 Research supported by NSFC (10131040). Mathematics Subject Classification (2002): 60J55, 60J15, 60J65 Key words or phrases: Weak convergence – Random walk in random scenery – Local time – Fractional Brownian motion in Brownian scenery     

Exponential convergence of mixed hp-DGFEM for Stokes flow in polygons

Summary. We analyze mixed hp-discontinuous Galerkin finite element methods (DGFEM) for Stokes flow in polygonal domains. In conjunction with geometrically refined quadrilateral meshes and linearly increasing approximation orders, we prove that the hp-DGFEM leads to exponential rates of convergence for piecewise analytic solutions exhibiting singularities near corners. Mathematics Subject Classification (2000):65N30     

Multi-parameter regularization techniques for ill-conditioned linear systems

Summary.  When a system of linear equations is ill-conditioned, regularization techniques provide a quite useful tool for trying to overcome the numerical inherent difficulties: the ill-conditioned system is replaced by another one whose solution depends on a regularization term formed by a scalar and a matrix which are to be chosen. In this paper, we consider the case of several regularizations terms added simultaneously, thus overcoming the problem of the best choice of the regularization matrix. The error of this procedure is analyzed and numerical results prove its efficiency. Received January 15, 2002 / Revised version received July 31, 2002 / Published online October 29, 2002 Mathematics Subject Classification (1991): 65F05 – 65F22     

求解Hamilton-Jacobi方程的有限元方法

本文将Galerkin二次有限元应于Hamilton-Jacobi方程，得到了求解Hamilton-Jacobi方程的数值格式。这些格式是TVD型的，在更强的条件下，基半离散格式的数值解收敛于Hamilton-Jacobi方程的粘性解。数值结果表明这类格式具有较高分辨导数间断的能力。