Diffraction in periodic structures and optimal design of binary gratings. Part I: direct problems and gradient formulas

The aim of the paper is to provide the mathematical foundation of effective numerical algorithms for the optimal design of periodic binary gratings. Special attention is paid to reliable methods for the computation of diffraction efficiencies and of the gradients of certain functionals with respect to the parameters of the non-smooth grating profile. The methods are based on a generalized finite element discretization of strongly elliptic variational formulations of quasi-periodic transmission problems for the Helmholtz equation in a bounded domain coupled with boundary integral representations in the exterior. We prove uniqueness and existence results for quite general situations and analyse the convergence of the numerical solutions. Furthermore, explicit formulas for the partial derivatives of the reflection and transmission coefficients with respect to the parameters of a binary grating profile are derived. Finally, we briefly discuss the implementation of the generalized finite element method for solving direct and adjoint diffraction problems and present some numerical results. © 1998 B. G. Teubner Stuttgart—John Wiley & Sons, Ltd.     

Solving bilevel programs with the KKT-approach

Bilevel programs (BL) form a special class of optimization problems. They appear in many models in economics, game theory and mathematical physics. BL programs show a more complicated structure than standard finite problems. We study the so-called KKT-approach for solving bilevel problems, where the lower level minimality condition is replaced by the KKT- or the FJ-condition. This leads to a special structured mathematical program with complementarity constraints. We analyze the KKT-approach from a generic viewpoint and reveal the advantages and possible drawbacks of this approach for solving BL problems numerically.     

积分形式非局部本构关系的界带分析方法

基于Hamilton体系研究了Eringen的非局部线弹性本构关系.Eringen的非局部线弹性理论存在积分型和微分型两类本构关系.由于方程的形式简单,目前多采用微分型本构;而积分型本构方程是典型的积分-微分方程,数值求解较为困难.在分析结构力学中提出的界带分析方法,成功求解了时间滞后问题的积分-微分方程.根据分析动力学与分析结构力学的模拟关系,将界带分析方法引入到非局部理论的积分型本构方程,可以实现积分-微分方程的数值求解.通过杆件的振动分析算例验证了该套理论算法的准确性和可行性,也指出了辛体系算法在非局部力学问题中的潜力.     

Boundary value problems with integral boundary conditions for the modeling of magnetic fields in cylindrical film shells

We develop a mathematical model of the boundary value problem describing magnetic field shielding by a cylindrical thin-walled shell (screen) made of materials whose permeability depends nonlinearly on the magnetic field intensity. Integral boundary conditions on the shell surface are used. A numerical method is suggested for solving a nonlinear boundary value problem of magnetostatics with integral boundary conditions. The shielding efficiency coefficient characterizing the external magnetic field attenuation when passing into the interior of the cylindrical screen is studied numerically.     

A practical approach to approximate bilinear functions in mathematical programming problems by using Schur's decomposition and SOS type 2 variables

This paper provides a new methodology to solve bilinear, non-convex mathematical programming problems by a suitable transformation of variables. Schur's decomposition and special ordered sets (SOS) type 2 constraints are used resulting in a mixed integer linear or quadratic program in the two applications shown. While Beale, Tomlin and others developed the use of SOS type 2 variables to handle non-convexities, our approach is novel in two aspects. First, the use of Schur's decomposition as an integral part of the approximation step is new and leads to a numerically viable method to separate the variables. Second, the combination of our approach for handling bilinear side constraints in a complementarity or equilibrium problem setting is also new and opens the way to many interesting and realistic modifications to such models. We contrast our approach with other methods for solving bilinear problems also known as indefinite quadratic programs. From a practical point of view our methodology is helpful since no specialized procedures need to be created so that existing solvers can be used. The approach is illustrated with two engineering examples and the mathematical analysis appears in the Appendices.     

Numerical Solution of Inverse Problems for a Hyperbolic Equation with a Small Parameter Multiplying the Highest Derivative

We consider two inverse problems for a hyperbolic equation with a small parameter multiplying the highest derivative. The inverse problems are reduced to systems of linear Volterra integral equations of the second kind for the unknown functions. These systems are used to prove the existence and uniqueness of the solution of the inverse problems and numerically solve them. The applicability of the methods developed here to the approximate solution of the problem on an unknown source in the heat equation is studied numerically.     

Numerical solution of 3D problems of electromagnetic wave diffraction on a system of ideally conducting surfaces by the method of hypersingular integral equations

We construct a numerical method for solving problems of electromagnetic wave diffraction on a system of solid and thin objects based on the reduction of the problem to a boundary integral equation treated in the sense of the Hadamard finite value. For the construction of such an equation, we construct a numerical scheme on the basis of the method of piecewise continuous approximations and collocations. Unlike earlier known schemes, by using the below-suggested scheme, we have found approximate analytic expressions for the coefficients of the arising system of linear equations by isolating the leading part of the kernel of the integral operator. We present examples of solution of a number of model problems of the diffraction of electromagnetic waves by the suggested method.     

A solution method for a nonlocal problem for a system of linear differential equations

For a system of linear ordinary differential equations supplemented by a linear nonlocal condition specified by the Stieltjes integral, a solution method is examined. Unlike the familiar methods for solving problems of this type, the proposed method does not use any specially chosen auxiliary boundary conditions. This method is numerically stable if the original problem is numerically stable.     

Applications of integral equations in particle-size statistics

We discuss the application of integral equations techniques to two broad areas of particle statistics, namely, stereology and packing. Problems in stereology lead to the inversion of Abel-type integral equations; and we present a brief survey of existing methods, analytical and numerical, for doing this. Packing problems lead to Volterra equations which, in simple cases, can be solved exactly and, in other cases, need to be solved numerically. Methods for doing this are presented along with some numerical results.     

New Integral Transformations and Their Applications to Some Boundary-Value Problems of Mathematical Physics

We construct new integral transformations and present their applications to the construction of exact solutions of some boundary-value problems of mathematical physics. We solve the problem of diffraction of acoustic waves in a circular cone truncated by two spherical surfaces. We also solve the initial boundary-value problem of the theory of heat conduction for the same truncated cone under nonzero initial conditions.     

An iterative method for ill-posed problems with inequalities

Ill-posed problems for integral and operator equations with nonnegativity and band inequality constraints arise in a wide range of applications. The effect and propagation of data perturbations in mathematical programming problems are highly dramatized in the area of ill-posed problems. In this note an iterative method for solving an ill-posed integral inequality and its moment discretization is described.     

Dual integral equations related to the kontorovich-lebedev transform : PMM vol. 38, n 6, 1974, pp. 1090–1097

We study the dual integral equations related to the Kontorovich-Lebedev integral transforms arising in the course of solution of the problems of mathematical physics, in particular of the mixed boundary value problems for the wedge-shaped regions. We show that the solutions of these equations can be expressed in quadratures, using the auxilliary functions satisfying the integral Fredholm equation of second kind with a symmetric kernel.At present, the dual equations investigated in most detail are those connected with the Fourier and Hankel integral transforms. The results obtained and their applications are given in [1–3]. A large number of papers also deal with the theory and applications of the dual integral equations connected with the Mehler-Fock integral transform and its generalizations [4–11]., The dual integral transforms considered in the present paper belong to a more complex class than those listed above, and so far, no effective solution has been obtained for them. The only relevant results known to the authors are those in [12, 13]. In [12] a method of solving the equations (1.2) is given for a single particular value of the parameter γ = π/2, while in [13] the dual equations of the type under consideration are reduced to a solution of an infinite system of linear algebraic equations.     

Inexact Two-Grid Methods for Eigenvalue Problems

We discuss the inexact two-grid methods for solving eigenvalue problems, including both partial differential and integral equations. Instead of solving the linear system exactly in both traditional two-grid and accelerated two-grid method, we point out that it is enough to apply an inexact solver to the fine grid problems, which will cut down the computational cost. Different stopping criteria for both methods are developed for keeping the optimality of the resulting solution. Numerical examples are provided to verify our theoretical analyses.     

Efficient treatment of stationary free boundary problems

In the present paper we consider the efficient treatment of free boundary problems by shape optimization. We reformulate the free boundary problem as shape optimization problem. A second order shape calculus enables us to analyze the shape problem under consideration and to prove convergence of a Ritz–Galerkin approximation of the shape. We show that Newton's method requires only access to the underlying state function on the boundary of the domain. We compute these data by boundary integral equations which are numerically solved by a fast wavelet Galerkin scheme. Numerical results prove that we succeeded in finding a fast and robust algorithm for solving the considered class of problems.     

Alternating direction algorithms for solving Hamilton-Jacobi-Bellman equations

We focus on numerically solving a typical type of Hamilton-Jacobi-Bellman (HJB) equations arising from a class of optimal controls with a standard multidimensional diffusion model. Solving such an equation results in the value function and an optimal feedback control law. The Bellman's curse of dimensionality seems to be the main obstacle to applicability of most numerical algorithms for solving HJB. We decompose HJB into a number of lower-dimensional problems, and discuss how the usual alternating direction method can be extended for solving HJB. We present some convergence results, as well as preliminary experimental outcomes.This research was funded in part by an RGC grant from the University of Alabama.     

On the convergence of spline collocation methods for solving fractional differential equations

In the first part of this paper we study the regularity properties of solutions of initial value problems of linear multi-term fractional differential equations. We then use these results in the convergence analysis of a polynomial spline collocation method for solving such problems numerically. Using an integral equation reformulation and special non-uniform grids, global convergence estimates are derived. From these estimates it follows that the method has a rapid convergence if we use suitable nonuniform grids and the nodes of the composite Gaussian quadrature formulas as collocation points. Theoretical results are verified by some numerical examples.     

Approximation of a fractional power of an elliptic operator

Some mathematical models of applied problems lead to the need of solving boundary value problems with a fractional power of an elliptic operator. In a number of works, approximations of such a nonlocal operator are constructed on the basis of an integral representation with a singular integrand. In the present article, new integral representations are proposed for operators with fractional powers. Approximations are based on the classical quadrature formulas. The results of numerical experiments on the accuracy of quadrature formulas are presented. The proposed approximations are used for numerical solving a model two‐dimensional boundary value problem for fractional diffusion.     

Generalized cauchy singular integral for the boundary values of two-dimensional flows in an anisotropic-inhomogeneous layer of a porous medium

We consider the main boundary value problems of two-dimensional stationary flows in an anisotropic-inhomogeneous layer with an arbitrary (not necessarily symmetric) permeability tensor. We present Cauchy integrals and Cauchy type integrals whose kernels can be expressed via the fundamental solutions of the main equations and have a hydrodynamic meaning. This permits one to develop the method of singular integral equations for solving two-dimensional boundary value problems. The considered problems can be used as mathematical models, in particular, for the extraction of fluids (water, oil) from natural layers of soil with complicated geological structure.     

Prospective teachers anticipate challenges fostering the mathematical practice of making sense

Problem solving has long been a priority in mathematics education, and the first Common Core mathematical practice (SMP1) focuses on this priority through the language of “Make sense of problems and persevere in solving them.” We present findings from a survey about how prospective elementary teachers' (PTs) make sense of potential difficulties with fostering SMP1. Findings suggested that PTs' common anticipated difficulties relate to planning a solution pathway and self monitoring whether the solution makes sense. Moreover, a third of PTs disclosed that their anticipated difficulties are linked to their own personal struggles with aspects of SMP1. An alternative interpretation of SMP1 surfaced in which a small number of PTs described SMP1 as necessitating that a teacher teach multiple solution methods to students, instead of engaging students in productive struggle to develop their own strategies. We present a framework illustrating the connections between SMP 1 and Pólya's problem solving phases, and we discuss how these findings connect to and build on previous research of PTs' experiences with problem solving. We offer implications for the targeted support needed in teacher preparation programs to address these struggles, to prevent them from being replicated in their students.     

一些高振荡积分、高振荡积分方程的高性能计算

电磁、声波散射问题的研究涉及一类数学物理问题, 此类问题具有深刻的理论价值和重要的应用背景, 亟待解决. 高振荡微分、积分方程是刻画这些问题的重要的数学模型, 其数值计算存在许多挑战性研究课题. 本文从积分方程解法角度出发, 综述了求解这类高振荡问题的一些最新进展, 特别是针对广义Fourier 变换、Bessel 变换的高效算法、高振荡核Volterra 积分方程的数值解法作了详细介绍. 这些数值方法共有特点是振荡频率越高算法精度愈高, 且可望为电磁计算的研究提供一些新的高效算法.