Continuous and Discrete Clebsch Variational Principles

The Clebsch method provides a unifying approach for deriving variational principles for continuous and discrete dynamical systems where elements of a vector space are used to control dynamics on the cotangent bundle of a Lie group via a velocity map. This paper proves a reduction theorem which states that the canonical variables on the Lie group can be eliminated, if and only if the velocity map is a Lie algebra action, thereby producing the Euler–Poincaré (EP) equation for the vector space variables. In this case, the map from the canonical variables on the Lie group to the vector space is the standard momentum map defined using the diamond operator. We apply the Clebsch method in examples of the rotating rigid body and the incompressible Euler equations. Along the way, we explain how singular solutions of the EP equation for the diffeomorphism group (EPDiff) arise as momentum maps in the Clebsch approach. In the case of finite-dimensional Lie groups, the Clebsch variational principle is discretized to produce a variational integrator for the dynamical system. We obtain a discrete map from which the variables on the cotangent bundle of a Lie group may be eliminated to produce a discrete EP equation for elements of the vector space. We give an integrator for the rotating rigid body as an example. We also briefly discuss how to discretize infinite-dimensional Clebsch systems, so as to produce conservative numerical methods for fluid dynamics.      

Cartan’s Structure Theory of Symmetry Pseudo-Groups, Coverings and Multi-Valued Solutions for the Khokhlov–Zabolotskaya Equation

We derive two non-equivalent coverings for the modified Khokhlov–Zabolotskaya equation from Maurer–Cartan forms of its symmetry pseudo-group. Also we find Bäcklund transformations between the obtained covering equations. We apply these results to constructing multi-valued solutions for the Khokhlov–Zabolotskaya equation.     

Coverings of Differential Equations and Cartan’s Structure Theory of Lie Pseudo-Groups

We establish relations between Maurer–Cartan forms of symmetry pseudo-groups and coverings of differential equations. Examples include Liouville’s equation, the Khokhlov–Zabolotskaya equation, and the Boyer–Finley equation.      

A combinatorial proof of the reduction formula for Littlewood-Richardson coefficients

There are well-known reduction formulas for the universal Schubert coefficients defined on Grassmannians. These coefficients are also known as the Littlewood-Richardson coefficients in the theory of symmetric functions. We restate the reduction formulas combinatorially and provide a combinatorial proof for them.     

A bundle Bregman proximal method for convex nondifferentiable minimization

k } by taking x^k to be an approximate minimizer of , where is a piecewise linear model of f constructed from accumulated subgradient linearizations of f, D_h is the D-function of a generalized Bregman function h and t_k>0. Convergence under implementable criteria is established by extending our recent framework of Bregman proximal minimization, which is of independent interest, e.g., for nonquadratic multiplier methods for constrained minimization. In particular, we provide new insights into the convergence properties of bundle methods based on h=?|·|². Received September 18, 1997 / Revised version received June 30, 1998 Published online November 24, 1998     

Implicit resolvent dynamical systems for quasi variational inclusions

In this paper, we suggest and analyze a class of implicit resolvent dynamical systems for quasi variational inclusions by using the resolvent operator technique. We show that the trajectory of the solution of the implicit dynamical system converges globally exponentially to the unique solution of the quasi variational inclusions. Our results can be considered as a significant extension of the previously known results.     

Stability of the standing waves for a class of coupled nonlinear Klein-Gordon equations

This paper deals with the standing waves for a class of coupled nonlinear Klein-Gordon equations with space dimension N ≥ 3, 0 〈 p, q 〈 2/N-2 and p ＋ q 〈 4/N. By using the variational calculus and scaling argument, we establish the existence of standing waves with ground state, discuss the behavior of standing waves as a function of the frequency ω and give the sufficient conditions of the stability of the standing waves with the least energy for the equations under study.     

Contact Symmetries and Variational PDE’s

Symmetries of the contact ideal on the r-jet bundle over a fibred manifold are studied, and transformation properties under contact symmetries of different objects in the variational sequence related with systems of partial differential equations are investigated. This paper is dedicated to Valentin Lychagin on the occasion of his 60th birthday.     

On the Dynamic Programming Approach for the 3<Emphasis Type="Italic">D</Emphasis> Navier–Stokes Equations

The dynamic programming approach for the control of a 3D flow governed by the stochastic Navier–Stokes equations for incompressible fluid in a bounded domain is studied. By a compactness argument, existence of solutions for the associated Hamilton–Jacobi–Bellman equation is proved. Finally, existence of an optimal control through the feedback formula and of an optimal state is discussed. This paper has been written at Scuola Normale Superiore di Pisa and at école Normale Supérieure de Cachan, Antenne de Bretagne.     

Dirac reduction for nonholonomic mechanical systems and semidirect products

This paper develops the theory of Dirac reduction by symmetry for nonholonomic systems on Lie groups with broken symmetry. The reduction is carried out for the Dirac structures, as well as for the associated Lagrange–Dirac and Hamilton–Dirac dynamical systems. This reduction procedure is accompanied by reduction of the associated variational structures on both Lagrangian and Hamiltonian sides. The reduced dynamical systems obtained are called the implicit Euler–Poincaré–Suslov equations with advected parameters and the implicit Lie–Poisson–Suslov equations with advected parameters. The theory is illustrated with the help of finite and infinite dimensional examples. It is shown that equations of motion for second order Rivlin–Ericksen fluids can be formulated as an infinite dimensional nonholonomic system in the framework of the present paper.     

A fully discrete H 1-Galerkin method with quadrature for nonlinear advection–diffusion–reaction equations

We propose and analyze a fully discrete H ¹-Galerkin method with quadrature for nonlinear parabolic advection–diffusion–reaction equations that requires only linear algebraic solvers. Our scheme applied to the special case heat equation is a fully discrete quadrature version of the least-squares method. We prove second order convergence in time and optimal H ¹ convergence in space for the computer implementable method. The results of numerical computations demonstrate optimal order convergence of scheme in H ^k for k = 0, 1, 2. Support of the Australian Research Council is gratefully acknowledged.     

A note on the Euler–Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient

It is shown that the Euler–Maruyama scheme applied to a stochastic differential equation with a discontinuous monotone drift coefficient, such as a Heaviside function, and additive noise converges strongly to a solution of the stochastic differential equation with the same initial condition. The proof uses upper and lower solutions of the stochastic differential equations and the Euler–Maruyama scheme. AMS subject classification (2000) 60H10, 60H20, 60H30     

Improving the robustness of descent-based methods for semismooth equations using proximal perturbations

A common difficulty encountered by descent-based equation solvers is convergence to a local (but not global) minimum of an underlying merit function. Such difficulties can be avoided by using a proximal perturbation strategy, which allows the iterates to escape the local minimum in a controlled fashion. This paper presents the proximal perturbation strategy for a general class of methods for solving semismooth equations and proves subsequential convergence to a solution based upon a pseudomonotonicity assumption. Based on this approach, two sample algorithms for solving mixed complementarity problems are presented. The first uses an extremely simple (but not very robust) basic algorithm enhanced by the proximal perturbation strategy. The second uses a more sophisticated basic algorithm based on the Fischer-Burmeister function. Test results on the MCPLIB and GAMSLIB complementarity problem libraries demonstrate the improvement in robustness realized by employing the proximal perturbation strategy. Received July 15, 1998 / Revised version received June 28, 1999?Published online November 9, 1999     

Stabilization of invariants of discretized differential systems

Many problems of practical interest can be modeled by differential systems where the solution lies on an invariant manifold defined explicitly by algebraic equations. In computer simulations, it is often important to take into account the invariant's information, either in order to improve upon the stability of the discretization (which is especially important in cases of long time integration) or because a more precise conservation of the invariant is needed for the given application. In this paper we review and discuss methods for stabilizing such an invariant. Particular attention is paid to post-stabilization techniques, where the stabilization steps are applied to the discretized differential system. We summarize theoretical convergence results for these methods and describe the application of this technique to multibody systems with holonomic constraints. We then briefly consider collocation methods which automatically satisfy certain, relatively simple invariants. Finally, we consider an example of a very long time integration and the effect of the loss of symplecticity and time-reversibility by the stabilization techniques. This revised version was published online in June 2006 with corrections to the Cover Date.     

A priori and universal estimates for global solutions of superlinear degenerate parabolic equations

We prove an a priori estimate and a universal bound for any global solution of the nonlinear degenerate reaction-diffusion equation u _t =Δu ^m +u ^p in a bounded domain with zero Dirichlet boundary conditions. Received: October 1, 2001?Published online: July 9, 2002     

一类耦合非线性Klein-Gordon方程组的驻波

该文在二维空间中研究了一类耦合非线性Klein-Gordon方程组的初值问题.首先用变分法证明了具基态的驻波的存在性;其次根据这个结果证明了该初值问题解爆破和整体存在的最佳条件;最后证明了具基态的驻波的不稳定性.     

Modified Variational Iteration Method for Heat and Wave-Like Equations

In this paper, we apply the modified variational iteration method (MVIM) for solving the heat and wave-like equations. The proposed modification is made by introducing He’s polynomials in the correction functional. The suggested algorithm is quite efficient and is practically well suited for use in these problems. The proposed iterative scheme finds the solution without any discretization, linearization or restrictive assumptions. Several examples are given to verify the reliability and efficiency of the method. The fact that proposed technique solves nonlinear problems without using the Adomian’s polynomials can be considered as a clear advantage of this algorithm over the decomposition method.     

An interior point potential reduction method for constrained equations

We study the problem of solving a constrained system of nonlinear equations by a combination of the classical damped Newton method for (unconstrained) smooth equations and the recent interior point potential reduction methods for linear programs, linear and nonlinear complementarity problems. In general, constrained equations provide a unified formulation for many mathematical programming problems, including complementarity problems of various kinds and the Karush-Kuhn-Tucker systems of variational inequalities and nonlinear programs. Combining ideas from the damped Newton and interior point methods, we present an iterative algorithm for solving a constrained system of equations and investigate its convergence properties. Specialization of the algorithm and its convergence analysis to complementarity problems of various kinds and the Karush-Kuhn-Tucker systems of variational inequalities are discussed in detail. We also report the computational results of the implementation of the algorithm for solving several classes of convex programs. The work of this author was based on research supported by the National Science Foundation under grants DDM-9104078 and CCR-9213739 and the Office of Naval Research under grant N00014-93-1-0228. The work of this author was based on research supported by the National Science Foundation under grant DMI-9496178 and the Office of Naval Research under grants N00014-93-1-0234 and N00014-94-1-0340.     

Basis- and partition identification for quadratic programming and linear complementarity problems

Optimal solutions of interior point algorithms for linear and quadratic programming and linear complementarity problems provide maximally complementary solutions. Maximally complementary solutions can be characterized by optimal partitions. On the other hand, the solutions provided by simplex–based pivot algorithms are given in terms of complementary bases. A basis identification algorithm is an algorithm which generates a complementary basis, starting from any complementary solution. A partition identification algorithm is an algorithm which generates a maximally complementary solution (and its corresponding partition), starting from any complementary solution. In linear programming such algorithms were respectively proposed by Megiddo in 1991 and Balinski and Tucker in 1969. In this paper we will present identification algorithms for quadratic programming and linear complementarity problems with sufficient matrices. The presented algorithms are based on the principal pivot transform and the orthogonality property of basis tableaus. Received April 9, 1996 / Revised version received April 27, 1998? Published online May 12, 1999     

Exponential mixing for stochastic PDEs: the non-additive case

We establish a general criterion which ensures exponential mixing of parabolic stochastic partial differential equations (SPDE) driven by a non additive noise which is white in time and smooth in space. We apply this criterion on two representative examples: 2D Navier–Stokes (NS) equations and Complex Ginzburg–Landau (CGL) equation with a locally Lipschitz noise. Due to the possible degeneracy of the noise, Doob theorem cannot be applied. Hence, a coupling method is used in the spirit of Kuksin and Shirikyan (J. Math. Pures Appl. 1:567–602, 2002) and Mattingly (Commun. Math. Phys. 230:421–462, 2002). Previous results require assumptions on the covariance of the noise which might seem restrictive and artificial. For instance, for NS and CGL, the covariance operator is supposed to be diagonal in the eigenbasis of the Laplacian and not depending on the high modes of the solutions. The method developed in the present paper gets rid of such assumptions and only requires that the range of the covariance operator contains the low modes.