Protter-Morawetz multidimensional problems

About 50 years ago M.H. Protter introduced boundary value problems that are multidimensional analogues of the classical plane Morawetz problems for equations of mixed hyperbolic-elliptic type that model transonic fluid flows. Up to now there are no general existence results for the Protter-Morawetz multidimensional problems, and an understanding of the situation is not at hand. At the same time, Protter also formulated boundary value problems in the hyperbolic part of the domain??the nonhomogeneous wave equation is studied in a (3+1)-D domain bounded by two characteristic cones and a non-characteristic ball. These problems could be considered as multidimensional variants of the Darboux problem in ?². In the frame of classical solvability the hyperbolic Protter problem is not Fredholm, because it has an infinite-dimensional cokernel. On the other hand, it is known that the unique generalized solution of a Protter problem may have a strong power-type singularity even for some very smooth right-hand side functions. This singularity is isolated at the vertex O of the boundary light cone and does not propagate along the characteristic cone. In the general case of smooth right-hand side function, some necessary and sufficient conditions for the existence of a bounded solution are given and a priori estimates for the solution are found. The semi-Fredholm solvability of the problem is proved.     

Existence theorems for multidimensional Lagrange problems

Existence theorems are proved for multidimensional Lagrange problems of the calculus of variations and optimal control. The unknowns are functions of several independent variables in a fixed bounded domain, the cost functional is a multiple integral, and the side conditions are partial differential equations, not necessarily linear, with assigned boundary conditions. Also, unilateral constraints may be prescribed both on the space and the control variables. These constraints are expressed by requiring that space and control variables take their values in certain fixed or variable sets wich are assumed to be closed but not necessarily compact.This research was partially supported by the Office of Scientific Research, Office of Aerospace Research, United States Air Force, Grant No. AF-AFOSR-942-65.     

Existence theorems for abstract multidimensional control problems

In the present paper, the author discusses an abstract formulation of control problems involving general operators :S V, :S Y from a Banach spaceS into spaceV andY of vector functions in a fixed domain with components inL _p ,p1. For this general formulation, the author states closure theorems, lower closure theorems, and existence theorems for an optimal solution. It is then shown that the problems of control involving Dieudonné-Rashevski partial differential equations previously considered by the author are particular cases of the present formulation. Finally, it is shown by examples that problems of control involving usual partial differential equations, linear or not, as well as other functional relations, can be framed in the present formulation. The present work concerns problems withdistributed controls. Work concerning problems withdistributed as well as boundary controls is forthcoming.Parts of this paper were read at the International Conference of Optimal Control, Tbilisi, Georgia, USSR, 1969, and at the Conference on Optimal Control, Ann Arbor, Michigan, 1969 (Tenth Annual Meeting of the Society for Natural Philosophy). This research was partially supported by AFOSR Research Project No. 69-1662.     

Dynamic programming for multidimensional stochastic control problems

In this paper we study a general multidimensional diffusion-type stochastic control problem. Our model contains the usual regular control problem, singular control problem and impulse control problem as special cases. Using a unified treatment of dynamic programming, we show that the value function of the problem is a viscosity solution of certain Hamilton-Jacobi-Bellman (HJB) quasivariational inequality. The uniqueness of such a quasi-variational inequality is proved. Supported in part by USA Office of Naval Research grant #N00014-96-1-0262. Supported in part by the NSFC Grant #79790130, the National Distinguished Youth Science Foundation of China Grant #19725106 and the Chinese Education Ministry Science Foundation.     

Optimization problems for weighted Sobolev constants

In this paper, we study a variational problem under a constraint on the mass. Using a penalty method we prove the existence of an optimal shape. It will be shown that the minimizers are Hölder continuous and that for a large class they are even Lipschitz continuous. Necessary conditions in form of a variational inequality in the interior of the optimal domain and a condition on the free boundary are derived.     

Sorting weighted distances with applications to objective function evaluations in single facility location problems

We consider single facility location problems defined on rectilinear spaces and spaces induced by tree networks. We focus on discrete cases, where the facility is restricted to be in a prespecified finite set S, and the goal is to evaluate the objective at each point in S. We present efficient improved algorithms to perform this task for several classes of objective functions.     

Well-posedness of boundary-value problems for multidimensional hyperbolic systems

By using the method of characteristics, we investigate the well-posedness of local problems (Cauchy problem and mixed problems) and nonlocal problems (with nonseparable and integral conditions) for some multidimensional almost-linear hyperbolic systems of the first order. We reduce these problems to systems of integro-operator equations and prove theorems on the existence and uniqueness of classical solutions. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 2, pp. 192–203, February, 2008.     

A reduction technique for weighted grouping problems

Weighted grouping problems are shown to have an equivalent reduced form, which is often considerably smaller than the original problem. Although the reduction may be small for randomly generated problems, real-life problems often contain non-random properties that greatly increase the effect of reduction. We give an efficient algorithm to build the reduced problem instance, and analyse the expected amount of reduction for certain statistical distributions and real-life data. In addition, we briefly discuss the effect of reduction on traditional solving methods of the grouping problem. The results show clearly the usefulness of problem reduction: it is computationally cheap to apply and may make the reduced problem solvable in a practical time whilst the original one is not. The method is readily applicable to the job grouping problem of printed circuit board (PCB) printing industry.     

Approximation of solutions for location problems

This paper is devoted to a class of location problems with polyhedral norms. The objective function is shown to be a piecewise convex function which has to be maximized. We prove that the optimal locations belong to a finite set of intersection points, and we present an efficient method operating upon this finite set and providing a strict local maximum with few computational effort.     

Equality measures properties for location problems

The objectives underlying location decisions can be various. Among them, equity objectives have received an increasing attention in recent years, especially in the applications related to the public sector, where fair distributions of accessibility to the services should be guaranteed among users. In the literature a huge number of equality measures have been proposed; then, the problem of selecting the most appropriate one to be adopted in the decision-making processes is crucial. For this reason, many authors focused on the analysis of properties that equality measures should satisfy in order to be considered suitable. Most of the proposed properties are too general and related solely to the mathematical formulation of the measure itself (i.e., simpleness, impartiality, invariance). Hence, they do not give any indications about the behaviour of such measures in the optimization contexts. In this work, we propose some new properties to be associated to equality measures in order to describe characteristics which may be useful to drive optimization procedures in the search of optimal (or near-optimal) solutions. To this aim some empirical analyses have been performed in order to understand the typical behavior of remarkable measures in presence of a uniform distribution of demand points in a regular location spaces.     

A D.C. optimization method for single facility location problems

The single facility location problem with general attraction and repulsion functions is considered. An algorithm based on a representation of the objective function as the difference of two convex (d.c.) functions is proposed. Convergence to a global solution of the problem is proven and extensive computational experience with an implementation of the procedure is reported for up to 100,000 points. The procedure is also extended to solve conditional and limited distance location problems. We report on limited computational experiments on these extensions.This research was supported in part by the National Science Foundation Grant DDM-91-14489.     

Optimal cubature formulas for calculation of multidimensional integrals in weighted Sobolev spaces

Optimal cubature formulas are constructed for calculations of multidimensional integrals in weighted Sobolev spaces. We consider some classes of functions defined in the cube Ω = [-1, 1]^l, l = 1, 2,..., and having bounded partial derivatives up to the order r in Ω and the derivatives of jth order (r < j ≤ s) whose modulus tends to infinity as power functions of the form (d(x, Г))^-(j-r), where x ∈ Ω Г, x = (x₁,..., x_l), Г = ?Ω, and d(x, Г) is the distance from x to Г.     

Dynamic location problems

A class of dynamic location problems is introduced. The relationship between a static problem and its corresponding dynamic one is studied. We concentrate on two types of dynamic problems. The first is the global optimization problem, in which one looks for the all-times optimum. The second is the steady-state problem in which one seeks to determine the steady-state behavior of the system if one exists. General approaches to these problems are discussed.Supported in part by the National Science Foundation under grants MCS-8300984, ECS-8218181 and ECS-8121741.     

Hamiltonian location problems

Exact algorithms for a series of simultaneous location and routing problems are developed. Problems are formulated as integer programs which are solved by a constraint relaxation procedure. Numerical results are reported.     

Sequential location problems

This paper first introduces some of the major components of location models, in which facilities enter the market in sequential fashion. Individual models are then surveyed based on the space the facilities are located in. Throughout the paper, we emphasize the sensitivity of the basic model, i.e., the changes that occur when assumptions are dropped or replaced by others. We conclude with a number of issues that have, at least so far, not been addressed, and that provide potential avenues for future research.     

ERKN methods for long-term integration of multidimensional orbital problems

This paper is devoted to introducing ERKN methods for long-term integration of multidimensional orbital problems. For the general multidimensional perturbed oscillators y^″+My=f(t,y)$y^{″}+\mathit{My}=f(t\text{,}y)$ with M∈R^m×m$M\in {\mathbb{R}}^{m\times m}$, the extended Runge–Kutta–Nyström (ERKN) methods are proposed by Wu et al. [X. Wu, X. You, W. Shi, B. Wang, ERKN integrators for systems of oscillatory second-order differential equations, Comput. Phys. Commun. 181 (2010) 1873–1887]. These methods exactly integrate the multidimensional unperturbed oscillators and are highly efficient when the perturbing forces are small. In this paper, we pay attention to the applications of ERKN methods to multidimensional orbital problems. Numerical experiments accompanied demonstrate that for long-term integration of multidimensional orbital problems the multidimensional ERKN methods are more efficient compared with high-quality codes proposed in the scientific literature. In particular, when an orbital problem under consideration is a Hamiltonian system, the symplectic ERKN methods preserve the Hamiltonian very well, and has better accuracy than the high-quality codes with the same computational cost.     

A low-order meshless model for multidimensional heat conduction problems

In this paper, a perturbation method is used to solve a two-dimensional unsteady heat conduction problem. Low-order transfer functions are defined. Step responses are obtained and compared to the complete numerical solutions given by a meshless method. The analytical results are found to be in good agreement with numerical solutions which reveals the effectiveness and convenience of the used method.