Discrete shock profiles for systems of conservation laws

The existence of discrete shock profiles for difference schemes approximating a system of conservation laws is the major topic studied in this paper. The basic theorem established here applies to first-order accurate difference schemes; for weak shocks, this theorem provides necessary and sufficient conditions involving the truncation error of the linearized scheme which guarantee entropy satisfying or entropy violating discrete shock profiles. Several explicit difference schemes are used as examples illustrating the interplay between the entropy condition, monotonicity, and linearized stability. Entropy violating stationary shocks for second-order accurate Lax-Wendroff schemes approximating systems are also constructed. The only tools used in the proofs are local analysis and the center manifold theorem.     

Uniformly maximumnorm stable difference schemes

Sufficient conditions for maximumnorm stability, uniform in the mesh-widths, of implicit two-level difference schemes with constant coefficients are given. Uniform stability is a necessary and sufficient condition for consistent difference schemes to be convergent, when the mesh-widths are unrelated.     

A three-time-level explicit difference scheme of the second order of accuracy for parabolic equations

The difference schemes of Richardson [1] and of Crank-Nicolson [2] are schemes providing second-order approximation. Richardson's three-time-level difference scheme is explicit but unstable and the Crank-Nicolson two-time-level difference scheme is stable but implicit. Explicit numerical methods are preferable for parallel computations. In this paper, an explicit three-time-level difference scheme of the second order of accuracy is constructed for parabolic equations by combining Richardson's scheme with that of Crank-Nicolson. Restrictions on the time step required for the stability of the proposed difference scheme are similar to those that are necessary for the stability of the two-time-level explicit difference scheme, but the former are slightly less onerous.Translated fromMatematicheskie Zametki, Vol. 60, No. 5, pp. 751–759, November, 1996.This research was supported by the Russian Foundation for Basic Research under grant No. 95-01-00489 and by the International Science Foundation under grants No. N8Q300 and No. JBR100.     

Singleton core in many-to-one matching problems

We explore two necessary and sufficient conditions for the singleton core in college admissions problems. One is a condition on the colleges’ preference profiles, called acyclicity, and the other is a condition on their capacity vectors. We also study the implications of our acyclicity condition. The student-optimal stable matching is strongly efficient for the students, given an acyclic profile of the colleges’ preference relations. Even when the colleges’ true preference profile is acyclic, a college may be better off by misreporting its preference when the college-optimal stable mechanism is used.     

Lyapunov function of general Lurie systems with multiple nonlinearities

In this paper, the absolute stability problem of general Lurie control system with multiple nonlinearities is investigated. Some new necessary and sufficient conditions are obtained for the existence of Lyapunov function of extended Lurie form with negative definite and negative semidefinite derivatives. From these conditions, some very general algebraic criteria for absolute stability are obtained, which extend and generalize previous work on the subject. A numerical example is presented to illustrate the effectiveness of the new criteria.     

Two-step strong order 1.5 schemes for stochastic differential equations

A general class of linear two-step schemes for solving stochastic differential equations is presented. Necessary and sufficient conditions on its parameters to obtain mean square order 1.5 are derived. Then the linear stability of the schemes is investigated. In particular, among others, the stability regions of generalizations of the classical two-step schemes Adams-Bashford, Adams-Moulton, and BDF are obtained.     

Exact finite-difference methods based on nonlinear means

The necessary and sufficient condition for an autonomous, ordinary differential equation to be exactly solved by a given Evans-Sanugi, nonlinear, one-step, finite difference method based on ‘classical means’ are derived. A necessary, but not sufficient, condition yields the most general nonlinearity for the differential equation which is independent of the step size. Examples of differential equations for which either nonlinear trapezoidal or nonlinear implicit midpoint methods based on arithmetic, harmonic, contraharmonic, quadratic, geometric, Heronian, centroidal and logarithmic means are exact, are presented. These new exact difference schemes may be useful in future developments of new Denk-Bulirsch, Le-Roux or Kojouhavov-Chen schemes for nonlinear evolution equations with or without blow-up.     

A study of a numerical algorithm for a nonlinear transport model

For a nonlinear transport model, we propose a simple and economical two-step algorithm that decreases the dimension of the system of nonlinear equations, as compared with implicit difference schemes. We prove theorems on necessary conditions for stability with respect to the initial data for the nonlinear problem and theorems on sufficient conditions for stability in the case of the linearized model. We also obtain theorems on approximation of the integral conservation law on a grid. The necessary condition obtained is a condition on the coefficients of the differential equation (which singles out an admissible class of equations) but not a condition on the ratio of the grid steps. Bibliography: 3 titles. Translated fromObchyslyuval'na ta Prykladna Matematyka, No. 81, 1997, pp. 25–32.     

Optimal endpoints

A complete set of necessary and sufficient conditions for selecting optimal endpoints for extremals obtained from the variational Bolza problem in control notation has been developed. The method used to obtain these conditions is based on a seldom used concept of performing a dichotomy on the general optimization problem. With this concept, the problem of Bolza is decomposed into two problems, the first of which involves the selection of optimal paths with the endpoints considered fixed. The second problem involves the selection of optimal endpoints with the paths between the endpoints taken to be stationary curves. The convenience of the dichotomy in deriving the necessary and sufficient conditions for endpoints lies in its simplicity and elementary character; well-known necessary and sufficient conditions from the theory of ordinary maxima and minima are used.An endpoint necessary condition is first obtained which is simply the well-known transversality condition. An additional condition is then developed which, together with the transversality condition, leads to a set of necessary and sufficient conditions for a given extremal to be locally optimal with respect to endpoint variations. While the second condition presented is akin to the classical focal-point condition, the result is new in form and is directly applicable to the optimal control problem. In addition, it is relatively simple to apply and is easy to implement numerically when an analytical solution is not possible. It should be useful in situations where the transversality conditions yield more than one choice for an optimal endpoint.An analytic solution for a simple geodetics problem is presented to illustrate the theory. A discussion of numerical implementation of the sufficiency conditions and its application to an orbit transfer example is also included.This work was supported in part by the National Aeronautics and Space Administration, Grant No. NGR-03-002-001.     

Criteria of unitary equivalence of Hermitian operators with a degenerate spectrum

Nonimprovable, in general, estimates of the number of necessary and sufficient conditions for two Hermitian operators to be unitarily equaivalent in a unitary space are obtained when the multiplicities of eigenvalues of operators can be more than 1. The explicit form of these conditions is given. In the Appendix the concept of conditionally functionally independent functions is given and the corresponding necessary and sufficient conditions are presented.     

Stability analysis of the phytoplankton vertical steady states in a laboratory test tube

The positive vertical equilibrium profiles of a phytoplankton population growing in a vertical test tube under controlled experimental conditions (temperature, salinity, light intensity at the top surface) for nutrients are discussed with reference to their stability properties for arbitrary positive initial values of the biomass concentration along the tube. Two different approaches are followed. First a stability result is established in the Sobolev norm H² by estimating the norms of the perturbations recursively in successive subintervals of suitably small amplitude. The second approach provides stability in the sense of the uniform convergence as a corollary of a stability theorem for a rather general class of integro-differential equations.     

A new efficient approach to the characterization of D‐stable matrices

The concept of D‐stability is relevant for stable square matrices of any order, especially when they appear in ordinary differential systems modeling physical problems. Indeed, D‐stability was treated from different points of view in the last 50 years, but the problem of characterization of a general D‐stable matrix was solved for low‐order matrices only (ie, up to order 4). Here, a new approach is proposed within the context of numerical linear algebra. Starting from a known necessary and sufficient condition, other simpler equivalent necessary and sufficient conditions for D‐stability are proved. Such conditions turn out to be computationally more appealing for symbolic software, as discussed in the reported examples. Therefore, a new symbolic method is proposed to characterize matrices of order greater than 4, and then it is used in some numerical examples, given in details.     

Asymptotic stability of neutral differential systems with many delays

We are concerned with delay-independent asymptotic stability of linear system of neutral differential equations. We first establish a sufficient and necessary condition for the system to be delay-independently asymptotically stable, and then give some equivalent stability conditions. This paper improves many recent results on the asymptotic stability in the literature. One example is given to show that the sufficient and necessary condition is easy to verify.     

Stability Properties and Nonlinear Mappings of Two and Three-Layer Stratified Flows

Two and three-layer models of stratified flows in hydrostatic balance are studied. For the former, nonlinear transformations are found that map [ baroclinic ] two-layer flows with either rigid top and bottom lids or vertical periodicity, into [ barotropic ] single-layer, shallow water free-surface flows. We have previously shown that two-layer flows with Richardson number greater than one are nonlinearly stable, in the following sense: when the system is well-posed at a given time, it remains well-posed through the nonlinear evolution. Here, we give a general necessary condition for the nonlinear stability of systems of mixed type. For three-layer flows with vertical periodicity, the domains of local stability are determined and the system is shown not to satisfy the necessary condition for nonlinear stability. This means that there are wave-motions that evolve into shear unstable flows.     

A geometric framework for nonconvex optimization duality using augmented lagrangian functions

We provide a unifying geometric framework for the analysis of general classes of duality schemes and penalty methods for nonconvex constrained optimization problems. We present a separation result for nonconvex sets via general concave surfaces. We use this separation result to provide necessary and sufficient conditions for establishing strong duality between geometric primal and dual problems. Using the primal function of a constrained optimization problem, we apply our results both in the analysis of duality schemes constructed using augmented Lagrangian functions, and in establishing necessary and sufficient conditions for the convergence of penalty methods.     

Stability and irreducibility of queueing systems with finite capacity

In this paper, we obtain a readily verifiable condition of stability for GI/G/1 queueing systems with finite capacity. A necessary and sufficient condition of irreducibility of the queueing size process is involved. Under this assumption, we derive general conditions of recurrence (positive recurrence) for the general process describing the state of the system. The conditions of irreducibility and recurrence are based on restrictions over the supports of the interarrival and the service distributions, which are easy to check in practice. The positive recurrence is also connected to the first moments of both distributions. This revised version was published online in June 2006 with corrections to the Cover Date.     

On stability of three-dimensional periodic motions in hydrodynamics : PMM vol. 37, n6, 1973, pp. 1044–1048

We obtain exact conditions for the stability of periodic motions. We show that the conditions found in [1] are necessary and sufficient, but they are only applicable to motions not dependent on time. The conditions given in [2] are applicable in the general case but are only sufficient (necessary) conditions of instability (stability). We consider the dependence of stationary motions on parameters.     

Existence theorems of solution to variational inequality problems

This paper introduces a new concept of exceptional family for variational inequality problems with a general convex constrained set. By using this new concept, the authors establish a general sufficient condition for the existence of a solution to the problem. This condition is weaker than many known solution conditions and it is also necessary for pseudomonotone variational inequalities. Suffi-cient solution conditions for a class of nonlinear complementarity problems with Po mappings are also obtained.     

基于LMIs的一类不确定线性切换系统的鲁棒控制

基于LMIs处理方法,研究了一类不确定线性切换系统在任意切换下的鲁棒控制问题.利用矩阵Schur补引理构造线性矩阵不等式,得到该系统的鲁棒稳定性的充要条件,同时也给出了在状态反馈下的鲁棒稳定性充要条件和在输出反馈下的充分条件.最后用数值例子对所得结果加以验证,说明了文中结果的正确性.     

线性方程组解的有关问题

首先讨论了两个齐次线性方程组有非零公共解的充分必要条件并给出了非零公共解的一般形式,然后讨论了两个线性方程组同解的一个充分必要条件和非齐次线性方程组的线性无关解向量的个数以及非齐次线性方程组通解的表达式,最后证明了非齐次线性方程组有解的一个充分必要条件.