The mixed problem for degenerate elliptic equations of second order

The present paper deals with the mixed boundary value problem for elliptic equations with degenerate rank 0. We first give the formulation of the problem and estimates of solutions of the problem, and then prove the existence of solutions of the above problem for elliptic equations by the above estimates and the method of parameter extension. We use the complex method, namely first discuss the corresponding problem for degenerate elliptic complex equations of first order, afterwards discuss the above problem for degenerate elliptic equations of second order.     

A moving pseudo‐boundary method of fundamental solutions for void detection

We propose a new moving pseudo‐boundary method of fundamental solutions (MFS) for the determination of the boundary of a void. This problem can be modeled as an inverse boundary value problem for harmonic functions. The algorithm for imaging the interior of the medium also makes use of radial polar parametrization of the unknown void shape in two dimensions. The center of this radial polar parametrization is considered to be unknown. We also include the contraction and dilation factors to be part of the unknowns in the resulting nonlinear least‐squares problem. This approach addresses the major problem of locating the pseudo‐boundary in the MFS in a natural way, because the inverse problem in question is nonlinear anyway. The feasibility of this new method is illustrated by several numerical examples. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Efficient frontier of utility and CVaR

We study the efficient frontier problem of maximizing the expected utility of terminal wealth and minimizing the conditional VaR of the utility loss. We establish the existence of the optimal solution with the convex duality analysis. We find the optimal value of the constrained problem with the sequential penalty function and the dynamic programming method.      

A regularization method for a Cauchy problem of the Helmholtz equation

We investigate a Cauchy problem for the Helmholtz equation. A modified boundary method is used for solving this ill-posed problem. Some Hölder-type error estimates are obtained. The numerical experiment shows that the modified boundary method works well.     

The Method of Fundamental Solution for a Radially Symmetric Heat Conduction Problem with Variable Coefficient

We consider an inverse heat conduction problem with variable coefficient on an annulus domain. In many practice applications, we cannot know the initial temperature during heat process, therefore we consider a non-characteristic Cauchy problem for the heat equation. The method of fundamental solutions is applied to solve this problem. Due to ill-posedness of this problem, we first discretize the problem and then regularize it in the form of discrete equation. Numerical tests are conducted for showing the effectiveness of the proposed method.     

Minimum norm solution to the positive semidefinite linear complementarity problem

In this article, we present an algorithm to compute the minimum norm solution of the positive semidefinite linear complementarity problem. We show that its solution can be obtained using the alternative theorems and a convenient characterization of the solution set of a convex quadratic programming problem. This problem reduces to an unconstrained minimization problem with once differentiable convex objective function. We propose an extension of Newton's method for solving the unconstrained optimization problem. Computational results show that convergence to high accuracy often occurs in just a few iterations.     

Construction of differentiable transformations

Construction of invertible transformations using differential equations is an interesting and challenging mathematical problem with important applications. We briefly review the existing method by means of harmonic maps in 2D and propose a method of constructing differentiable, invertible transformations between domains in two and three dimensions. Preliminary numerical results demonstrate the effectiveness of the method.     

Reliable solution of an elasto-plastic Reissner-Mindlin beam for Hencky's model with uncertain yield function

We apply the method of reliable solutions to the bending problem for an elasto-plastic beam, considering the yield function of the von Mises type with uncertain coefficients. The compatibility method is used to find the moments and shear forces. Then we solve a maximization problem for these quantities with respect to the uncertain input data.     

Numerical Optimization for the Location of Wastewater Outfalls

In this paper we solve a constrained optimal control problem related to the location of the wastewater outfalls in a sewage disposal system. This is a problem where the control is the position and the constraints are non-convex and pointwise, which makes difficult its resolution. We discretize the problem by means of a characteristics-Galerkin method and we use three algorithms for the numerical resolution of the discretized optimization problem: an interior point algorithm, the Nelder-Mead simplex method and a duality method. Finally, we compare the numerical results obtained by applying the described methods for a realistic problem posed in the ría of Vigo (Galicia, Spain).     

On Controllability of an Elastic Ring

We study the exact controllability problem for a ring under stretching tension that varies in time. We are looking for a couple of forces, which drive the state solution to rest. We show that applying two forces is necessary for controllability and the ring is controllable in the time interval greater than the optical length of the string. We also explain why one force would not be enough to control the ring. We use the method of moments to reduce the controllability problem to a moment problem for the controlling forces. The solution of that problem is based on an auxiliary basis property result. Both method of moments and proof of the basis property are developed for the model with time-dependent parameters. S.A.’s research was supported in part by the NSF, grant ARC–0724860. B.B.’s research was supported in part by University of Tennessee at Chattanooga Faculty Research Grant. S.I.’s research was supported in part by the Russian Foundation for Basic Research, grants 08-01-00595a and 08-01-00676a.     

非线性二阶常微分方程组边值问题的正解

本文利用拓扑方法研究了下列非线性二阶常微分方程组边值问题在某些条件下,我们证明了上述边值问题正解的存在性和个数.     

On the sine-Gordon equation with a self-consistent source

We use the method of the inverse scattering problem to solve the sine-Gordon equation with a self-consistent source which corresponds to moving eigenvalues of the corresponding spectral problem.     

The penalty method for grid matching in mixed finite element methods

In this paper we prove the possibility of the use of the penalty method for grid matching in mixed finite element methods. We consider the Hermann-Johnson scheme for biharmonic equation. The main idea is to construct a perturbed problem with two parameters which play roles of penalties. The perturbed problem is built by the replacement of essential conditions on the interface in the mixed variational statement with natural conditions that contain parameters. The perturbed problem is discretized by the finite element method. We estimate the norm of the difference between a solution of the discrete perturbed problem and a solution of the initial problem; the obtained estimates depend on the step and the penalties. We give recommendations for the choice of penalties depending on the step.     

Convergence in the integral metric of the general projective method for solving singular integral equations of the first kind with the Cauchy kernel

We study a projective method for solving singular integral equations of the first kind with the Cauchy kernel. Depending on the index of the equation, we introduce pairs of weight spaces which represent a restriction of the space of summable functions. We prove the correctness of the stated problem. We obtain sufficient conditions for the convergence of the projective method in the integral metric.     

On error estimates in the Galerkin method for hyperbolic equations

We consider the Cauchy problem in a Hilbert space for a second-order abstract quasilinear hyperbolic equation with variable operator coefficients and nonsmooth (but Bochner integrable) free term. For this problem, we establish an a priori energy error estimate for the semidiscrete Galerkin method with an arbitrary choice of projection subspaces. Also, we establish some results on existence and uniqueness of an exact weak solution. We give an explicit error estimate for the finite element method and the Galerkin method in Mikhlin form.     

Blow-up solutions of cubic differential systems

We investigate the existence problem for blow-up solutions of cubic differential systems. We find sets of initial values of the blow-up solutions. We also discuss a method of finding upper estimates for the blow-up time of these solutions. Our approach can be applied to systems of partial differential equations. We apply this approach to the Cauchy-Dirichlet problem for systems of semilinear heat equations with cubic nonlinearities.     

关于广义函数赋值问题的完善与积分问题

本文采用非标准分析方法，首先对广义函数的赋值问题进行了完善；接着界定了广义函数的积分；最后讨论了广义函数的广义连续性．     

有理函数积分的公式解法

被积函数为有理函数的不定积分求解通常是采用待定系数法。本文提出了这类积分的非待定系数公式解法，较完美地解决了这类积分问题。在实际应用中显示了这种新型方法是简捷的和有效的。它的优点还在于不仅对一些常规方法极为困难或无法解决的问题给以简明的解，而且借助于电子计算机可解决更复杂的问题。     

Method of Centers for Generalized Fractional Programming

We propose an algorithm to solve generalized fractional programming problems. The proposed algorithm combines the parametric approach and the Huard method of centers. A minimum of the problem is obtained by solving a sequence of unconstrained optimization problems.     

Simultaneous Pseudo-Timestepping for PDE-Model Based Optimization Problems

In this paper we present a new method for the solution of optimization problems with PDE constraints. It is based on simultaneous pseudo-time stepping for evolution equations. The new method can be viewed as a continuous reduced SQP method in the sense that it uses a preconditioner derived from that method. The reduced Hessian in the preconditioner is approximated by a pseudo-differential operator, whose symbol can be investigated analytically. We apply our method to a boundary control model problem. The new optimization method needs 3.2-times the overall computational effort of the solution of simulation problem alone.