Proof of two conjectures of H. Brezis and L.A. Peletier

In this paper, we consider the problem: –u=N(N–2)u ^p– , u>0 on ; u=0 on , where is a smooth and bounded domain inR ^N, N3, p= , and >0. We prove a conjecture of H. Brezis and L.A. Peletier about the asymptotic behaviour of solutions of this problem which are minimizing for the Sobolev inequality as goes to zero. We give similar results concerning the related problem: –u=N(N–2)u^p+u, u>0 on ; u=0 on , for N is larger than 4.     

Die ɛ-Störung linearer und quadratischer Optimierungsaufgaben und ihre Anwendung auf das Hildreth-Verfahren

Zusammenfassung Durch eine -Störung in der Diagonalen der quadratischen Form kann man eine lineare oder quadratisch semidefinite Optimierungsaufgabe zu einer streng definiten quadratischen Aufgabe machen, so daß Lösungsverfahren, die die Formmatrix als nichtsingulär voraussetzen müssen, anwendbar werden. Bekanntlich konvergiert die Lösungx der -gestörten Aufgabe für 0 gegen den Lösungsvektorx ^m von minimalem Betrag der ursprünglichen Aufgabe. Wir zeigen darüber hinaus, daß im linearen Fall immer und im eigentlich quadratischen in gewissen Fällen schon für 0<<* die beiden Lösungenx undx ^m übereinstimmen. Im linearen Fall ist die obere Grenze * durch die Lösung eines linearen Ungleichungssystems gegeben.Im zweiten Abschnitt wenden wir dasHildreth-Verfahren mittels der -Störung auf lineare und quadratisch semidefinite Aufgaben an, diskutieren Konvergenz- und Genauigkeitsfragen und kommen zu dem Schluß, daß man in der Praxis sowohl bei Rechnung von Hand als auch bei maschineller Rechnung zu befriedigenden Ergebnissen kommt.

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Summary Linear and quadratic semidefinite programming problems may be transformed into strongly definite quadratic problems by means of an -perturbation of the quadratic form so that procedures which presuppose the matrix of the form to be nonsingular, may be applied. As is well known, the solutionx of the -perturbated problem converges to the solutionx ^m of minimal length of the original problem as 0. We show that always in the linear case and in the quadratic case under certain circumstances, both solutionsx andx ^m are equal if 0 <<*. In the linear case, the upper limit * is given by the solution of a system of linear inequalities.In the second part of this paper we apply the method ofHildreth to linear and quadratic semidefinite programming problems by the -perturbation. We discuss questions of convergence and exactness, and conclude that in practice calculation by hand as well as by computer leads to satisfying results.

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Der Verfasser ist Herrn Prof. Dr.W. Vogel, Bonn, für einen Hinweis zu Dank verpflichtet.

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Vorgel. v.:H. P. Künzi     

Errors in approximate solutions of Cauchy's problem for a first-order quasilinear equation

The proximity is investigated of the solution of Cauchy's problem for the equation u _t +((u))_x= u _xx ((u) > 0) to the solution of Cauchy's problem for the equation u_t+ ((u))_x= 0, when the solution of the latter problem has a finite number of lines of discontinuity in the strip 0 t T. It is proved that, everywhere outside a fixed neighborhood of the lines of discontinuity, we have |u–u| C, where the constant C is independent of. Similar inequalities are derived for the first derivatives of u–u.Translated from Matematicheskie Zametki, Vol. 8, No. 3, pp. 309–320, September, 1970.In conclusion we express our gratitude to L. A. Chudov for his valuable advice concerning this work.     

On a variational problem with lack of compactness: the topological effect of the critical points at infinity

We study the subcritical problemsP :–u=u ^p–,u>0 on;u=0 on , being a smooth and bounded domain in ^N,N–3,p+1=2N/N–2 the critical Sobolev exponent and >0 going to zero — in order to compute the difference of topology that the critical points at infinity induce between the level sets of the functional corresponding to the limit case (P₀).

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Résumé Nous étudions les problèmes sous-critiquesP :–u=u ^p–,u > 0 sur;u=0 sur –où est un domaine borné et régulier de ^N,N–3,p + 1=2N/N –2 est l'exposant critique de Sobolev, et >0 tend vers zéro, afin de calculer la différence de toplogie induite par les points critiques à l'infini entre les ensembles de niveau de la fonctionnelle correspondant au cas limite (P₀).

     

Finite activation energy reactions Part II: A reactive ridge

Summary The effect is determined of a large,O( ^–2),1, activation energy on the thermal stability of a reactant in the form of a two-dimensional ridge, undergoing a steady zero-order exothermic reaction. The reactive ridge decreases in depth at a rate ofO( ²) from a maximum ofO(1). The Biot number of the uniform lower surface of the reactant is taken to be zero and of the upper surface to beO( ^–2). The critical Frank-Kamenetskii parameter is determined toO( ²).     

Error analysis of a mixed finite element method for the Cahn-Hilliard equation

Summary. We propose and analyze a semi-discrete and a fully discrete mixed finite element method for the Cahn-Hilliard equation u_t + (u–^–1f(u)) = 0, where > 0 is a small parameter. Error estimates which are quasi-optimal order in time and optimal order in space are shown for the proposed methods under minimum regularity assumptions on the initial data and the domain. In particular, it is shown that all error bounds depend on only in some lower polynomial order for small . The cruxes of our analysis are to establish stability estimates for the discrete solutions, to use a spectrum estimate result of Alikakos and Fusco [2], and Chen [15] to prove a discrete counterpart of it for a linearized Cahn-Hilliard operator to handle the nonlinear term on a stretched time grid. The ideas and techniques developed in this paper also enable us to prove convergence of the fully discrete finite element solution to the solution of the Hele-Shaw (Mullins-Sekerka) problem as 0 in [29].Mathematics Subject Classification (1991): 65M60, 65M12, 65M15, 35B25, 35K57, 35Q99, 53A10Acknowledgments. The first author would like to thank Nicholas Alikakos for explaining all the fascinating properties of the Allen-Cahn and Cahn-Hilliard equations to him. He would also like to thank Nicholas Alikakos and Xinfu Chen for answering his questions regarding the spectrum estimate in Proposition 1. The second author gratefully acknowledges financial support by the DFG.     

Construction of ɛ-nets

LetS be a set ofn points in the plane and let be a real number, 0<<1. We give a deterministic algorithm, which in timeO(n ^–2 log(1/)+ ^–8) (resp.O(n ^–2 log(1/)+ ^–10) constructs an-netNS of sizeO((1/) (log(1/))²) for intersections ofS with double wedges (resp. triangles); this means that any double wedge (resp. triangle) containing more thatn points ofS contains a point ofN. This givesO(n logn) deterministic preprocessing for the simplex range-counting algorithm of Haussler and Welzl [HW] (in the plane).We also prove that given a setL ofn lines in the plane, we can cut the plane intoO( ^–2) triangles in such a way that no triangle is intersected by more thann lines ofL. We give a deterministic algorithm for this with running timeO(n ^–2 log(1/)). This has numerous applications in various computational geometry problems.     

On a problem in the statistics of strong martingales in the plane

We study the problem of finding an explicit form of the conditional mathematical expectation M{|f _x }, where is a function of an unknown strong martingale on the plane andf _x is the-algebra generated by the observed strong martingale.Translated fromTeoriya Sluchaínykh Protsessov, Vol. 14, pp. 71–75, 1986.     

Zur Krümmungsverwandtschaft Von Zwangläufen in Affinen CK — Ebenen I

We study a map of osculating elements of an affine Cayley- Klein (CK-) plane into the Lie algebraA ₄(²) of the aequiform transformationsA ₄(²) of the given plane. If we use the real projective spaceP ₃() overA ₄(²) each osculating element defines a straight line inP ₃(). In the first part of this paper this map is studied in detail. In the second part we study second order properties of one- parameter motions and their corresponding properties in the Lie algebraA ₄(²). This is done by considering the analogen to the formula of EULERSAVARY in the image spaceP ³() overA ₄(²).     

Multiscale convergence and reiterated homogenization of parabolic problems

Reiterated homogenization is studied for divergence structure parabolic problems of the form u /t–div (a(x,x/,x/²,t,t/ ^k)u )=f. It is shown that under standard assumptions on the function a(x, y ₁,y ₂,t,) the sequence {u } of solutions converges weakly in L ² (0,T; H ₀ ¹ ()) to the solution u of the homogenized problem u/t– div(b(x,t)u)=f.This revised version was published online in April 2005 with a corrected missing date string.     

The Parametric Buffer Phenomenon for a Singularly Perturbed Telegraph Equation with a Pendulum Nonlinearity

We consider the boundary-value problem u _tt + u _t + (1 + cos2)sin u =² u _xx, u _x|_x=0=u_x|_x==0, where 0<1, =(1+)t, ,> 0, and the sign of is arbitrary. It is proved that for an appropriate choice of the external parameters and and for sufficiently small the number of exponentially stable solutions 2-periodic in can be made equal to an arbitrary predefined number.     

A fast solver for the first biharmonic boundary value problem

Summary This paper provides a fast and storage-saving method for the solution of the first biharmonic boundary value problem (b.v.p.). The b.v.p. is approximated via a special variational finite difference technique suggested earlier by V.G. Korneev. It is shown theoretically that our method produces an approximate solution to the finite difference equations inO(NlnNln^–1) arithmetical operations, whereN is the number of unknowns and (0<<1) denotes the relative accuracy required. The numerical results obtained by our computer code CGMFC decisively substantiate the theoretical estimates given.     

A remark on the strong law of large numbers

The strong law of large numbers for independent and identically distributed random variablesX _i ,i=1, 2, 3,... with finite expectationE|X ₁| can be stated as, for any >0, the number of integersn such that \varepsilon $$ " align="middle" border="0"> ,N is finite a. s. It is known thatEN < iffEX ₁ ² < and that ² EN var X₁ as 0, ifE X ₁ ² <. Here we consider the asymptotic behaviour ofEN (n) asn, whereN (n) is the number of integerskn such that \varepsilon $$ " align="middle" border="0"> andE N ₁ ² =.     

Zur krümmungsverwandtschaft von zwangläufen in affinen ck — Ebenen II

In part I we have studied a map of osculating elements of an affine Cayley-Klein (CK-) plane into the Lie algebra A₄(²) of the aequiform transformations A₄(²) of the given plane A₂(, ²). If we use the real projective space P₃() over A₄(²) each osculating element defines a straight line in P₃(). We now give a one parameter motion in A₄(²) and study second order properties and their analogon in the Lie algebra and P₃(), respectively. We show that the wellknown relationship between the points of the moving frame and the osculating circles of the point paths in the fixed frame may be interpreted as part of a quadratic map of certain straight Lines of P₃(). An analogous result holds for the curvature of pairs of envelopes; the mapV induced in P₃() than is contained in a cubic relationship of straight lines.

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Herrn Professor Oswal Giering zum 60. Geburtstag gewidmet     

The Newton modified barrier method for QP problems

The Modified Barrier Functions (MBF) have elements of both Classical Lagrangians (CL) and Classical Barrier Functions (CBF). The MBF methods find an unconstrained minimizer of some smooth barrier function in primal space and then update the Lagrange multipliers, while the barrier parameter either remains fixed or can be updated at each step. The numerical realization of the MBF method leads to the Newton MBF method, where the primal minimizer is found by using Newton's method. This minimizer is then used to update the Lagrange multipliers. In this paper, we examine the Newton MBF method for the Quadratic Programming (QP) problem. It will be shown that under standard second-order optimality conditions, there is a ball around the primal solution and a cut cone in the dual space such that for a set of Lagrange multipliers in this cut cone, the method converges quadratically to the primal minimizer from any point in the aforementioned ball, and continues, to do so after each Lagrange multiplier update. The Lagrange multipliers remain within the cut cone and converge linearly to their optimal values. Any point in this ball will be called a hot start. Starting at such a hot start, at mostO(In In ^-1) Newton steps are sufficient to perform the primal minimization which is necessary for the Lagrange multiplier update. Here, >0 is the desired accuracy. Because of the linear convergence of the Lagrange multipliers, this means that onlyO(In ^-1)O(In In ^-1) Newton steps are required to reach an -approximation to the solution from any hot start. In order to reach the hot start, one has to perform Newton steps, wherem characterizes the size of the problem andC>0 is the condition number of the QP problem. This condition number will be characterized explicitly in terms of key parameters of the QP problem, which in turn depend on the input data and the size of the problem.Partially supported by NASA Grant NAG3-1397 and National Science Foundation Grant DMS-9403218.     

Approximating the ball by a minkowski sum of segments with equal length

It is proved that forn 2 the Euclidean ballB _n can be approximated up to (in the Hausdorff distance) by a zonotope havingN summands of equal length withN c(n)( ^–2|log|)^{(n–1)/(n+2)}.Research supported in part by the U.S.-Israeli Binational Science Foundation. [Please see the Editors' note on the first page of the preceding paper.]     

On some approximately balanced combinatorial cooperative games

A model of taxation for cooperativen-person games is introduced where proper coalitions Are taxed proportionally to their value. Games with non-empty core under taxation at rate-balanced. Sharp bounds on in matching games (not necessarily bipartite) graphs are estabLished. Upper and lower bounds on the smallest in bin packing games are derived and euclidean random TSP games are seen to be, with high probability,-balanced for0.06.     

Correctness of multi-dimensional Darboux problems for the wave equation

It is proved that multi-dimensional Darboux problems for the wave equation are correct in the domain bounded by the surfaces ¦x ¦=t + and ¦x ¦=1- t and the planet = 0, 0 < 1. The behavior of the solutions as 0 is studied.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 9, pp. 1299–1306, September, 1993.     

Stefan problem with a kinetic and the classical conditions at the free boundary

The Stefan problem is considered with the kinetic condition u⁺=u^–=k(y, )-v at the phase interface, where k(y, ) is the half-sum of the principal curvatures of the free boundary and v is the speed of its shifting in the direction of a normal. The solvability of a modified Stefan problem in spaces of smooth functions and the convergence of its solutions as 0 to a solution of the classical Stefan problem are proved.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 2, pp. 155–166, February, 1992.     

On a Model Problem for the Orr–Sommerfeld Equation with Linear Profile

A model spectral problem of the form -i)y+xy= y on the finite interval [-1,1] with the Dirichlet boundary conditions is considered. Here is the spectral parameter and is positive. The behavior of the spectrum of this problem as 0 is completely investigated. The limit curves are found to which the eigenvalues concentrate and the counting eigenvalue functions along these curves are obtained.