Application of the finite integral transform method to solving a mixed problem with integro-differential conditions for a nonclassical equation

We consider a mixed problem with integro-differential boundary conditions for a nonclassical equation. Under certain conditions, we apply a finite integral transform to this problem and obtain a parametric problem. We introduce the notion of proper boundary conditions of the parametric problem, which is wider than the notion of regularity. By applying the inverse integral transform to the solution of the parametric problem, we obtain an analytic representation of the solution of the original mixed problem.     

A convex duality approach for pricing contingent claims under partial information and short selling constraints

We consider the pricing problem facing a seller of a contingent claim. We assume that this seller has some general level of partial information, and that he is not allowed to sell short in certain assets. This pricing problem, which is our primal problem, is a constrained stochastic optimization problem. We derive a dual to this problem by using the conjugate duality theory introduced by Rockafellar. Furthermore, we give conditions for strong duality to hold. This gives a characterization of the price of the claim involving martingale- and super-martingale conditions on the optional projection of the price processes.     

Necessary optimality conditions for a special class of bilevel programming problems with unique lower level solution

We consider a bilevel programming problem in Banach spaces whose lower level solution is unique for any choice of the upper level variable. A condition is presented which ensures that the lower level solution mapping is directionally differentiable, and a formula is constructed which can be used to compute this directional derivative. Afterwards, we apply these results in order to obtain first-order necessary optimality conditions for the bilevel programming problem. It is shown that these optimality conditions imply that a certain mathematical program with complementarity constraints in Banach spaces has the optimal solution zero. We state the weak and strong stationarity conditions of this problem as well as corresponding constraint qualifications in order to derive applicable necessary optimality conditions for the original bilevel programming problem. Finally, we use the theory to state new necessary optimality conditions for certain classes of semidefinite bilevel programming problems and present an example in terms of bilevel optimal control.     

On a family of initial-boundary value problems for the heat equation

We consider the heat problem with nonlocal boundary conditions containing a real parameter. For the zero value of the parameter, this problem is well known as the Samarskii-Ionkin problem and has been comprehensively studied. We analyze the spectral problem for the operator of second derivative subjected to the boundary conditions of the original problem. By separation of variables, we prove the existence and uniqueness of a classical solution for any nonzero value of the parameter. The obtained a priori estimates for a solution imply the stability of the problem with respect to the initial data.     

A Smooth Regularization of the Projection Formula for Constrained Parabolic Optimal Control Problems

We present a smooth, that is, differentiable regularization of the projection formula that occurs in constrained parabolic optimal control problems. We summarize the optimality conditions in function spaces for unconstrained and control-constrained problems subject to a class of parabolic partial differential equations. The optimality conditions are then given by coupled systems of parabolic PDEs. For constrained problems, a non-smooth projection operator occurs in the optimality conditions. For this projection operator, we present in detail a regularization method based on smoothed sign, minimum and maximum functions. For all three cases, that is, (1) the unconstrained problem, (2) the constrained problem including the projection, and (3) the regularized projection, we verify that the optimality conditions can be equivalently expressed by an elliptic boundary value problem in the space-time domain. For this problem and all three cases we discuss existence and uniqueness issues. Motivated by this elliptic problem, we use a simultaneous space-time discretization for numerical tests. Here, we show how a standard finite element software environment allows to solve the problem and, thus, to verify the applicability of this approach without much implementation effort. We present numerical results for an example problem.     

Boundary value problem for a second-order elliptic equation in the exterior of an ellipse

We consider a boundary value problem for a second-order linear elliptic differential equation with constant coefficients in a domain that is the exterior of an ellipse. The boundary conditions of the problem contain the values of the function itself and its normal derivative. We give a constructive solution of the problem and find the number of solvability conditions for the inhomogeneous problem as well as the number of linearly independent solutions of the homogeneous problem. We prove the boundary uniqueness theorem for the solutions of this equation.     

A Modified Relaxation Scheme for Mathematical Programs with Complementarity Constraints

In this paper, we consider a mathematical program with complementarity constraints. We present a modified relaxed program for this problem, which involves less constraints than the relaxation scheme studied by Scholtes (2000). We show that the linear independence constraint qualification holds for the new relaxed problem under some mild conditions. We also consider a limiting behavior of the relaxed problem. We prove that any accumulation point of stationary points of the relaxed problems is C-stationary to the original problem under the MPEC linear independence constraint qualification and, if the Hessian matrices of the Lagrangian functions of the relaxed problems are uniformly bounded below on the corresponding tangent space, it is M-stationary. We also obtain some sufficient conditions of B-stationarity for a feasible point of the original problem. In particular, some conditions described by the eigenvalues of the Hessian matrices mentioned above are new and can be verified easily. This work was supported in part by the Scientific Research Grant-in-Aid from the Ministry of Education, Science, Sports, and Culture of Japan. The authors are grateful to an anonymous referee for critical comments.     

Two different statements of the Dirichlet problem for a 2<Emphasis Type="Italic">n</Emphasis>th-order pseudoparabolic equation

We consider the Dirichlet problem with nonclassical boundary conditions for a 2nth-order pseudoparabolic equation with nonsmooth coefficients in a rectangular parallelepiped. We prove that this problem is equivalent to the classical Dirichlet problem.     

A nonlocal problem for a hyperbolic equation with integral conditions of the 1st kind with time-dependent kernels

We consider a nonlocal problem with integral conditions of the 1st kind. The main goal is to prove the unique solvability of this problem under the assumption that kernels of nonlocal conditions depend both on spatial and time variables. To this end we propose a technique based on the proved equivalence between the nonlocal problem with integral conditions of the 1st kind and a nonlocal problem with integral conditions of the 2nd kind in a special form. We formulate requirements to the initial data guaranteeing the unique existence of a generalized solution to the stated problem.     

A problem with nonlocal conditions for partial differential equations with constant coefficients

We study the correctness of a problem with nonlocal conditions for untypical partial differential equations with constant coefficients in a cylindrical domain, which is a product of a segment by a torus. We establish conditions of the correctness of this problem for almost all values (with respect to Lebesgue’s measure) of its two chosen parameters.     

Well-posedness by perturbations of mixed variational inequalities in Banach spaces

In this paper, we consider an extension of the notion of well-posedness by perturbations, introduced by Zolezzi for a minimization problem, to a mixed variational inequality problem in a Banach space. We establish some metric characterizations of the well-posedness by perturbations. We also show that under suitable conditions, the well-posedness by perturbations of a mixed variational inequality problem is equivalent to the well-posedness by perturbations of a corresponding inclusion problem and a corresponding fixed point problem. Also, we derive some conditions under which the well-posedness by perturbations of a mixed variational inequality is equivalent to the existence and uniqueness of its solution.     

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.     

Feasibility of the Mixed Postman Problem with Restrictions on the Edges

The mixed postman problem consists of finding a minimum cost tour of a connected mixed graph traversing all its vertices, edges, and arcs at least once. We consider the variant of the mixed postman problem where all edges must be traversed exactly once. The feasibility version of this problem is NP-complete. We introduce an infinite class of necessary conditions for feasibility, which we conjecture are also sufficient. We prove that no finite subset of these conditions is sufficient.     

Using Time Scales to Study Multi-Interval Sturm–Liouville Problems with Interface Conditions

We consider a Sturm–Liouville problem defined on multiple intervals with interface conditions. The existence of a sequence of eigenvalues is established and the zero counts of associated eigenfunctions are determined. Moreover, we reveal the continuous and discontinuous nature of the eigenvalues on the boundary condition. The approach in this paper is different from those in the literature: We transfer the Sturm–Liouville problem with interface conditions to a Sturm–Liouville problem on a time scale without interface conditions and then apply the Sturm–Liouville theory for equations on time scales. In this way, we are able to investigate the problem in a global view. Consequently, our results cover the cases when the potential function in the equation is not strictly greater than zero and when the domain consists of an infinite number of intervals.     

Optimality Conditions for Multiobjective Optimization Problem Constrained by Parameterized Variational Inequalities

We study a multiobjective optimality problem constrained by parameterized variational inequalities. By separation theorem for convex sets, we translate the multiobjective optimality problem into single objective optimality problem, and obtain the first-order optimality conditions of this problem. Under the calmness conditions, an efficient upper estimate of coderivative for a composite set-valued mapping is derived. At last, we apply that result to the multiobjective bilevel programming problem and MPEC with Nash equilibrium constraints.     

Instability of the stationary solutions of generalized dissipative Boussinesq equation

In this work we study the generalized Boussinesq equation with a dissipation term. We show that, under suitable conditions, a global solution for the initial value problem exists. In addition, we derive sufficient conditions for the blow-up of the solution to the problem. Furthermore, the instability of the stationary solutions of this equation is established.     

Nonlocal problem with integral conditions for a system of hyperbolic equations in characteristic rectangle

We consider a nonlocal problem with integral conditions for a system of hyperbolic equations in rectangular domain. We investigate the questions of existence of unique classical solution to the problemunder consideration and approaches of its construction. Sufficient conditions of unique solvability to the investigated problem are established in the terms of initial data. The nonlocal problem with integral conditions is reduced to an equivalent problem consisting of the Goursat problem for the system of hyperbolic equations with functional parameters and functional relations. We propose algorithms for finding a solution to the equivalent problem with functional parameters on the characteristics and prove their convergence. We also obtain the conditions of unique solvability to the auxiliary boundary-value problem with an integral condition for the system of ordinary differential equations. As an example, we consider the nonlocal boundary-value problem with integral conditions for a two-dimensional system of hyperbolic equations.     

On a non-isothermal,non-Newtonian lubrication problem with Tresca law: Existence and the behavior of weak solutions

We consider a problem describing the motion of an incompressible, non-isothermal, and non-Newtonian fluid in a three-dimensional thin domain. We first establish an existence result for weak solutions of this problem. Then we study the asymptotic analysis when one dimension of the fluid domain tends to zero. A specific weak Reynolds equation, the limit of Tresca fluid–solid boundary conditions, and the limit boundary conditions for the temperature are obtained. The uniqueness result for the limit problem is also proved.     

The exact penalty principle

The exact penalty approach aims at replacing a constrained optimization problem by an equivalent unconstrained optimization problem. Most results in the literature of exact penalization are mainly concerned with finding conditions under which a solution of the constrained optimization problem is a solution of an unconstrained penalized optimization problem, and the reverse property is rarely studied. In this paper, we study the reverse property. We give the conditions under which the original constrained (single and/or multiobjective) optimization problem and the unconstrained exact penalized problem are exactly equivalent. The main conditions to ensure the exact penalty principle for optimization problems include the global and local error bound conditions. By using variational analysis, these conditions may be characterized by using generalized differentiation.     

The generalized neumann problem for yang-mills connections

The purpose of this paper is defining a new boundary value problem for Yang-Mills connections, which is the most general in the context of Neumann-type problems for forms. We achieve this by reflecting the base manifold across the boundary, and lifting this action non-trivially to the bundle. This way we obtain a twisted boundary value problem in which the boundary conditions are mixed, of Dirichlet type on some of the Lie-algebra components of the connection A, of Neumann type on others. This problem arises naturally and it can be viewed in the context of generalizing non-linear Hodge theory for connections. We prove a good gauge theorem for this problem. We give an application.