Multilevel augmentation methods for differential equations

We develop multilevel augmentation methods for solving differential equations. We first establish a theoretical framework for convergence analysis of the boundary value problems of differential equations, and then construct multiscale orthonormal bases in H₀^m(0,1) spaces. Finally, the multilevel augmentation methods in conjunction with the multiscale orthonormal bases are applied to two-point boundary value problems of both second-order and fourth-order differential equations. Theoretical analysis and numerical tests show that these methods are computationally stable, efficient and accurate. Dedicated to Professor Charles A. Micchelli on the occasion of his 60th birthday with friendship and esteem. Mathematics subject classifications (2000) 65J15, 65R20. Zhongying Chen: Supported in part by the Natural Science Foundation of China under grants 10371137 and 10201034, the Foundation of Doctoral Program of National Higher Education of China under grant 20030558008, Guangdong Provincial Natural Science Foundation of China under grant 1011170 and the Foundation of Zhongshan University Advanced Research Center. Yuesheng Xu: Corresponding author. Supported in part by the US National Science Foundation under grants 9973427 and 0312113, by NASA under grant NCC5-399, by the Natural Science Foundation of China under grant 10371122 and by the Chinese Academy of Sciences under the program of “One Hundred Distinguished Young Scientists”.     

On the matrix completion problem for multivariate filter bank construction

We survey the main techniques for the construction of multivariate filter banks and present new results about special matrices of order four and eight suitable for their construction. Qiuhui Chen: Supported in part by NSFC under grant 10201034 and project-sponsored by SRF for ROCS, SEM. Charles A. Micchelli: Supported in part by the US National Science Foundation under grant CCR-0407476. Yuesheng Xu: All correspondence to this author. Supported in part by the US National Science Foundation under grant CCR-0407476, by the Natural Science Foundation of China under grant 10371122 and by the Chinese Academy of Sciences under the program “One Hundred Distinguished Chinese Young Scientists”.     

Balancing Neumann-Neumann preconditioners for mixed approximations of heterogeneous problems in linear elasticity

Summary. Balancing Neumann-Neumann methods are extented to mixed formulations of the linear elasticity system with discontinuous coefficients, discretized with mixed finite or spectral elements with discontinuous pressures. These domain decomposition methods implicitly eliminate the degrees of freedom associated with the interior of each subdomain and solve iteratively the resulting saddle point Schur complement using a hybrid preconditioner based on a coarse mixed elasticity problem and local mixed elasticity problems with natural and essential boundary conditions. A polylogarithmic bound in the local number of degrees of freedom is proven for the condition number of the preconditioned operator in the constant coefficient case. Parallel and serial numerical experiments confirm the theoretical results, indicate that they still hold for systems with discontinuous coefficients, and show that our algorithm is scalable, parallel, and robust with respect to material heterogeneities. The results on heterogeneous general problems are also supported in part by our theory. Mathematics Subject Classification (1991):65N55, 65N30, 65N35, 65F10, 65Y05This work was supported by a scholarship of CNPq, of the Ministry for Science and Technology of Brazil, under process 201205/97-1. The work was developed in part at MCS/ANL-DOE, under a Givens Research Associate appointment in Summer 2001.This work was supported in part by the National Science Foundation under Grant NSF-CCR-9732208 and in part by MIUR.This work was supported in part by the National Science Foundation under Grants qNSF-CCR-9732208, and in part by the U.S. Department of Energy under contracts DE-FC02-01ER25482 and DE-FG02-92ER25127.     

A construction of multiscale bases for Petrov–Galerkin methods for integral equations

In this paper, a construction of multiscale bases for Petrov–Galerkin methods for Fredholm integral equations of the second kind is proposed. The properties of multiscale bases are presented including additional order of vanishing moments, compact supports and stability. Communicated by A. Zhou Dedicated to Professor Charles A. Micchelli on the occasion of his sixtieth birthday with friendship and esteem Mathematics subject classifications (2000) 41A10, 65R20, 65D15. Min Huang: Supported in part by Professor Yuesheng Xu's support under the program of “One Hundred Distinguished Young Scientists” of the Chinese Academy of Sciences and by the Graduate Innovation Foundation of the Chinese Academy of Sciences.     

A Local Limit Theorem for Solutions of BSDEs with Mao’s non-Lipschitz Generator

This paper establishes a local limit theorem for solutions of backward stochastic differential equations with Mao＇s non-Lipschitz generator, which is similar to the limit theorem obtained by [3] under the Lipschitz assumption.     

On translation invariant operators which preserve the B-spline recurrence

It was observed in [4] that the Hilbert transform of the univariate B-spline preserves the B-spline recurrence. Motivated by this observation, we characterize translation invariant operators that preserve the multivariate B-spline recurrence and analogous results are also provided for the multivariate cube spline. Charles A. Micchelli was supported in part by the US National Science of Foundation under grant CCR-0407476. Yuesheng Xu was supported in part by the US National Science Foundation under grant CCR-0407476, by the Natural Science Foundation of China under grant 10371122, by the Chinese Academy of Sciences under the program “One Hundred Distinguished Chinese Scientists” and by Ministry of Education, People’s Republic of China, under the Changjian Scholarship through Zhongshan University.     

Predictor-Corrector Smoothing Methods for Monotone LCP

In this paper, we analyze the global and local convergence properties of two predictor-corrector smoothing methods, which are based on the framework of the method in [1], for monotone linear complementarity problems (LCPs). The difference between the algorithm in [1] and our algorithms is that the neighborhood of smoothing central path in our paper is different to that in [1]. In addition, the difference between Algorithm 2.1 and the algorithm in [1] exists in the calculation of the predictor step. Comparing with the results in [1],the global and local convergence of the two methods can be obtained under very mild conditions. The global convergence of the two methods do not need the boundness of the inverse of the Jacobian. The superlinear convergence of Algorithm 2.1‘ is obtained under the assumption of nonsingularity of generalized Jacobian of Φ(x,y) at the limit point and Algorithm 2.1 obtains superlinear convergence under the assumption of strict complementarity at the solution. The efficiency of the two methods is tested by numerical experiments.     

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.     

Two notes on measure-theoretic entropy of random dynamical systems

In this paper, Brin-Katok local entropy formula and Katok＇s definition of the measuretheoretic entropy using spanning set are established for the random dynamical system over an invertible ergodic system.     

A fluctuation type limit theorem for Jiřina processes with immigration

It is proved by the theory of semigroup that the Ornstein-Uhlenbeck type process with jumps can arise from the fluctuation limit of a sequence of Jirina processes with immigration under suitable moments conditions.     

SINGLE MACHINE SCHEDULING WITH CONTROLLABLE PROCESSING TIMES AND COMPRESSION COSTS ： PROOF OF THEOREMS

This report is virtually the appendix part of the author‘s previous paper which ineludes the proofs for the theorems and lemmas.     

控制调幅波耗散方程的整体吸引子的有限维

§ 1　IntroductionIn this paperwe shall study successively the equationsgiven in [1 ,2 ] .Underthe sameconditions(i.e.the initial boundary value and other conditions) as in[1 ,2 ] ,the upperbound of the dimension of their global attractor will be obtained respectively.Theexistence of the global attractors have been proved in[1 ,2 ] .This paper is organized as follows:In§ 2 ,we derive the Frechet differential of the solution operator s(t) for theperturbed system.In§ 3 ,we show the finite di…     

Adaptive finite element algorithms for eigenvalue problems based on local averaging type a posteriori error estimates

The local averaging technique has become a popular tool in adaptive finite element methods for solving partial differential boundary value problems since it provides efficient a posteriori error estimates by a simple postprocessing. In this paper, the technique is introduced to solve a class of symmetric eigenvalue problems. Its efficiency and reliability are proved by both the theory and numerical experiments structured meshes as well as irregular meshes. Dedicated to Charles A. Micchelli on his 60th birthday Mathematics subject classifications (2000) 65N15, 65N25, 65N30, 65N50. Subsidized by the Special Funds for Major State Basic Research Projects, and also supported in part by the Chinese National Natural Science Foundation and the Knowledge Innovation Program of the Chinese Academy of Sciences.     

On unique range sets for meromorphic or entire functions

This paper has studied the Gross uniqueness question ignoring multiplicity and relating multiple values, and extended and improved on some related results in [1–8]. Supported in part by National Natural Science Foundation of China     

On the rotating Navier-Stokes equations with mixed boundary conditions

The stationary and nonstationary rotating Navier-Stokes equations with mixed boundary conditions are investigated in this paper. The existence and uniqueness of the solutions are obtained by the Galerkin approximation method. Next, θ-scheme of operator splitting algorithm is applied to rotating Navier-Stokes equations and two subproblems are derived. Finally, the computational algorithms for these subproblems are provided.     

Numerical simulation of a modified KdV equation on the whole real axis

The numerical simulation of the solution to a modified KdV equation on the whole real axis is considered in this paper. Based on the work of Fokas (Comm Pure Appl Math 58(5):639–670, 2005), a kind of exact nonreflecting boundary conditions which are suitable for numerical purposes are presented with the inverse scattering theory. With these boundary conditions imposed on the artificially introduced boundary points, a reduced problem defined on a finite computational interval is formulated. The discretization of the nonreflecting boundary conditions is studied in detail, and a dual-Petrov–Galerkin spectral method is proposed for the numerical solution to the reduced problem. Some numerical tests are given, which validate the effectiveness, and suggest the stability of the proposed scheme.Supported by the National Natural Science Foundation of China under Grant No. 10401020, the Alexander von Humboldt Foundation, and the Key Project of China High Performance Scientific Computation Research.     

Global Rank Axioms for Poset Matroids

An excellent introduction to the topic of poset matroids is due to Barnabei, Nicoletti and Pezzoli. In this paper, we investigate the rank axioms for poset matroids; thereby we can characterize poset matroids in a “global” version and a “pseudo-global” version. Some corresponding properties of combinatorial schemes are also obtained.     

Nonlinear Degenerate Parabolic Equation with Nonlinear Boundary Condition

In this paper, we obtain the necessary and sufficient conditions on the global existence of all positive （weak） solutions to a nonlinear degenerate parabolic equation with nonlinear boundary condition.     

EXPECTED DISCOUNTED PENALTY FUNCTION AT RUIN FOR RISK PROCESS PERTURBED BY DIFFUSION UNDER INTEREST FORCE

In this article, the risk process perturbed by diffusion under interest force is considered, the continuity and twice continuous differentiability for Фδ（u,w） are discussed,the Feller expression and the integro-differential equation satisfied by Фδ （u ,w） are derived. Finally, the decomposition of Фδ（u,w） is discussed, and some properties of each decomposed part of Фδ（u,w） are obtained. The results can be reduced to some ones in Gerber and Landry＇s,Tsai and Willmot＇s, and Wang＇s works by letting parameter δ and （or） a be zero.     

Volume comparison à la Aleksandrov

Sans résumé Supported in part by a grant from the National Science Foundation. Supported in part by a grant from the National Science Foundation and the Sloan Foundation.