Corrected-loss estimation for Error-in-Variable partially linear model

We consider an Error-in-Variable partially linear model where the covariates of linear part are measured with error which follows a normal distribution with a known covariance matrix. We propose a corrected-loss estimation of the covariate effect. The proposed estimator is asymptotically normal. Simulation studies are presented to show that the proposed method performs well with finite samples, and the proposed method is applied to a real data set.     

Convergence of a finite difference method for combustion model problems

We study a finite difference scheme for a combustion model problem. A projection scheme near the combustion wave, and the standard upwind finite difference scheme away from the combustion wave are applied. Convergence to weak solutions with a combustion wave is proved under the normal Courant-Friedrichs-Lewy condition. Some con-     

Convergence of a finite difference method for combustion model problems

We study a finite difference scheme for a combustion model problem. A projection scheme near the combustion wave, and the standard upwind finite difference scheme away from the combustion wave are applied. Convergence to weak solutions with a combustion wave is proved under the normal Courant-Friedrichs-Lewy condition. Some conditions on the ignition temperature are given to guarantee the solution containing a strong detonation wave or a weak detonation wave. Convergence to strong detonation wave solutions for the random projection method is also proved.     

Long-time asymptotics for a classical particle interacting with a scalar wave field

We consider the Harniltonian system consisting of scalar wave field and a single particle coupled in a translation invariant manner. The point particle is subject to a confining external potential. The stationary solutions of the system are a Coulomb type wave field centered at those particle positions for which the external force vanishes. We prove that solutions of finite energy converge, in suitable local energy seminorms, to the set of stationary solutions in the long time limit t f oo. The rate of relaxation to a stable stationary solution is determined by spatial decay of initial data. 'Supported partly by French-Russian A.M.Liapunov Center of Moscow State University, by research grants of RFBR (9601-00527) and of Volkswagen-Stiftung.     

Finite difference method for a combustion model

We study a projection and upwind finite difference scheme for a combustion model problem. Convergence to weak solutions is proved under the Courant-Friedrichs-Lewy condition. More assumptions are given on the ignition temperature; then convergence to strong detonation wave solutions or to weak detonation wave solutions is proved.

     

Implementation and computational aspects of a 3D elastic wave modelling by PUFEM

This paper presents an enriched finite element model for three dimensional elastic wave problems, in the frequency domain, capable of containing many wavelengths per nodal spacing. This is achieved by applying the plane wave basis decomposition to the three-dimensional (3D) elastic wave equation and expressing the displacement field as a sum of both pressure (P) and shear (S) plane waves. The implementation of this model in 3D presents a number of issues in comparison to its 2D counterpart, especially regarding how S-waves are used in the basis at each node and how to choose the balance between P and S-waves in the approximation space. Various proposed techniques that could be used for the selection of wave directions in 3D are also summarised and used. The developed elements allow us to relax the traditional requirement which consists to consider many nodal points per wavelength, used with low order polynomial based finite elements, and therefore solve elastic wave problems without refining the mesh of the computational domain at each frequency. The effectiveness of the proposed technique is determined by comparing solutions for selected problems with available analytical models or to high resolution numerical results using conventional finite elements, by considering the effect of the mesh size and the number of enriching 3D plane waves. Both balanced and unbalanced choices of plane wave directions in space on structured mesh grids are investigated for assessing the accuracy and conditioning of this 3D PUFEM model for elastic waves.     

Stochastic Heat and Wave Equations on a Lie Group

We study nonlinear heat and wave equations on a Lie group. The noise is assumed to be a spatially homogeneous Wiener process. We give necessary and sufficient conditions for the existence of a function-valued solution in terms of the covariance kernel of the noise.     

Lamb wave resonance transmission through a system of deep notches in a plate-like waveguide

The results of theoretical and experimental investigation into resonance phenomena accompanying guided wave propagation in a metallic plate with a finite regular system of rectangular deep notches are presented. While the expected intensification of wave blocking by a system of notches comparing to the case of a single defect is confirmed, the resonance transmission at the predicted frequencies within these forming stop bands is also observed. Noticeable motion localization in the waveguide area between the notches at these frequencies is visualized with experimental surface B-scans. Their patterns coincide with the theoretical predictions obtained on the basis of a semi-analytical computer model for the notched infinite plate. (© 2017 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Stochastic wave equation simulating the behavior of random variables whose mean values obey a system of ordinary first-order differential equations

We suggest a theory of stochastic waves that describe the behavior of random vectors satisfying a set of ordinary first-order differential equations. The equation for the stochastic waves is given for the case where the mean values are described by a differential model. The relationship between this equation and the Liouville equation is considered and analogue of the Ehrenfest theorem is proved. For the covariance of a component of a random vector, we obtain an ordinary first-order differential equation. Interpretation of Planck’s constant is discussed. Conditions are formulated under which wave packets propagate with increasing or decreasing covariance. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 111, No. 3, pp. 356–368, June, 1997.     

On singularity of a nonlinear variational sine-Gordon equation

We study a sine-Gordon-type of nonlinear variational wave equation whose wave speed is a sinusoidal function of the wave amplitude. This equation arises naturally from long waves on a dipole chain in the continuum limit, which provides a crude model for some polymers. Using characteristic methods, we describe a blow-up result for the one-dimensional nonlinear variational sine-Gordon equation, which shows that smooth solutions breakdown in finite time.     

An unstructured FEM model based on Boussinesq equations and its application to the calculation of multidirectional wave run-up in a cylinder group

In this paper, a numerical model based on the improved Boussinesq equations derived by Beji and Nadaoka [5] is first developed using unstructured finite element technique. A locally rotated coordinate system is introduced to improve the treatment for the fully reflective boundaries whose orientation does not coincide with the coordinate system. The Adams–Bashforth–Moulton predictor–corrector scheme is used for time integration. Typical examples are employed to validate the numerical model. Based on the developed model, multidirectional wave propagation through a cylinder group is numerically calculated and the effects of the wave directionality on the waves in the group and the wave run-up on the cylinders are investigated. Numerical results show that the wave directionality has considerable effect on the wave run-up in the cylinder group.     

Multiscaling analysis of a slowly varying single species population model displaying an Allee effect

We consider the growth of a single species population modelled by a logistic equation modified to accommodate an Allee effect, in which the model parameters are slowly varying functions of time. We apply a multitiming technique to construct general approximate expressions for the evolving population in the case where the population survives to a (slowly varying) finite positive limiting state, and that where the population declines to extinction. We show that these expressions give excellent agreement with the results of numerical calculations for particular instances of the changing model parameters. Copyright © 2013 John Wiley & Sons, Ltd.     

Nonlocality of Reaction-Diffusion Equations Induced by Delay: Biological Modeling and Nonlinear Dynamics

We present a short survey on the biological modeling, dynamics analysis, and numerical simulation of nonlocal spatial effects, induced by time delays, in diffusion models for a single species confined to either a finite or an infinite domain. The nonlocality, a weighted average in space, arises when account is taken of the fact that individuals have been at different points in space at previous times. We discuss and compare two existing approaches to correctly derive the spatial averaging kernels, and we summarize some of the recent developments in both qualitative and numerical analysis of the nonlinear dynamics, including the existence, uniqueness (up to a translation), and stability of traveling wave fronts and periodic spatio-temporal patterns of the model equations in unbounded domains and the linear stability, boundedness, global convergence of solutions and bifurcations of the model equations in finite domains.     

Instability of solitary waves for a generalized Benney–Luke equation

We study linear instability of solitary wave solutions of a one-dimensional generalized Benney–Luke equation, which is a formally valid approximation for describing two-way water wave propagation in the presence of surface tension. Further, we implement a finite difference numerical scheme which combines an explicit predictor and an implicit corrector step to compute solutions of the model equation which is used to validate the theory presented.     

Finite dimensionality and regularity of attractors for a 2-D semilinear wave equation with nonlinear dissipation

We consider a semilinear wave equation, defined on a two-dimensional bounded domain Ω, with a nonlinear dissipation. Our main result is that the flow generated by the model is attracted by a finite dimensional global attractor. In addition, this attractor has additional regularity properties that depend on regularity properties of nonlinear functions in the equation. To our knowledge this is a first result of this type in the context of higher dimensional wave equations.     

Spatial approximation of stochastic convolutions

We study linear stochastic evolution partial differential equations driven by additive noise. We present a general and flexible framework for representing the infinite dimensional Wiener process, which drives the equation. Since the eigenfunctions and eigenvalues of the covariance operator of the process are usually not available for computations, we propose an expansion in an arbitrary frame. We show how to obtain error estimates when the truncated expansion is used in the equation. For the stochastic heat and wave equations, we combine the truncated expansion with a standard finite element method and derive a priori bounds for the mean square error. Specializing the frame to biorthogonal wavelets in one variable, we show how the hierarchical structure, support and cancelation properties of the primal and dual bases lead to near sparsity and can be used to simplify the simulation of the noise and its update when new terms are added to the expansion.     

Coulomb Scattering of a Slow Quantum Particle in a Space of Arbitrary Dimension

We assume that a charged quantum particle moves in a space of dimension d = 2, 3,... and is scattered by a fixed Coulomb center. We derive and study expansions of the wave function and all radial functions of such a particle in integer powers of the wave number and in Bessel functions of a real order. We prove that finite sums of such expansions are asymptotic approximations of the wave functions in the low-energy limit.     

Mathematical modeling of seismic and acousto-gravitational waves in a heterogeneous earth-atmosphere model

A numerical-analytical solution to problems of seismic and acoustic-gravitational wave propagation is applied to a heterogeneous Earth-Atmosphere model. The seismic wave propagation in an elastic half-space is described by a system of first order dynamic equations of the elasticity theory. The propagation of acoustic-gravitational waves in the atmosphere is described by the linearized Navier-Stokes equations. The algorithm proposed is based on the integral Laguerre transform with respect to time, the finite integral Bessel transform along the radial coordinate with a finite difference solution of the reduced problem along the vertical coordinate. The algorithm is numerically tested for the heterogeneous Earth-Atmosphere model for different source locations.     

Optimal rates of convergence for estimating Toeplitz covariance matrices

Toeplitz covariance matrices are used in the analysis of stationary stochastic processes and a wide range of applications including radar imaging, target detection, speech recognition, and communications systems. In this paper, we consider optimal estimation of large Toeplitz covariance matrices and establish the minimax rate of convergence for two commonly used parameter spaces under the spectral norm. The properties of the tapering and banding estimators are studied in detail and are used to obtain the minimax upper bound. The results also reveal a fundamental difference between the tapering and banding estimators over certain parameter spaces. The minimax lower bound is derived through a novel construction of a more informative experiment for which the minimax lower bound is obtained through an equivalent Gaussian scale model and through a careful selection of a finite collection of least favorable parameters. In addition, optimal rate of convergence for estimating the inverse of a Toeplitz covariance matrix is also established.     

随机介质中扩散过程的尺度跃迁

本文考虑随机多孔介质中的示踪粒子的随机移动过程和相应的尺度跃迁问题 .假设当时间和空间进行适当的尺度跃迁时 ,其粒子的移运过程弱收敛于是 d-维中心布朗运动 ,具有协方差 D.随机介质对示踪粒子的作用可表示为小的扰动力 ,扰动过程收敛于具有相同协方差阵的布郎运动 ,但具有一个形如 M.a的附加漂移 .对于扰动的粒子的稀薄过程 ,我们证明了试验粒子的流度和协方差通过 Einstein公式相关联 .证明 Einstein公式所用的方法就是计算轨迹空间上的测度的 Radon-Nikodym导数 (Girsanov公式 ) .研究单个粒子在具有时间独立的随机非均匀性质的格上运动和在速度满足 Langevin方程的随机势场中的运动 ,关于尺度跃迁过程得到了一些特征性质和扩散矩阵和漂移之间的关系 .