A posteriori error estimates for optimal control problems governed by parabolic equations

Summary. In this paper, we derive a posteriori error estimates for the finite element approximation of quadratic optimal control problem governed by linear parabolic equation. We obtain a posteriori error estimates for both the state and the control approximation. Such estimates, which are apparently not available in the literature, are an important step towards developing reliable adaptive finite element approximation schemes for the control problem. Received July 7, 2000 / Revised version received January 22, 2001 / Published online January 30, 2002 RID="*" ID="*" Supported by EPSRC research grant GR/R31980     

Smolyak cubature of given polynomial degree with few nodes for increasing dimension

Summary. Some recent investigations (see e.g., Gerstner and Griebel [5], Novak and Ritter [9] and [10], Novak, Ritter and Steinbauer [11], Wasilkowski and Woźniakowski [18] or Petras [13]) show that the so-called Smolyak algorithm applied to a cubature problem on the d-dimensional cube seems to be particularly useful for smooth integrands. The problem is still that the numbers of nodes grow (polynomially but) fast for increasing dimensions. We therefore investigate how to obtain Smolyak cubature formulae with a given degree of polynomial exactness and the asymptotically minimal number of nodes for increasing dimension d and obtain their characterization for a subset of Smolyak formulae. Error bounds and numerical examples show their good behaviour for smooth integrands. A modification can be applied successfully to problems of mathematical finance as indicated by a further numerical example. Received September 24, 2001 / Revised version received January 24, 2002 / Published online April 17, 2002 RID="*" ID="*" The author is supported by a Heisenberg scholarship of the Deutsche Forschungsgemeinschaft     

A unimodularly invariant theory for immersions into the affine space

We develop a unimodularly invariant theory for immersions with higher codimension into the affine space. Received: 6 September 2001; in final form: 22 November 2001 / Published online: 29 April 2002 RID="*" ID="*" Supported by the Deutsche Forschungsgemeinschaft     

Effects of uncertainties in the domain on the solution of Dirichlet boundary value problems

Summary. A domain with possibly non-Lipschitz boundary is defined as a limit of monotonically expanding or shrinking domains with Lipschitz boundary. A uniquely solvable Dirichlet boundary value problem (DBVP) is defined on each of the Lipschitz domains and the limit of these solutions is investigated. The limit function also solves a DBVP on the limit domain but the problem can depend on the sequences of domains if the limit domain is unstable with respect to the DBVP. The core of the paper consists in estimates of the difference between the respective solutions of the DBVP on two close domains, one of which is Lipschitz and the other can be unstable. Estimates for starshaped as well as rather general domains are derived. Their numerical evaluation is possible and can be done in different ways. Received October 16, 2001 / Revised version received January 16, 2002 / Published online: April 17, 2002 RID="*" ID="*" The research was funded partially by the National Science Foundation under the grants NSF–Czech Rep. INT-9724783 and NSF DMS-9802367 RID="**" ID="**" Support for Jan Chleboun coming from the Grant Agency of the Czech Republic through grant 201/98/0528 is appreciated     

A note on two-machine no-wait flow shop scheduling with deteriorating jobs and machine availability constraints

This paper is concerned with two-machine no-wait flow shop scheduling problems in which the actual processing time of each job is a proportional function of its starting time and each machine may have non-availability intervals. The objective is to minimize the makespan. We assume that the non-availability intervals are imposed on only one machine. Moreover, the number of non-availability intervals, the start time and end time of each interval are known in advance. We show that the problem with a single non-availability interval is NP-hard in the ordinary sense and the problem with an arbitrary number of non-availability intervals is NP-hard in the strong sense.