Error estimates for abstract linear–quadratic optimal control problems using proper orthogonal decomposition

In this paper we investigate POD discretizations of abstract linear–quadratic optimal control problems with control constraints. We apply the discrete technique developed by Hinze (Comput. Optim. Appl. 30:45–61, 2005) and prove error estimates for the corresponding discrete controls, where we combine error estimates for the state and the adjoint system from Kunisch and Volkwein (Numer. Math. 90:117–148, 2001; SIAM J. Numer. Anal. 40:492–515, 2002). Finally, we present numerical examples that illustrate the theoretical results.     

On Convergence Results for Weak Efficiency in Vector Optimization Problems with Equilibrium Constraints

In this note, we prove that the convergence results for vector optimization problems with equilibrium constraints presented in Wu and Cheng (J. Optim. Theory Appl. 125, 453–472, 2005) are not correct. Actually, we show that results of this type cannot be established at all. This is due to the possible lack, even under nice assumptions, of lower convergence of the solution map for equilibrium problems, already deeply investigated in Loridan and Morgan (Optimization 20, 819–836, 1989) and Lignola and Morgan (J. Optim. Theory Appl. 93, 575–596, 1997).     

Semilinear Mixed Problems on Hilbert Complexes and Their Numerical Approximation

Arnold, Falk, and Winther recently showed (Bull. Am. Math. Soc. 47:281–354, 2010) that linear, mixed variational problems, and their numerical approximation by mixed finite element methods, can be studied using the powerful, abstract language of Hilbert complexes. In another recent article (arXiv:), we extended the Arnold–Falk–Winther framework by analyzing variational crimes (à la Strang) on Hilbert complexes. In particular, this gave a treatment of finite element exterior calculus on manifolds, generalizing techniques from surface finite element methods and recovering earlier a priori estimates for the Laplace–Beltrami operator on 2- and 3-surfaces, due to Dziuk (Lecture Notes in Math., vol. 1357:142–155, 1988) and later Demlow (SIAM J. Numer. Anal. 47:805–827, 2009), as special cases. In the present article, we extend the Hilbert complex framework in a second distinct direction: to the study of semilinear mixed problems. We do this, first, by introducing an operator-theoretic reformulation of the linear mixed problem, so that the semilinear problem can be expressed as an abstract Hammerstein equation. This allows us to obtain, for semilinear problems, a priori solution estimates and error estimates that reduce to the Arnold–Falk–Winther results in the linear case. We also consider the impact of variational crimes, extending the results of our previous article to these semilinear problems. As an immediate application, this new framework allows for mixed finite element methods to be applied to semilinear problems on surfaces.     

Cobordism,Relative Indices and Stein Fillings

In this article we build on the framework developed in Ann. Math. 166, 183–214 ([2007]), 166, 723–777 ([2007]), 167, 1–67 ([2008]) to obtain a more complete understanding of the gluing properties for indices of boundary value problems for the Spin _ℂ-Dirac operator with sub-elliptic boundary conditions. We extend our analytic results for sub-elliptic boundary value problems for the Spin _ℂ-Dirac operator, and gluing results for the indices of these boundary problems to Spin _ℂ-manifolds with several pseudoconvex (pseudoconcave) boundary components. These results are applied to study Stein fillability for compact, 3-dimensional, contact manifolds. This material is based upon work supported by the National Science Foundation under Grant No. 0603973, and the Francis J. Carey term chair. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author and do not necessarily reflect the views of the National Science Foundation.     

On a class of secant-like methods for solving nonlinear equations

We provide a semilocal convergence analysis for a certain class of secant-like methods considered also in Argyros (J Math Anal Appl 298:374–397, 2004, 2007), Potra (Libertas Mathematica 5:71–84, 1985), in order to approximate a locally unique solution of an equation in a Banach space. Using a combination of Lipschitz and center-Lipschitz conditions for the computation of the upper bounds on the inverses of the linear operators involved, instead of only Lipschitz conditions (Potra, Libertas Mathematica 5:71–84, 1985), we provide an analysis with the following advantages over the work in Potra (Libertas Mathematica 5:71–84, 1985) which improved the works in Bosarge and Falb (J Optim Theory Appl 4:156–166, 1969, Numer Math 14:264–286, 1970), Dennis (SIAM J Numer Anal 6(3):493–507, 1969, 1971), Kornstaedt (1975), Larsonen (Ann Acad Sci Fenn, A 450:1–10, 1969), Potra (L’Analyse Numérique et la Théorie de l’Approximation 8(2):203–214, 1979, Aplikace Mathematiky 26:111–120, 1981, 1982, Libertas Mathematica 5:71–84, 1985), Potra and Pták (Math Scand 46:236–250, 1980, Numer Func Anal Optim 2(1):107–120, 1980), Schmidt (Period Math Hung 9(3):241–247, 1978), Schmidt and Schwetlick (Computing 3:215–226, 1968), Traub (1964), Wolfe (Numer Math 31:153–174, 1978): larger convergence domain; weaker sufficient convergence conditions, finer error bounds on the distances involved, and a more precise information on the location of the solution. Numerical examples further validating the results are also provided.     

An extended doubly-adaptive quadrature method based on the combination of the Ninomiya and the FLR schemes

An improvement is made to an automatic quadrature due to Ninomiya (J. Inf. Process. 3:162–170, 1980) of adaptive type based on the Newton–Cotes rule by incorporating a doubly-adaptive algorithm due to Favati, Lotti and Romani (ACM Trans. Math. Softw. 17:207–217, 1991; ACM Trans. Math. Softw. 17:218–232, 1991). We compare the present method in performance with some others by using various test problems including Kahaner’s ones (Computation of numerical quadrature formulas. In: Rice, J.R. (ed.) Mathematical Software, 229–259. Academic, Orlando, FL, 1971).      

Multi-step nonlinear conjugate gradient methods for unconstrained minimization

Conjugate gradient methods are appealing for large scale nonlinear optimization problems, because they avoid the storage of matrices. Recently, seeking fast convergence of these methods, Dai and Liao (Appl. Math. Optim. 43:87–101, 2001) proposed a conjugate gradient method based on the secant condition of quasi-Newton methods, and later Yabe and Takano (Comput. Optim. Appl. 28:203–225, 2004) proposed another conjugate gradient method based on the modified secant condition. In this paper, we make use of a multi-step secant condition given by Ford and Moghrabi (Optim. Methods Softw. 2:357–370, 1993; J. Comput. Appl. Math. 50:305–323, 1994) and propose two new conjugate gradient methods based on this condition. The methods are shown to be globally convergent under certain assumptions. Numerical results are reported.     

Extending the applicability of the Gauss–Newton method under average Lipschitz–type conditions

We extend the applicability of the Gauss–Newton method for solving singular systems of equations under the notions of average Lipschitz–type conditions introduced recently in Li et al. (J Complex 26(3):268–295, 2010). Using our idea of recurrent functions, we provide a tighter local as well as semilocal convergence analysis for the Gauss–Newton method than in Li et al. (J Complex 26(3):268–295, 2010) who recently extended and improved earlier results (Hu et al. J Comput Appl Math 219:110–122, 2008; Li et al. Comput Math Appl 47:1057–1067, 2004; Wang Math Comput 68(255):169–186, 1999). We also note that our results are obtained under weaker or the same hypotheses as in Li et al. (J Complex 26(3):268–295, 2010). Applications to some special cases of Kantorovich–type conditions are also provided in this study.     

Order-Compactifications of Totally Ordered Spaces: Revisited

Order-compactifications of totally ordered spaces were described by Blatter (J Approx Theory 13:56–65, 1975) and by Kent and Richmond (J Math Math Sci 11(4):683–694, 1988). Their results generalize a similar characterization of order-compactifications of linearly ordered spaces, obtained independently by Fedorčuk (Soviet Math Dokl 7:1011–1014, 1966; Sib Math J 10:124–132, 1969) and Kaufman (Colloq Math 17:35–39, 1967). In this note we give a simple characterization of the topology of a totally ordered space, as well as give a new simplified proof of the main results of Blatter (J Approx Theory 13:56–65, 1975) and Kent and Richmond (J Math Math Sci 11(4):683–694, 1988). Our main tool will be an order-topological modification of the Dedekind-MacNeille completion. In addition, for a zero-dimensional totally ordered space X, we determine which order-compactifications of X are Priestley order-compactifications.     

One-dimensional chemotaxis kinetic model

In this paper, we study a variation of the equations of a chemotaxis kinetic model and investigate it in one dimension. In fact, we use fractional diffusion for the chemoattractant in the Othmar–Dunbar–Alt system (Othmer in J Math Biol 26(3):263–298, 1988). This version was exhibited in Calvez in Amer Math Soc, pp 45–62, 2007 for the macroscopic well-known Keller–Segel model in all space dimensions. These two macroscopic and kinetic models are related as mentioned in Bournaveas, Ann Inst H Poincaré Anal Non Linéaire, 26(5):1871–1895, 2009, Chalub, Math Models Methods Appl Sci, 16(7 suppl):1173–1197, 2006, Chalub, Monatsh Math, 142(1–2):123–141, 2004, Chalub, Port Math (NS), 63(2):227–250, 2006. The model we study here behaves in a similar way to the original model in two dimensions with the spherical symmetry assumption on the initial data which is described in Bournaveas, Ann Inst H Poincaré Anal Non Linéaire, 26(5):1871–1895, 2009. We prove the existence and uniqueness of solutions for this model, as well as a convergence result for a family of numerical schemes. The advantage of this model is that numerical simulations can be easily done especially to track the blow-up phenomenon.     

A priori error estimates for space–time finite element discretization of semilinear parabolic optimal control problems

In this paper, a priori error estimates for space–time finite element discretizations of optimal control problems governed by semilinear parabolic PDEs and subject to pointwise control constraints are derived. We extend the approach from Meidner and Vexler (SIAM Control Optim 47(3):1150–1177, 2008; SIAM Control Optim 47(3):1301–1329, 2008) where linear-quadratic problems have been considered, discretizing the state equation by usual conforming finite elements in space and a discontinuous Galerkin method in time. Error estimates for controls discretized by piecewise constant functions in time and cellwise constant functions in space are derived in detail and we explain how error estimate for further discretization approaches, e.g., cellwise linear discretization in space, the postprocessing approach from Meyer and R?sch (SIAM J Control Optim 43:970–985, 2004), and the variationally discrete approach from Hinze (J Comput Optim Appl 30:45–63, 2005) can be obtained. In addition, we derive an estimate for a setting with finitely many time-dependent controls.     

Optimality and Duality Results for Bilevel Programming Problem Using Convexifactors

The paper is devoted to the applications of convexifactors to bilevel programming problem. Here we have defined ∂ ^∗-convex, ∂ ^∗-pseudoconvex and ∂ ^∗-quasiconvex bifunctions in terms of convexifactors on the lines of Dutta and Chandra (Optimization 53:77–94, 2004) and Li and Zhang (J. Opt. Theory Appl. 131:429–452, 2006). We derive sufficient optimality conditions for the bilevel programming problem by using these functions, and we establish various duality results by associating the given problem with two dual problems, namely Wolfe type dual and Mond–Weir type dual.     

A Generalized Comparison Theorem for BSDEs and Its?Applications

This paper establishes a generalized comparison theorem for one-dimensional backward stochastic differential equations (BSDEs) whose generators are uniformly continuous in z and satisfy a kind of weakly monotonic condition in y. As applications, two new existence and uniqueness theorems for solutions of BSDEs are obtained. In the one-dimensional setting, these results generalize some corresponding results in Pardoux and Peng (Syst. Control Lett. 14:55–61, 1990), Mao (Stoch. Process. Their Appl. 58:281–292, 1995), El Karoui et al. (Math. Finance 7:1–72, 1997), Pardoux (Nonlinear Analysis, Differential Equations and Control, Montreal, QC, 1998, Kluwer Academic, Dordrecht, 1999), Cao and Yan (Adv. Math. 28(4):304–308, 1999), Briand and Hu (Probab. Theory Relat. Fields 136(4):604–618, 2006), and Jia (C. R. Acad. Sci. Paris, Ser. I 346:439–444, 2008).     

On characters and formal degrees of discrete series of affine Hecke algebras of classical types

We address two fundamental questions in the representation theory of affine Hecke algebras of classical types. One is an inductive algorithm to compute characters of tempered modules, and the other is the determination of the constants in the formal degrees of discrete series (in the form conjectured by Reeder (J. Reine Angew. Math. 520:37–93, 2000)). The former is completely different from the Lusztig-Shoji algorithm (Shoji in Invent. Math. 74:239–267, 1983; Lusztig in Ann. Math. 131:355–408, 1990), and it is more effective in a number of cases. The main idea in our proof is to introduce a new family of representations which behave like tempered modules, but for which it is easier to analyze the effect of parameter specializations. Our proof also requires a comparison of the C ^∗-theoretic results of Opdam, Delorme, Slooten, Solleveld (J. Inst. Math. Jussieu 3:531–648, 2004; ; Int. Math. Res. Not., 2008; Adv. Math. 220:1549–1601, 2009; Acta Math. 205:105–187, 2010), and the geometric construction from Kato (Duke Math. J. 148:305–371, 2009; Am. J. Math. 133:518–553, 2011), Ciubotaru and Kato (Adv. Math. 226:1538–1590, 2011).     

A new hybrid algorithm for a system of equilibrium problems and variational inclusion

The purpose of this paper is to consider a shrinking projection method of finding the common element of the set of common fixed points for a finite family of a ξ-strict pseudo-contraction, the set of solutions of a systems of equilibrium problems and the set of solutions of variational inclusions. Then, we prove strong convergence theorems of the iterative sequence generated by the shrinking projection method under some suitable conditions in a real Hilbert space. Our results improve and extend recent results announced by Peng, Wang, Shyu and Yao (J Inequal Appl, 2008:15, Article ID 720371, 2008), Takahashi, Takeuchi and Kubota (J Math Anal Appl 341:276–286, 2008), Takahashi and Takahashi (Nonlinear Anal 69:1025–1033, 2008) and many others.     

Local and parallel algorithms for fourth order problems discretized by the Morley–Wang–Xu element method

This paper systematically studies numerical solution of fourth order problems in any dimensions by use of the Morley–Wang–Xu (MWX) element discretization combined with two-grid methods (Xu and Zhou (Math Comp 69:881–909, 1999)). Since the coarse and fine finite element spaces are nonnested, two intergrid transfer operators are first constructed in any dimensions technically, based on which two classes of local and parallel algorithms are then devised for solving such problems. Following some ideas in (Xu and Zhou (Math Comp 69:881–909, 1999)), the intrinsic derivation of error analysis for nonconforming finite element methods of fourth order problems (Huang et al. (Appl Numer Math 37:519–533, 2001); Huang et al. (Sci China Ser A 49:109–120, 2006)), and the error estimates for the intergrid transfer operators, we prove that the discrete energy errors of the two classes of methods are of the sizes O(h + H ²) and O(h + H ²(H/h)^(d−1)/2), respectively. Here, H and h denote respectively the mesh sizes of the coarse and fine finite element triangulations, and d indicates the space dimension of the solution region. Numerical results are performed to support the theory obtained and to compare the numerical performance of several local and parallel algorithms using different intergrid transfer operators.     

A simple model of corporate international investment under incomplete information and taxes

This paper extends the theory of corporate international investment in Choi (J. Int. Bus. Stud. 20: 145–155, 1989) in an environment where the segmentation of international capital markets for investors or the presence of agency costs provide some independence to corporate decisions. The model shows that the real exchange risk, the competition between firms in different markets and diversification gains affect corporate international investment. By accounting for the role of information as defined in the models of Merton (J. Finance 42: 483–510, 1987), Bellalah (Int. J. Finance Econ. 6: 59–67, 2001a) and Bellalah and Wu (Int. J. Theor. Appl. Finance 5(5): 479–495, 2002), the model embodies different existing explanations based on economic and behavioral variables. We show in a “two-country” firm model that real exchange risk, diversification motives and information costs are important elements in the determination of corporate international investment decisions. The dynamic portfolio model reflects the main results in several theories of foreign direct investment. Our model accounts for the role of information in explaining foreign investments. It provides simple explanations which are useful in explaining the home bias puzzle in international finance. Using the dynamical programming principle method, we provide the general solution for the proportion of firm’s total capital budget. We also use a new method to get explicit solutions in some special cases. This new method can be applied to solve other financial control problems. The simulating results are given to show our conclusion and the influence of some parameters to the optimal solution. The economic results can be seen as a generalization of the model in Solnik (J. Econ. Theory 8: 500–524, 1974).     

On the convergence of Newton-type methods under mild differentiability conditions

We introduce the new idea of recurrent functions to provide a new semilocal convergence analysis for Newton-type methods, under mild differentiability conditions. It turns out that our sufficient convergence conditions are weaker, and the error bounds are tighter than in earlier studies in some interesting cases (Chen, Ann Inst Stat Math 42:387–401, 1990; Chen, Numer Funct Anal Optim 10:37–48, 1989; Cianciaruso, Numer Funct Anal Optim 24:713–723, 2003; Cianciaruso, Nonlinear Funct Anal Appl 2009; Dennis 1971; Deuflhard 2004; Deuflhard, SIAM J Numer Anal 16:1–10, 1979; Gutiérrez, J Comput Appl Math 79:131–145, 1997; Hernández, J Optim Theory Appl 109:631–648, 2001; Hernández, J Comput Appl Math 115:245–254, 2000; Huang, J Comput Appl Math 47:211–217, 1993; Kantorovich 1982; Miel, Numer Math 33:391–396, 1979; Miel, Math Comput 34:185–202, 1980; Moret, Computing 33:65–73, 1984; Potra, Libertas Mathematica 5:71–84, 1985; Rheinboldt, SIAM J Numer Anal 5:42–63, 1968; Yamamoto, Numer Math 51: 545–557, 1987; Zabrejko, Numer Funct Anal Optim 9:671–684, 1987; Zinc̆ko 1963). Applications and numerical examples, involving a nonlinear integral equation of Chandrasekhar-type, and a differential equation are also provided in this study.     

Variational discretization of Lavrentiev-regularized state constrained elliptic optimal control problems

In the present work, we apply a variational discretization proposed by the first author in (Comput. Optim. Appl. 30:45–61, 2005) to Lavrentiev-regularized state constrained elliptic control problems. We extend the results of (Comput. Optim. Appl. 33:187–208, 2006) and prove weak convergence of the adjoint states and multipliers of the regularized problems to their counterparts of the original problem. Further, we prove error estimates for finite element discretizations of the regularized problem and investigate the overall error imposed by the finite element discretization of the regularized problem compared to the continuous solution of the original problem. Finally we present numerical results which confirm our analytical findings.     

Spikes for the Gierer–Meinhardt System with Discontinuous Diffusion Coefficients

We rigorously prove results on spiky patterns for the Gierer–Meinhardt system (Kybernetik (Berlin) 12:30–39, 1972) with a jump discontinuity in the diffusion coefficient of the inhibitor. Using numerical computations in combination with a Turing-type instability analysis, this system has been investigated by Benson, Maini, and Sherratt (Math. Comput. Model. 17:29–34, 1993a; Bull. Math. Biol. 55:365–384, 1993b; IMA J. Math. Appl. Med. Biol. 9:197–213, 1992). Firstly, we show the existence of an interior spike located away from the jump discontinuity, deriving a necessary condition for the position of the spike. In particular, we show that the spike is located in one-and-only-one of the two subintervals created by the jump discontinuity of the inhibitor diffusivity. This localization principle for a spike is a new effect which does not occur for homogeneous diffusion coefficients. Further, we show that this interior spike is stable. Secondly, we establish the existence of a spike whose distance from the jump discontinuity is of the same order as its spatial extent. The existence of such a spike near the jump discontinuity is the second new effect presented in this paper. To derive these new effects in a mathematically rigorous way, we use analytical tools like Liapunov–Schmidt reduction and nonlocal eigenvalue problems which have been developed in our previous work (J. Nonlinear Sci. 11:415–458, 2001). Finally, we confirm our results by numerical computations for the dynamical behavior of the system. We observe a moving spike which converges to a stationary spike located in the interior of one of the subintervals or near the jump discontinuity.