Stable sequential Lagrange principles in the inverse final observation problem for the system of Maxwell equations in the quasistationary magnetic approximation

We justify the possibility of using stable, with respect to errors in the input data, algorithms of dual regularization and iterative dual regularization for solving the inverse final observation problem for the system of Maxwell equations in the quasistationary magnetic approximation under general conditions on the coefficients, which is treated as an optimal control problem for the differential equation describing the magnetic field intensity with an operator equality constraint. We state a classical parametric Lagrange principle and stable Lagrange principles in sequential form for the posed problem. We present a stopping rule for the iterative process for the stable sequential Lagrange principle in iterative form in the case of finite fixed error in the input data.     

Valuing Asian options using the finite element method and duality techniques

The main objective of this paper is to develop an adaptive finite element method for computation of the values, and different sensitivity measures, of the Asian option with both fixed and floating strike. The pricing is based on Black–Scholes PDE-model and a method developed by Ve?e? where the resulting PDEs are of parabolic type in one spatial dimension and can be applied to both continuous and discrete Asian options. We propose using an adaptive finite element method which is based on a posteriori estimates of the error in desired quantities, which we derive using duality techniques. The a posteriori error estimates are tested and verified, and are used to calculate optimal meshes for each type of option. The use of adapted meshes gives superior accuracy and performance with less degrees of freedom than using uniform meshes. The suggested adaptive finite element method is stable, gives fast and accurate results, and can be applied to other types of options as well.     

Discretized Tikhonov regularization by reproducing kernel Hilbert space for backward heat conduction problem

In this paper we propose a numerical reconstruction method for solving a backward heat conduction problem. Based on the idea of reproducing kernel approximation, we reconstruct the unknown initial heat distribution from a finite set of scattered measurement of transient temperature at a fixed final time. Standard Tikhonov regularization technique using the norm of reproducing kernel is adopt to provide a stable solution when the measurement data contain noises. Numerical results indicate that the proposed method is stable, efficient, and accurate.     

Compactification of the universal Picard over the moduli of stable curves

This article provides two different, but closely related, moduli problems, which in characteristic zero provide a type of compactification of the universal Picard over the moduli of stable curves. Although neither is of finite type, both are limits of a sequence of stacks, each of which is a separated algebraic stack of finite type. We discuss relations to previous compactifications and partial compactifications, give a number of examples related to this compactification, and work out the structure of its fibres over certain fixed curves. Some applications are also discussed. Received January 5, 1998; in final form April 1, 1999 / Published online July 3, 2000     

Stable equivalence preserves representation type

Given two finite dimensional algebras and , it is shown that is of wild representation type if and only if is of wild representation type provided that the stable categories of finite dimensional modules over and $\Gamma$ are equivalent. The proof uses generic modules. In fact, a stable equivalence induces a bijection between the isomorphism classes of generic modules over and , and the result follows from certain additional properties of this bijection. In the second part of this paper the Auslander-Reiten translation is extended to an operation on the category of all modules. It is shown that various finiteness conditions are preserved by this operation. Moreover, the Auslander-Reiten translation induces a homeomorphism between the set of non-projective and the set of non-injective points in the Ziegler spectrum. As a consequence one obtains that for an algebra of tame representation type every generic module remains fixed under the Auslander-Reiten translation. Received: July 24, 1996     

An optimal rational basis function in the finite element method for convection-diffusion problems in one space variables

A new fixed grid Galerkin finite element technique using a rational basis function of order (1, 1) to solve convection-dominated phenomenon is described. A special feature of the method is that it employs rational basis functions, which are biased in the upstream direction and thus replace the equivalent upwinding techniques. Optimality of the rational basis function results in an accurate and stable numerical scheme which is used to avoid numerical oscillations at high Peclet numbers. Numerical examples are discussed which illustrate the efficiency of the method.     

Sequential Monte Carlo Samplers: Error Bounds and Insensitivity to Initial Conditions

This article addresses finite sample stability properties of sequential Monte Carlo methods for approximating sequences of probability distributions. The results presented herein are applicable in the scenario where the start and end distributions in the sequence are fixed and the number of intermediate steps is a parameter of the algorithm. Under assumptions which hold on noncompact spaces, it is shown that the effect of the initial distribution decays exponentially fast in the number of intermediate steps and the corresponding stochastic error is stable in 𝕃 _p norm.     

Iterations sur des ensembles finis et automates cellulaires contractants

By using a Perron-Frobenius theory for Boolean matrices, contraction is defined for finite cellular automata. This notion ensures global convergence towards a unique fixed point (stable configuration), convergence of the Gauss-Seidel associated process, etc. This can be seen as a link between results of numerical algebra for systems of equations and the domain of finite iterations.     

Regularized dual method for nonlinear mathematical programming

For a nonlinear programming problem with equality constraints in a Hilbert space, a dual-type algorithm is constructed that is stable with respect to input data errors. The algorithm is based on a modified dual of the original problem that is solved directly by applying Tikhonov regularization. The algorithm is designed to determine a norm-bounded minimizing sequence of feasible elements. An iterative regularization of the dual algorithm is considered. A stopping rule for the iteration process is given in the case of a finite fixed error in the input data.     

Distortion and stability of the fixed point property for non-expansive mappings

Let X be a Banach space. We say that X satisfies the fixed point property (weak fixed point property) if every non-expansive mapping defined from a convex closed bounded (convex weakly compact) subset of X into itself has a fixed point. We say that X satisfies the stable fixed point property (stable weak fixed point property) if the same is true for every equivalent norm which is close enough to the original one. Denote by P(X) the set formed by all equivalent norms with the topology of the uniform convergence on the unit ball of X. We prove that the subset of P(X) formed by the norms failing the fixed point property is dense in P(X) when X is a non-distortable space which fails the fixed point property. In particular, no renorming of ?₁ can satisfy the stable fixed point property. Furthermore, we show some examples of distortable spaces failing the weak fixed point property, which can be renormed to satisfy the stable weak fixed point property. As a consequence we prove that every separable Banach space can be renormed to satisfy the stable weak fixed point property.     

Stability and convergence in discrete convex monotone dynamical systems

We study the stable behaviour of discrete dynamical systems where the map is convex and monotone with respect to the standard positive cone. The notion of tangential stability for fixed points and periodic points is introduced, which is weaker than Lyapunov stability. Among others we show that the set of tangentially stable fixed points is isomorphic to a convex inf-semilattice, and a criterion is given for the existence of a unique tangentially stable fixed point. We also show that periods of tangentially stable periodic points are orders of permutations on n letters, where n is the dimension of the underlying space, and a sufficient condition for global convergence to periodic orbits is presented.     

Numerical approximations for the nonlinear time fractional reaction–diffusion equation

In this article, we propose an implicit pseudospectral scheme for nonlinear time fractional reaction–diffusion equations with Neumann boundary conditions, which is based upon Gauss–Lobatto–Legendre–Birkhoff pseudospectral method in space and finite difference method in time. A priori estimate of numerical solution is given firstly. Then the existence of numerical solution is proved by Brouwer fixed point theorem and the uniqueness is obtained. It is proved rigorously that the fully discrete scheme is unconditionally stable and convergent. Furthermore, we develop a modified scheme by adding correction terms for the problem with nonsmooth solutions. Numerical examples are given to verify the theoretical analysis.     

Complexity issues of checking identities in finite monoids

We study the computational complexity of checking identities in a fixed finite monoid. We find the smallest monoid for which this problem is coNP-complete and describe a significant class of finite monoids for which the problem is tractable.     

IIM-based ADI finite difference scheme for nonlinear convection–diffusion equations with interfaces

Based on Li’s immersed interface method (IIM), an ADI-type finite difference scheme is proposed for solving two-dimensional nonlinear convection–diffusion interface problems on a fixed cartesian grid, which is unconditionally stable and converges with two-order accuracy in both time and space in maximum norm. Correction terms are added to the right-hand side of standard ADI scheme at irregular points. The nonlinear convection terms are treated by Adams–Bashforth method, without affecting the stability of difference schemes. A new method for computing the correction terms is developed, in which the Adams–Bashforth method is employed. Thus we can get an explicit approximation for the computation of corrections, when the jump condition is solution-dependent. Three numerical experiments are displayed and analyzed. The numerical results show good agreement with the exact solutions and confirm the convergence order.     

Topological properties of strongly monotone planar vector fields

We consider strongly monotone continuous planar vector fields with a finite number of fixed points. The fixed points fall into three classes, attractors, repellers and saddles. Naturally, the relative positions of the fixed points must obey a set of restrictions imposed by monotonicity. The study of these restrictions is the main goal of the paper. With any given vector field, we associate a matrix describing the arrangement of the fixed points on the plane. We then use these matrices to formulate simple necessary and sufficient conditions which allow one to determine whether a finite set of attractors, repellers and saddles at given positions on the plane can be realized as the fixed point set of a strongly monotone vector field.     

A combinatorial proof of a fixed point property

A class of finite simplicial complexes, called pseudo cones, is developed that has a number of useful combinatorial properties. A partially ordered set is a pseudo cone if its order complex is a pseudo cone. Pseudo cones can be constructed from other pseudo cones in a number of ways. Pseudo cone ordered sets include finite dismantlable ordered sets and finite truncated noncomplemented lattices. The main result of the paper is a combinatorial proof of the fixed simplex property for finite pseudo cones in which a combinatorial structure is constructed that relates fixed simplices to one another. This gives combinatorial proofs of some well known non-constructive results in the fixed point theory of finite partially ordered sets.     

Convergence analysis for system of equilibrium problems and left bregman strongly relatively nonexpansive mapping

In this paper, we prove strong convergence theorems for approximation of a fixed point of a left Bregman strongly relatively nonexpansive mapping which is also a solution to a finite system of equilibrium problems in the framework of reflexive real Banach spaces. We also discuss the approximation of a common fixed point of a family of left Bregman strongly nonexpansive mappings which is also solution to a finite system of equilibrium problems in reflexive real Banach spaces. Our results complement many known recent results in the literature.     

CONVERGENCE ANALYSIS FOR SYSTEM OF EQUILIBRIUM PROBLEMS AND LEFT BREGMAN STRONGLY RELATIVELY NONEXPANSIVE MAPPING

In this paper, we prove strong convergence theorems for approximation of a fixed point of a left Bregman strongly relatively nonexpansive mapping which is also a solution to a finite system of equilibrium problems in the framework of reflexive real Banach spaces. We also discuss the approximation of a common fixed point of a family of left Bregman strongly nonexpansive mappings which is also solution to a finite system of equilibrium problems in reflexive real Banach spaces. Our results complement many known recent results in the literature.     

Analysis of optimal preconditioners for CutFEM

In this article, we consider a class of unfitted finite element methods for scalar elliptic problems. These so-called CutFEM methods use standard finite element spaces on a fixed unfitted triangulation combined with the Nitsche technique and a ghost penalty stabilization. As a model problem we consider the application of such a method to the Poisson interface problem. We introduce and analyze a new class of preconditioners that is based on a subspace decomposition approach. The unfitted finite element space is split into two subspaces, where one subspace is the standard finite element space associated to the background mesh and the second subspace is spanned by all cut basis functions corresponding to nodes on the cut elements. We will show that this splitting is stable, uniformly in the discretization parameter and in the location of the interface in the triangulation. Based on this we introduce an efficient preconditioner that is uniformly spectrally equivalent to the stiffness matrix. Using a similar splitting, it is shown that the same preconditioning approach can also be applied to a fictitious domain CutFEM discretization of the Poisson equation. Results of numerical experiments are included that illustrate optimality of such preconditioners for the Poisson interface problem and the Poisson fictitious domain problem.     

Order Extensions and the Fixed Point Property

The purpose of this paper is to investigate how the fixed point property and its negation behave when a covering relation is added to the order. We prove that every finite ordered set which is not totally ordered and which is dismantlable by retractables, respectively by irreducibles, has an upper cover (in its extension lattice) which is also dismantlable by retractables, respectively by irreducibles. We also provide examples of finite ordered sets having the fixed point property so that none of their upper covers has the fixed point property. Part of this work was done while the author was visiting Brandon University. The author thanks M. Roddy for his hospitality and financial support.