Duality,area-considerations,and the Kalai–Smorodinsky solution

We introduce a new solution concept for $2$-person bargaining problems, which can be considered as the dual of the Equal-Area solution (EA) (see Anbarc? and Bigelow (1994)). Hence, we call it the Dual Equal-Area solution (DEA). We show that the point selected by the Kalai–Smorodinsky solution (see Kalai and Smorodinsky (1975)) lies in between those that are selected by EA and DEA. We formulate an axiom–area-based fairness–and offer three characterizations of the Kalai–Smorodinsky solution in which this axiom plays a central role.     

A further study on inverse linear programming problems

In this paper we continue our previous study (Zhang and Liu, J. Comput. Appl. Math. 72 (1996) 261–273) on inverse linear programming problems which requires us to adjust the cost coefficients of a given LP problem as less as possible so that a known feasible solution becomes the optimal one. In particular, we consider the cases in which the given feasible solution and one optimal solution of the LP problem are 0–1 vectors which often occur in network programming and combinatorial optimization, and give very simple methods for solving this type of inverse LP problems. Besides, instead of the commonly used l₁ measure, we also consider the inverse LP problems under l_∞ measure and propose solution methods.     

Optimal-order convergence rates for Eulerian-Lagrangian localized adjoint methods for reactive transport and contamination in groundwater

Eulerian–Langrangian localized adjoint methods (ELLAM) were developed to solve convection–diffusion–reaction equations governing contaminant transport in groundwater flowing through a porous medium, subject to various combinations of boundary conditions. In this article, we prove optimal-order error estimates and some superconvergence results for the ELLAM schemes. In contrast to many existing estimates for a variety of numerical methods, which often contain the temporal derivatives of the exact solution, our error estimates contain the total derivatives of the exact solution but do not involve any temporal derivatives of the exact solution. © 1995 John Wiley & Sons, Inc.     

The Tempered Aspirations solution for bargaining problems with a reference point

Gupta and Livne (1988) modified Nash’s (1950) original bargaining problem through the introduction of a reference point restricted to lie in the bargaining set. Additionally, they characterized a solution concept for this augmented bargaining problem. We propose and axiomatically characterize a new solution concept for bargaining problems with a reference point: the Tempered Aspirations solution. In Kalai and Smorodinsky (1975), aspirations are given by the so called ideal or utopia point. In our setting, however, the salience of the reference point mutes or tempers the negotiators’ aspirations. Thus, our solution is defined to be the maximal feasible point on the line segment joining the modified aspirations and disagreement vectors. The Tempered Aspirations solution can be understood as a “dual” version of the Gupta–Livne solution or, alternatively, as a version of Chun and Thomson’s (1992) Proportional solution in which the claims point is endogenous. We also conduct an extensive axiomatic analysis comparing the Gupta–Livne to our Tempered Aspirations solution.     

Forward–backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs

We obtain an existence and uniqueness theorem for fully coupled forward–backward SDEs (FBSDEs) with jumps via the classical solution to the associated quasilinear parabolic partial integro-differential equation (PIDE), and provide the explicit form of the FBSDE solution. Moreover, we embed the associated PIDE into a suitable class of non-local quasilinear parabolic PDEs which allows us to extend the methodology of Ladyzhenskaya et al. (1968) to non-local PDEs of this class. Namely, we obtain the existence and uniqueness of a classical solution to both the Cauchy problem and the initial–boundary value problem for non-local quasilinear parabolic second-order PDEs.     

Résolution de problèmes hyperélastiques de recalage d'imagesResolution of some hyperelastic image-matching problems

We focus on some image-matching problems that are based on hyperelastic strain energies. We design an algorithm that solves numerically the Euler–Lagrange equations associated to the problem. This algorithm is formulated in terms of an ODE (Ordinary Differential Equation). We give a theorem which states that the ODE has a unique solution and converges to a solution of the Euler–Lagrange equations. To cite this article: F.J.P. Richard, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 295–299.     

Riemann–Hilbert formulation for the KdV equation on a finite interval

The initial-boundary value problem for the KdV equation on a finite interval is analyzed in terms of a singular Riemann–Hilbert problem for a matrix-valued function in the complex k-plane which depends explicitly on the space–time variables. For an appropriate set of initial and boundary data, we derive the k-dependent “spectral functions” which guarantee the uniqueness of Riemann–Hilbert problem's solution. The latter determines a solution of the initial-boundary value problem for KdV equation, for which an integral representation is given. To cite this article: I. Hitzazis, D. Tsoubelis, C. R. Acad. Sci. Paris, Ser. I 347 (2009).     

Efficient Finite Element Analysis of Inelastic Structures with Iterative Solvers

This article treats the efficient solution of linear systems of equations which arise during the iterative process within the finite element analysis of inelastic structures. For the finite element analysis high order time integration methods and diagonally implicit Runge–Kutta methods (DIRK), in combination with an inexact Multilevel–Newton algorithm (MLNA) are applied. Up to 80% of the total computation time is spent by the solver for the linear systems, which suggests investigating this process. Two simple strategies to speed up the solution of the linear systems are described. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The Cauchy problem for multiphase first-contact miscible models with viscous fingering

In this paper, the Cauchy problem for multiphase first-contact miscible models with viscous fingering, is studied and a global weak solution is obtained by using a new technique from the Div–Curl lemma in the compensated compactness theorem. This work extends the previous works, (Juanes and Blunt, 2006; Barkve, 1989), which provided the analytical solutions and the entropy solutions respectively, of the Riemann problem, and (Lu, 2013), which provided the global solution of the Cauchy problem for the Keyfitz–Kranzer system.     

Characterizations of the solution set for non-essentially quasiconvex programming

Characterizations of the solution set in terms of subdifferentials play an important role in research of mathematical programming. Previous characterizations are based on necessary and sufficient optimality conditions and invariance properties of subdifferentials. Recently, characterizations of the solution set for essentially quasiconvex programming in terms of Greenberg–Pierskalla subdifferential are studied by the authors. Unfortunately, there are some examples such that these characterizations do not hold for non-essentially quasiconvex programming. As far as we know, characterizations of the solution set for non-essentially quasiconvex programming have not been studied yet. In this paper, we study characterizations of the solution set in terms of subdifferentials for non-essentially quasiconvex programming. For this purpose, we use Martínez–Legaz subdifferential which is introduced by Martínez–Legaz as a special case of c-subdifferential by Moreau. We derive necessary and sufficient optimality conditions for quasiconvex programming by means of Martínez–Legaz subdifferential, and, as a consequence, investigate characterizations of the solution set in terms of Martínez–Legaz subdifferential. In addition, we compare our results with previous ones. We show an invariance property of Greenberg–Pierskalla subdifferential as a consequence of an invariance property of Martínez–Legaz subdifferential. We give characterizations of the solution set for essentially quasiconvex programming in terms of Martínez–Legaz subdifferential.     

Local strong solutions to the stochastic compressible Navier–Stokes system

We study the Navier–Stokes system describing the motion of a compressible viscous fluid driven by a nonlinear multiplicative stochastic force. We establish local in time existence (up to a positive stopping time) of a unique solution, which is strong in both PDE and probabilistic sense. Our approach relies on rewriting the problem as a symmetric hyperbolic system augmented by partial diffusion, which is solved via a suitable approximation procedure. We use the stochastic compactness method and the Yamada–Watanabe type argument based on the Gyöngy–Krylov characterization of convergence in probability. This leads to the existence of a strong (in the PDE sense) pathwise solution. Finally, we use various stopping time arguments to establish the local existence of a unique strong solution to the original problem.     

Algebraic solution of the Stein–Stein model for stochastic volatility

We provide an algebraic approach to the solution of the Stein–Stein model for stochastic volatility which arises in the determination of the Radon–Nikodym density of the minimal entropy of the martingale measure. We extend our investigation to the case in which the parameters of the model are time-dependent. Our algorithmic approach obviates the need for Ansätze for the structure of the solution.     

On the Validity of the degenerate Ginzburg—Landau equation

The Ginzburg–Landau equation which describes nonlinear modulation of the amplitude of the basic pattern does not give a good approximation when the Landau constant (which describes the influence of the nonlinearity) is small. In this paper a derivation of the so-called degenerate (or generalized) Ginzburg–Landau (dGL)-equation is given. It turns out that one can understand the dGL-equation as an example of a normal form of a co-dimension two bifurcation for parabolic PDEs. The main body of the paper is devoted to the proof of the validity of the dGL as an equation whose solution approximate the solution of the original problem. © 1997 by B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

Construction of rigid local systems and integral representations of their sections

We give a method for constructing all rigid local systems of semi‐simple type, which is different from the Katz–Dettweiler–Reiter algorithm. Our method follows from the construction of Fuchsian systems of differential equations with monodromy representations corresponding to such local systems, which give an explicit solution of the Riemann–Hilbert problem. Moreover, we show that every section of such local systems has an integral representation. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Global attractivity of equilibrium in Gierer–Meinhardt system with activator production saturation and gene expression time delays

In this work we investigate a diffusive Gierer–Meinhardt system with gene expression time delays in the production of activators and inhibitors, and also a saturation in the activator production, which was proposed by Seirin Lee et al. (2010) [10]. We rigorously consider the basic kinetic dynamics of the Gierer–Meinhardt system with saturation. By using an upper and lower solution method, we show that when the saturation effect is strong, the unique constant steady state solution is globally attractive despite the time delays. This result limits the parameter space for which spatiotemporal pattern formation is possible.     

Generalized EVI-space-time Galerkin method for dynamical modeling in porous media

We investigate a generalized space–time discontinuous Galerkin formulation for modeling dynamical phenomena in porous media. The finite element approximation is based on a coupled space–time discretization. An advanced Embedded Velocity Integration (EVI) technique is applied to circumvent the direction solution of the displacement fields but to solve the rate term of the unknowns. Moverover, a stabilization factor α is introduced to modify the integration scheme of the velocities, which further contributes to the numerical stabilization of the overall solution. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Optimal dividend strategies in discrete risk model with capital injections

In this paper we consider a doubly discrete model used in Dickson and Waters (biASTIN Bulletin 1991; 21 :199–221) to approximate the Cramér–Lundberg model. The company controls the amount of dividends paid out to the shareholders as well as the capital injections which make the company never ruin in order to maximize the cumulative expected discounted dividends minus the penalized discounted capital injections. We show that the optimal value function is the unique solution of a discrete Hamilton–Jacobi–Bellman equation by contraction mapping principle. Moreover, with capital injection, we reduce the optimal dividend strategy from band strategy in the discrete classical risk model without external capital injection into barrier strategy , which is consistent with the result in continuous time. We also give the equivalent condition when the optimal dividend barrier is equal to 0. Although there is no explicit solution to the value function and the optimal dividend barrier, we obtain the optimal dividend barrier and the approximating solution of the value function by Bellman's recursive algorithm. From the numerical calculations, we obtain some relevant economical insights. Copyright © 2010 John Wiley & Sons, Ltd.     

Nonexistence of the periodic peaked traveling wave solutions for rotation-Camassa–Holm equation

Recently, Zhu et al. (2020) proposed a kind of rotation-Camassa–Holm equation. In this paper, we study the question of nonexistence of periodic peaked traveling wave solution for rotation-Camassa–Holm equation. Indeed, rotation-Camassa–Holm equation has no nontrivial periodic Camassa–Holm peaked solution unlike Camassa–Holm equation, modified Camassa–Holm equation, Novikov equation.     

Interpolation Problems for Certain Classes of Slice Hyperholomorphic Functions

A general interpolation problem (which includes as particular cases the Nevanlinna–Pick and Carathéodory–Fejér interpolation problems) is considered in two classes of slice hyperholomorphic functions of the unit ball of the quaternions. In the Hardy space of the unit ball we present a Beurling–Lax type parametrization of all solutions, and the formula for the minimal norm solution. In the class of functions slice hyperholomorphic in the unit ball and bounded by one in modulus there (that is, in the class of Schur functions in the present framework) we present a necessary and sufficient condition for the problem to have a solution, and describe the set of all solutions in the indeterminate case.     

The Cahn–Hilliard–Hele–Shaw system with singular potential

The Cahn–Hilliard–Hele–Shaw system is a fundamental diffuse-interface model for an incompressible binary fluid confined in a Hele–Shaw cell. It consists of a convective Cahn–Hilliard equation in which the velocity u is subject to a Korteweg force through Darcy's equation. In this paper, we aim to investigate the system with a physically relevant potential (i.e., of logarithmic type). This choice ensures that the (relative) concentration difference φ takes values within the admissible range. To the best of our knowledge, essentially all the available contributions in the literature are concerned with a regular approximation of the singular potential. Here we first prove the existence of a global weak solution with finite energy that satisfies an energy dissipative property. Then, in dimension two, we further obtain the uniqueness and regularity of global weak solutions. In particular, we show that any two-dimensional weak solution satisfies the so-called strict separation property, namely, if φ is not a pure state at some initial time, then it stays instantaneously away from the pure states. When the spatial dimension is three, we prove the existence of a unique global strong solution, provided that the initial datum is regular enough and sufficiently close to any local minimizer of the free energy. This also yields the local Lyapunov stability of the local minimizer itself. Finally, we prove that under suitable assumptions any global solution converges to a single equilibrium as time goes to infinity.