Uniqueness of transonic shock solutions in a duct for steady potential flow

We study the uniqueness of solutions with a transonic shock in a duct in a class of transonic shock solutions, which are not necessarily small perturbations of the background solution, for steady potential flow. We prove that, for given uniform supersonic upstream flow in a straight duct, there exists a unique uniform pressure at the exit of the duct such that a transonic shock solution exists in the duct, which is unique modulo translation. For any other given uniform pressure at the exit, there exists no transonic shock solution in the duct. This is equivalent to establishing a uniqueness theorem for a free boundary problem of a partial differential equation of second order in a bounded or unbounded duct. The proof is based on the maximum/comparison principle and a judicious choice of special transonic shock solutions as a comparison solution.     

On farthest points of sets

For a convex closed bounded set in a Banach space, we study the existence and uniqueness problem for a point of this set that is the farthest point from a given point in space. In terms of the existence and uniqueness of the farthest point, as well as the Lipschitzian dependence of this point on a point in space, we obtain necessary and su.cient conditions for the strong convexity of a set in several infinite-dimensional spaces, in particular, in a Hilbert space. A set representable as the intersection of closed balls of a fixed radius is called a strongly convex set. We show that the condition “for each point in space that is sufficiently far from a set, there exists a unique farthest point of the set” is a criterion for the strong convexity of a set in a finite-dimensional normed space, where the norm ball is a strongly convex set and a generating set.     

A parallel method for time discretization of parabolic equations based on Laplace transformation and quadrature

We consider the discretization in time of an inhomogeneous parabolicequation in a Banach space setting, using a representation ofthe solution as an integral along a smooth curve in the complexleft half-plane which, after transformation to a finite interval,is then evaluated to high accuracy by a quadrature rule. Thisreduces the problem to a finite set of elliptic equations withcomplex coefficients, which may be solved in parallel. The paperis a further development of earlier work by the authors, wherewe treated the homogeneous equation in a Hilbert space framework.Special attention is given here to the treatment of the forcingterm. The method is combined with finite-element discretizationin spatial variables.     

On the finite termination of the Douglas-Rachford method for the convex feasibility problem

In this paper we apply the Douglas–Rachford (DR) method to solve the problem of finding a point in the intersection of the interior of a closed convex cone and a closed convex set in an infinite-dimensional Hilbert space. For this purpose, we propose two variants of the DR method which can find a point in the intersection in a finite number of iterations. In order to analyse the finite termination of the methods, we use some properties of the metric projection and a result regarding the rate of convergence of fixed point iterations. As applications of the results, we propose the methods for solving the conic and semidefinite feasibility problems, which terminate at a solution in a finite number of iterations.     

Geometric Algebra in Linear Algebra and Geometry

This article explores the use of geometric algebra in linear and multilinear algebra, and in affine, projective and conformal geometries. Our principal objective is to show how the rich algebraic tools of geometric algebra are fully compatible with and augment the more traditional tools of matrix algebra. The novel concept of an h-twistor makes possible a simple new proof of the striking relationship between conformal transformations in a pseudo-Euclidean space to isometries in a pseudo-Euclidean space of two higher dimensions. The utility of the h-twistor concept, which is a generalization of the idea of a Penrose twistor to a pseudo-Euclidean space of arbitrary signature, is amply demonstrated in a new treatment of the Schwarzian derivative.     

Closely embedded Kre?n spaces and applications to Dirac operators

Motivated by energy space representation of Dirac operators, in the sense of K. Friedrichs, we recently introduced the notion of closely embedded Kre?n spaces. These spaces are associated to unbounded selfadjoint operators that play the role of kernel operators, in the sense of L. Schwartz, and they are special representations of induced Kre?n spaces. In this article we present a canonical representation of closely embedded Kre?n spaces in terms of a generalization of the notion of operator range and obtain a characterization of uniqueness. When applied to Dirac operators, the results differ according to a mass or a massless particle in a dramatic way: in the case of a particle with a nontrivial mass we obtain a dual of a Sobolev type space and we have uniqueness, while in the case of a massless particle we obtain a dual of a homogenous Sobolev type space and we lose uniqueness.     

3‐D spatio–temporal structures of biofilms in a water channel

We develop a numerical predictive tool for multiphase fluid mixtures consisting of biofilms grown in a viscous fluid matrix by implementing a second‐order finite difference discretization of the multiphase biofilm model developed recently on a general purpose graphic processing unit. With this numerical tool, we study a 3‐D biomass–flow interaction resulting in biomass growth, structure formation, deformation, and detachment phenomena in biofilms grown in a water channel in quiescent state and subject to a shear flow condition, respectively. The numerical investigation is limited in the viscous regime of the biofilm–solvent mixture. In quiescent flows, the model predicts growth patterns consistent with experimental findings for single or multiple adjacent biofilm colonies, the so‐called mushroom shape growth pattern. The simulated biomass growth both in density and thickness matches very well with the experimentally grown biofilm in a water channel. When shear is imposed at a boundary, our numerical studies reproduce wavy patterns, pinching, and streaming phenomena observed in biofilms grown in a water channel. Copyright © 2014 John Wiley & Sons, Ltd.     

等参函数及相关问题研究

著名的Yau 猜想断言单位球面中的紧致嵌入极小超曲面的Laplace 算子的第一特征值等于其维数. 近年来有许多几何学家致力于对Yau 猜想的研究, 但是到目前为止, 已有的结论只是一些关于第一特征值估计的不等式. 作为本文的一个主要结果, 本文证明了对于单位球面中的等参极小超曲面,Yau 猜想是正确的. 进一步地, 对于等参超曲面的焦流形(实际上是球面的极小子流形), 本文还证明了在一定维数条件下, 它的第一特征值也是其维数.
作为本文的第二个主要结果, 以著名的Schoen-Yau-Gromov-Lawson 的关于数量曲率的手术理论为出发点, 本文在一个Riemann 流形的嵌入超曲面处作手术, 构造了一个新的具有丰富几何性质的流形, 称为double 流形. 特别地, 本文在单位球面的极小等参超曲面处实行了这一手术, 发现得到的double 流形不仅有很复杂的拓扑(但其示性类有精确描述), 还存在数量曲率为正的度量, 更重要的是保持了等参叶状结构.
比Willmore 曲面更广泛的定义是Willmore 子流形, 即Willmore 泛函在球面中的的极值子流形.单位球面中的Willmore 子流形的例子在已有文献中是非常罕见的. 作为本文的另外两个主要结果, 通过深入挖掘单位球面上的OT-FKM- 型等参函数的焦流形的性质, 本文发现其极大值对应的焦流形是单位球面的一系列Willmore 子流形; 之后, 本文用几何办法统一证明了单位球面中具有4 个不同主曲率的等参超曲面的焦流形都是单位球面的Willmore 子流形. 这些新的Willmore 子流形是极小的,但一般不是Einstein 的.     

An initial boundary value problem for a pseudoparabolic equation with a nonlinear boundary condition

An initial boundary value problem for a quasilinear equation of pseudoparabolic type with a nonlinear boundary condition of the Neumann–Dirichlet type is investigated in this work. From a physical point of view, the initial boundary value problem considered here is a mathematical model of quasistationary processes in semiconductors and magnets, which takes into account a wide variety of physical factors. Many approximate methods are suitable for finding eigenvalues and eigenfunctions in problems where the boundary conditions are linear with respect to the desired function and its derivatives. Among these methods, the Galerkin method leads to the simplest calculations. On the basis of a priori estimates, we prove a local existence theorem and uniqueness for a weak generalized solution of the initial boundary value problem for the quasilinear pseudoparabolic equation. A special place in the theory of nonlinear equations is occupied by the study of unbounded solutions, or, as they are called in another way, blow-up regimes. Nonlinear evolutionary problems admitting unbounded solutions are globally unsolvable. In the article, sufficient conditions for the blow-up of a solution in a finite time in a limited area with a nonlinear Neumann–Dirichlet boundary condition are obtained.     

Method of successive projections for finding a common point of sets in metric spaces

Many problems in applied mathematics can be abstracted into finding a common point of a finite collection of sets. If all the sets are closed and convex in a Hilbert space, the method of successive projections (MOSP) has been shown to converge to a solution point, i.e., a point in the intersection of the sets. These assumptions are however not suitable for a broad class of problems. In this paper, we generalize the MOSP to collections of approximately compact sets in metric spaces. We first define a sequence of successive projections (SOSP) in such a context and then proceed to establish conditions for the convergence of a SOSP to a solution point. Finally, we demonstrate an application of the method to digital signal restoration.     

Portfolio optimization in a regime-switching market with derivatives

We consider the optimal asset allocation problem in a continuous-time regime-switching market. The problem is to maximize the expected utility of the terminal wealth of a portfolio that contains an option, an underlying stock and a risk-free bond. The difficulty that arises in our setting is finding a way to represent the return of the option by the returns of the stock and the risk-free bond in an incomplete regime-switching market. To overcome this difficulty, we introduce a functional operator to generate a sequence of value functions, and then show that the optimal value function is the limit of this sequence. The explicit form of each function in the sequence can be obtained by solving an auxiliary portfolio optimization problem in a single-regime market. And then the original optimal value function can be approximated by taking the limit. Additionally, we can also show that the optimal value function is a solution to a dynamic programming equation, which leads to the explicit forms for the optimal value function and the optimal portfolio process. Furthermore, we demonstrate that, as long as the current state of the Markov chain is given, it is still optimal for an investor in a multiple-regime market to simply allocate his/her wealth in the same way as in a single-regime market.     

On the Rayleigh-Taylor Instability for Two Uniform Viscous Incompressible Flows

The authors study the Rayleigh-Taylor instability for two incompressible immis- cible fluids with or without surface tension, evolving with a free interface in the presence of a uniform gravitational field in Eulerian coordinates. To deal with the free surface, instead of using the transformation to Lagrangian coordinates, the perturbed equations in Eule- rian coordinates are transformed to an integral form and the two-fluid flow is formulated as a single-fluid flow in a fixed domain, thus offering an alternative approach to deal with the jump conditions at the free interface. First, the linearized problem around the steady state which describes a denser immiscible fluid lying above a light one with a free interface separating the two fluids, both fluids being in （unstable） equilibrium is analyzed. By a general method of studying a family of modes, the smooth （when restricted to each fluid domain） solutions to the linearized problem that grow exponentially fast in time in Sobolev spaces are constructed, thus leading to a global instability result for the linearized problem. Then, by using these pathological solutions, the global instability for the corresponding nonlinear problem in an appropriate sense is demonstrated.     

Nonlinear modelling and control of a common rail injection system for diesel engines

Modern trends in designing mechatronic systems call for a synergic design of the separated subsystems (mechanic, electronic parts, control modules, etc.) concurring to the overall performance. Following this point of view, this paper presents a control oriented model and a nonlinear control design for a Common Rail injection system. First a model is developed, which is tuned in a virtual simulation environment, representing the injection system in details in a reliable replication of reality. Then a sliding mode control is developed. Both the model of the injection process and of the control law are validated by a virtual detailed simulation environment. The prediction capability of the model and the control efficiency are clearly shown.     

Spreading speeds and traveling waves for abstract monostable evolution systems

This paper is devoted to the development of the theory of spreading speeds and traveling waves for abstract monostable evolution systems with spatial structure. Under appropriate assumptions, we show that the spreading speeds coincide with the minimal wave speeds for monotone traveling waves in the positive and negative directions. Then we use this theory to study the spatial dynamics of a parabolic equation in a periodic cylinder with the Dirichlet boundary condition, a reaction-diffusion model with a quiescent stage, a porous medium equation in a tube, and a lattice system in a periodic habitat.     

Finite-time singularity formation at a magnetic neutral line in Hall magnetohydrodynamics

The formation of a current sheet in a weakly collisional plasma can be modelled as a finite-time singularity solution of magnetohydrodynamic equations. We use an exact self-similar solution to confirm and generalise a previous finding that, in sharp contrast to two-dimensional solutions in standard MHD, a finite-time collapse to a current sheet can occur in Hall MHD. We derive a criterion for the finite-time singularity in terms of initial conditions, and we use an intermediate asymptotic solution for the evolution of an axial magnetic field to obtain a general expression for the singularity formation time. We illustrate the analytical results by numerical solutions.     

Left versus right canonical Wiener-Hopf factorization and realization

For an arbitrary rational matrix function, not necessarily analytic at infinity, the existence of a right canonical Wiener-Hopf factorization is characterized in terms of a left canonical Wiener-Hopf factorization. Formulas for the factors in a right factorization are given in terms of the formulas for the factors in a given left factorization. All formulas are based on a special representation of a rational matrix function involving a quintet of matrices.     

A deterministic,multi-item inventory model with supplier selection and imperfect quality

This paper considers the scenario of supply chain with multiple products and multiple suppliers, all of which have limited capacity. We assume that received items from suppliers are not of perfect quality. Items of imperfect quality, not necessarily defective, could be used in another inventory situation. Imperfect items are sold as a single batch, prior to receiving the next shipment, at a discounted price. The demand over a finite planning horizon is known, and an optimal procurement strategy for this multi-period horizon is to be determined. Each of products can be sourced from a set of approved suppliers, a supplier-dependent transaction cost applies for each period in which an order is placed on a supplier. A product-dependent holding cost per period applies for each product in the inventory that is carried across a period in the planning horizon. Also a maximum storage space for the buyer in each period is considered. The decision maker, the buyer, needs to decide what products to order, in what quantities, with which suppliers, and in which periods. Finally, a genetic algorithm (GA) is used to solve the model.     

Conjugate processes: Theory and application to risk forecasting

Many dynamical phenomena display a cyclic behavior, in the sense that time can be partitioned into units within which distributional aspects of a process are homogeneous. In this paper, we introduce a class of models – called conjugate processes – allowing the sequence of marginal distributions of a cyclic, continuous-time process to evolve stochastically in time. The connection between the two processes is given by a fundamental compatibility equation. Key results include Laws of Large Numbers in the presented framework. We provide a constructive example which illustrates the theory, and give a statistical implementation to risk forecasting in financial data.     

Entropy, longevity and the cost of annuities

This paper presents an extension of the application of the concept of entropy to annuity costs. Keyfitz (1985) introduced the concept of entropy, and analysed this in the context of continuous changes in life expectancy. He showed that a higher level of entropy indicates that the life expectancy has a greater propensity to respond to a change in the force of mortality than a lower level of entropy. In other words, a high level of entropy means that further reductions in mortality rates would have an impact on measures like life expectancy. In this paper, we apply this to the cost of annuities and show how it allows the sensitivity of the cost of a life annuity contract to changes in longevity to be summarized in a single figure index.