Second order Runge–Kutta methods for Stratonovich stochastic differential equations

The weak approximation of the solution of a system of Stratonovich stochastic differential equations with a m–dimensional Wiener process is studied. Therefore, a new class of stochastic Runge–Kutta methods is introduced. As the main novelty, the number of stages does not depend on the dimension m of the driving Wiener process which reduces the computational effort significantly. The colored rooted tree analysis due to the author is applied to determine order conditions for the new stochastic Runge–Kutta methods assuring convergence with order two in the weak sense. Further, some coefficients for second order stochastic Runge–Kutta schemes are calculated explicitly. AMS subject classification (2000)  65C30, 65L06, 60H35, 60H10     

Sparse generalized Fourier transforms

Block-diagonalization of sparse equivariant discretization matrices is studied. Such matrices typically arise when partial differential equations that evolve in symmetric geometries are discretized via the finite element method or via finite differences. By considering sparse equivariant matrices as equivariant graphs, we identify a condition for when block-diagonalization via a sparse variant of a generalized Fourier transform (GFT) becomes particularly simple and fast. Characterizations for finite element triangulations of a symmetric domain are given, and formulas for assembling the block-diagonalized matrix directly are presented. It is emphasized that the GFT preserves symmetric (Hermitian) properties of an equivariant matrix. By simulating the heat equation at the surface of a sphere discretized by an icosahedral grid, it is demonstrated that the block-diagonalization is beneficial. The gain is significant for a direct method, and modest for an iterative method. A comparison with a block-diagonalization approach based upon the continuous formulation is made. It is found that the sparse GFT method is an appropriate way to discretize the resulting continuous subsystems, since the spectrum and the symmetry are preserved. AMS subject classification (2000)  43A30, 65T99, 20B25     

On the persistence of elliptic lower-dimensional tori in Hamiltonian systems under the first Melnikov condition and Rüssmann’s non-degeneracy condition

In this paper we formulate a theorem on the persistence of elliptic lower-dimensional invariant tori for nearly integrable analytic Hamiltonian systems under the first Melnikov condition and Rüssmann’s non-degeneracy condition, and give the measure estimates of parameters for the non-resonance conditions under Rüssmann’s non-degeneracy condition, which is essential for the proof of our result.     

A Partial Differential Inequality in Geological Models

Sedimentation and erosion processes in sedimentary basins can be modeled by a parabolic equation with a limiter on the fluxes and a constraint on the time variation.This limiter happens to satisfy a stationary scalar hyperbolic inequality,within a constraint,for which the authors prove the existence and the uniqueness of the solution.Actually,this solution is shown to be the maximal element of a convenient convex set of functions.The existence proof is obtained thanks to the use of a numerical scheme.     

An Extension Landau-Lifshitz Model in Studying Soft Ferromagnetic Films

In this paper, we propose a model in studying soft ferromagnetic films, which is readily accessible experimentally. By using penalty approximation and compensated compactness, we prove that the dynamical equation in thin film has a local weak solution. Moreover, the corresponding linear equation is also dealt with in great detail.     

Extension of Isometries Between the Unit Spheres of Normed Space E and C（Ω）

In this paper, we study the extension of isometries between the unit spheres of normed space E and C（Ω）. We obtain that any surjective isometry between the unit spheres of normed space E and C（Ω） can be extended to be a linear isometry on the whole space E and give an affirmative answer to the corresponding Tingley＇s problem （where Ω be a compact metric space）.     

Journey Making group workshops as a research tool

Problem-structuring group workshops can be used in organizations as a consulting tool and as a research tool. One example of the latter is using a problem-structuring method (PSM) to help a group tackle an organizational issue; meanwhile, researchers collect the participants’ initial views, discussion of divergent views, the negotiated agreement, and the reasoning for outcomes emerging. Technology can help by supporting participants in freely sharing their opinions and by logging data for post-workshop analyses. For example, computers let participants share views anonymously and without being influenced by others (as well as logging those views), and video-cameras can record discussions and intra-group dynamics. This paper evaluates whether technology-supported Journey Making workshops can be effective research tools that can capture quality research data when compared against theoretical performance benchmarks and other qualitative research tools.     

Rheological properties of binary associating polymers

Dynamics of associating polymer solutions above the reversible gelation point are studied. Each macromolecule consists of a soluble backbone (B) and a small fraction of specific strongly interacting groups (A or C stickers) attached to B. A mixture of B–A and B–C associating polymers with 1:1 stoichiometric ratio is considered. As a result of AC association, the polymers reversibly gelate above the overlap concentration. It is shown that (1) the network strands are linear complexes (double chains) of B–A and B–C; (2) “diffusion” of the network junction points is characterized by an apparent activation energy, which can be significantly higher than the energy of one AC bond; (3) most importantly, the randomness of sticker distribution along the chain can significantly slow down the network relaxation leading to a markedly non-Maxwellian viscoelastic behavior. The theory elucidates the most essential features of rheological behavior of polysaccharide associating systems (with A = adamantyl moiety, C = β-cyclodextrin, B = either chitosan or hyaluronan) including similar behavior of G ^′ and G ^″ in a wide frequency range, strong temperature dependence of the characteristic frequency ω _x , and an extremely strong effect of added free stickers (fC) on the dynamics. This paper was presented at Annual European Rheology Conference (AERC) held in Hersonisos, Crete, Greece, April 27–29, 2006.     

Bivariate Recursive Equations on Excess-of-loss Reinsurance

This paper investigates bivariate recursive equations on excess-of-loss reinsurance. For an insurance portfolio, under the assumptions that the individual claim severity distribution has bounded continuous density and the number of claims belongs to R1 （a, b） family, bivariate recursive equations for the joint distribution of the cedent＇s aggregate claims and the reinsurer＇s aggregate claims are obtained.     

Freedom and trying: Understanding agent-causal exertions

In this paper, I argue that trying is the locus of freedom and moral responsibility. Thus, any plausible view of free and responsible action must accommodate and account for free tryings. I then consider a version of agent causation whereby the agent directly causes her tryings. On this view, the agent is afforded direct control over her efforts and there is no need to posit—as other agent-causal theorists do—an uncaused event. I discuss the potential advantages of this sort of view, and its challenges.