Hermite-based Appell polynomials: Properties and applications

By employing certain operational methods, the authors introduce Hermite-based Appell polynomials. Some properties of Hermite-Appell polynomials are considered, which proved to be useful for the derivation of identities involving these polynomials. The possibility of extending this technique to introduce Hermite-based Sheffer polynomials (for example, Hermite-Laguerre and Hermite-Sister Celine's polynomials) is also investigated.     

On an initial‐boundary value problem for a wide‐angle parabolic equation in a waveguide with a variable bottom

We consider the third‐order Claerbout‐type wide‐angle parabolic equation (PE) of underwater acoustics in a cylindrically symmetric medium consisting of water over a soft bottom B of range‐dependent topography. There is strong indication that the initial‐boundary value problem for this equation with just a homogeneous Dirichlet boundary condition posed on B may not be well‐posed, for example when B is downsloping. We impose, in addition to the above, another homogeneous, second‐order boundary condition, derived by assuming that the standard (narrow‐angle) PE holds on B, and establish a priori H² estimates for the solution of the resulting initial‐boundary value problem for any bottom topography. After a change of the depth variable that makes B horizontal, we discretize the transformed problem by a second‐order accurate finite difference scheme and show, in the case of upsloping and downsloping wedge‐type domains, that the new model gives stable and accurate results. We also present an alternative set of boundary conditions that make the problem exactly energy conserving; one of these conditions may be viewed as a generalization of the Abrahamsson–Kreiss boundary condition in the wide‐angle case. Copyright © 2008 John Wiley & Sons, Ltd.     

A hybrid algorithm for nonlinear minimax problems

In this paper, a hybrid algorithm for solving finite minimax problem is presented. In the algorithm, we combine the trust-region methods with the line-search methods and curve-search methods. By means of this hybrid technique, the algorithm, according to the specific situation at each iteration, can adaptively performs the trust-region step, line-search step or curve-search step, so as to avoid possibly solving the trust-region subproblems many times, and make better use of the advantages of different methods. Moreover, we use second-order correction step to circumvent the difficulties of the Maratos effect occurred in the nonsmooth optimization. Under mild conditions, we prove that the new algorithm is of global convergence and locally superlinear convergence. The preliminary experiments show that the new algorithm performs efficiently.     

Augmented Lagrangian methods under the constant positive linear dependence constraint qualification

Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved under suitable assumptions. Numerical experiments are presented. The authors were supported by PRONEX - CNPq / FAPERJ E-26 / 171.164/2003 - APQ1, FAPESP (Grants 2001/04597-4, 2002/00094-0, 2003/09169-6, 2002/00832-1 and 2005/56773-1) and CNPq.     

Global convergence of slanting filter methods for nonlinear programming

In this paper, we present a general algorithm for nonlinear programming which uses a slanting filter criterion for accepting the new iterates. Independently of how these iterates are computed, we prove that all accumulation points of the sequence generated by the algorithm are feasible. Computing the new iterates by the inexact restoration method, we prove stationarity of all accumulation points of the sequence.     

Estimation Methods for the Multivariate <Emphasis Type="Italic">t</Emphasis> Distribution

The known estimation and simulation methods for multivariate t distributions are reviewed. A review of selected applications is also provided. We believe that this review will serve as an important reference and encourage further research activities in the area.     

Concentration controlled multilevel self‐assembly of 3‐armed poly(ethylene glycol)‐b‐poly(ε‐caprolactone) block copolymers investigated by AFM

Concentration dependent morphology of 3‐armed poly(ethylene glycol)‐b‐poly(ε‐caprolactone) copolymer aggregates in aqueous system was investigated by atomic force microscopy (AFM). The AFM results show that, at a low concentration, 4 × 10^?5 g/mL, spherical micelles occur, and unmicellized molecules are not distributed homogeneously in the copolymer aqueous solution. Unequal outspread clusters composed of wormlike aggregates are formed at a moderate copolymer concentration, 4 × 10^?4 g/mL, those wormlike aggregates are orderly packed in the clusters. At a high concentration of 0.05 g/mL, the copolymer aqueous system is indeed a gel at room temperature, outspread clusters of wormlike aggregates join together to forma network structure. © 2008 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 46: 1412–1418, 2008     

Analytical approaches to the delta-Eddington model of the radiative transfer through vertically inhomogeneous optical depths

Analytical approaches have been developed for one-dimensional monochromatic delta-Eddington radiative transfer equation through a vertically inhomogeneous medium. They are based on the solution of the Riccati equation that arises from the decoupling of the two-stream radiances, and seek to approximate the exponent functions in the solution as opposed to finding the solution as a whole. Depending on the case, Green–Liouville approximation or other techniques presented in this paper are utilized for finding these exponents. Though developed for atmospheric radiative transfer problems applicable to the global climate change modelling, and for non-invasive medical applications on tissue–light interactions, the techniques considered here are quiet general in nature. Hence, they can also be useful in other boundary value problems of the diffusion type that involve linear second order ordinary differential equations with variable coefficients.     

Rational approximation to trigonometric operators

We consider the approximation of trigonometric operator functions that arise in the numerical solution of wave equations by trigonometric integrators. It is well known that Krylov subspace methods for matrix functions without exponential decay show superlinear convergence behavior if the number of steps is larger than the norm of the operator. Thus, Krylov approximations may fail to converge for unbounded operators. In this paper, we propose and analyze a rational Krylov subspace method which converges not only for finite element or finite difference approximations to differential operators but even for abstract, unbounded operators. In contrast to standard Krylov methods, the convergence will be independent of the norm of the operator and thus of its spatial discretization. We will discuss efficient implementations for finite element discretizations and illustrate our analysis with numerical experiments. AMS subject classification (2000)  65F10, 65L60, 65M60, 65N22