On a stochastic wave equation with unilateral boundary conditions

We prove the existence and uniqueness of solutions to the initial boundary value problem for a one-dimensional wave equation with unilateral boundary conditions and random noise. We also establish the existence of an invariant measure.

     

Non-collision periodic solutions of second order singular dynamical systems

We study the existence of non-collision periodic solutions for second order singular dynamical systems. The repulsive case and the attractive case are dealt with using a unified topological approach. The proof is based on a well-known fixed point theorem for completely continuous operators, involving a new type of cone. We do not need to consider so-called strong force conditions. Moreover, for the repulsive case, the critical case can be covered. Recent results in the literature, even in the scalar case, are complemented, generalized and improved.     

美式期权定价问题的变网格差分方法

本文提出一种求解美式期权定价自由边值问题的变网格差分方法.通过建立一个自由边界所满足的方程,利用变网格技术可同时求出期权的差分解和最佳执行边界.本文分别讨论了显式和隐式变网格差分格式,并给出了差分解的收敛性和稳定性分析.数值实验表明本文算法是一个非常有效的期权定价算法.     

A note on the contact angle boundary condition for Monge-Ampère equations

We give a simple proof of a result of Xinan Ma concerning a necessary condition for the solvability of the two-dimensional Monge-Ampère equation subject to the contact angle or capillarity boundary condition. Our technique works for more general Monge-Ampère equations in any dimension, and also extends to some other boundary conditions.

     

An adaptive cut‐cell method for environmental fluid mechanics

In this work we present a numerical method for solving the incompressible Navier–Stokes equations in an environmental fluid mechanics context. The method is designed for the study of environmental flows that are multiscale, incompressible, variable‐density, and within arbitrarily complex and possibly anisotropic domains. The method is new because in this context we couple the embedded‐boundary (or cut‐cell) method for complex geometry with block‐structured adaptive mesh refinement (AMR) while maintaining conservation and second‐order accuracy. The accurate simulation of variable‐density fluids necessitates special care in formulating projection methods. This variable‐density formulation is well known for incompressible flows in unit‐aspect ratio domains, without AMR, and without complex geometry, but here we carefully present a new method that addresses the intersection of these issues. The methodology is based on a second‐order‐accurate projection method with high‐order‐accurate Godunov finite‐differencing, including slope limiting and a stable differencing of the nonlinear convection terms. The finite‐volume AMR discretizations are based on two‐way flux matching at refinement boundaries to obtain a conservative method that is second‐order accurate in solution error. The control volumes are formed by the intersection of the irregular embedded boundary with Cartesian grid cells. Unlike typical discretization methods, these control volumes naturally fit within parallelizable, disjoint‐block data structures, and permit dynamic AMR coarsening and refinement as the simulation progresses. We present two‐ and three‐dimensional numerical examples to illustrate the accuracy of the method. Copyright © 2008 John Wiley & Sons, Ltd.     

On local convergence of sequential quadratically-constrained quadratic-programming type methods,with an extension to variational problems

We consider the class of quadratically-constrained quadratic-programming methods in the framework extended from optimization to more general variational problems. Previously, in the optimization case, Anitescu (SIAM J. Optim. 12, 949–978, 2002) showed superlinear convergence of the primal sequence under the Mangasarian-Fromovitz constraint qualification and the quadratic growth condition. Quadratic convergence of the primal-dual sequence was established by Fukushima, Luo and Tseng (SIAM J. Optim. 13, 1098–1119, 2003) under the assumption of convexity, the Slater constraint qualification, and a strong second-order sufficient condition. We obtain a new local convergence result, which complements the above (it is neither stronger nor weaker): we prove primal-dual quadratic convergence under the linear independence constraint qualification, strict complementarity, and a second-order sufficiency condition. Additionally, our results apply to variational problems beyond the optimization case. Finally, we provide a necessary and sufficient condition for superlinear convergence of the primal sequence under a Dennis-Moré type condition. Research of the second author is partially supported by CNPq Grants 300734/95-6 and 471780/2003-0, by PRONEX–Optimization, and by FAPERJ.     

Conservative Currents of Boundary Charges in AdS2 1 Gravity

The boundary charge which constitutes the Virasoro algebra in (2- 1)-dirnensional anti-de Sitter gravity is derived by Noether theorem and diffeomorphic invariance. It shows that the boundary charge under discussion recently exhausts all the available independent nontrivial charges. Therefore, for any specific spacetime, the state counting via the central charge of the Virasoro algebra is exact.``     

无穷区间上二阶奇异微分方程三点边值问题正解的存在性

讨论了一类无穷区间上二阶奇异微分方程三点边值问题正解的存在性和唯一性.通过应用对角延拓原理,不动点指标理论和不等式技巧,得到了该类边值问题正解存在性和唯一性的充分条件,允许非线性项有奇性.     

On the Regularity Condition for Vector Programming Problems

In this work, we use a notion of approximation derived from Jourani and Thibault [13] to ascertain optimality conditions analogous to those that established but applicable to larger class of vector valued objective mappings and constraint set-valued mappings. To this end, we introduce an appropriate regularity condition to help us discern the Karush-Kuhn-Tucker multipliers.     

Chaos control of a fractional order modified coupled dynamos system

This paper analyzes some Routh-Hurwitz stability conditions generalized to the fractional order case, and discusses the stability region of the fractional order system. We analyze the chaotic behavior of the fractional order modified coupled dynamos system concretely, and provide the conditions suppressing chaos to unstable equilibrium points, then use the feedback control method to control chaos in the fractional order modified coupled dynamos system. Numerical simulations show the effectiveness of the method.