LOCALLY STABILIZED FINITE ELEMENT METHOD FOR STOKES PROBLEM WITH NONLINEAR SLIP BOUNDARY CONDITIONS

Based on the low-order conforming finite element subspace （Vh, Mh） such as the P1-P0 triangle element or the Q1-P0 quadrilateral element, the locally stabilized finite element method for the Stokes problem with nonlinear slip boundary conditions is investigated in this paper. For this class of nonlinear slip boundary conditions including the subdifferential property, the weak variational formulation associated with the Stokes problem is an variational inequality. Since （Vh, Mh） does not satisfy the discrete inf-sup conditions, a macroelement condition is introduced for constructing the locally stabilized formulation such that the stability of （Vh, Mh） is established. Under these conditions, we obtain the H1 and L2 error estimates for the numerical solutions.     

Muirhead-Rado inequality for compact groups

Muirhead’s majorization inequality was extended by Rado to the case of arbitrary permutation groups. We further generalize this inequality to compact groups and their linear representations over the reals. We characterize saturation of the inequality, and describe the saturation condition in detail for the case of actions on Hermitian operators. Supported in part by the National Science Foundation and the Center for the Mathematics of Information.     

On blow-up results for solutions of inhomogeneous evolution equations and inequalities

The main purpose of this work is to obtain blow-up results for solutions of the inequality

     

非线性最优化一个可行序列等式约束二次规划算法

本文针对非线性不等式约束优化问题,提出了一个新的可行序列等式约束二次规划算法．在每次迭代中,该算法只需求解三个相同规模且仅含等式约束的二次规划(必要时求解一个辅助的线性规划),因而其计算工作量较小．在一般的条件下,证明了算法具有全局收敛及超线性收敛性．数值实验表明算法是有效的．     

Schur Convexity for Two Classes of Symmetric Functions and Their Applications

For x =(x1, x2, ···, xn) ∈ Rn+∪ Rn-, the symmetric functions Fn(x, r) and Gn(x, r) are defined by r1 + xFij n(x, r) = Fn(x1, x2, ···, xn; r) =x1≤iij1i2···ir ≤n j=1and r1- xGij n(x, r) = Gn(x1, x2, ···, xn; r) =,x1≤i1i2···ir ≤n j=1ij respectively, where r = 1, 2, ···, n, and i1, i2, ···, in are positive integers. In this paper,the Schur convexity of Fn(x, r) and Gn(x, r) are discussed. As applications, by a bijective transformation of independent variable for a Schur convex function, the authors obtain Schur convexity for some other symmetric functions, which subsumes the main results in recent literature; and by use of the theory of majorization establish some inequalities. In particular, the authors derive from the results of this paper the Weierstrass inequalities and the Ky Fan's inequality, and give a generalization of Safta's conjecture in the n-dimensional space and others.     

A lagrange multiplier theorem for control problems with state constraints

We prove an existence theorem of Lagrange multipliers for an abstract control problem in Banach spaces. This theorem may be applied to obtain optimality conditions for control problems governed by partial differential equations in the presence of pointwise state constraints.     

杨乐不等式的推广及加强

本文首先利用凸函数基本不等式和平均值不等式推广并加强了杨乐不等式 ,然后利用 Jensen不等式给出了两个更为广泛的结果 .     

On a variational inequality associated with a stopping game combined with a control

We study a non-linear elliptic variational inequality which corresponds to a zero-sum stopping game (Dynkin game) combined with a control. Our result is a generalization of the existing works by Bensoussan [ Stochastic Control by Functional Analysis Methods (North-Holland, Amsterdam), 1982], Bensoussan and Lions [ Applications des Inéquations Variationnelles en Contrôle Stochastique (Dunod, Paris), 1978] and Friedman [ Stochastic Differential Equations and Applications (Academic Press, New York), 1976] in the sense that a non-linear term appears in the variational inequality, or equivalently, that the underlying process for the corresponding stopping game is subject to a control. By using the dynamic programming principle and the method of penalization, we show the existence and uniqueness of a viscosity solution of the variational inequality and describe it as the value function of the corresponding combined-stochastic game problem.     

Mitrinovi -Djokovi 不等式的推广

本文中,我们把Mitrinovi -Djokovi 不等式推广成:若x_k>0(K=1,…,n),x_1+…+x_n=S≤n-2+2(2+5~(1/2))~(1/2),且a>0,则 sum from k=1 to n(x_k+1/x_k)~a≥n(s/n+n/s)~a。