Numerical solution of eigenvalue problems for Hamiltonian systems

This paper discusses the numerical solution of eigenvalue problems for Hamiltonian systems of ordinary differential equations. Two new codes are presented which incorporate the algorithms described here; to the best of the author’s knowledge, these are the first codes capable of solving numerically such general eigenvalue problems. One of these implements a new new method of solving a differential equation whose solution is a unitary matrix. Both codes are fully documented and are written inPfort-verifiedFortran 77, and will be available in netlib/aicm/sl11f and netlib/aicm/sl12f.     

Riabouchinsky flow with partially penetrable obstacle

An explicitly solvable Riabouchinsky model with a partially penetrable obstacle is introduced. This model applied to the estimation of the efficiency of free flow turbines allows us to take into account the pressure drop past the lamina.     

A nodal coupling of finite and boundary elements

This article presents and analyzes a simple method for the exterior Laplace equation through the coupling of finite and boundary element methods. The main novelty is the use of a smooth parametric artificial boundary where boundary elements fit without effort together with a straight approximate triangulation in the bounded area, with the coupling done only in nodes. A numerically integrated version of the algorithm is also analyzed. Finally, an isoparametric variant with higher order is proposed. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 555–570, 2003     

Bivariate Free Knot Splines

We consider the least squares approximation of gridded 2D data by tensor product splines with free knots. The smoothing functional to be minimized—a generalization of the univariate Schoenberg functional—is chosen in such a way that the solution of the bivariate problem separates into the solution of a sequence of univariate problems in case of fixed knots. The resulting optimization problem is a constrained separable least squares problem with tensor product structure. Based on some ideas developed by the authors for the univariate case, an efficient method for solving the specially structured 2D problem is proposed, analyzed and tested on hand of some examples from the literature.     

Solving a multiobjective location routing problem with a metaheuristic based on tabu search. Application to a real case in Andalusia

In this work we present a multiobjective location routing problem and solve it with a multiobjective metaheuristic procedure. In this type of problem, we have to locate some plants within a set of possible locations to meet the demands of a number of clients with multiple objectives. This type of model is used to solve a problem with real data in the region of Andalusia (Spain). Thus, we study the location of two incineration plants for the disposal of solid animal waste from some preestablished locations in Andalusia, and design the routes to serve the different slaughterhouses in this region. This must be done while taking into account certain economic objectives (start-up, maintenance, and transport costs) and social objectives (social rejection by towns on the truck routes, maximum risk as an equity criterion, and the negative implications for towns close to the plant).     

Pointwise and L2 bounds in some nonstandard problems for the heat equation

We consider some initial-boundary value problems for the linear and nonlinear heat equation where the gradient of the solution is prescribed on the boundary. Assuming that a solution exists, we obtain bounds for the solution and its gradient by maximum principle arguments or by means of differential and integral inequalities.     

New efficient numerical procedures for solving stochastic variational problems with a priori maximum pointwise error estimates

In a previous paper we gave a new formulation and derived the Euler equations and other necessary conditions to solve strong, pathwise, stochastic variational problems with trajectories driven by Brownian motion. Thus, unlike current methods which minimize the control over deterministic functionals (the expected value), we find the control which gives the critical point solution of random functionals of a Brownian path and then, if we choose, find the expected value.This increase in information is balanced by the fact that our methods are anticipative while current methods are not. However, our methods are more directly connected to the theory and meaningful examples of deterministic variational theory and provide better means of solution for free and constrained problems. In addition, examples indicate that there are methods to obtain nonanticipative solutions from our equations although the anticipative optimal cost function has smaller expected value.In this paper we give new, efficient numerical methods to find the solution of these problems in the quadratic case. Of interest is that our numerical solution has a maximal, a priori, pointwise error of O(h3/2) where h is the node size. We believe our results are unique for any theory of stochastic control and that our methods of proof involve new and sophisticated ideas for strong solutions which extend previous deterministic results by the first author where the error was O(h²).We note that, although our solutions are given in terms of stochastic differential equations, we are not using the now standard numerical methods for stochastic differential equations. Instead we find an approximation to the critical point solution of the variational problem using relations derived from setting to zero the directional derivative of the cost functional in the direction of simple test functions.Our results are even more significant than they first appear because we can reformulate stochastic control problems or constrained calculus of variations problems in the unconstrained, stochastic calculus of variations formulation of this paper. This will allow us to find efficient and accurate numerical solutions for general constrained, stochastic optimization problems. This is not yet being done, even in the deterministic case, except by the first author.     

Relations among eigenvalues of Sturm-Liouville problems with different types of leading coefficient functions

For any Sturm-Liouville problem with a separable boundary condition and whose leading coefficient function changes sign (exactly once), we first give a geometric characterization of its eigenvalues λn using the eigenvalues of some corresponding problems with a definite leading coefficient function. Consequences of this characterization include simple proofs of the existence of the λn's, their Prüfer angle characterization, and a way for determining their indices from the zeros of their eigenfunctions. Then, interlacing relations among the λn's and the eigenvalues of the corresponding problems are obtained. Using these relations, a simple proof of asymptotic formulas for the λn's is given.     

The solution existence of general variational inclusion problems

We propose general variational inclusion problems which are slightly different from corresponding problems considered in several recent papers in the literature and show that they are advantageous. Sufficient conditions for the solution existence are established. As applications we derive consequences for several special cases of variational inclusion problems, quasioptimization problems, equilibrium problems and implicit variational inequalities and show that they improve the results of some recent existing papers.     

Fixed-sign solutions for a system of singular focal boundary value problems

We consider a system of focal boundary value problems where the nonlinearities may be singular in the independent variable and may also be singular in the dependent arguments. Using Schauder fixed point theorem, we establish criteria such that the system of boundary value problems has at least one fixed-sign solution.