A transform method for linear evolution PDEs on a finite interval

We study initial boundary value problems for linear scalar evolutionpartial differential equations, with spatial derivatives ofarbitrary order, posed on the domain {t > 0, 0 < x <L}. We show that the solution can be expressed as an integralin the complex k-plane. This integral is defined in terms ofan x-transform of the initial condition and a t-transform ofthe boundary conditions. The derivation of this integral representationrelies on the analysis of the global relation, which is an algebraicrelation defined in the complex k-plane coupling all boundaryvalues of the solution. For particular cases, such as the case of periodic boundaryconditions, or the case of boundary value problems for even-orderPDEs, it is possible to obtain directly from the global relationan alternative representation for the solution, in the formof an infinite series. We stress, however, that there existinitial boundary value problems for which the only representationis an integral which cannot be written as an infinite series.An example of such a problem is provided by the linearized versionof the KdV equation. Similarly, in general the solution of odd-orderlinear initial boundary value problems on a finite intervalcannot be expressed in terms of an infinite series.     

A note on an SOR-like method for augmented systems

Golub et al. (2001, BIT, 41, 71–85) gave a generalizedsuccessive over-relaxation method for the augmented systems.In this paper, the connection between the SOR-like method andthe preconditioned conjugate gradient (PCG) method for the augmentedsystems is investigated. It is shown that the PCG method isat least as accurate (fast) as the SOR-like method. Numericalexamples demonstrate that the PCG method is much faster thanthe SOR-like method.     

On the statistical mechanics of the traveling salesman problem

We consider the statistical mechanics of the traveling salesman problem (TSP) and develop some representations to study it. In one representation the mean field theory has a simple form and brings out some of the essential features of the problem. It shows that the system has spontaneous symmetry breaking at any nonzero temperature. In general the phase progressively changes as one decreases the temperature. At low temperatures the mean field theory solution is very sensitive to any small perturbations, due to the divergence of some local susceptibilities. This critical region extends down to zero temperature. We perform the quenched average for a nonmetric TSP in the second representation and the resulting problem is more complicated than the infinite-range spin-glass problem, suggesting that the free energy landscape may be more complex. The role played by frustration in this problem appears explicitly through the localization property of a random matrix, which resembles the tight binding matrix of an electron in a random lattice.     

Properties of noninteger moments in a first passage time problem

We calculate the moments t ^q , whereq is not necessarily an integer, of the first passage time to trapping for a simple diffusion problem in one dimension. If a characteristic length of the system isL and t _q ~L (q) asL, then we show that there is a phase transition atq=q _c such that whenq<q _c ,(g)=0, and forq>q _c , (q) is a linear function ofq. These analytical results can be used to explain results for large moments for diffusion on a hierarchic structure. We also show how to calculate noninteger moments in terms of characteristic functions.     

Ionic diffusion on a lattice: Effects of the order-disorder transition on the dynamics of non-equilibrium systems

We examine the behaviour of the concentration profiles of particles with repulsive interactions diffusing on a host lattice. At low temperature, the diffusion process is strongly influenced by the presence of ordered domains. We use mean field equations and Monte-Carlo simulations to describe the various effects which influence the kinetic behaviour. An effective diffusion coefficient is determined analytically and is compared with the simulations. Finite gradient effects on the ordered domains and on the diffusion are discussed. The kinetics studied is relevant for superionic conductors, for intercalation and also for the diffusion of particles adsorbed on a substrate. Received: 26 June 1997 / Revised: 18 September 1997 / Accepted: 10 November 1997     

TREANOR算法有病态吗?

文在计算“HL-1”两台电机并车过程时,、用了Treanor方法,且指出算法有病态现象。我们的分析是Treanor算法不存在病态现象,实际计算也表明Treanor算法可正确地描述并车过程。 描述两台双Y30°电机并车同步过程的微分方程为     

Convex duality for finite-fuel problems in singular stochastic control

Upon introducing a finite-fuel constraint in a stochastic control system, the convex duality formulation can be set up to represent the original singular control problem as a minimization problem over the space of vector measures at each level of available fuel. This minimization problem is imbedded tightly into a related weak problem, which is actually a mathematical programming problem over a convex,w*-compact space of vector-valued Radon measures. Then, through the Fenchel duality principle, the dual for the finite-fuel control problems is to seek the maximum of smooth subsolutions to a dynamic programming variational inequality. The approach is basically in the spirit of Fleming and Vermes, and the results of this paper extend those of Vinter and Lewis in deterministic control problems to the finite-fuel problems in singular stochastic control. Meanwhile, we also obtain the characterization of the value function as a solution to the dynamic programming variational inequality in the sense of the Schwartz distribution.The author is much indebted to Professor Wendell H. Fleming for his constant support and many helpful discussions during the preparation of this paper.     

Domain sensitivity for singular elliptic problems: Harmonic transformation approach

A method for computing the sensitivities of functionals depending on the solutions of elliptic equations defined over variable domains is presented. It is based on the material derivative approach and allows the uniform treatment of both singular and nonsingular cases. The novelty consists in defining the vector field connected with the domain transformation as the solution of an auxiliary elliptic equation. Such a choice does not restrict the range of admissible goal functionals and has many advantages from the numerical point of view. It allows one also to consider singular domain variations.     

TWO POSITIVE SOLUTIONS FOR A CLASS OF SINGULAR BOUNDARY VALUE PROBLEMS

An existence theorem of two positive solutions of the singular BVP1/(p(t))(p(t)y′(t))′+λα(t)f(y(t))=0,t∈(0,1),αy(0)-βp(t)y′(t)=0=γy(1)+δp(t)y′(t)was established by using topological degree theory.