A convex analysis approach for convex multiplicative programming

Global optimization problems involving the minimization of a product of convex functions on a convex set are addressed in this paper. Elements of convex analysis are used to obtain a suitable representation of the convex multiplicative problem in the outcome space, where its global solution is reduced to the solution of a sequence of quasiconcave minimizations on polytopes. Computational experiments illustrate the performance of the global optimization algorithm proposed.      

RCM‐TVD hybrid scheme for hyperbolic conservation laws

We describe a hybrid method for the solution of hyperbolic conservation laws. A third‐order total variation diminishing (TVD) finite difference scheme is conjugated with a random choice method (RCM) in a grid‐based adaptive way. An efficient multi‐resolution technique is used to detect the high gradient regions of the numerical solution in order to capture the shock with RCM while the smooth regions are computed with the more efficient TVD scheme. The hybrid scheme captures correctly the discontinuities of the solution and saves CPU time. Numerical experiments with one‐ and two‐dimensional problems are presented. Copyright © 2007 John Wiley & Sons, Ltd.     

Remarks on the links between low‐order DG methods and some finite‐difference schemes for the Stokes problem

In this paper we demonstrate that some well‐known finite‐difference schemes can be interpreted within the framework of the local discontinuous Galerkin (LDG) methods using the low‐order piecewise solenoidal discrete spaces introduced in (SIAM J. Numer. Anal. 1990; 27 (6): 1466–1485). In particular, it appears that it is possible to derive the well‐known MAC scheme using a first‐order Nédélec approximation on rectangular cells. It has been recently interpreted within the framework of the Raviart–Thomas approximation by Kanschat (Int. J. Numer. Meth. Fluids 2007; published online). The two approximations are algebraically equivalent to the MAC scheme, however, they have to be applied on grids that are staggered on a distance h/2 in each direction. This paper also demonstrates that both discretizations allow for the construction of a divergence‐free basis, which yields a linear system with a ‘biharmonic’ conditioning. Both this paper and Kanschat (Int. J. Numer. Meth. Fluids 2007; published online) demonstrate that the LDG framework can be used to generalize some popular finite‐difference schemes to grids that are not parallel to the coordinate axes or that are unstructured. Copyright © 2008 John Wiley & Sons, Ltd.     

Primal Central Paths and Riemannian Distances for Convex Sets

In this paper, we study the Riemannian length of the primal central path in a convex set computed with respect to the local metric defined by a self-concordant function. Despite some negative examples, in many important situations, the length of this path is quite close to the length of a geodesic curve. We show that in the case of a bounded convex set endowed with a ν-self-concordant barrier, the length of the central path is within a factor O(ν ^1/4) of the length of the shortest geodesic curve. This paper presents research results of the Belgian Program on Interuniversity Poles of Attraction initiated by the Belgian State, Prime Minister’s Office, Science Policy Programming.     

An adaptive wavelet viscosity method for hyperbolic conservation laws

We extend the multiscale finite element viscosity method for hyperbolic conservation laws developed in terms of hierarchical finite element bases to a (pre‐orthogonal spline‐)wavelet basis. Depending on an appropriate error criterion, the multiscale framework allows for a controlled adaptive resolution of discontinuities of the solution. The nonlinearity in the weak form is treated by solving a least‐squares data fitting problem. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

Investigation of phase-equivalent potentials by a halo transfer reaction

Using the supersymmetric quantum mechanics, we investigate the wave function-sensitive properties of the supersymmetric potentials which have received a lot of attention in the literature recently. We show that a superdeep potential and its phase-equivalent shallow-partner potential give very similar rms radius values for the weakly bound systems such as the deuteron and ¹¹Be nuclei. Although the corresponding eigenstates differ in the node-number, our investigation on the ¹¹Be(p, d )¹⁰Be single nucleon halo transfer reaction at 35 MeV show that also other physical quantities such as the cross-section angular distributions calculated using these wave functions reflect the nodal structure rather weakly. This lends support to two nearly equivalent treatments of the Pauli principle. Received: 15 May 2000 / Accepted: 14 September 2000     

Numerical techniques for finding equilibrium in von Neumann’s model

Numerical methods for finding an equilibrium position in von Neumann’s multisector economy model are proposed. They can be implemented using computers with floating-point arithmetic. The proposed methods are based on reducing the problem to solving the corresponding matrix games.     

A multiblock/multilevel mesh refinement procedure for CFD computations

A multiblock/multilevel algorithm with local refinement for general two‐ and three‐dimensional fluid flow is presented. The patched‐based local refinement procedure is presented in detail and algorithmic implementations are also presented. The multiblock implementation is essentially block‐unstructured, i.e. each block having its own local curvilinear co‐ordinate system. Refined grid patches can be put anywhere in the computational domain and can extend across block boundaries. To simplify the implementation, while still maintaining sufficient generality, the refinement is restricted to a refinement of the grid successively halving the grid size within a selected patch. The multiblock approach is implemented within the framework of the well‐known SIMPLE solution strategy. Computational experiments showing the effect of using the multilevel solution procedure are presented for a sample elliptic problem and a few benchmark problems of computational fluid dynamics (CFD). Copyright © 2001 John Wiley & Sons, Ltd.     

Convergence Results of the ERM Method for Nonlinear Stochastic Variational Inequality Problems

This paper considers the expected residual minimization (ERM) method proposed by Luo and Lin (J. Optim. Theory Appl. 140:103–116, 2009) for a class of stochastic variational inequality problems. Different from the work mentioned above, the function involved is assumed to be nonlinear in this paper. We first consider a quasi-Monte Carlo method for the case where the underlying sample space is compact and show that the ERM method is convergent under very mild conditions. Then, we suggest a compact approximation approach for the case where the sample space is noncompact. This work was supported in part by Project 10771025 supported by NSFC and SRFDP 20070141063 of China.