Extended convergence results for the method of multipliers for nonstrictly binding inequality constraints

In this paper, we extend the classical convergence and rate of convergence results for the method of multipliers for equality constrained problems to general inequality constrained problems, without assuming the strict complementarity hypothesis at the local optimal solution. Instead, we consider an alternative second-order sufficient condition for a strict local minimum, which coincides with the standard one in the case of strict complementary slackness. As a consequence, new stopping rules are derived in order to guarantee a local linear rate of convergence for the method, even if the current Lagrangian is only asymptotically minimized in this more general setting. These extended results allow us to broaden the scope of applicability of the method of multipliers, in order to cover all those problems admitting loosely binding constraints at some optimal solution. This fact is not meaningless, since in practice this kind of problem seems to be more the rule rather than the exception.In proving the different results, we follow the classical primaldual approach to the method of multipliers, considering the approximate minimizers for the original augmented Lagrangian as the exact solutions for some adequate approximate augmented Lagrangian. In particular, we prove a general uniform continuity property concerning both their primal and their dual optimal solution set maps, a property that could be useful beyond the scope of this paper. This approach leads to very simple proofs of the preliminary results and to a straight-forward proof of the main results.The author gratefully acknowledges the referees for their helpful comments and remarks. This research was supported by FONDECYT (Fondo Nacional de Desarrollo Científico y Technológico de Chile).     

Optimal algebraic multilevel preconditioning for local refinement along a line

The application of some recently proposed algebraic multilevel methods for the solution of two-dimensional finite element problems on nonuniform meshes is studied. The locally refined meshes are created by the newest vertex mesh refinement method. After the introduction of this refinement technique it is shown that, by combining levels of refinement, a preconditioner of optimal order can be constructed for the case of local refinement along a line. Its relative condition number is accurately estimated. Numerical tests demonstrating the performance of the proposed preconditioners will be reported in a forthcoming paper.     

A Penrose-like inequality for maximal asymptotically flat spin initial data sets

We prove a Penrose-like inequality for the mass of a large class of constant mean curvature (CMC) asymptotically flat n-dimensional spin manifolds which satisfy the dominant energy condition and have a future converging, or past converging compact and connected boundary of non-positive mean curvature and of positive Yamabe invariant. We prove that for every n ≥ 3 the mass is bounded from below by an expression involving the norm of the linear momentum, the volume of the boundary, dimensionless geometric constants and some normalized Sobolev ratio.     

Existence and nonexistence of curved front solution of a biological equation

This paper deals with the existence of curved front solution of a partial differential equation coming from a mathematical model of stroke. The equation is of reaction-diffusion type in a cylinder of radius R and of diffusion and absorption type outside of the cylinder. We prove the nonexistence of a travelling front when R is small enough and the existence if R is large enough using a recent energy method. We construct the travelling front as the limit in time of a solution with a well-chosen initial condition, in a travelling referential.     

增强型延迟反馈法控制低维混沌系统的解析研究

基于时间延迟反馈控制混沌系统的方法,提出一种增强型控制方案,并利用分析延迟系统产生Hopf分支条件的方法,给出这种方案控制低维连续自治混沌系统时,在达到控制目标的条件下,控制参数的一般解析关系.将这一方案和分析方法应用到两个混沌模型中,结果表明:采用修正的方案可以明显地改善控制混沌的效果和质量;解析分析的结果与实际数值计算的结果一致. 关键词： 延迟反馈 混沌控制 Hopf分支     

Order conditions for linearly implicit fractional step Runge Kutta methods

^{In this paper, we study the consistency of a variant of fractionalstep Runge–Kutta methods. These methods are designed tointegrate efficiently semi-linear multidimensional parabolicproblems by means of linearly implicit time integration processes.Such time discretization procedures are also related to a splittingof the space differential operator (or the spatial discretizationof it) as a sum of ‘simpler’ linear differentialoperators and a nonlinear term.}     

Chaotic-to-ordered state transition of cathode-sheath instabilities in DC glow discharge plasmas

Transition from chaotic to ordered state has been observed during the initial stage of a discharge in a cylindrical DC glow discharge plasma. Initially it shows a chaotic behavior but increasing the discharge voltage changes the characteristics of the discharge glow and shows a period subtraction of order 7 period → 5 period → 3 period → 1 period, i.e. the system goes to single mode through odd cycle subtraction. On further increasing the discharge voltage, the system goes through period doubling, like 1 period → 2 period → 4 period. On further increasing the voltage, the system goes to stable state through two period subtraction, like 4 period → 2 period → stable.     

Asymmetric responses of international stock markets to trading volume

The major goal of this paper is to examine the hypothesis that stock returns and return volatility are asymmetric, threshold nonlinear, functions of change in trading volume. A minor goal is to examine whether return spillover effects also display such asymmetry. Employing a double-threshold GARCH model with trading volume as a threshold variable, we find strong evidence supporting this hypothesis in five international market return series. Asymmetric causality tests lend further support to our trading volume threshold model and conclusions. Specifically, an increase in volume is positively associated, while decreasing volume is negatively associated, with the major price index in four of the five markets. The volatility of each series also displays an asymmetric reaction, four of the markets display higher volatility following increases in trading volume. Using posterior odds ratio, the proposed threshold model is strongly favored in three of the five markets, compared to a US news double threshold GARCH model and a symmetric GARCH model. We also find significant nonlinear asymmetric return spillover effects from the US market.     

LOCAL AND GLOBAL HOPF BIFURCATIONS FOR A PREDATOR-PREY SYSTEM WITH TWO DELAYS

In this paper, the Leslie predator-prey system with two delays is studied. The stability of the positive equilibrium is discussed by analyzing the associated characteristic transcendental equation. The direction and stability of the bifurcating periodic solutions are determined by applying the center manifold theorem and normal form theory. The conditions to guarantee the global existence of periodic solutions are given.