An algorithm for the computation of consistent initial values for differential–algebraic equations

We use boundary value methods to compute consistent initial values for fully implicit nonlinear differential-algebraic equations. The obtained algorithm uses variable order formulae and a deferred correction technique to evaluate the error. A rigorous theory is stated for nonlinear index 1, 2 and 3 DAEs of Hessenberg form. Numerical tests on classical index 1, 2 and 3 DAE problems are reported. This revised version was published online in June 2006 with corrections to the Cover Date.     

Inexact Newton methods for the nonlinear complementarity problem

An exact Newton method for solving a nonlinear complementarity problem consists of solving a sequence of linear complementarity subproblems. For problems of large size, solving the subproblems exactly can be very expensive. In this paper we study inexact Newton methods for solving the nonlinear, complementarity problem. In such an inexact method, the subproblems are solved only up to a certain degree of accuracy. The necessary accuracies that are needed to preserve the nice features of the exact Newton method are established and analyzed. We also discuss some extensions as well as an application. This research was based on work supported by the National Science Foundation under grant ECS-8407240.     

A recursive-faulting model of distributed damage in confined brittle materials

We develop a model of distributed damage in brittle materials deforming in triaxial compression based on the explicit construction of special microstructures obtained by recursive faulting. The model aims to predict the effective or macroscopic behavior of the material from its elastic and fracture properties; and to predict the microstructures underlying the microscopic behavior. The model accounts for the elasticity of the matrix, fault nucleation and the cohesive and frictional behavior of the faults. We analyze the resulting quasistatic boundary value problem and determine the relaxation of the potential energy, which describes the macroscopic material behavior averaged over all possible fine-scale structures. Finally, we present numerical calculations of the dynamic multi-axial compression experiments on sintered aluminum nitride of Chen and Ravichandran [1994. Dynamic compressive behavior of ceramics under lateral confinement. J. Phys. IV 4, 177-182; 1996a. Static and dynamic compressive behavior of aluminum nitride under moderate confinement. J. Am. Soc. Ceramics 79(3), 579-584; 1996b. An experimental technique for imposing dynamic multiaxial compression with mechanical confinement. Exp. Mech. 36(2), 155-158; 2000. Failure mode transition in ceramics under dynamic multiaxial compression. Int. J. Fracture 101, 141-159]. The model correctly predicts the general trends regarding the observed damage patterns; and the brittle-to-ductile transition resulting under increasing confinement.     

Global optimization by random perturbation of the gradient method with a fixed parameter

The paper deals with the global minimization of a differentiable cost function mapping a ball of a finite dimensional Euclidean space into an interval of real numbers. It is established that a suitable random perturbation of the gradient method with a fixed parameter generates a bounded minimizing sequence and leads to a global minimum: the perturbation avoids convergence to local minima. The stated results suggest an algorithm for the numerical approximation of global minima: experiments are performed for the problem of fitting a sum of exponentials to discrete data and to a nonlinear system involving about 5000 variables. The effect of the random perturbation is examined by comparison with the purely deterministic gradient method.     

Scaling by Binormalization

We present an iterative algorithm (BIN) for scaling all the rows and columns of a real symmetric matrix to unit 2-norm. We study the theoretical convergence properties and its relation to optimal conditioning. Numerical experiments show that BIN requires 2–4 matrix–vector multiplications to obtain an adequate scaling, and in many cases significantly reduces the condition number, more than other scaling algorithms. We present generalizations to complex, nonsymmetric and rectangular matrices.     

Exact solutions and geometric phase factor of time-dependent three-generator quantum systems

There exist a number of typical and interesting systems and/or models, which possess three-generator Lie-algebraic structure, in atomic physics, quantum optics, nuclear physics and laser physics. The well-known fact that all simple 3-generator algebras are either isomorphic to the algebra sl (2, C) or to one of its real forms enables us to treat these time-dependent quantum systems in a unified way. By making use of both the Lewis-Riesenfeld invariant theory and the invariant-related unitary transformation formulation, the present paper obtains exact solutions of the time-dependent Schr?dinger equations governing various three-generator Lie-algebraic quantum systems. For some quantum systems whose time-dependent Hamiltonians have no quasialgebraic structures, it is shown that the exact solutions can also be obtained by working in a sub-Hilbert-space corresponding to a particular eigenvalue of the conserved generator (i.e., the time-independent invariant that commutes with the time-dependent Hamiltonian). The topological property of geometric phase factors and its adiabatic limit in time-dependent systems is briefly discussed. Received 6 July 2002 / Received in final form 21 October 2002 Published online 11 February 2003     

The numerical approximation of center manifolds in Hamiltonian systems

In this paper we develop a numerical method for computing higher order local approximations of center manifolds near steady states in Hamiltonian systems. The underlying system is assumed to be large in the sense that a large sparse Jacobian at the equilibrium occurs, for which only a linear solver and a low-dimensional invariant subspace is available. Our method combines this restriction from linear algebra with the requirement that the center manifold is parametrized by a symplectic mapping and that the reduced equation preserves the Hamiltonian form. Our approach can be considered as a special adaptation of a general method from Numer. Math. 80 (1998) 1-38 to the Hamiltonian case such that approximations of the reduced Hamiltonian are obtained simultaneously. As an application we treat a finite difference system for an elliptic problem on an infinite strip.     

Geometry and electronic structure of a heterometallic cluster Mo<Subscript>2</Subscript>Mg<Subscript>2</Subscript> in different oxidation states of Mo: a DFT study

Reduction of tetranuclear heterometallic complex Mo₂Mg₂ was simulated using the B3LYP and PBE density functional methods. The results of geometry calculations of the initial complex [Mo^VIO₂Mg(MeOH)₂(OMe)₄]₂ and a partially reduced Mo^V complex are in good agreement with experimental data. The reduced Mo^III complex is characterized by a decrease in the binding energy of aqua ligands. Structural rearrangement of the complex with release of a coordination position at the Mo atoms requires small energy expenditure. One can assume that the reduction of the polynuclear complex causes overcrowding of its coordination sphere, which favors formation of dinitrogen complexes. Published in Russian in Izvestiya Akademii Nauk. Seriya Khimicheskaya, No. 3, pp. 441–457, March, 2008.     

Difference schemes on uniform grids performed by general discrete operators

Our aim is to set the foundations of a discrete vectorial calculus on uniform n-dimensional grids, that can be easily reformulated on general irregular grids. As a key tool we first introduce the notion of tangent space to any grid node. Then we define the concepts of vector field, field of matrices and inner products on the space of grid functions and on the space of vector fields, mimicking the continuous setting. This allows us to obtain the discrete analogous of the basic first order differential operators, gradient and divergence, whose composition define the fundamental second order difference operator. As an application, we show that all difference schemes, with constant coefficients, for first and second order differential operators with constant coefficients can be seen as difference operators of the form for suitable choices of q, and  . In addition, we characterize special properties of the difference scheme, such as consistency, symmetry and positivity in terms of q, and  .