A globally convergent Newton method for solving strongly monotone variational inequalities

Variational inequality problems have been used to formulate and study equilibrium problems, which arise in many fields including economics, operations research and regional sciences. For solving variational inequality problems, various iterative methods such as projection methods and the nonlinear Jacobi method have been developed. These methods are convergent to a solution under certain conditions, but their rates of convergence are typically linear. In this paper we propose to modify the Newton method for variational inequality problems by using a certain differentiable merit function to determine a suitable step length. The purpose of introducing this merit function is to provide some measure of the discrepancy between the solution and the current iterate. It is then shown that, under the strong monotonicity assumption, the method is globally convergent and, under some additional assumptions, the rate of convergence is quadratic. Limited computational experience indicates the high efficiency of the proposed method.     

一类非线性单调型方程的区域分裂法

本文考虑了一类非线性单调问题的加性Schwgrz交替法和异步平行算法,并得到了在能量模意义下的收敛性结果,最后还讨论了格式的有限元离散。     

Hessian Measures III

In this paper, we continue previous investigations into the theory of Hessian measures. We extend our weak continuity result to the case of mixed k-Hessian measures associated with k-tuples of k-convex functions, on domains in Euclidean n-space, k=1,2,…,n. Applications are given to capacity, quasicontinuity, and the Dirichlet problem, with inhomogeneous terms, continuous with respect to capacity or combinations of Dirac measures.     

一类迭代序列Cesaro平均收敛的条件

该文给出了帐篷映射产生的迭代序列Cesaro平均收敛的条件．研究了它与实数二进展式度量性质之间的联系．     

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).     

A MICROFOUNDATION OF PREDATOR‐PREY DYNAMICS

ABSTRACT. Predator‐prey relationships account for an important part of all interactions betweenspecies. In this paper we provide a microfoundation for such predator‐prey relations in afood chain. Basic entities of our analysis are representative organisms of species modeled similar to economic households. With prices as indicators of scarcity, organisms are assumed to behave as if they maximize their net biomass subject to constraints which express the organisms' risk of being preyed upon during predation. Like consumers, organisms face a ‘budget constraint’ requiring their expenditure on prey biomass not to exceed their revenue from supplying own biomass. Short‐run ecosystem equilibria are defined and derived. The net biomass acquired by the representative organism in the short term determines the positive or negative population growth. Moving short‐run equilibria constitute the dynamics of the predator‐prey relations that are characterized in numerical analysis. The population dynamics derived here turn out to differ significantly from those assumed in the standard Lotka‐Volterra model.     

The strong relaxation limit of the multidimensional isothermal Euler equations

We construct global smooth solutions to the multidimensional isothermal Euler equations with a strong relaxation. When the relaxation time tends to zero, we show that the density converges towards the solution to the heat equation.

     

牛顿弦截法预估校正迭代格式的收敛阶

研究如下形式的牛顿弦截法的预估校正(P.C.)格式:P(预估):~xk+1=xk-(xk-xk-1)f(xk)f(xk)-f(xk-1)C(校正):xk+1=xk-(~xk+1-xk)f(xk)f~(xk+1)-f(xk)证明了它的收敛阶为2.618.     

Artificial time integration

Many recent algorithmic approaches involve the construction of a differential equation model for computational purposes, typically by introducing an artificial time variable. The actual computational model involves a discretization of the now time-dependent differential system, usually employing forward Euler. The resulting dynamics of such an algorithm is then a discrete dynamics, and it is expected to be “close enough” to the dynamics of the continuous system (which is typically easier to analyze) provided that small – hence many – time steps, or iterations, are taken. Indeed, recent papers in inverse problems and image processing routinely report results requiring thousands of iterations to converge. This makes one wonder if and how the computational modeling process can be improved to better reflect the actual properties sought. In this article we elaborate on several problem instances that illustrate the above observations. Algorithms may often lend themselves to a dual interpretation, in terms of a simply discretized differential equation with artificial time and in terms of a simple optimization algorithm; such a dual interpretation can be advantageous. We show how a broader computational modeling approach may possibly lead to algorithms with improved efficiency. AMS subject classification (2000)  65L05, 65M32, 65N21, 65N22, 65D18     

空位在金刚石近(001)表面扩散的分子动力学模拟

用分子动力学方法模拟了空位在金刚石近(001)表面的扩散过程,研究了温度对空位扩散的影响.结果表明,当温度为1000K左右时,位于近表面第二层上的空位开始向表面运动;当温度在1400—2000K时,空位完全扩散到表面.这与实验结果和其他计算结果符合得很好.同时发现,温度为1400—1800K时,空位的扩散经历了两次迁移运动,其分别对应了均方位移图中的两个极大值.在不施加任何约束的条件下得到了空位的动态扩散路径,空位在金刚石近(001)表面的扩散势垒约为042eV.并探讨了一定温度下空位数目增多及其不同排列 关键词： 金刚石 空位 扩散 分子动力学