A fast direct solver for elliptic problems with a divergence constraint

A fast direct solution method for a discretized vector‐valued elliptic partial differential equation with a divergence constraint is considered. Such problems are typical in many disciplines such as fluid dynamics, elasticity and electromagnetics. The method requires the problem to be posed in a rectangle and boundary conditions to be either periodic boundary conditions or the so‐called slip boundary conditions in one co‐ordinate direction. The arising saddle‐point matrix has a separable form when bilinear finite elements are used in the discretization. Based on a result for so‐called p‐circulant matrices, the saddle‐point matrix can be transformed into a block‐diagonal form by fast Fourier transformations. Thus, the fast direct solver has the same structure as methods for scalar‐valued problems which are based on Fourier analysis and, therefore, it has the same computational cost ??(N log N). Numerical experiments demonstrate the good efficiency and accuracy of the proposed method. Copyright © 2002 John Wiley & Sons, Ltd.     

反常积分敛散性的根值判别法

由于积分与级数在理论上是统一的,因此有关正项级数的根式判别法可被推广以判别无穷限积分和瑕积分的敛散性.设f(x)是[a,+∞)上的非负函数,li mx→+∞xf(x)=ρ,则当ρ1时,反常积分∫a+∞f(x)dx收敛,而当ρ1时,反常积分∫a+∞f(x)dx发散;设f(x)是(a,b]上的非负函数,a为瑕点,xli→ma+(f(x))x-a=ρ,则当ρ1时,反常积分∫abf(x)dx收敛,而当ρ1时,反常积分∫baf(x)dx发散.     

非线性均值方差模型的贝叶斯数据删除统计诊断

文章在非线性均值方差模型框架下基于K-L距离研究贝叶斯数据删除影响的统计诊断问题,通过应用Gibbs抽样和MH算法估计贝叶斯数据删除影响诊断统计量.随机模拟研究和红鳟鲑鱼数据的数值例子说明该诊断方法的可行性.     

Analysis of a micro–macro acceleration method with minimum relative entropy moment matching

We analyse convergence of a micro–macro acceleration method for the simulation of stochastic differential equations with time-scale separation. The method alternates short bursts of path simulations with the extrapolation of macroscopic state variables forward in time. After extrapolation, a new microscopic state is constructed, consistent with the extrapolated macroscopic state, that minimises the perturbation caused by the extrapolation in a relative entropy sense. We study local errors and numerical stability of the method to prove its convergence to the full microscopic dynamics when the extrapolation time step tends to zero and the number of macroscopic state variables tends to infinity.     

Regularity of optimal sets for some functional involving eigenvalues of an operator in divergence form

In this paper we consider minimizers of the functional$\min \{{\lambda }_1(\mathrm{\Omega })+\cdots +{\lambda }_k(\mathrm{\Omega })+\mathrm{\Lambda }|\mathrm{\Omega }|,:\mathrm{\Omega }\subset D\text{ open}\}$ where $D\subset {\mathbb{R}}^d$ is a bounded open set and where $0<{\lambda }_1(\mathrm{\Omega })\le \cdots \le {\lambda }_k(\mathrm{\Omega })$ are the first k eigenvalues on Ω of an operator in divergence form with Dirichlet boundary condition and with Hölder continuous coefficients. We prove that the optimal sets ${\mathrm{\Omega }}^{⁎}$ have finite perimeter and that their free boundary $\partial {\mathrm{\Omega }}^{⁎}\cap D$ is composed of a regular part, which is locally the graph of a $C^{1,\alpha }$-regular function, and a singular part, which is empty if $d<d^{⁎}$, discrete if $d=d^{⁎}$ and of Hausdorff dimension at most $d-d^{⁎}$ if $d>d^{⁎}$, for some $d^{⁎}\in \{5,6,7\}$.     

随机Bregman ADMM及其在训练具有离散结构的支持向量机中的应用

针对具有多块可分结构的非凸优化问题提出了一类新的随机Bregman交替方向乘子法,在周期更新规则下, 证明了该算法的渐进收敛性; 在随机更新的规则下, 几乎确定的渐进收敛性得以证明。数值实验结果表明, 该算法可有效训练具有离散结构的支持向量机。     

Lukasiewicz 命题逻辑系统一种新的理论的相容度

根据演绎定理和完备性定理,应用公式真度理论在Lukasiewicz命题模糊逻辑系统中讨论理论Γ的相容性,根据矛盾式■是Γ-结论的真度的大小,提出了一种新的极指标和相容度的概念.给出了理论Γ相容、不相容及其它相关结论的充分必要条件,并且获得了相容度与发散度之间联系的重要关系式.     

The Inverse Problem of the Calculus of Variations for Sixth- and Eighth-order Scalar Ordinary Differential Equations

On the equation manifold of the 2nth-order scalar ordinary differential equation, n3,

Converses of the Jensen inequality derived from the Green functions with applications in information theory

Jensen integral inequality has got much importance regarding their applications in different fields of mathematics. In this paper, two converses of Jensen integral inequality for convex function are obtained. The results are applied to establish converses of Hölder and Hermite-Hadamard inequalities as well. At the end, some useful applications in information theory of the obtained results are given. The idea used in this paper may inculcate further research.     

On the loss of information due to fuzziness in experimental observations

The absence of exactness in the observation of the outcomes of a random experiment always entails a loss of information about the experimental distribution. This intuitive assertion will be formally proved in this paper by using a mathematical model involving the notions of fuzzy information and fuzzy information system (as intended by Tanaka, Okuda and Asai) and Zadeh's probabilistic definition. On the basis of this model we are first going to consider a family of measures of information enclosing some well-known measures, such as those defined by Kagan, Kullback-Leibler and Matusita, and then to establish methods for removing the loss of information due to fuzziness by increasing suitably the number of experimental observations.