Computation of high order derivatives in optimal shape design

Summary. In shape optimization problems, each computation of the cost function by the finite element method leads to an expensive analysis. The use of the second order derivative can help to reduce the number of analyses. Fujii ([4], [10]) was the first to study this problem. J. Simon [19] gave the second order derivative for the Navier-Stokes problem, and the authors describe in [8], [11], a method which gives an intrinsic expression of the first and second order derivatives on the boundary of the involved domain. In this paper we study higher order derivatives. But one can ask the following questions: -- are they expensive to calculate? -- are they complicated to use? -- are they imprecise? -- are they useless? \medskip\noindent At first sight, the answer seems to be positive, but classical results of V. Strassen [20] and J. Morgenstern [13] tell us that the higher order derivatives are not expensive to calculate, and can be computed automatically. The purpose of this paper is to give an answer to the third question by proving that the higher order derivatives of a function can be computed with the same precision as the function itself. We prove also that the derivatives so computed are equal to the derivatives of the discrete problem (see Diagram 1). We call the discrete problem the finite dimensional problem processed by the computer. This result allows the use of automatic differentiation ([5], [6]), which works only on discrete problems. Furthermore, the computations of Taylor's expansions which are proposed at the end of this paper, could be a partial answer to the last question. Received January 27, 1993/Revised version received July 20, 1993     

Applications of geometric means on symmetric cones

Let V be a Euclidean Jordan algebra, and let be the corresponding symmetric cone. The geometric mean of two elements a and b in is defined as a unique solution, which belongs to of the quadratic equation where P is the quadratic representation of V. In this paper, we show that for any a in the sequence of iterate of the function defined by converges to a. As applications, we obtain that the geometric mean of can be represented as a limit of successive iteration of arithmetic means and harmonic means, and we derive the L?wner-Heinz inequality on the symmetric cone Furthermore, we obtain a formula which leads a Golden-Thompson type inequality for the spectral norm on V. Received October 5, 1999 / Revised March 6, 2000 / Published online October 30, 2000     

On the quantum Fermi accelerator and its relevance to ‘quantum chaos’

We discuss a quantum version of the Fermi acceleration model, which consists of a particle bouncing between a fixed and oscillating wall. The actual movement of the particle crucially depends on the boundary conditions of the Schrödinger equation. Under Dirichlet boundary conditions, the quantum system displays a regular behaviour, but its classical limit exhibits some unphysical attributes. Only for certain initial conditions does it correspond to the stable motion of a ball bouncing once for an integer number of wall oscillations. In the classical model that situation gives rise to regular islands imbedded in the chaotic sea.     

Phase transitions with semi-diffuse interfaces

In this paper, we examine new “phase-field” models with semi-diffuse interfaces. These models have the property that the −1/+1 planar phase transitions take place over a finite interval. The models also support multiple interface solutions with interfaces centered at arbitrary points L₁<L₂<?<L_N. These solutions correspond to local minima of an entropy functional (see (3.3) and (3.7)) rather than saddle points and are dynamically stable. The classical models have no such exact solutions but they do support solutions with N equally spaced transition points where the order parameter transitions between values p_min(N) and p_max(N) satisfying −1<p_min(N)<0<p_max(N)<1. These solutions of the classical model are saddle points of the entropy functional associated with those models and are not dynamically stable.     

Laguerre-Galerkin method for nonlinear partial differential equations on a semi-infinite interval

Summary. A Laguerre-Galerkin method is proposed and analyzed for the Burgers equation and Benjamin-Bona-Mahony (BBM) equation on a semi-infinite interval. By reformulating these equations with suitable functional transforms, it is shown that the Laguerre-Galerkin approximations are convergent on a semi-infinite interval with spectral accuracy. An efficient and accurate algorithm based on the Laguerre-Galerkin approximations to the transformed equations is developed and implemented. Numerical results indicating the high accuracy and effectiveness of this algorithm are presented. Received October 6, 1997 / Revised version received July 22, 1999 / Published online June 21, 2000     

A new proof of a theorem of Magidor

We give a new proof using iterated Prikry forcing of Magidor's theorem that it is consistent to assume that the least strongly compact cardinal is the least supercompact cardinal. Received: 8 December 1997 / Revised version: 12 November 1998     

Covering space for monotonic homotopy of trajectories of control systems

This paper considers monotonic (or causal) homotopy between trajectories of control systems. The main result is the construction of an analogue of the simply connected covering space. The constructed covering Γ(Σ,x) has the structure of a manifold and satisfies the property that two trajectories are monotonic homotopic if and only if the end points of their liftings coincide.     

Toeplitz quantization on Fock space

For Toeplitz operators $T_f^{(t)}$ acting on the weighted Fock space $H_t^2$, we consider the semi-commutator $T_f^{(t)}{T}_g^{(t)}?T_{fg}^{(t)}$, where $t>0$ is a certain weight parameter that may be interpreted as Planck's constant ? in Rieffel's deformation quantization. In particular, we are interested in the semi-classical limit

($?$)$\underset{t\to 0}{\lim }?{6T_f^{(t)}{T}_g^{(t)}?T_{fg}^{(t)}6}_t.$

It is well-known that ${6T_f^{(t)}{T}_g^{(t)}?T_{fg}^{(t)}6}_t$ tends to 0 under certain smoothness assumptions imposed on f and g. This result was recently extended to $f,g\in \mathrm{BUC}({\mathbb{C}}^n)$ by Bauer and Coburn. We now further generalize (?) to (not necessarily bounded) uniformly continuous functions and symbols in the algebra $\mathrm{VMO}\cap L^{\infty }$ of bounded functions having vanishing mean oscillation on ${\mathbb{C}}^n$. Our approach is based on the algebraic identity $T_f^{(t)}{T}_g^{(t)}?T_{fg}^{(t)}=?{(H_{\overline{f}}^{(t)})}^{?}{H}_g^{(t)}$, where $H_g^{(t)}$ denotes the Hankel operator corresponding to the symbol g, and norm estimates in terms of the (weighted) heat transform. As a consequence, only f (or likewise only g) has to be contained in one of the above classes for (?) to vanish. For g we only have to impose ${\lim \sup }_{t\to 0}{6H_g^{(t)}6}_t<\infty$, e.g. $g\in L^{\infty }({\mathbb{C}}^n)$. We prove that the set of all symbols $f\in L^{\infty }({\mathbb{C}}^n)$ with the property that ${\lim }_{t\to 0}?{6T_f^{(t)}{T}_g^{(t)}?T_{fg}^{(t)}6}_t={\lim }_{t\to 0}?{6T_g^{(t)}{T}_f^{(t)}?T_{gf}^{(t)}6}_t=0$ for all $g\in L^{\infty }({\mathbb{C}}^n)$ coincides with $\mathrm{VMO}\cap L^{\infty }$. Additionally, we show that $\underset{t\to 0}{\lim }?{6T_f^{(t)}6}_t={6f6}_{\infty }$ holds for all $f\in L^{\infty }({\mathbb{C}}^n)$. Finally, we present new examples, including bounded smooth functions, where (?) does not vanish.     

Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions

We consider the infinite horizon risk-sensitive problem for nondegenerate diffusions with a compact action space, and controlled through the drift. We only impose a structural assumption on the running cost function, namely near-monotonicity, and show that there always exists a solution to the risk-sensitive Hamilton–Jacobi–Bellman (HJB) equation, and that any minimizer in the Hamiltonian is optimal in the class of stationary Markov controls. Under the additional hypothesis that the coefficients of the diffusion are bounded, and satisfy a condition that limits (even though it still allows) transient behavior, we show that any minimizer in the Hamiltonian is optimal in the class of all admissible controls. In addition, we present a sufficient condition, under which the solution of the HJB is unique (up to a multiplicative constant), and establish the usual verification result. We also present some new results concerning the multiplicative Poisson equation for elliptic operators in ${\mathbb{R}}^d$.     

Kähler non-collapsing,eigenvalues and the Calabi flow

We first prove a new compactness theorem of Kähler metrics, which confirms a prediction in [17]. Then we establish several eigenvalue estimates along the Calabi flow. Combining the compactness theorem and these eigenvalue estimates, we generalize the method developed for the Kähler–Ricci flow in [22] to obtain several new small energy theorems of the Calabi flow.