Multilevel a posteriori error analysis for reaction–convection–diffusion problems

We present a new approach to the a posteriori error analysis of stable Galerkin approximations of reaction–convection–diffusion problems. It relies upon a non-standard variational formulation of the exact problem, based on the anisotropic wavelet decomposition of the equation residual into convection-dominated scales and diffusion-dominated scales. The associated norm, which is stronger than the standard energy norm, provides a robust (i.e., uniform in the convection limit) control over the streamline derivative of the solution. We propose an upper estimator and a lower estimator of the error, in this norm, between the exact solution and any finite dimensional approximation of it. We investigate the behaviour of such estimators, both theoretically and through numerical experiments. As an output of our analysis, we find that the lower estimator is quantitatively accurate and robust.     

Analysis of finite dimensional approximations to a class of partial differential equations

In this paper, a unified approach for analysing finite dimensional approximations to a class of partial differential equations boundary value problems (second‐kind Fredholm differential equations) is introduced. The approach is shown to be general despite of its extremely simple form. In particular, it is expected to be useful in the convergence analysis of finite element methods for solving PDE problems. Three specific examples are presented to illustrate the broad applicability of the approach. Copyright © 2004 John Wiley & Sons, Ltd.     

美式期权定价中非局部问题的有限元方法

在本文中 ,我们关心的是美式期权的有限元方法 .首先 ,根据 [4 ]我们对所讨论的问题引进一个新奇的实用的方法 ,它涉及到对原问题重新形成准确的数学公式 ,使得数值解的计算可以在非常小的区域上进行 ,从而该算法计算速度快精度高 .进而 ,我们利用超逼近分析技术得到了有限元解关于 L2 -模的最优估计 .     

Krylov subspaces and the analytic grade

Typical behaviour of the solution of a linear system of equations obtained iteratively by Krylov methods can be characterized by three stages. Initially the residual diminishes steadily; this is followed by stagnation and finally rapid convergence near the algebraic grade. This study examines this behaviour in terms of the concepts of approximately invariant subspace and what we have called the analytic grade of a Krylov sequence. It is shown how the small Ritz values play a vital role in the convergence and how this knowledge helps in the construction of an effective preconditioner. Copyright © 2004 John Wiley & Sons, Ltd.     

Stable nonequilibrium probability densities and phase transitions for meanfield models in the thermodynamic limit

A nonlinear Fokker-Planck equation is derived to describe the cooperative behavior of general stochastic systems interacting via mean-field couplings, in the limit of an infinite number of such systems. Disordered systems are also considered. In the weak-noise limit; a general result yields the possibility of having bifurcations from stationary solutions of the nonlinear Fokker-Planck equation into stable time-dependent solutions. The latter are interpreted as non-equilibrium probability distributions (states), and the bifurcations to them as nonequilibrium phase transitions. In the thermodynamic limit, results for three models are given for illustrative purposes. A model of self-synchronization of nonlinear oscillators presents a Hopf bifurcation to a time-periodic probability density, which can be analyzed for any value of the noise. The effects of disorder are illustrated by a simplified version of the Sompolinsky-Zippelius model of spin-glasses. Finally, results for the Fukuyama-Lee-Fisher model of charge-density waves are given. A singular perturbation analysis shows that the depinning transition is a bifurcation problem modified by the disorder noise due to impurities. Far from the bifurcation point, the CDW is either pinned or free, obeying (to leading order) the Grüner-Zawadowki-Chaikin equation. Near the bifurcation, the disorder noise drastically modifies the pattern, giving a quenched average of the CDW current which is constant. Critical exponents are found to depend on the noise, and they are larger than Fisher's values for the two probability distributions considered.     

Observable signals of gauge-mediated supersymmetry breaking

The observable consequences of gauge-mediated supersymmetry breaking (GMSB) are reviewed here. Implications of scenarios both with a neutralino and a slepton as the next lightest supersymmetric particle (NLSP) are surveyed in relation to hadronic ande ⁺ e ^- colliders. We also discuss the phenomenological consequences of the NLSP decaying slowly, giving rise to delayed events in the detectors.The importance of distinguishing signals of GMSB models from those of the commonly discussed supergravity-type theories is emphasized.     

Shell effects in the symmetric-modal fission of pre-actinide nuclei

Mass distributions of fragments in the low-energy fission of nuclei from ¹⁸⁷Ir to ²¹³At have been analysed. This analysis has shown that shell effects in symmetric-mode fragment mass yields from the fission of pre-actinide nuclei could be described if one assumes the existence of two strongly deformed neutron shells in the arising fragments with neutron numbers N₁ ≈ 52 and N₂ ≈ 68. A new method has been proposed for quantitatively describing the mass distributions of the symmetric fission mode for pre-actinides with A ≈ 180–220.