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In this paper, we consider a reaction-diffusion boundary value problem in a three-dimensional thin domain. The very different length scales in the geometry result in an anisotropy effect. Our study is motivated by a parabolic heat conduction problem in a thin foil leading to such anisotropic reaction-diffusion problems in each time step of an implicit time integration method [7]. The reaction-diffusion problem contains two important parameters, namely ε >0 which parameterizes the thickness of the domain and μ >0 denoting the measure for the size of the reaction term relative to that of the diffusion term. In this paper we analyze the convergence of a multigrid method with a robust (line) smoother. Both, for the W- and the V-cycle method we derive contraction number bounds smaller than one uniform with respect to the mesh size and the parameters ε and μ. [ABSTRACT FROM AUTHOR]

In this paper, we propose a decentralized parallel computation model for global optimization using interval analysis. The model is adaptive to any number of processors and the workload is automatically and evenly distributed among all processors by alternative message passing. The problems received by each processor are processed based on their local dominance properties, which avoids unnecessary interval evaluations. Further, the problem is treated as a whole at the beginning of computation so that no initial decomposition scheme is required. Numerical experiments indicate that the model works well and is stable with different number of parallel processors, distributes the load evenly among the processors, and provides an impressive speedup, especially when the problem is time-consuming to solve. [ABSTRACT FROM AUTHOR]

In the present paper we provide an analytical solution for pricing discrete barrier options in the Black-Scholes framework. We reduce the valuation problem to a Wiener-Hopf equation that can be solved analytically. We are able to give explicit expressions for the Greeks of the contract. The results from our formulae are compared with those from other numerical methods available in the literature. Very good agreement is obtained, although evaluation using the present method is substantially quicker than the alternative methods presented. [ABSTRACT FROM AUTHOR]

In this paper, we construct fast discrete transforms of wavelet type with an arbitrary number of zero moments for nonuniform grids. We obtain explicit formulas for the parameters defining the wavelet transform. [ABSTRACT FROM AUTHOR]

This paper deals with the numerical solution of optimal control problems for ODEs. The methods considered here rely on some standard optimization code to solve a discretized version of the control problem under consideration. We aim to make available to the optimization software not only the discrete objective functional, but also its gradient. The objective gradient can be computed either from forward (sensitivity) information or backward (adjoint) information. The purpose of this paper is to discuss various ways of adjoint computation. It will be shown both theoretically and numerically that methods based on the continuous adjoint equation require a careful choice of both the integrator and gradient assembly formulas in order to obtain a gradient consistent with the discretized control problem. Particular attention is given to automatic differentiation techniques which generate automatically a suitable integrator. [ABSTRACT FROM AUTHOR]

For the problem of minimizing the sum of Euclidean norms (MSN), most existing quadratically convergent algorithms require a strict complementarity assumption. However, this assumption is not satisfied for a number of MSN problems. In this paper, we present a globally and quadratically convergent algorithm for the MSN problem. In particular, the quadratic convergence result is obtained without assuming strict complementarity. Examples without strictly complementary solutions are given to show that our algorithm can indeed achieve quadratic convergence. Preliminary numerical results are reported. [ABSTRACT FROM AUTHOR]

In this paper, we study option pricing under a regime-switching exponential Lévy model. Assuming that the coefficients are time-dependent and modulated by a finite state Markov chain, we generalise the work in Momeya and Morales (Method Comput Appl Probab, 2014, doi:), and Siu and Yang (Acta Mathe Appl Sin 2:369-388, 2009), that is, we use a pricing method based on the Esscher transform conditional on the information available on the Markov chain. We also carry out numerical analysis, to show the impact of the risk induced by the underlying Markov chain on the price of the option. [ABSTRACT FROM AUTHOR]

Mesh matching is an effective way to convert the non-conforming interfaces between two hexahedral meshes into conforming ones, which is very important for achieving high-quality finite element analysis. However, the existing mesh matching algorithm is neither efficient nor effective enough to handle complex interfaces and self-intersecting sheets. In this paper, the algorithm is improved in three aspects: (1) by introducing a more precise criteria for chord matching and the concept of partition chord set, complex interfaces with internal loops can be handled more effectively; (2) by proposing a new solution, self-intersecting sheet can be inflated and extracted locally; and (3) by putting forward a mesh quality evaluation method, the sheet extraction operation during mesh matching can be done more efficiently. Our improved mesh matching algorithm is fully automatic, and its effectiveness is demonstrated by several examples in different matching situations. [ABSTRACT FROM AUTHOR]

The main purpose of this paper is to introduce and study generalized hyperconnected spaces. Various characterizations of generalized hyperconnected spaces and preservation theorems are discussed. [ABSTRACT FROM AUTHOR]

This paper studies an extension of biorders that has a 'frontier' between the relation and the absence of relation. This extension is motivated by a conjoint measurement problem consisting in the additive representation of ordered coverings defined on product sets of two components. We also investigate interval orders and semiorders with frontier. [ABSTRACT FROM AUTHOR]

The Fermat-Torricelli problem is an optimization problem associated with a finite subset $\{a_{j}\}_{j=1}^{q}$ of ℝ and a family $\{c_{j}\}_{j=1}^{q}$ of positive weights. The function F to be minimized is defined by $F(x)=\sum _{j=1}^{q}c_{j}\Vert x-a_{j}\Vert$. In this paper, we extend this problem to the case of volumes. [ABSTRACT FROM AUTHOR]

Recently an adaptive nonconforming finite element method (ANFEM) has been developed by Carstensen and Hoppe (in Numer Math 103:251–266, 2006). In this paper, we extend the result to some nonsymmetric and indefinite problems. The main tools in our analysis are a posteriori error estimators and a quasi-orthogonality property. In this case, we need to overcome two main difficulties: one stems from the nonconformity of the finite element space, the other is how to handle the effect of a nonsymmetric and indefinite bilinear form. An appropriate adaptive nonconforming finite element method featuring a marking strategy based on the comparison of the a posteriori error estimator and a volume term is proposed for the lowest order Crouzeix–Raviart element. It is shown that the ANFEM is a contraction for the sum of the energy error and a scaled volume term between two consecutive adaptive loops. Moreover, quasi-optimality in the sense of quasi-optimal algorithmic complexity can be shown for the ANFEM. The results of numerical experiments confirm the theoretical findings. [ABSTRACT FROM AUTHOR]

A strong indication about the existence of a (7 p, 4, 1) difference family with p ≡ 7 (mod 12) a prime has been given in [11]. Here, developing some ideas of that paper, we give, much more generally, a strong indication about the existence of a cyclic ( pq, 4, 1) difference family whenever p and q are primes congruent to 7 (mod 12) and of a cyclic ( pq, 5, 1) difference family whenever p and q are primes congruent to 11 (mod 20). Indeed we give an algorithm for their construction that seems to be always successful and we have checked it works whenever both primes p and q do not exceed 1,000. All our ( pq, 4, 1) and ( pq, 5, 1) difference families have the nice property of admitting a multiplier of order 3 or 5, respectively, that fixes almost all base blocks. As an intermediate result we also find an optimal ( p, 5, 1) optical orthogonal code for every prime p ≡ 11 (mod 20) not exceeding 10,000. [ABSTRACT FROM AUTHOR]

The notion of extended-well-posedness has been introduced by Zolezzi for scalar minimization problems and has been further generalized to vector minimization problems by Huang. In this paper, we study the extended well-posedness properties of vector minimization problems in which the objective function is C-quasiconvex. To achieve this task, we first study some stability properties of such problems. [ABSTRACT FROM AUTHOR]

Disjoint $\mathsf{NP}$ -pairs are a well studied complexity-theoretic concept with important applications in cryptography and propositional proof complexity. In this paper we introduce a natural generalization of the notion of disjoint $\mathsf{NP}$ -pairs to disjoint k-tuples of $\mathsf{NP}$ -sets for k≥2. We define subclasses of the class of all disjoint k-tuples of $\mathsf{NP}$ -sets. These subclasses are associated with a propositional proof system and possess complete tuples which are defined from the proof system. In our main result we show that complete disjoint $\mathsf{NP}$ -pairs exist if and only if complete disjoint k-tuples of $\mathsf{NP}$ -sets exist for all k≥2. Further, this is equivalent to the existence of a propositional proof system in which the disjointness of all k-tuples is shortly provable. We also show that a strengthening of this conditions characterizes the existence of optimal proof systems. [ABSTRACT FROM AUTHOR]

Unique parametrizations of models are very important for parameter interpretation and consistency of estimators. In this paper we analyze the identifiability of a general class of finite mixtures of multinomial logits with varying and fixed effects, which includes the popular multinomial logit and conditional logit models. The application of the general identifiability conditions is demonstrated on several important special cases and relations to previously established results are discussed. The main results are illustrated with a simulation study using artificial data and a marketing dataset of brand choices. [ABSTRACT FROM AUTHOR]

Abstract  The purpose of the paper is to apply monotone multigrid methods to static and dynamic biomechanical contact problems. In space, a finite element method involving a mortar discretization of the contact conditions is used. In time, a new contact-stabilized Newmark scheme is presented. Numerical experiments for a two body Hertzian contact problem and a biomechanical application are reported. [ABSTRACT FROM AUTHOR]

Abstract  In this paper, we propose monotonicity preserving and total variation diminishing (TVD) multigrid methods for solving scalar conservation laws. We generalize the upwind-biased residual restriction and interpolation operators for solving linear wave equations to nonlinear conservation laws. The idea is to define nonlinear restriction and interpolation based on local Riemann solutions. Theoretical analyses have been provided to analyze the monotonicity preserving and TVD properties of the resulting multigrid time stepping schemes. Numerical results are given to verify the theoretical results and demonstrate the effectiveness of the proposed schemes. Two dimensional extension is also discussed. [ABSTRACT FROM AUTHOR]

Abstract  In this paper, we present applications of discrete maximal L p regularity for finite element operators. More precisely, we show error estimates of order h 2 for linear and certain semilinear problems in various L p (Ω)-norms. Discrete maximal regularity allows us to prove error estimates in a very easy and efficient way. Moreover, we also develop interpolation theory for (fractional powers of) finite element operators and extend the results on discrete maximal L p regularity formerly proved by the author. [ABSTRACT FROM AUTHOR]

Abstract  This paper is devoted to multiresolution schemes that use a stencil selection procedure in order to obtain adaptation to the presence of edges in the images. Since non adapted schemes, based on a centered stencil, are less affected by the presence of texture, we propose the introduction of some weight that leads to a more frequent use of the centered stencil in regions without edges. In these regions the different stencils have similar weights and therefore the selection becomes an ill-posed problem with high risk of instabilities. In particular, numerical artifacts appear in the decompressed images. Our attention is centered in ENO schemes, but similar ideas can be developed for other multiresolution schemes. A nonlinear multiresolution scheme corresponding to a nonlinear interpolatory technique is analyzed. It is based on a modification of classical ENO schemes. As the original ENO stencil selection, our algorithm chooses the stencil within a region of smoothness of the interpolated function if the jump discontinuity is sufficiently big. The scheme is tested, allowing to compare its performances with other linear and nonlinear schemes. The algorithm gives results that are at least competitive in all the analyzed cases. The problems of the original ENO interpolation with the texture of real images seem solved in our numerical experiments. Our modified ENO multiresolution will lead to a reconstructed image free of numerical artifacts or blurred regions, obtaining similar results than WENO schemes. Similar ideas can be used in multiresolution schemes based in other stencil selection algorithms. [ABSTRACT FROM AUTHOR]

The idea of containment sets (csets) is due to Walster and Hansen, and the theory is mainly due to the first author. Now that floating point computation with infinities is widely accepted, it is necessary to achieve the same for interval computation. The cset of a function over a set in its domain space is the set of all limits of normal function values over that set. Csets form a sound basis for defining a number of practical models for interval arithmetic that handle division by zero and related operations in an intuitive and consistent manner. Cset-based systems offer new opportunities for compiler optimization by rearranging interval expressions, achieving tighter bounds by reducing dependencies within the expression. This paper presents basic theory. It discusses division by zero, the case for a global flag to support ``loose'' evaluation, performance, and semantics. It presents numerical examples using a trial Matlab implementation. [ABSTRACT FROM AUTHOR]

In this paper, we discuss the smoothing of an implicit function defined by a nonsmooth underdetermined system of equations F(y, z) =0. We apply a class of parametrized smoothing methods to smooth F and investigate the limiting behavior of the implicit function solving the smoothed equations. In particular, we discuss the approximation of the Clarke generalized Jacobian of the implicit function when F is piecewise smooth. As an application, we present an analysis of the generalized Karush-Kuhn-Tucker conditions of different forms for a piecewise-smooth equality-constrained minimization problem. [ABSTRACT FROM AUTHOR]

In this paper a Galerkin method is used to construct series solutions of a homogeneous Sturm-Liouville problem defined on [0, &pie;]. The series constructed are shown to converge to a specified du Bois-Reymond function f in L² [0,&Pie;]. It is then shown that the series solutions can be made to converge uniformly to the specified du Bois-Reymond function when averaged by the Cesaro-one summability method. Therefore, in the Cesaro-one sense, every continuous function / o n [0, &Pie;] is the uniform limit of solutions of non-homogeneous Sturm-Liouville problems. [ABSTRACT FROM AUTHOR]

In this paper, we consider a general primal-dual nonlinear rescaling (PDNR) method for convex optimization with inequality constraints. We prove the global convergence of the PDNR method and estimate the error bounds for the primal and dual sequences. In particular, we prove that, under the standard second-order optimality conditions, the error bounds for the primal and dual sequences converge to zero with linear rate. Moreover, for any given ratio 0 < γ < 1, there is a fixed scaling parameter kγ > 0 such that each PDNR step shrinks the primal-dual error bound by at least a factor 0 < γ < 1, for any k ≥ kγ. The PDNR solver was tested on a variety of NLP problems including the constrained optimization problems (COPS) set. The results obtained show that the PDNR solver is numerically stable and produces results with high accuracy. Moreover, for most of the problems solved, the number of Newton steps is practically independent of the problem size. [ABSTRACT FROM AUTHOR]

In this paper we develop techniques for computing elementwise conservative approximations of the flux on element boundaries for the continuous Galerkin method. The technique is based on computing a correction of the average normal flux on an edge or face. The correction is a jump in a piecewise constant or linear function. We derive a basic algorithm which is based on solving a global system of equations and a parallel algorithm based on solving local problems on stars. The methods work on meshes with different element types and hanging nodes. We prove existence, uniqueness, and optimal order error estimates. Lastly, we illustrate our results by a few numerical examples. [ABSTRACT FROM AUTHOR]

We consider a parabolic equation with a drift term Δu+b∇u-ut=0. Under the condition divb=0, we prove that solutions possess dramatically better regularity than those provided by standard theory. For example, we prove continuity of solutions when not even boundedness is expected. [ABSTRACT FROM AUTHOR]

In the present paper, we classify the finite subgroups $G\backslash subset\backslash operatorname\{GL\}\_4(\backslash Bbb\; C)$ such that the quotient $\backslash Bbb\; C^4$ by the action $G$ has only isolated terminal Gorenstein singularities. [ABSTRACT FROM AUTHOR]

A material model based on fiber–fiber Coulomb and viscous friction for connective tissue was introduced in references Mijailovic (1991) and Mijailovic et al. (1993). A numerical procedure was developed in reference Mijailovic (1991) by considering sliding of fibers as a contact problem between bodies, and results were verified by experiments. Another numerical approach, much more stable and efficient, for stress calculation in case of Coulomb friction only, was proposed in reference Kojic et al. (1998). This paper represents an extension of the numerical algorithm of reference Kojic et al. (1998) to include viscous friction between fibers. The complex history of sliding is traced by dividing the current sliding length between fibers on a number of segments. The computational procedure is simple, numerically reliable and provides stress calculation for arbitrary cyclic loading of connective tissue material in tension, shear, and tension and shear simultaneously. Typical hysteresis loops can be reproduced by using the proposed numerical algorithm. The model is implemented into a finite element program PAK (Kojic et al., 1996), with a possibility of solving real problems of connective tissue. Solved examples illustrate the main features of the fiber–fiber kinetics model and of the developed numerical procedure. [ABSTRACT FROM AUTHOR]

Numerical representations of choice functions allow the expression of a problem of choice as a problem of finding maxima of real-valued functions, which requires that less information be defined and which is easier to work with. In this paper, the existence of numerical representations of choice functions by imposing assumptions directly on the choice function is obtained. In particular, it is proved that (IIA) is a necessary and sufficient condition for a choice function to be representable, if the set of alternatives is countable, while the conjunction of (IIA) and a ‘continuity condition’ is sufficient to ensure it in separable topological spaces. [ABSTRACT FROM AUTHOR]

Glazebrook [1] has given an account of improved procedures for strategy evaluation for resource allocation in a stochastic environment. These methods are extended in the paper in such a way that they can be applied to problems which, for example, have precedence constraints and/or an arrivals process of new jobs. Theoretical results, backed up by numerical studies, show that quasi-myopic heuristics often perform well. [ABSTRACT FROM AUTHOR]

In this paper we discuss a general approach to studying asymptotic properties of statistical estimators in stochastic programming. The approach is based on an extended delta method and appears to be particularly suitable for deriving asymptotics of the optimal value of stochastic programs. Asymptotic analysis of the optimal value will be presented in detail. Asymptotic properties of the corresponding optimal solutions are briefly discussed. [ABSTRACT FROM AUTHOR]

This paper develops a new lower bound for single facility location problems with lp distances. We prove that the method produces superior results to other known procedures. The new bound is also computationally efficient. Numerical results are given for a range of examples with varying numbers of existing facilities and p values. [ABSTRACT FROM AUTHOR]

In multiple-hop MIMO relay systems, an end-to-end channel capacity is restricted by the bottleneck relay. Therefore, in order to obtain the high end-to-end channel capacity, we propose a simple mathematical method to optimize both distances and transmit powers simultaneously. Additionally, the end-to-end channel capacity of optimization based on an one-way and a two-ways transmissions is analyzed. The specific TDMA is proposed to control the transmission of all transmitters on MAC layer and then the distance and the transmit power are optimized based on MAC-PHY cross layer by the proposal particle filter method to obtain the higher end-to-end channel capacity. The calculation result indicates that there is the optimal number of relays that has the maximal end-to-end channel capacity and the trade-off between the end-to-end channel capacity and the delay time. [ABSTRACT FROM AUTHOR]

This work presents an algorithm for multiobjective optimization that is structured as: (i) a descent direction is calculated, within the cone of descent and feasible directions, and (ii) a multiobjective line search is conducted over such direction, with a new multiobjective golden section segment partitioning scheme that directly finds line-constrained efficient points that dominate the current one. This multiobjective line search procedure exploits the structure of the line-constrained efficient set, presenting a faster compression rate of the search segment than single-objective golden section line search. The proposed multiobjective optimization algorithm converges to points that satisfy the Kuhn-Tucker first-order necessary conditions for efficiency (the Pareto-critical points). Numerical results on two antenna design problems support the conclusion that the proposed method can solve robustly difficult nonlinear multiobjective problems defined in terms of computationally expensive black-box objective functions. [ABSTRACT FROM AUTHOR]

We provide a new and much simpler structure for quasi-ideal adequate transversals of abundant semigroups in terms of spined products, which is similar in nature to that given by Saito in Proc. 8th Symposium on Semigroups, pp. 22-25 () for weakly multiplicative inverse transversals of regular semigroups. As a consequence we deduce a similar result for multiplicative transversals of abundant semigroups and also consider the case when the semigroups are in fact regular and provide some new structure theorems for inverse transversals. [ABSTRACT FROM AUTHOR]

We prove the boundary Harnack principle for ratios of solutions u/ v of non-divergence second order elliptic equations Lu = a D u + b D u = 0 in a bounded domain Ω ⊂ $ {\mathbb R} $. We assume that b ∈ L(Ω) and Ω is a twisted Hölder domain of order α ∈ (1/2, 1]. Based on this result, we derive the Hölder regularity of u/ v for uniform domains. Bibliography: 27 titles. [ABSTRACT FROM AUTHOR]

Let p be a prime and let b be a positive integer. If a ( v, k, λ, n) difference set D of order n = p b exists in an abelian group with cyclic Sylow p-subgroup S, then $${p\in\{2,3\}}$$ and | S| = p. Furthermore, either p = 2 and v ≡ λ ≡ 2 (mod 4) or the parameters of D belong to one of four families explicitly determined in our main theorem. [ABSTRACT FROM AUTHOR]

We present a new constraint qualification which guarantees strong duality between a cone-constrained convex optimization problem and its Fenchel-Lagrange dual. This result is applied to a convex optimization problem having, for a given nonempty convex cone K, as objective function a K-convex function postcomposed with a K-increasing convex function. For this so-called composed convex optimization problem, we present a strong duality assertion, too, under weaker conditions than the ones considered so far. As an application, we rediscover the formula of the conjugate of a postcomposition with a K-increasing convex function as valid under weaker conditions than usually used in the literature. [ABSTRACT FROM AUTHOR]

Analyzes the mathematical properties and develops numerical methods for a degenerate elliptic-parabolic partial differential system. Discussion on elliptic pressure equation and a Galerkin finite element method.

It has been shown that if a ( v, k, λ)-symmetric design with λ ≤ 3 admits a flag-transitive automorphism group G which acts primitively on points, then G must be of affine or almost simple type. Here we extend the result to λ = 4. [ABSTRACT FROM AUTHOR]

The implication relationship between subsystems in Reverse Mathematics has an underlying logic, which can be used to deduce certain new Reverse Mathematics results from existing ones in a routine way. We use techniques of modal logic to formalize the logic of Reverse Mathematics into a system that we name s-logic. We argue that s-logic captures precisely the 'logical' content of the implication and nonimplication relations between subsystems in Reverse Mathematics. We present a sound, complete, decidable, and compact tableau-style deductive system for s-logic, and explore in detail two fragments that are particularly relevant to Reverse Mathematics practice and automated theorem proving of Reverse Mathematics results. [ABSTRACT FROM AUTHOR]

The article discusses a study on a class of correct mathematical operations on prediction and recognition algorithms. It states that the right operations come up in relation to the issue of constructing correct algorithms and that correct operations possess the property of preserving the correctness of the algorithms. It adds that the property is useful in developing procedures of correct training that involves the potential of generating families of correct algorithms. The application of a correct operation reportedly makes it possible to obtain new algorithms in an extended model of algorithms.

We propose a new omnibus test statistic for normality based on the Jarque-Bera test statistic. We give the exact first four moments of the null distribution for the statistic using a computer algebra system. Our proposed statistic is an improvement of Jarque-Bera test statistic. Then the cumulants of the standardized statistic satisfy the Cornish-Fisher assumption. We give a normalizing transformation of the statistic based on the Wilson-Hilferty transformation. [ABSTRACT FROM AUTHOR]

We present a new smoothing approach for mathematical programs with complementarity constraints, based on the orthogonal projection of a smooth manifold. We study regularity of the lifted feasible set and, since the corresponding optimality conditions are inherently degenerate, introduce a regularization approach involving a novel concept of tilting stability. A correspondence between the C-index in the original problem and the quadratic index in the lifted problem is shown. In particular, a local minimizer of the mathematical program with complementarity constraints may numerically be found by minimization of the lifted, smooth problem. We report preliminary computational experience with the lifting approach. [ABSTRACT FROM AUTHOR]

Smoothness with respect to a parameter is established under mild assumptions on the regularity of coefficients for Sobolev solutions of the Poisson equations in the whole ℝ in the 'ergodic case.' An assertion of this kind serves as one of the key tools in diffusion approximation and some other limit theorems. Bibliography: 12 titles. [ABSTRACT FROM AUTHOR]

We give a new proof method for various similar Liouville type theorems. This allows us to extend in some cases the results of E. Mitidieri and S. I. Pohozaev and of R. Filippucci. Bibliography: 8 titles. [ABSTRACT FROM AUTHOR]

We consider the small mass asymptotics (Smoluchowski-Kramers approximation) for the Langevin equation with a variable friction coefficient. The limit of the solution in the classical sense does not exist in this case. We study a modification of the Smoluchowski-Kramers approximation. Some applications of the Smoluchowski-Kramers approximation to problems with fast oscillating or discontinuous coefficients are considered. Bibliography: 15 titles. [ABSTRACT FROM AUTHOR]