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  • Articles  (353)
  • stability  (243)
  • Nonlinear programming  (110)
  • Springer  (353)
  • Mathematics  (332)
  • Electrical Engineering, Measurement and Control Technology  (22)
  • 1
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    Electronic Resource
    On the stability of wavelet and Gabor frames (Riesz bases) (1999)
    Springer
    The journal of Fourier analysis and applications 5 (1999), S. 105-125 
    Details
    ISSN: 1531-5851
    Keywords: 26B05 ; 42B10 ; 42C99 ; frame ; Gabor system ; Riesz basis ; stability ; wavelet
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract If the sequence of functions ϕj, k is a wavelet frame (Riesz basis) or Gabor frame (Riesz basis), we obtain its perturbation system ψj,k which is still a frame (Riesz basis) under very mild conditions. For example, we do not need to know that the support of ϕ or ψ $$(\hat \phi or\hat \psi )$$ is compact as in [14]. We also discuss the stability of irregular sampling problems. In order to arrive at some of our results, we set up a general multivariate version of Littlewood-Paley type inequality which was originally considered by Lemarié and Meyer [17], then by Chui and Shi [9], and Long [16].
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01274192
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  • 2
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    Stabilization of smoothness priors time-varying autoregressive models (2000)
    Springer
    Circuits, systems and signal processing 19 (2000), S. 423-435 
    Details
    ISSN: 1531-5878
    Keywords: Time-varying autoregressive models ; stability ; smoothness priors ; Tihkonov regularization ; constrained optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Abstract The stability of time-varying autoregressive (AR) models is an important issue in such applications as time-varying spectrum estimation and electroencephalography simulation and estimation. In some cases, such as time-varying spectrum estimation, the models that exhibit roots near unit moduli are difficult to use. Thus a tighter stability condition such as stability with a positive margin is needed. A time-varying AR model is stable with a positive margin if the moduli of the roots of the time-varying characteristic polynomial are somewhat less than unity for every time instant. Recently, a new method for the estimation of the time-varying AR models was introduced. This method is based on the interpretation of the underdetermined time-varying prediction equations as an ill-posed inverse problem that is solved by Tikhonov regularization. The method is referred to as the deterministic regression smoothness priors (DRSP) scheme. In this paper, a stabilization method in which the DRSP scheme is augmented with nonlinear stability constrainst is proposed. The problem is formulated so that stability with a positive margin can also be achieved. The problem is solved iteratively with an exterior point algorithm. The performance of the algorithm is studied with a simulation. It is shown that the proposed approach is well suited to stable modeling of signals containing narrowband transitions.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01196156
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  • 3
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    Stability of constant coefficient linear singular systems with delay (2000)
    Springer
    Circuits, systems and signal processing 19 (2000), S. 13-25 
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    ISSN: 1531-5878
    Keywords: Singular systems ; delay ; consistency condition ; stability ; instability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Abstract In this paper, the general class of singular systems with delay and linear constant coefficient singular systems with delay are discussed. First, several definitions of stability are presented for singular systems with delay, and general sufficient stability conditions and instability conditions are obtained. Second, stability and instability are analyzed for linear constant coefficient singular systems with delay.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01229989
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  • 4
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    The use of augmented lagrangian functions for sensitivity analysis in nonlinear programming (1977)
    Springer
    Mathematical programming 12 (1977), S. 281-284 
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    ISSN: 1436-4646
    Keywords: Nonlinear programming ; Augmented Lagrangian functions ; Sensitivity analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01593794
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  • 5
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    A continuation method for monotone variational inequalities (1995)
    Springer
    Mathematical programming 69 (1995), S. 237-253 
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    ISSN: 1436-4646
    Keywords: Variational inequality ; Nonlinear complementarity ; Nonlinear programming ; Continuation method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper presents a continuation method for monotone variational inequality problems based on a new smooth equation formulation. The existence, uniqueness and limiting behavior of the path generated by the method are analyzed.
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    URL: http://dx.doi.org/10.1007/BF01585559
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  • 6
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    Pseudopower expansion of solutions of generalized equations and constrained optimization problems (1995)
    Springer
    Mathematical programming 70 (1995), S. 123-148 
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    ISSN: 1436-4646
    Keywords: Generalized equations ; Variational inequalities ; Nonlinear programming ; Sensitivity analysis ; Power series ; Strong regularity ; Constrained optimization ; Perturbation theory
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We show that the solution of a strongly regular generalized equation subject to a scalar perturbation expands in pseudopower series in terms of the perturbation parameter, i.e., the expansion of orderk is the solution of generalized equations expanded to orderk and thus depends itself on the perturbation parameter. In the polyhedral case, this expansion reduces to a usual Taylor expansion. These results are applied to the problem of regular perturbation in constrained optimization. We show that, if the strong regularity condition is satisfied, the property of quadratic growth holds and, at least locally, the solutions of the optimization problem and of the associated optimality system coincide. If, in addition the number of inequality constraints is finite, the solution and the Lagrange multiplier can be expanded in Taylor series. If the data are analytic, the solution and the multiplier are analytic functions of the perturbation parameter.
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    URL: http://dx.doi.org/10.1007/BF01585932
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  • 7
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    Reachability of locational Nash equilibria (1998)
    Springer
    OR spectrum 20 (1998), S. 101-107 
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    ISSN: 1436-6304
    Keywords: Competitive location model ; Nash equilibria ; stability ; reachability ; Wettbewerbsmodelle in der Standorttheorie ; Nash Gleichgewicht ; Stabilität ; Erreichbarkeit
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In der Arbeit werden die Standorte von Duopolisten in einem Baum untersucht. Unter der Annahme festgesetzter Preise werden notwendige und hinreichende Bedingungen für Nash Gleichgewichte für Standorte auf Bäumen hergeleitet. Unter Verwendung dieser Bedingungen wird dann gezeigt, daß — angenommen Nash Gleichgewichte existieren — diese in einem wiederholt angewandten sequentiellen Standortfindungsprozeß, in dem beide Duopolisten als Zielfunktion kurzfristige Gewinnmaximierung haben, auch erreicht werden.
    Notes: Abstract This paper examines the location of duopolists on a tree. Given parametric prices, we first delineate necessary and sufficient conditions for locational Nash equilibria on trees. Given these conditions, we then show that Nash equilibria, provided they exist, can be reached in a repeated sequential relocation process in which both facilities follow short-term profit maximization objectives.
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    URL: http://dx.doi.org/10.1007/BF01539861
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  • 8
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    Reachability of locational Nash equilibria (1998)
    Springer
    OR spectrum 20 (1998), S. 101-107 
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    ISSN: 1436-6304
    Keywords: Key words: Competitive location model ; Nash equilibria ; stability ; reachability ; Schlüsselwörter: Wettbewerbsmodelle in der Standorttheorie ; Nash Gleichgewicht ; Stabilität ; Erreichbarkeit
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung. In der Arbeit werden die Standorte von Duopolisten in einem Baum untersucht. Unter der Annahme festgesetzter Preise werden notwendige und hinreichende Bedingungen für Nash Gleichgewichte für Standorte auf Bäumen hergeleitet. Unter Verwendung dieser Bedingungen wird dann gezeigt, daß– angenommen Nash Gleichgewichte existieren – diese in einem wiederholt angewandten sequentiellen Standortfindungsprozeß, in dem beide Duopolisten als Zielfunktion kurzfristige Gewinnmaximierung haben, auch erreicht werden. “Equilibrium is a place in heaven, but how do we get there from here?”
    Notes: Abstract. This paper examines the location of duopolists on a tree. Given parametric prices, we first delineate necessary and sufficient conditions for locational Nash equilibria on trees. Given these conditions, we then show that Nash equilibria, provided they exist, can be reached in a repeated sequential relocation process in which both facilities follow short-term profit maximization objectives.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s002910050058
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  • 9
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    Stability results for approximately efficient solutions (1994)
    Springer
    OR spectrum 16 (1994), S. 47-52 
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    ISSN: 1436-6304
    Keywords: Vector optimization ; approximately efficient solutions ; stability ; Vektoroptimierung ; Näherungslösungen ; Stabilität
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Wir führen ein Konzept für Näherungslösungen in der Vektoroptimierung ein und vergleichen dieses mit einem neuen Konzept aus [8]. Weiterhin untersuchen wir Beziehungen zwischen der Menge der Näherungslösungen eines Vektoroptimierungsproblems und den Näherungslösungen eines entsprechenden parametrischen Ersatzproblems. Schließlich beweisen wir Stabilitätseigenschaften des skalaren Ersatzproblems.
    Notes: Abstract We introduce a concept for approximately efficient solutions in vector optimization and compare it with another recent concept given in [8]. Further, we study relations between the set of approximately efficient solutions of a vector optimization problem and the approximate solutions of a corresponding parametric surrogate optimization problem. Finally, we prove stability properties for the scalar surrogate problem.
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    URL: http://dx.doi.org/10.1007/BF01719703
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  • 10
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    Duality of regularizations and hullfunctions for mathematical programming problems (1994)
    Springer
    OR spectrum 16 (1994), S. 187-191 
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    ISSN: 1436-6304
    Keywords: Nonlinear programming ; duality ; solution methods ; parametric programming ; multicriteria optimization ; ill-posed problems ; Nichtlineare Optimierung ; Dualität ; Lösungsverfahren ; Parametrische Optimierung ; Vektor-Optimierung ; unlösbare Aufgaben
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Bei der Untersuchung von mathematischen Optimierungsproblemen und Lösungsmethoden liefert die Dualitätstheorie ein wichtiges Hilfsmittel. Die Konzepte derRegularisierung undStabilisierung des Ausgangsproblems erlauben eine Verbesserung des Verhaltens in praktischen Lösungsverfahren. Die nachfolgenden Untersuchungen behandeln die Dualität derartiger Regularisierungen sowie die Bildung vonHüllfunktionen. Die Bearbeitung sogenannter „unlösbarer Optimierungsprobleme“ (Eremin) durch Parametrisierung verdeutlicht die praktische Bedeutung dieses Konzeptes für numerische Verfahren. Darüber hinaus zeigen die Ergebnisse Anwendungsmöglichkeiten zur Lösung von Aufgaben der Parametrischen und Vektor-Optimierung.
    Notes: Abstract For the study of mathematical programming problems and solution methods the duality theory forms a powerful tool. There are also some concepts ofregularization andstabilization of a given problem for a better behavior in practical solution procedures. The aim of this paper is the investigation of duality aspects of such regularizations and the forming ofhullfunctions on the other hand. Applications for handling of so-calledill-posed problems (Eremin) using some parametrizations of the original problem will emphasize the importance for practical numerical methods, especially. This results will inspire some applications to solution methods for parametric and multicriteria optimization.
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    URL: http://dx.doi.org/10.1007/BF01720706
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  • 11
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    Generalized linear complementarity in a problem ofn-person games (1996)
    Springer
    OR spectrum 18 (1996), S. 231-239 
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    ISSN: 1436-6304
    Keywords: Generalized polymatrix games ; generalized linear complementarity problem ; stability ; degree theory ; Verallgemeinerte Polymatrix-Spiele ; verallgemeinertes lineares Komplementaritätsproblem ; Stabilität ; Grad-Theorie
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In dieser Arbeit führen wir eine Verallgemeinerung des Polymatrix-Spiels (eines Nicht-Nullsummen- und nicht-kooperativenn-Personen-Spiels), das von Howson betrachtet wurde, ein und führen das Problem, eine Gleichgewichtsmenge von Strategien für ein solches Spiel zu berechnen, auf das verallgemeinerte lineare Komplementaritätsproblem von Cottle und Dantzig zurück. Für eine noch allgemeinere Version des Spiels beweisen wir die Existenz einerε-Gleichgewichtsmenge von Strategien. Wir präsentieren auch ein Ergebnis über die Stabilität der Gleichgewichte, das auf der Grad-Theorie beruht.
    Notes: Abstract In this paper, we introduce a generalization of the polymatrix game (a nonzero sum noncooperativen-person game) considered by Howson and relate the problem of computing an equilibrium set of strategies for such a game to the generalized linear complementarity problem of Cottle and Dantzig. For an even more general version of the game we prove the existence of anε-equilibrium set of strategies. We also present a result on the stability of the equilibria based on degree theory.
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    URL: http://dx.doi.org/10.1007/BF01540162
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  • 12
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    A bifurcation analysis of the nonlinear parametric programming problem (1990)
    Springer
    Mathematical programming 47 (1990), S. 117-141 
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    ISSN: 1436-4646
    Keywords: Bifurcation ; singularity ; parametric programming ; stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The structure of solutions to the nonlinear parametric programming problem with a one dimensional parameter is analyzed in terms of the bifurcation behavior of the curves of critical points and the persistence of minima along these curves. Changes in the structure of the solution occur at singularities of a nonlinear system of equations motivated by the Fritz John first-order necessary conditions. It has been shown that these singularities may be completely partitioned into seven distinct classes based upon the violation of one or more of the following: a complementarity condition, a constraint qualification, and the nonsingularity of the Hessian of the Lagrangian on a tangent space. To apply classical bifurcation techniques to these singularities, a further subdivision of each case is necessary. The structure of curves of critical points near singularities of lowest (zero) codimension within each case is analyzed, as well as the persistence of minima along curves emanating from these singularities. Bifurcation behavior is also investigated or discussed for many of the subcases giving rise to a codimension one singularity.
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    URL: http://dx.doi.org/10.1007/BF01580856
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  • 13
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    A smooth method for the finite minimax problem (1993)
    Springer
    Mathematical programming 60 (1993), S. 187-214 
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    ISSN: 1436-4646
    Keywords: Nonlinear programming ; unconstrained optimization ; nondifferentiable optimization ; minimax problems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We consider unconstrained minimax problems where the objective function is the maximum of a finite number of smooth functions. We prove that, under usual assumptions, it is possible to construct a continuously differentiable function, whose minimizers yield the minimizers of the max function and the corresponding minimum values. On this basis, we can define implementable algorithms for the solution of the minimax problem, which are globally convergent at a superlinear convergence rate. Preliminary numerical results are reported.
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    URL: http://dx.doi.org/10.1007/BF01580609
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  • 14
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    A trust-region strategy for minimization on arbitrary domains (1995)
    Springer
    Mathematical programming 68 (1995), S. 267-301 
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    ISSN: 1436-4646
    Keywords: Nonlinear programming ; Trust-region methods ; Global convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We present a trust-region method for minimizing a general differentiable function restricted to an arbitrary closed set. We prove a global convergence theorem. The trust-region method defines difficult subproblems that are solvable in some particular cases. We analyze in detail the case where the domain is a Euclidean ball. For this case we present numerical experiments where we consider different Hessian approximations.
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    URL: http://dx.doi.org/10.1007/BF01585768
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  • 15
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    Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities (1995)
    Springer
    Mathematical programming 69 (1995), S. 89-109 
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    ISSN: 1436-4646
    Keywords: Nondifferentiable (nonsmooth) optimization ; Convex programming ; Mathematical programming ; Nonlinear programming ; Saddle-points ; Variational inequalities ; Bundle methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We study proximal level methods for convex optimization that use projections onto successive approximations of level sets of the objective corresponding to estimates of the optimal value. We show that they enjoy almost optimal efficiency estimates. We give extensions for solving convex constrained problems, convex-concave saddle-point problems and variational inequalities with monotone operators. We present several variants, establish their efficiency estimates, and discuss possible implementations. In particular, our methods require bounded storage in contrast to the original level methods of Lemaréchal, Nemirovskii and Nesterov.
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    URL: http://dx.doi.org/10.1007/BF01585554
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  • 16
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    A unifying geometric solution framework and complexity analysis for variational inequalities (1995)
    Springer
    Mathematical programming 71 (1995), S. 327-351 
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    ISSN: 1436-4646
    Keywords: Variational inequalities ; Nonlinear programming ; Complexity analysis ; Monotone operators
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper, we propose a concept of polynomiality for variational inequality problems and show how to find a near optimal solution of variational inequality problems in a polynomial number of iterations. To establish this result, we build upon insights from several algorithms for linear and nonlinear programs (the ellipsoid algorithm, the method of centers of gravity, the method of inscribed ellipsoids, and Vaidya's algorithm) to develop a unifying geometric framework for solving variational inequality problems. The analysis rests upon the assumption of strong-f-monotonicity, which is weaker than strict and strong monotonicity. Since linear programs satisfy this assumption, the general framework applies to linear programs.
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    URL: http://dx.doi.org/10.1007/BF01590959
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  • 17
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    Characterization of stable matchings as extreme points of a polytope (1992)
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    Mathematical programming 54 (1992), S. 57-67 
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    ISSN: 1436-4646
    Keywords: Matchings ; stability ; extreme points ; polytope
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The purpose of this paper is to extend a modified version of a recent result of Vande Vate (1989) which characterizes stable matchings as the extreme points of a certain polytope. Our proofs are simpler and more transparent than those of Vande Vate.
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    URL: http://dx.doi.org/10.1007/BF01586041
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  • 18
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    An SQP method for general nonlinear programs using only equality constrained subproblems (1998)
    Springer
    Mathematical programming 82 (1998), S. 413-448 
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    ISSN: 1436-4646
    Keywords: Sequential quadratic programming ; SQP method ; Nonlinear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper we describe a new version of a sequential equality constrained quadratic programming method for general nonlinear programs with mixed equality and inequality constraints. Compared with an older version [P. Spellucci, Han's method without solving QP, in: A. Auslender, W. Oettli, J. Stoer (Eds), Optimization and Optimal Control, Lecture Notes in Control and Information Sciences, vol. 30, Springer, Berlin, 1981, pp. 123–141.] it is much simpler to implement and allows any kind of changes of the working set in every step. Our method relies on a strong regularity condition. As far as it is applicable the new approach is superior to conventional SQP-methods, as demonstrated by extensive numcrical tests. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.
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    URL: http://dx.doi.org/10.1007/BF01580078
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  • 19
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    Quantitative stability of variational systems: III.ε-approximate solutions (1993)
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    Mathematical programming 61 (1993), S. 197-214 
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    ISSN: 1436-4646
    Keywords: Epi-convergence ; epi-distance ; stability ; convex optimization ; approximate solutions ; subgradients ; level sets
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We prove that theε-optimal solutions of convex optimization problems are Lipschitz continuous with respect to data perturbations when these are measured in terms of the epi-distance. A similar property is obtained for the distance between the level sets of extended real valued functions. We also show that these properties imply that theε-subgradient mapping is Lipschitz continuous.
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    URL: http://dx.doi.org/10.1007/BF01582147
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    A nonsmooth Newton method for variational inequalities, I: Theory (1994)
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    Mathematical programming 65 (1994), S. 151-194 
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    ISSN: 1436-4646
    Keywords: Nonsmooth equations ; Nonlinear complementarity ; Nonlinear programming ; Variational inequalities
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper presents a modified damped Newton algorithm for solving variational inequality problems based on formulating this problem as a system of equations using the Minty map. The proposed modified damped-Newton method insures convergence and locally quadratic convergence under the assumption of regularity. Under the assumption ofweak regularity and some mild conditions, the modified algorithm is shown to always create a descent direction and converge to the solution. Hence, this new algorithm is often suitable for many applications where regularity does not hold. Part II of this paper presents the results of extensive computational testing of this new method.
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    URL: http://dx.doi.org/10.1007/BF01581695
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  • 21
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    New algorithms for constrained minimax optimization (1977)
    Springer
    Mathematical programming 13 (1977), S. 140-155 
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    ISSN: 1436-4646
    Keywords: Minimax optimization ; Nonlinear programming ; Computer-aided network design
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract A constrained minimax problem is converted to minimization of a sequence of unconstrained and continuously differentiable functions in a manner similar to Morrison's method for constrained optimization. One can thus apply any efficient gradient minimization technique to do the unconstrained minimization at each step of the sequence. Based on this approach, two algorithms are proposed, where the first one is simpler to program, and the second one is faster in general. To show the efficiency of the algorithms even for unconstrained problems, examples are taken to compare the two algorithms with recent methods in the literature. It is found that the second algorithm converges faster with respect to the other methods. Several constrained examples are also tried and the results are presented.
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    URL: http://dx.doi.org/10.1007/BF01584333
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  • 22
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    The dynamics of coupled planar rigid bodies. II. Bifurcations, periodic solutions, and chaos (1989)
    Springer
    Journal of dynamics and differential equations 1 (1989), S. 269-298 
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    ISSN: 1572-9222
    Keywords: Geometric mechanics ; reduction ; stability ; chaos ; rigid body dynamics ; periodic orbits ; 58F
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We give a complete bifurcation and stability analysis for the relative equilibria of the dynamics of three coupled planar rigid bodies. We also use the equivariant Weinstein-Moser theorem to show the existence of two periodic orbits distinguished by symmetry type near the stable equilibrium. Finally we prove that the dynamics is chaotic in the sense of Poincaré-Birkhoff-Smale horseshoes using the version of Melnikov's method suitable for systems with symmetry due to Holmes and Marsden.
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    URL: http://dx.doi.org/10.1007/BF01053929
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  • 23
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    Stability and Instability of Fourth-Order Solitary Waves (1998)
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    Journal of dynamics and differential equations 10 (1998), S. 151-188 
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    ISSN: 1572-9222
    Keywords: Fourth-order solitary waves ; stability ; instability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We study ground-state traveling wave solutions of a fourth-order wave equation. We find conditions on the speed of the waves which imply stability and instability of the solitary waves. The analysis depends on the variational characterization of the ground states rather than information about the linearized operator.
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    URL: http://dx.doi.org/10.1023/A:1022644629950
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  • 24
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    Linear stability of relative equilibria with a dominant mass (1994)
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    Journal of dynamics and differential equations 6 (1994), S. 37-51 
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    ISSN: 1572-9222
    Keywords: Celestial mechanics ; relative equilibria ; stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A criterion for the linear stability of relative equilibria of the Newtoniann-body problem is found in the case whenn−1 of the masses are small. Several stable periodic orbits of the problem are presented as examples.
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    URL: http://dx.doi.org/10.1007/BF02219187
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    Interval stability and interval covering property in finite posets (1992)
    Springer
    Order 9 (1992), S. 163-175 
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    ISSN: 1572-9273
    Keywords: Primary 06A07 ; secondary 05C70 ; Partial order ; interval ; stability ; covering ; Sperner property ; symmetric chains ; NP-completeness
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Given a finite ranked posetP, let α(P) be the maximum size of a subset ofP such that no two elements of it belong simultaneously to some interval ofP and let ϱ(P) be the minimum number of intervals covering all elements ofP. We say thatP has the strong interval stability property (resp. the strong interval covering property) if for each subposetP′ induced by consecutive levels ofP, i.e.,P′=P (l)∪...∪P (u), one has α(P′)=max{|P (l)|, |P (u)|} (resp. ϱ(P′)=max{|P (l)|, |P (u)|}). We prove these properties for several classes of posets and discuss some general facts concerning the numbers α(P) and ϱ(P), e.g., NP-completeness and min-max relations.
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    Stability of Semilinear Delay Equations with Positive Solutions (1997)
    Springer
    Positivity 1 (1997), S. 319-330 
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    ISSN: 1572-9281
    Keywords: delay equations ; stability ; positive solutions ; spectral growth condition
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    Topics: Mathematics
    Notes: Abstract We prove stability for a semilinear delay equation, whose nonlinearity is majorized by a linear positive operator. The key ingredients are a spectral condition, positivity of solutions to the linear problem, and lattice properties of the Banach space.
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    URL: http://dx.doi.org/10.1023/A:1009725823213
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    Some Results on Stability of Retarded Functional Differential Equations Using Dichotomic Map Techniques (1998)
    Springer
    Positivity 2 (1998), S. 229-238 
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    ISSN: 1572-9281
    Keywords: asymptotic stability ; dichotomic maps ; retarded functional differential equation ; stability
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    Topics: Mathematics
    Notes: Abstract This paper deals with the study of the stability of nonautonomous retarded functional differential equations using the theory of dichotomic maps. After some preliminaries, we prove the theorems on simple and asymptotic stability. Some examples are given to illustrate the application of the method. Main results about asymptotic stability of the equation $$x'(t) = - b(t)x(t - r)$$ and of itsnonlinear generalization $$x'(t) = b(t)f(x(t - r))$$ are established.
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    A New ADI Scheme for Solving Three-Dimensional Parabolic Equations with First-Order Derivatives and Variable Coefficients (2000)
    Springer
    Journal of computational analysis and applications 2 (2000), S. 293-308 
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    ISSN: 1572-9206
    Keywords: parabolic equations ; ADI scheme ; stability
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    Topics: Mathematics
    Notes: Abstract An ADI scheme for solving three-dimensional parabolic equations withfirst-order derivatives and variable coefficients has been developed basedon our previous papers and the idea of the modified upwind differencescheme. This ADI scheme is second-order accurate and unconditionallystable. Further, a small parameter can be chosen which makes it suitablefor simulating fast-transient phenomena or for computations on fine spatialmeshes. The method is illustrated with numerical examples.
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    URL: http://dx.doi.org/10.1023/A:1010108620966
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    Stability characteristics of transition layer solutions (1993)
    Springer
    Journal of dynamics and differential equations 5 (1993), S. 625-671 
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    ISSN: 1572-9222
    Keywords: Scalar reaction-diffusion equation ; singular perturbation methods ; internal layer ; Neumann layer ; stability ; 35K57 ; 35B25 ; 35B35
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    Topics: Mathematics
    Notes: Abstract The multiple existences and their stability properties of stationary solutions with a single transition layer in some scalar reaction-diffusion equation are shown. Each solution is constructed by using classical singular perturbation methods and its stability property is determined by a simple algebraic quantity, say index, appearing in the construction of a solution.
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    Symmetrization properties of parabolic equations in symmetric domains (1994)
    Springer
    Journal of dynamics and differential equations 6 (1994), S. 639-658 
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    ISSN: 1572-9222
    Keywords: Symmetry ; parabolic equations ; positive solutions ; stability
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    Topics: Mathematics
    Notes: Abstract Symmetry properties of positive solutions of a Dirichlet problem for a strongly nonlinear parabolic partial differential equation in a symmetric domainD ⊂ R n are considered. It is assumed that the domainD and the equation are invariant with respect to a group {Q} of transformations ofD. In examples {Q} consists of reflections or rotations. The main result of the paper is the theorem which states that any compact inC(D) negatively invariant set which consists of positive functions consists ofQ-symmetric functions. Examples of negatively invariant sets are (in autonomous case) equilibrium points, omega-limit sets, alpha-limit sets, unstable sets of invariant sets, and global attractors. Application of the main theorem to equilibrium points gives the Gidas-Ni-Nirenberg theorem. Applying the theorem to omega-limit sets, we obtain the asymptotical symmetrization property. That means that a bounded solutionu(t) asr→∞ approaches subspace of symmetric functions. One more result concerns properties of eigenfunctions of linearizations of the equations at positive equilibrium points. It is proved that all unstable eigenfunctions are symmetric.
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    Stability-Like Properties of Differential Inclusions (1997)
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    Set-valued analysis 5 (1997), S. 73-88 
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    ISSN: 1572-932X
    Keywords: differential inclusion ; invariance ; stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The properties of invariance, stability, asymptotic stability and attainability of a given compact set $$K \subset \mathbb{R}^n $$ with respect to a differential inclusion, have weak and strong versions: the weak version requires existence of a trajectory with the corresponding property, while the strong one requires this property for all trajectories. The following statement is proven in the paper (under slight restrictions) for each of the above-mentioned properties: if K has the weak property with respect to $$\dot x \in F(x) $$ , then there is a (regulation) mapping G such that G(x) ⊂ F(x) ∀ x and G has the strong property with respect to $${\dot x}$$ ε G(x). In addition, certain regularity of the set of solutions of the last inclusion is claimed.
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    Optimization and Stability Results Through Cone Lower Semicontinuity (1997)
    Springer
    Set-valued analysis 5 (1997), S. 365-375 
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    ISSN: 1572-932X
    Keywords: set-valued mappings ; vector optimization ; stability
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    Topics: Mathematics
    Notes: Abstract We establish optimization results for set-valued mappings, with the image space given by a topological vector space partially ordered by a cone. Moreover, we obtain stability results relative to parametrized optimization problems. We use a weak semicontinuity concept related to the order structure of the image space and show how compactness assumptions used in previous papers can be lightened.
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    Bifurcations in parametric nonlinear programming (1990)
    Springer
    Annals of operations research 27 (1990), S. 343-369 
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    ISSN: 1572-9338
    Keywords: Bifurcation ; singularities ; continuation ; parametric nonlinear programming ; stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract Bifurcation and continuation techniques are introduced as a class of methods for investigating the parametric nonlinear programming problem. Motivated by the Fritz John first-order necessary conditions, the parametric programming problem is first reformulated as a closed system of nonlinear equations which contains all Karush-Kuhn-Tucker and Fritz John points, both feasible and infeasible solutions, and relative minima, maxima, and saddle points. Since changes in the structure of the solution set and critical point type can occur only at singularities, necessary and sufficient conditions for the existence of a singularity are developed in terms of the loss of a complementarity condition, the linear dependence constraint qualification, and the singularity of the Hessian of the Lagrangian on a tangent space. After a brief introduction to elementary bifurcation theory, some simple singularities in this parametric problem are analyzed for both branching and persistence of local minima. Finally, a brief introduction to numerical continuation and bifurcation procedures is given to indicate how these facts can be used in a numerical investigation of the problem.
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    Stability in multistage stochastic programming (1995)
    Springer
    Annals of operations research 56 (1995), S. 79-93 
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    ISSN: 1572-9338
    Keywords: Multistage stochastic programs ; optimization in Banach spaces ; stability ; approximation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract Multistage stochastic programs are regarded as mathematical programs in a Banach spaceX of summable functions. Relying on a result for parametric programs in Banach spaces, the paper presents conditions under which linearly constrained convex multistage problems behave stably when the (input) data process is subjected to (small) perturbations. In particular, we show the persistence of optimal solutions, the local Lipschitz continuity of the optimal value and the upper semicontinuity of optimal sets with respect to the weak topology inX. The linear case with deterministic first-stage decisions is studied in more detail.
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    The Stability of Self-Organized Rule-Following Work Teams (1999)
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    Computational & mathematical organization theory 5 (1999), S. 5-30 
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    ISSN: 1572-9346
    Keywords: network models ; organization theory ; rule following ; self organized ; stability ; work teams ; work routine
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Self-organized rule-following systems are increasingly relevant objects of study in organization theory due to such systems&2018; capacity to maintain control while enabling decentralization of authority. This paper proposes a network model for such systems and examines the stability of the networks&2018; repetitive behavior. The networks examined are Ashby nets, a fundamental class of binary systems: connected aggregates of nodes that individually compute an interaction rule, a binary function of their three inputs. The nodes, which we interpret as workers in a work team, have two network inputs and one self-input. All workers in a given team follow the same interaction rule. We operationalize the notion of stability of the team&2018;s work routine and determine stability under small perturbations for all possible rules these teams can follow. To study the organizational concomitants of stability, we characterize the rules by their memory, fluency, homogeneity, and autonomy. We relate these measures to work routine stability, and find that stability in ten member teams is enhanced by rules that have low memory, high homogeneity, and low autonomy.
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    Bifurcation Phenomena from Standing Pulse Solutions in Some Reaction-Diffusion Systems (2000)
    Springer
    Journal of dynamics and differential equations 12 (2000), S. 117-167 
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    ISSN: 1572-9222
    Keywords: singular perturbation ; standing pulses ; stability ; Hopf bifurcation ; reaction-diffusion system
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    Topics: Mathematics
    Notes: Abstract Bifurcation phenomena from standing pulse solutions of the problem $$\varepsilon \tau u_t = \varepsilon ^2 u_{xx} + f(u,v),{\text{ }}v_t = v_{xx} + g(u,v)$$ is considered. ε(〉0) is a sufficiently small parameter and τ is a positive one. It is shown that there exist two types of destabilization of standing pulse solutions when τ decreases. One is the appearance of travelling pulse solutions via the static bifurcation and the other is that of in-phase breathers via the Hopf bifurcation. Furthermore which type of destabilization occurs first with decreasing τ is discussed for the piecewise linear nonlinearities f and g.
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    Equivariant multiparameter bifurcation via singularity theory (1993)
    Springer
    Journal of dynamics and differential equations 5 (1993), S. 189-218 
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    ISSN: 1572-9222
    Keywords: Equivariant bifurcation ; symmetry ; singularity ; equivariant jets and transversality ; normal forms ; universal unfolding ; stability ; structural stability ; 58F14 ; 58E07 ; 58C27
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The theoretical machinery from singularity theory introduced by Golubitsky, Stewart, and Schaeffer, to study equivariant bifurcation problems, is completed and expanded while generalized to the multiple parameter context. In this setting the finite determinacy theorems or normal forms, the stability of equivariant bifurcation problems, and the structural stability of the universal unfolding are discussed.
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    A free boundary problem modeling thermal instabilities: Stability and bifurcation (1994)
    Springer
    Journal of dynamics and differential equations 6 (1994), S. 447-486 
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    ISSN: 1572-9222
    Keywords: Free boundary problems ; gasless combustion ; stability ; Hopf bifurcation ; 35R35 ; 35B40 ; 80A25
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, we analyze a simple free boundary model associated with solid combustion and some phase transition processes. There is strong evidence that this “one-phase” model captures all major features of dynamical behavior of more realistic (and complicated) combustion and phase transition models. The principal results concern the dynamical behavior of the model as a bifurcation parameter (which is related to the activation energy in the case of combustion) varies. We prove that the basic uniform front propagation is asymptotically stable against perturbations for the bifurcation parameter above the instability threshold and that a Hopf bifurcation takes place at the threshold value. Results of numerical simulations are presented which confirm that both supercritical and subcritical Hofp bifurcation may occur for physically reasonable nonlinear kinetic functions.
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    Discrete time semigroup transformations with random perturbations (1997)
    Springer
    Journal of dynamics and differential equations 9 (1997), S. 463-505 
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    ISSN: 1572-9222
    Keywords: Difference equations ; random perturbation ; averaging ; diffusion approximation ; randomly perturbed iterations ; stability ; 3SR60 ; 60H15 ; 60J99
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Let (X, ℬ) and (Y,C) be two measurable spaces withX being a linear space. A system is determined by two functionsf(X): X→ X andϕ:X×Y→X, a (small) positive parameterε and a homogeneous Markov chain {y n } in (Y,C) which describes random perturbations. States of the system, say {x n ɛ ∈X, n=0, 1,⋯}, are determined by the iteration relations:x n+1 ɛ =f(x n ɛ )+ɛϕ(x n ɛ ,Yn+1) forn≥0, wherex 0 ɛ =x 0 is given. Here we study the asymptotic behavior of the solutionx n ɛ asε → 0 andn → ∞ under various assumptions on the data. General results are applied to some problems in epidemics, genetics and demographics.
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    On Stability and Boundedness for Lipschitzian Differential Inclusions: The Converse of Lyapunov's Theorems (1997)
    Springer
    Set-valued analysis 5 (1997), S. 377-390 
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    ISSN: 1572-932X
    Keywords: differential inclusions ; stability ; boundedness of solutions ; Lyapunov functions
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    Topics: Mathematics
    Notes: Abstract For Lipschitzian differential inclusions, we prove that the existence of suitable Lyapunov functions is necessary for uniform stability and uniform boundedness of solutions.
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    Singularly perturbed differential inclusions: An averaging approach (1996)
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    Set-valued analysis 4 (1996), S. 361-374 
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    ISSN: 1572-932X
    Keywords: 34A60 ; 34E15 ; 34C29 ; differential inclusion ; singular perturbation ; averaging method ; controlability ; stability
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    Notes: Abstract We consider nonlinear, singularly perturbed differential inclusions and apply the averaging method in order to construct a limit differential inclusion for slow motion. The main approximation result states that the existence and regularity of the limit differential inclusion suffice to describe the limit behavior of the slow motion. We give explicit approximation rates for the uniform convergence on compact time intervals. The approach works under controllability or stability properties of fast motion.
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    Implicit Multifunction Theorems (1999)
    Springer
    Set-valued analysis 7 (1999), S. 209-238 
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    ISSN: 1572-932X
    Keywords: nonsmooth analysis ; subdifferentials ; coderivatives ; implicit function theorem ; solvability ; stability ; open mapping theorem ; metric regularity ; multidirectional mean value inequality
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We prove a general implicit function theorem for multifunctions with a metric estimate on the implicit multifunction and a characterization of its coderivative. Traditional open covering theorems, stability results, and sufficient conditions for a multifunction to be metrically regular or pseudo-Lipschitzian can be deduced from this implicit function theorem. We prove this implicit multifunction theorem by reducing it to an implicit function/solvability theorem for functions. This approach can also be used to prove the Robinson–Ursescu open mapping theorem. As a tool for this alternative proof of the Robinson–Ursescu theorem, we also establish a refined version of the multidirectional mean value inequality which is of independent interest.
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    Perturbed unstable variational inequalities with unbounded operators on approximately given sets (1993)
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    Set-valued analysis 1 (1993), S. 393-402 
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    ISSN: 1572-932X
    Keywords: Primary: 49J40, 65K10, 47A55, 47H05, 65L20 ; Variational inequality ; perturbation ; unbounded and nonsmooth operators ; convex sets ; Hausdorff distance ; regularization ; monotonicity ; convergence ; stability
    Source: Springer Online Journal Archives 1860-2000
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    Notes: Abstract The stability and convergence of the solutions of perturbed and regularized variational inequality to the solutions of the primary (unstable a priori) variational inequality with proper monotone operator are investigated. All the objects of inequality: the operatorA, the right-hand partf and the set of constrains Ω are to be perturbed. At the same time no assumptions of boundedness and smoothness of the operatorA are used. The connection between the parameters of perturbations, which guarantees strong convergence of approximate solutions, is established. It is proved that the existence of the solution to the unperturbed variational inequality is necessary and sufficient condition for convergence of the regularized perturbed inequality solutions.
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    Some computational issues in optimal control by nonlinear programming (1993)
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    Annals of operations research 43 (1993), S. 249-257 
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    ISSN: 1572-9338
    Keywords: Nonlinear programming ; multivariable control systems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract The Roppenecker [11] parameterization of multi-input eigenvalue assignment, which allows for common open- and closed-loop eigenvalues, provides a platform for the investigation of several issues of current interest in robust control. Based on this parameterization, a numerical optimization method for designing a constant gain feedback matrix which assigns the closed-loop eigenvalues to desired locations such that these eigenvalues have low sensitivity to variations in the open-loop state space model was presented in Owens and O'Reilly [8]. In the present paper, two closely related numerical optimization methods are presented. The methods utilize standard (NAG library) unconstrained optimization routines. The first is for designing a minimum gain state feedback matrix which assigns the closed-loop eigenvalues to desired locations, where the measure of gain taken is the Frobenius norm. The second is for designing a state feedback matrix which results in the closed-loop system state matrix having minimum condition number. These algorithms have been shown to give results which are comparable to other available algorithms of far greater conceptual complexity.
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    NLPQL: A fortran subroutine solving constrained nonlinear programming problems (1986)
    Springer
    Annals of operations research 5 (1986), S. 485-500 
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    ISSN: 1572-9338
    Keywords: Nonlinear programming ; sequential quadratic programming method ; numerical implementation ; test results
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    Topics: Mathematics , Economics
    Notes: Abstract NLPQL is a FORTRAN implementation of a sequential quadratic programming method for solving nonlinearly constrained optimization problems with differentiable objective and constraint functions. At each iteration, the search direction is the solution of a quadratic programming subproblem. This paper discusses the organization of NLPQL, including the formulation of the subproblem and the information that must be provided by a user. A summary is given of the performance of different algorithmic options of NLPQL on a collection of test problems (115 hand-selected or application problems, 320 randomly generated problems). The performance of NLPQL is compared with that of some other available codes.
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    Integrating modeling, algorithm design, and computational implementation to solve a large-scale non-linear mixed integer programming problem (1986)
    Springer
    Annals of operations research 5 (1986), S. 395-411 
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    ISSN: 1572-9338
    Keywords: Nonlinear programming ; decomposition ; branch and bound ; network ; transportation ; mixed integer programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract This paper describes the formulation of a nonlinear mixed integer programming model for a large-scale product development and distribution problem and the design and computational implementation of a special purpose algorithm to solve the model. The results described demonstrate that integrating the art of modeling with the sciences of solution methodology and computer implementation provides a powerful approach for attacking difficult problems. The efforts described here were successful because they capitalized on the wealth of existing modeling technology and algorithm technology, the availability of efficient and reliable optimization, matrix generation and graphics software, and the speed of large-scale computer hardware. The model permitted the combined use of decomposition, general linear programming and network optimization within a branch and bound algorithm to overcome mathematical complexity. The computer system reliably found solutions with considerably better objective function values 30 to 50 times faster than had been achieved using general purpose optimization software alone. Throughout twenty months of daily use, the system was credited with providing insights and suggesting strategies that led to very large dollar savings.
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    Consumer memory and price fluctuations in commodity markets: An integrodifferential model (1989)
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    Journal of dynamics and differential equations 1 (1989), S. 299-325 
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    ISSN: 1572-9222
    Keywords: Commodity markets ; time delays ; stability ; Hopf bifurcation ; 34K15 ; 45J05 ; 90A16
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    Topics: Mathematics
    Notes: Abstract A model for the dynamics of price adjustment in a single commodity market is developed. Nonlinearities in both supply and demand functions are considered explicitly, as are delays due to production lags and storage policies, to yield a nonlinear integrodifferential equation. Conditions for the local stability of the equilibrium price are derived in terms of the elasticities of supply and demand, the supply and demand relaxation times, and the equilibrium production-storage delay. The destabilizing effect of consumer memory on the equilibrium price is analyzed, and the ensuing Hopf bifurcations are described.
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    Stable steady state of some population models (1992)
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    Journal of dynamics and differential equations 4 (1992), S. 161-190 
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    ISSN: 1572-9222
    Keywords: Delay differential equations ; equilibrium ; stability ; limiting equations ; population dynamics ; 34K20 ; 34K25 ; 92A15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Applying an analytical method and several limiting equations arguments, some sufficient conditions are provided for the existence of a unique positive equilibriumK for the delay differential equationx=−γx+D(x t ), which is the general form of many population models. The results are concerned with the global attractivity, uniform stability, and uniform asymptotic stability ofK. Application of the results to some known population models, which shows the effectiveness of the methods applied here, is also presented.
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    The relative variance criterion for stability of delay systems (1993)
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    Journal of dynamics and differential equations 5 (1993), S. 105-128 
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    ISSN: 1572-9222
    Keywords: Delay system ; stability ; relative variance ; dynamical disease
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A new approach to the study of delay systems, applicable to physiological control systems and other systems where little information about the time delays is available, is examined. The method is based on the fact that stability information can be deduced from the statistical properties of the probability distribution that encodes the structure of the time delay. The main statistical variables used are the usual expectation parameter,E, and a modified variance, calledrelative variance and denotedR, that is invariant under time scale changes. Recent work of the author has shown that stability often improves asR increases whileE remains fixed. A four-parameter family of delay models is analysed in this paper, and the (E, R) pair is found to be a reliable indicator of stability over the global parameter domain of the family.
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    Stability of standing waves for the generalized Davey-Stewartson system (1994)
    Springer
    Journal of dynamics and differential equations 6 (1994), S. 325-334 
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    ISSN: 1572-9222
    Keywords: Nonlinear Schrödinger equations ; anisotropic standing waves ; stability ; concentration compactness principle ; Davey-Stewartson system ; 35Q35 ; 35B35
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We study the stability of standing waves for a nonlinear Schrödinger equation, which derives from the generalized Davey-Stewartson system in the elliptic-elliptic case. We prove the existence of stable standing waves under certain conditions.
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    The index of lyapunov stable fixed points in two dimensions (1994)
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    Journal of dynamics and differential equations 6 (1994), S. 631-637 
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    ISSN: 1572-9222
    Keywords: stability ; fixed point index ; periodic solutions
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    Notes: Abstract In this paper, we prove that a stable isolated fixed point of an orientation preserving local homeomorphism onR 2 has fixed point index 1. We also give a number of applications to differential equations. In particular, we deduce that a number of existence methods for producing periodic solutions of differential equations in the plane always produce unstable solutions.
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    Stability of Linear Inequality Systems Measured by the Hausdorff Metric (2000)
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    Set-valued analysis 8 (2000), S. 253-266 
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    ISSN: 1572-932X
    Keywords: Hausdorff metric ; linear inequality systems ; stability
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    Topics: Mathematics
    Notes: Abstract In this paper, we propose a Hausdorff metric to measure the “distance” between two linear inequality systems on a real normed space X. For this topology, which comes through a pseudo-metric in the set Σ of linear inequality systems, the closedness of the feasible set mapping is studied, and at the same time a characterization of the stability of the subset Σ c of consistent sytems is given.
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    Stability Properties of a Bond Portfolio Management Problem (2000)
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    Annals of operations research 99 (2000), S. 251-265 
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    ISSN: 1572-9338
    Keywords: stochastic programming ; bond portfolio management ; interest ratescenarios ; stability ; sensitivity
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract The bond portfolio management problem is formulated as a multiperiod two-stage or multistage stochastic program based on interest rate scenarios. These scenarios depend on the available market data, on the applied estimation and sampling techniques, etc., and are used to evaluate coefficients of the resulting large scale mathematical program. The aim of the contribution is to analyze stability and sensitivity of this program on small changes of the coefficients – the (scenario dependent) values of future interest rates and prices. We shall prove that under sensible assumptions, the scenario subproblems are stable linear programs and that also the optimal first-stage decisions and the optimal value of the considered stochastic program possess acceptable continuity properties.
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    Stability estimates in inverse scattering (1992)
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    Acta applicandae mathematicae 28 (1992), S. 1-42 
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    ISSN: 1572-9036
    Keywords: 35R30 ; Inverse scattering ; stability ; noisy data
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    Topics: Mathematics
    Notes: Abstract An algorithm is given for calculating the solution to the 3D inverse scattering problem with noisy discrete fixed energy data. The error estimates for the calculated solution are derived. The methods developed are of a general nature and can be used in many applications: in nondestructive evaluation and remote sensing, in geophysical exploration, medical diagnostics, and technology.
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    Numerical computation of stability and detection of Hopf bifurcations of steady state solutions of delay differential equations (1999)
    Springer
    Advances in computational mathematics 10 (1999), S. 271-289 
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    ISSN: 1572-9044
    Keywords: delay differential equations ; steady state solutions ; stability ; 34K20 ; 65J10
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    Notes: Abstract The characteristic equation of a system of delay differential equations (DDEs) is a nonlinear equation with infinitely many zeros. The stability of a steady state solution of such a DDE system is determined by the number of zeros of this equation with positive real part. We present a numerical algorithm to compute the rightmost, i.e., stability determining, zeros of the characteristic equation. The algorithm is based on the application of subspace iteration on the time integration operator of the system or its variational equations. The computed zeros provide insight into the system’s behaviour, can be used for robust bifurcation detection and for efficient indirect calculation of bifurcation points.
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    On the first eigenvalue of the linearized operator of ther-th mean curvature of a hypersurface (1993)
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    Annals of global analysis and geometry 11 (1993), S. 387-395 
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    ISSN: 1572-9060
    Keywords: Curvatures of hypersurfaces ; Reilly's inequality ; stability ; 53 A 10 ; 53 C 42
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    Notes: Abstract We generalize Reilly's inequality for the first eigenvalue of immersed submanifolds ofIR m +1 and the total (squared) mean curvature, to hypersurfaces ofIR m +1 and the first eigenvalue of the higher order curvatures. We apply this to stability problems. We also consider hypersurfaces in hyperbolic space.
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    Destabilization for quasivariational inequalities of reaction-diffusion type (2000)
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    Applications of mathematics 45 (2000), S. 161-176 
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    ISSN: 1572-9109
    Keywords: reaction-diffusion system ; unilateral conditions ; quasivariational inequality ; Leray-Schauder degree ; eigenvalue ; stability
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    Notes: Abstract We consider a reaction-diffusion system of the activator-inhibitor type with unilateral boundary conditions leading to a quasivariational inequality. We show that there exists a positive eigenvalue of the problem and we obtain an instability of the trivial solution also in some area of parameters where the trivial solution of the same system with Dirichlet and Neumann boundary conditions is stable. Theorems are proved using the method of a jump in the Leray-Schauder degree.
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    A secant method for multiple roots (1977)
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    BIT 17 (1977), S. 321-328 
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    ISSN: 1572-9125
    Keywords: 5.15 ; nonlinear equation ; root finding ; multiple root ; secant method ; Steffensen procedure ; order of convergence ; efficiency ; stability
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    Topics: Mathematics
    Notes: Abstract A superlinear procedure for finding a multiple root is presented. In it the secant method is applied to the given function divided by a divided difference whose increment shrinks toward zero as the root is approached. Two function evaluations per step are required, but no derivatives need be calculated.
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    Numerical experiments with a multistep Radau method (1993)
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    BIT 33 (1993), S. 332-350 
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    ISSN: 1572-9125
    Keywords: AMS(MOS): 65L06 ; Multistep collocation method ; continuous solution ; stability
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    Notes: Abstract This paper describes an implementation of multistep collocation methods, which are applicable to stiff differential problems, singular perturbation problems, and D.A.E.s of index 1 and 2. These methods generalize one-step implicit Runge-Kutta methods as well as multistep one-stage BDF methods. We give numerical comparisons of our code with two representative codes for these methods, RADAU5 and LSODE.
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    Meromorphic resolvents and power bounded operators (1996)
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    BIT 36 (1996), S. 531-541 
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    ISSN: 1572-9125
    Keywords: Meromorphic resolvent ; stability ; power bounded
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    Notes: Abstract Tools to estimate resolvents are developed and a model result is given for power bounded operators: the dimension showing up in the Kreiss matrix theorem can be replaced by the trace norm.
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    A New Approach to Backward Error Analysis of Lu Factorization (1999)
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    BIT 39 (1999), S. 385-402 
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    ISSN: 1572-9125
    Keywords: Gaussian elimination ; stability ; backward error analysis ; growth factor
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    Notes: Abstract A new backward error analysis of LU factorization is presented. It allows to obtain a sharper upper bound for the forward error and a new definition of the growth factor that we compare with the well known Wilkinson growth factor for some classes of matrices. Numerical experiments show that the new growth factor is often of order approximately log2 n whereas Wilkinson's growth factor is of order n or $$\sqrt n$$ .
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    A note on unconditionally stable linear multistep methods (1967)
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    BIT 7 (1967), S. 65-70 
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    ISSN: 1572-9125
    Keywords: Differential equations ; multistep methods ; stability
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    Notes: Abstract It has been shown by Dahlquist [3] that the trapezoidal formula has the smallest truncation error among all linear multistep methods with a certain stability property. It is the purpose of this note to show that a slightly different stability requirement permits methods of higher accuracy.
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    Multiwavelet approximation methods for pseudodifferential equations on curves. Stability and convergence analysis (1998)
    Springer
    Advances in computational mathematics 9 (1998), S. 145-171 
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    ISSN: 1572-9044
    Keywords: periodic pseudodifferential equations ; multiwavelets ; splines with multiple knots ; generalized Galerkin–Petrov schemes ; boundary element methods ; error analysis ; stability ; Strang–Fix condition ; 65J10 ; 65N30 ; 65N35 ; 65R20 ; 47G30 ; 45P05 ; 41A25 ; 41A30 ; 41A15
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    Notes: Abstract We develop a stability and convergence analysis of Galerkin–Petrov schemes based on a general setting of multiresolution generated by several refinable functions for the numerical solution of pseudodifferential equations on smooth closed curves. Particular realizations of such a multiresolution analysis are trial spaces generated by biorthogonal wavelets or by splines with multiple knots. The main result presents necessary and sufficient conditions for the stability of the numerical method in terms of the principal symbol of the pseudodifferential operator and the Fourier transforms of the generating multiscaling functions as well as of the test functionals. Moreover, optimal convergence rates for the approximate solutions in a range of Sobolev spaces are established.
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    Diagonally implicit Runge–Kutta methods for 3D shallow water applications (2000)
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    Advances in computational mathematics 12 (2000), S. 229-250 
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    ISSN: 1572-9044
    Keywords: numerical analysis ; shallow water problems ; DIRK methods ; stability ; 65L06 ; 65L20 ; 65M12 ; 65M20
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    Notes: Abstract We construct A‐stable and L‐stable diagonally implicit Runge–Kutta methods of which the diagonal vector in the Butcher matrix has a minimal maximum norm. If the implicit Runge–Kutta relations are iteratively solved by means of the approximately factorized Newton process, then such iterated Runge–Kutta methods are suitable methods for integrating shallow water problems in the sense that the stability boundary is relatively large and that the usually quite fine vertical resolution of the discretized spatial domain is not involved in the stability condition.
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    Numerical stability of biorthogonal wavelet transforms (1995)
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    Advances in computational mathematics 4 (1995), S. 1-26 
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    ISSN: 1572-9044
    Keywords: Wavelets ; biorthogonal wavelets ; stability ; primary 15A12 ; 65F35 ; secondary 42C15
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    Topics: Mathematics
    Notes: Abstract For orthogonal wavelets, the discrete wavelet and wave packet transforms and their inverses are orthogonal operators with perfect numerical stability. For biorthogonal wavelets, numerical instabilities can occur. We derive bounds for the 2-norm and average 2-norm of these transforms, including efficient numerical estimates if the numberL of decomposition levels is small, as well as growth estimates forL → ∞. These estimates allow easy determination of numerical stability directly from the wavelet coefficients. Examples show that many biorthogonal wavelets are in fact numerically well behaved.
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    Some remarks on the second variation formula for the area (1993)
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    Annals of global analysis and geometry 11 (1993), S. 221-235 
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    ISSN: 1572-9060
    Keywords: Second variation formula ; Morse index ; stability ; 53C
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    Topics: Mathematics
    Notes: Abstract Iff is a minimal, isometric immersion of the Riemannian manifoldM of dimensionn in a Riemannian manifold $$\overline M$$ of dimensionm and ifI N is the „differential Jacobi operator” acting on the cross sections of the normal bundleN(M), we obtain some information on the Morse index and on the stability ofM through a detailed geometric analysis of the immersionf obtained when considering the higher fundamental forms off.
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    On stable surfaces of constant gauss curvature in space forms (1995)
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    Annals of global analysis and geometry 13 (1995), S. 141-148 
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    ISSN: 1572-9060
    Keywords: Gauss curvature ; stability ; 53
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    Topics: Mathematics
    Notes: Abstract We prove that a domain on a surface of constant curvature is stable provided the integral of the mean curvature is small enough.
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    Stability of Hypersurfaces with Constant $$r$$ -Mean Curvature (1997)
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    Annals of global analysis and geometry 15 (1997), S. 277-297 
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    ISSN: 1572-9060
    Keywords: mean curvature ; $$r$$ -mean curvature ; sphere ; stability ; stable
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    Topics: Mathematics
    Notes: Abstract We deal with compact hypersurfaces immersed in space forms with constant $$r$$ -mean curvature. They are critical points for a variational problem. We show they are stable if and only if they are geodesic spheres, generalizing results on constant curvature hypersurfaces.
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    The maximal accuracy of stable difference schemes for the wave equation (1995)
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    BIT 35 (1995), S. 83-115 
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    ISSN: 1572-9125
    Keywords: finite difference methods ; wave equation ; accuracy ; stability ; Padé approximants ; order stars ; Riemann surface
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    Topics: Mathematics
    Notes: Abstract We consider three time-level difference schemes, symmetric in time and space, for the solution of the wave equation,u tt =c 2 u xx , given by $$\sum\limits_{j = - S}^S {b_j U_{n + 1,m + j} + } \sum\limits_{j = - S}^S {a_j U_{n,m + j} + } \sum\limits_{j = - S}^S {b_j U_{n - 1,m + j} } = 0.$$ It has already been proved that the maximal order of accuracyp of such schemes is given byp ≤ 2(s + S). In this paper we show that the requirement of stability does not reduce this maximal order for any choice of the pair (s, S). The result is proved by introducing an order star on the Riemann surface of the algebraic function associated with the scheme. Furthermore, Padé schemes, withS = 0,s 〉 0, ands = 0,S 〉 0, are proved to be stable for 0 〈 μ 〈 1, where μ is the Courant number. These schemes can be implemented with high-order absorbing boundary conditions without reducing the range of μ for which stable solutions are obtained.
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    Derivative free multipoint iterative methods for simple and multiple roots (1986)
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    BIT 26 (1986), S. 93-99 
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    ISSN: 1572-9125
    Keywords: Primary 65HO5 ; nonlinear equation ; multiple roots ; multipoint iterative methods ; error constant ; stability ; efficiency
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    Topics: Mathematics
    Notes: Abstract A one-parameter family of derivative free multipoint iterative methods of orders three and four are derived for finding the simple and multiple roots off(x)=0. For simple roots, the third order methods require three function evaluations while the fourth order methods require four function evaluations. For multiple roots, the third order methods require six function evaluations while the fourth order methods require eight function evaluations. Numerical results show the robustness of these methods.
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    A note on contractivity in the numerical solution of initial value problems (1987)
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    BIT 27 (1987), S. 424-437 
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    ISSN: 1572-9125
    Keywords: 65 L 05 ; 65 L 20 ; stability ; contractivity ; numerical solution of stiff initial value problems in ordinary differential equations ; Runge-Kutta methods ; Rosenbrock methods ; rational Runge-Kutta methods
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    Topics: Mathematics
    Notes: Abstract This paper concerns the stability analysis of numerical methods for approximating the solutions to (stiff) initial value problems. Our analysis includes the case of (nonlinear) systems of differential equations that are essentially more general than the classical test equationU′=λU, with λ a complex constant. We explore the relation between two stability concepts, viz. the concepts of contractivity and weak contractivity. General Runge-Kutta methods, one-stage Rosenbrock methods and a notable rational Runge-Kutta method are analysed in some detail.
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    Netwon interpolation at Leja points (1990)
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    BIT 30 (1990), S. 332-346 
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    Keywords: 65D05 ; polynomial interpolaton ; Newton form ; stability ; Leja points ; ordering of interpolation points
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    Topics: Mathematics
    Notes: Abstract The Newton form is a convenient representation for interpolation polynomials. Its sensitivity to perturbations depends on the distribution and ordering of the interpolation points. The present paper bounds the growth of the condition number of the Newton form when the interpolation points are Leja points for fairly general compact sets K in the complex plane. Because the Leja points are defined recursively, they are attractive to use with the Newton form. If K is an interval, then the Leja points are distributed roughly like Chebyshev points. Our investigation of the Newton form defined by interpolation at Leja points suggests an ordering scheme for arbitrary interpolation points.
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    Stability Concepts in Topological Dynamics by Nonstandard Methods (1997)
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    Acta applicandae mathematicae 49 (1997), S. 35-54 
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    ISSN: 1572-9036
    Keywords: dynamical systems ; stability ; pseudo orbit tracing property ; nonstandard analysis
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    Notes: Abstract It is known that it is not possible to introduce C0 -structural stability for whole systems in topological dynamics. Using the methods of Nonstandard Analysis, we suggest four different purely topological stability concepts for dynamical systems on compact subsets of Rn. Classically these amount to considering the space of all systems on a given subset of Rn as the fundamental entity when deforming a continuous system (instead of the space of all continuous systems as is normally done in topological dynamics). For two of the introduced stability concepts, we will show that all minimal flows are stable in this sense. Besides this, we will show that one of our stability concepts is related to what is called the pseudo orbit tracing property in a recently published book by Aoki and Hiraide and compare some of our results to the theory of dynamical systems as presented there.
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    A new interpolation procedure for adapting Runge-Kutta methods to delay differential equations (1992)
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    BIT 32 (1992), S. 634-649 
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    ISSN: 1572-9125
    Keywords: AMS(MOS): 65L20 ; CR: 5.17 ; delay differential equations ; numerical solution ; Runge-Kutta methods ; interpolation procedures ; stability
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    Topics: Mathematics
    Notes: Abstract This paper deals with adapting Runge-Kutta methods to differential equations with a lagging argument. A new interpolation procedure is introduced which leads to numerical processes that satisfy an important asymptotic stability condition related to the class of testproblemsU′(t)=λU(t)+μU(t−τ) with λ, μ ε C, Re(λ)〈−|μ|, and τ〉0. Ifc i denotes theith abscissa of a given Runge-Kutta method, then in thenth stept n−1→t n :=t n−1+h of the numerical process our interpolation procedure computes an approximation toU(t n−1+c i h−τ) from approximations that have already been generated by the process at pointst j−1+c i h(j=1,2,3,...). For two of these new processes and a standard process we shall consider the convergence behaviour in an actual application to a given, stiff problem.
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    On the Robustness of Gaussian Elimination with Partial Pivoting (2000)
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    BIT 40 (2000), S. 62-73 
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    ISSN: 1572-9125
    Keywords: Gaussian elimination ; stability ; pivoting
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    Notes: Abstract It has been recently shown that large growth factors might occur in Gaussian Elimination with Partial Pivoting (GEPP) also when solving some plausibly natural systems. In this note we argue that this potential problem could be easily solved, with much smaller risk of failure, by very small (and low cost) modifications of the basic algorithm, thus confirming its inherent robustness. To this end, we first propose an informal model with the goal of providing further support to the comprehension of the stability properties of GEPP. We then report the results of numerical experiments that confirm the viewpoint embedded in the model. Basing on the previous observations, we finally propose a simple scheme that could be turned into (even more) accurate software for the solution of linear systems.
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    Runge-Kutta Methods for the Numerical Solution of Stiff Semilinear Systems (2000)
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    BIT 40 (2000), S. 611-639 
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    ISSN: 1572-9125
    Keywords: Runge-Kutta methods ; stability ; convergence ; stiff problems
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    Notes: Abstract This paper studies the stability and convergence properties of general Runge-Kutta methods when they are applied to stiff semilinear systems y′(t) = J(t)y(t) + g(t, y(t)) with the stiffness contained in the variable coefficient linear part. We consider two assumptions on the relative variation of the matrix J(t) and show that for each of them there is a family of implicit Runge-Kutta methods that is suitable for the numerical integration of the corresponding stiff semilinear systems, i.e. the methods of the family are stable, convergent and the stage equations possess a unique solution. The conditions on the coefficients of a method to belong to these families turn out to be essentially weaker than the usual algebraic stability condition which appears in connection with the B-stability and convergence for stiff nonlinear systems. Thus there are important RK methods which are not algebraically stable but, according to our theory, they are suitable for the numerical integration of semilinear problems. This paper also extends previous results of Burrage, Hundsdorfer and Verwer on the optimal convergence of implicit Runge-Kutta methods for stiff semilinear systems with a constant coefficients linear part.
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    Quasi-geodesic segments and Gromov hyperbolic spaces (1996)
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    Geometriae dedicata 62 (1996), S. 281-298 
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    ISSN: 1572-9168
    Keywords: 53C23 ; Hyperbolicity ; stability ; quasi-geodesics
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    Topics: Mathematics
    Notes: Abstract It is known that for a geodesic metric space hyperbolicity in the sense of Gromov implies geodesic stability. In this paper it is shown that the converse is also true. So Gromov hyperbolicity and geodesic stability are equialent for geodesic metric spaces.
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    Uniform stability at permanently acting disturbances of solutions of Navier-Stokes equations for compressible isothermic fluids (1994)
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    Acta applicandae mathematicae 37 (1994), S. 129-136 
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    ISSN: 1572-9036
    Keywords: 35B35 ; 35Q30 ; 76N10 ; stability ; Navier-Stokes equations ; compressible fluids
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We prove that the uniform stability at permanently acting disturbances of a given solution of the Navier-Stokes equations for viscous compressible isothermic fluid is a consequence of the uniform exponential stability of the zero solution of so-called linearized equations.
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    URL: http://dx.doi.org/10.1007/BF00995135
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    Growth and long-run stability (1987)
    Springer
    Acta applicandae mathematicae 9 (1987), S. 219-237 
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    ISSN: 1572-9036
    Keywords: 34A34 ; 34D99 ; 90A16 ; Nonlinear differential equations ; stability ; growth ; economic dynamics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper analyses the implications of persistent growth upon the stability properties of dynamic models. Besides the traditional concept of asymptotic stability, new stability criteria-strong/weak absolute, strong/weak relative, strong/weak logarithmic stability-are introduced, and global stability conditions for satisfying these criteria are stated for general first-order autonomous differential equations. The conflict between rapidity of growth and the degree of stability is demonstrated. Economic applications of the stability theorems are illustrated within the growth models of Harrod and Solow.
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    Runge–Kutta–Nyström‐type parallel block predictor–corrector methods (1999)
    Springer
    Advances in computational mathematics 10 (1999), S. 115-133 
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    ISSN: 1572-9044
    Keywords: Runge–Kutta–Nyström methods ; predictor–corrector methods ; stability ; parallelism ; 65M12 ; 65M20
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper describes the construction of block predictor–corrector methods based on Runge–Kutta–Nyström correctors. Our approach is to apply the predictor–corrector method not only with stepsize h, but, in addition (and simultaneously) with stepsizes a i h, i = 1 ...,r. In this way, at each step, a whole block of approximations to the exact solution at off‐step points is computed. In the next step, these approximations are used to obtain a high‐order predictor formula using Lagrange or Hermite interpolation. Since the block approximations at the off‐step points can be computed in parallel, the sequential costs of these block predictor–corrector methods are comparable with those of a conventional predictor–corrector method. Furthermore, by using Runge–Kutta–Nyström corrector methods, the computation of the approximation at each off‐step point is also highly parallel. Numerical comparisons on a shared memory computer show the efficiency of the methods for problems with expensive function evaluations.
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    URL: http://dx.doi.org/10.1023/A:1018930732643
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    The stability of rational approximations of analytic semigroups (1993)
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    BIT 33 (1993), S. 74-84 
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    ISSN: 1572-9125
    Keywords: 65J10 ; 65M12 ; Analytic semigroup ; Banach space ; rational approximation ; A-acceptable ; A(θ)-acceptable ; stability ; Crank-Nicolson method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract It is shown thatA-acceptable and, more generally,A(θ)-arational approximations of bounded analytic semigroups in Banach space are stable. The result applies, in particular, to the Crank-Nicolson method.
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    Stiffness of ODEs (1993)
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    BIT 33 (1993), S. 285-303 
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    ISSN: 1572-9125
    Keywords: 65L05 ; stiffness ; stability ; pseudospectra
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    Topics: Mathematics
    Notes: Abstract It is argued that even for a linear system of ODEs with constant coefficients, stiffness cannot properly be characterized in terms of the eigenvalues of the Jacobian, because stiffness is a transient phenomenon whereas the significance of eigenvalues is asymptotic. Recent theory from the numerical solution of PDEs is adapted to show that a more appropriate characterization can be based upon pseudospectra instead of spectra. Numerical experiments with an adaptive ODE solver illustrate these findings.
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    Exponential Integrators for Quantum-Classical Molecular Dynamics (1999)
    Springer
    BIT 39 (1999), S. 620-645 
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    ISSN: 1572-9125
    Keywords: Numerical integrator ; oscillatory solutions ; Schrödinger equation ; quantum-classical coupling ; error bounds ; stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We study time integration methods for equations of mixed quantum-classical molecular dynamics in which Newtonian equations of motion and Schrödinger equations are nonlinearly coupled. Such systems exhibit different time scales in the classical and the quantum evolution, and the solutions are typically highly oscillatory. The numerical methods use the exponential of the quantum Hamiltonian whose product with a state vector is approximated using Lanczos' method. This allows time steps that are much larger than the inverse of the highest frequencies. We describe various integration schemes and analyze their error behaviour, without assuming smoothness of the solution. As preparation and as a problem of independent interest, we study also integration methods for Schrödinger equations with time-dependent Hamiltonian.
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    Stochastic Methods for Ill-Posed Problems (2000)
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    BIT 40 (2000), S. 226-240 
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    ISSN: 1572-9125
    Keywords: Stochastic differential equations ; regularisation ; stability
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    Topics: Mathematics
    Notes: Abstract This paper is devoted to the numerical analysis of ill-posed problems of evolution equations in Banach spaces using certain classes of stochastic one-step methods. The linear stability properties of these methods are studied. Regularisation is given by the choice of the regularisation parameter as α = $$\sqrt {\tau _n }$$ , where τ n is the stepsize and provides the convergence on smooth initial data. The case of the approximation of well-posed problems is also considered.
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    On integrating vertex singularities using extrapolation (1994)
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    BIT 34 (1994), S. 62-79 
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    ISSN: 1572-9125
    Keywords: AMS(MOS) 65D30 ; 65B05 ; adaptive ; cubature ; singularity ; extrapolation ; stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A new approach to the integration of vertex singularities is described. This approach is based on a non-uniform subdivision of the region of integration and the technique fits well to the subdivision strategy used in many adaptive algorithms. A nice feature with this approach is that it can be used in any dimension and on any region of integration which can be subdivided into subregions of the same form. The strategy can be applied both to vertex singularities and internal point singularities. In the latter case this can be done without an initial subdivision of the region in order to put the singular point in a vertex. It turns out that the technique has excellent numerical stability properties.
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    Stability of axial motions of nonlinearly elastic loops (1996)
    Springer
    Zeitschrift für angewandte Mathematik und Physik 47 (1996), S. 809-816 
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    ISSN: 1420-9039
    Keywords: 34D20 ; 34D35 ; 35Q72 ; 73H10 ; 73K03 ; Elastic string ; stability ; energy-momentum ; axial motion
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Physics
    Notes: Abstract We establish the stability of axial motions (steady motions along the lengthwise direction) of nonlinearly elastic loops of string. A key observation here is that a linear combination of the total energy and the total circulation of the string, both of which are conserved quantities, yields an appropriate Liapunov function. From our previous work [5], we know that there are uncountably many shapes corresponding to a given axial speed. Accordingly, we establish “orbitai” stability (modulo this collection of relative equilibria). For a well-defined class of “soft” materials, there is an upper bound on the axial speed sufficient for stability; “stiff” materials are shown to be orbitally stable at any axial speed.
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    On a spherical integral transformation and sections of star bodies (1998)
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    Monatshefte für Mathematik 126 (1998), S. 117-124 
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    ISSN: 1436-5081
    Keywords: 52A20 ; 52A22 ; star bodies ; spherical integral transformations ; convex bodies ; stability
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    Topics: Mathematics
    Notes: Abstract LetK be ad-dimensional star body (with respect to the origino). It is known that the (d−1)-dimensional volume of the intersections ofK with the hyperplanes througho does not uniquely determineK. Uniqueness can only be achieved under additional assumptions, such as central symmetry. Here it is pointed out that if one uses, instead of intersections by hyperplanes, intersections by half-planes that containo on the boundary, then, without any additional assumptions, the volume of these intersections determinesK uniquely. This assertion, and more general results of this kind, together with stability estimates, are obtained from uniqueness results and estimates concerning a particular spherical integral transformation.
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    A stability investigation for an incompressible simple fluid with fading memory (1980)
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    Archive for rational mechanics and analysis 72 (1980), S. 203-218 
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    ISSN: 1432-0673
    Keywords: simple fluid ; viscoelastic ; fading memory ; stability ; Liapunov function ; dynamical system
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    Topics: Mathematics , Physics
    Notes: Abstract The nonlinear equations of motion for an incompressible simple fluid, occupying a fixed bounded container, are formulated on the basis of the “finitelinear” viscoelasticity theory for materials with fading memory; this formal boundary-initial value problem is then viewed as a nonlinear abstract evolution equation on a certain Hilbert space. It is shown that a linearized version of this evolution equation is associated with a linear dynamical system on this Hilbert space, and several results for stability and asymptotic behavior for this linearized problem are proved through the use of Liapunov stability methods. On the assumption that the original nonlinear evolution equation also is associated with some dynamical system on the same space, it is shown that the rest condition of the fluid is stable and all motions are bounded. The Liapunov function employed for this purpose can be interpreted as a mechanical energy function for the fluid.
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    Sequential stability of the constant cost dynamic lot size model-searching for monotonicity (1994)
    Springer
    OR spectrum 15 (1994), S. 197-203 
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    ISSN: 1436-6304
    Keywords: Inventory ; dynamic programming ; stability ; Lagerhaltung ; Dynamische Optimierung ; Stabilität
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Die Menge der Kostenparameter, für die eine optimale Lösung des dynamischen Losgrößenmodells optimal bleibt wird hier Stabilitätsregion genannt. Die Größe einer solchen Menge kann als Maß der Robustheit einer Lösung angesehen werden. Es ist zu erwarten, daß die Stabilitätsregionen mit wachsendem Zeithorizont schrumpfen und daß sie in diesem Sinne monoton sind. In der vorliegenden Arbeit werden verschiedene hinreichende Bedingungen für diese Monotonie untersucht. Die Bedingungen setzen unter anderem die Existenz von Planungs- und Vorhersage-Horizonten voraus und verallgemeinern so Ergebnisse einer früheren Arbeit, in der Aussagen für gewöhnliche Planungs-Horizonte vorgestellt wurden.
    Notes: Abstract The set of cost inputs for which an optimal solution of the dynamic lot size model remains valid is called stability region. The size of this region may be viewed as a measure of robustness of a solution. It is an expectation that the stability regions shrink with growing time horizons and that they are monotonous in this sense. In the present paper several sufficient conditions implying monotonicity will be studied. The conditions cover the existence of planning and forecast horizons and generalize the results of a previous paper in wich monotonicity results were presented for the case of ordinary planning horizons.
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    A successive quadratic programming algorithm with global and superlinear convergence properties (1986)
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    Mathematical programming 35 (1986), S. 253-264 
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    ISSN: 1436-4646
    Keywords: Nonlinear programming ; successive quadratic programming ; Maratos effect ; exact penalty function ; superlinear convergence
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    Topics: Computer Science , Mathematics
    Notes: Abstract This paper presents a successive quadratic programming algorithm for solving general nonlinear programming problems. In order to avoid the Maratos effect, direction-finding subproblems are derived by modifying the second-order approximations to both objective and constraint functions of the problem. We prove that the algorithm possesses global and superlinear convergence properties.
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    Simplicial decomposition in nonlinear programming algorithms (1977)
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    Mathematical programming 13 (1977), S. 49-68 
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    ISSN: 1436-4646
    Keywords: Algorithm ; APL-code ; Barycentric representation ; Decomposition ; Nonlinear programming ; Pseudo-concave objective ; Simplex
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Simplicial decomposition is a special version of the Dantzig—Wolfe decomposition principle, based on Carathéodory's theorem. The associated class of algorithms has the following features and advantages: The master and the subprogram are constructed without dual variables; the methods remain therefore well-defined for non-concave objective functions, and pseudo-concavity suffices for convergence to global maxima. The subprogram produces affinely independent sets of feasible generator points defining simplices, which the master program keeps minimal by dropping redundant generator points and finding maximizers in the relative interiors of the resulting subsimplices. The use of parallel subspaces allows the direct application of any unrestricted optimization method in the master program; thus the best unconstrained procedure for any type of objective function can be used to find constrained maximizers for it. The paper presents the theory for this class of algorithms, the APL-code of a “demonstration” method and some computational experience with Colville's test problems.
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    Nonlinear programming and nonsmooth optimization by successive linear programming (1989)
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    Mathematical programming 43 (1989), S. 235-256 
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    ISSN: 1436-4646
    Keywords: Nonlinear programming ; nonsmooth optimization ; global convergence ; superlinear convergence ; trust region method ; Coleman-Conn method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Methods are considered for solving nonlinear programming problems using an exactl 1 penalty function. LP-like subproblems incorporating a trust region constraint are solved successively both to estimate the active set and to provide a foundation for proving global convergence. In one particular method, second order information is represented by approximating the reduced Hessian matrix, and Coleman-Conn steps are taken. A criterion for accepting these steps is given which enables the superlinear convergence properties of the Coleman-Conn method to be retained whilst preserving global convergence and avoiding the Maratos effect. The methods generalize to solve a wide range of composite nonsmooth optimization problems and the theory is presented in this general setting. A range of numerical experiments on small test problems is described.
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    Large scale nonlinear deterministic and stochastic optimization: Formulations involving simulation of subsurface contamination (1990)
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    Mathematical programming 48 (1990), S. 19-39 
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    ISSN: 1436-4646
    Keywords: Nonlinear programming ; numerical simulation ; chance constraints ; Monte Carlo methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Once subsurface water supplies become contaminated, designing cost-effective and reliable remediation schemes becomes a difficult task. The combination of finite element simulation of groundwater contaminant transport with nonlinear optimization is one approach to determine the best well selection and optimal fluid withdrawal and injection rates to contain and remove the contaminated water. Both deterministic and stochastic programming problems have been formulated and solved. These tend to be large scale problems, owing to the simulation component which serves as a portion of the constraint set. The overall problem of combined groundwater process simulation and nonlinear optimization is discussed along with example problems. Because the contaminant transport simulation models give highly uncertain results, quantifying their uncertainty and incorporating reliability into the remediation design results in a class of large stochastic nonlinear problems. The reliability problem is beginning to be addressed, and some strategies and formulations involving chance constraints and Monte Carlo methods are presented.
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    Computable bounds on parametric solutions of convex problems (1988)
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    Mathematical programming 40 (1988), S. 213-221 
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    ISSN: 1436-4646
    Keywords: Nonlinear programming ; convex programming ; sensitivity and stability analysis ; parametric solutions ; optimal solution bounds
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    Topics: Computer Science , Mathematics
    Notes: Abstract We present a new method for computing bounds on parametric solutions of convex problems. The approach is based on a uniform quadratic underestimation of the objective function and a simple technique for the calculation of bounds on the optimal value function.
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    A B-differentiable equation-based, globally and locally quadratically convergent algorithm for nonlinear programs, complementarity and variational inequality problems (1991)
    Springer
    Mathematical programming 51 (1991), S. 101-131 
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    ISSN: 1436-4646
    Keywords: Nonlinear programming ; variational inequality/complementarity problems ; Maratos effect ; damped-Newton method ; nonsmooth equations ; B-differentiable function
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper presents a globally convergent, locally quadratically convergent algorithm for solving general nonlinear programs, nonlinear complementarity and variational inequality problems. The algorithm is based on a unified formulation of these three mathematical programming problems as a certain system of B-differentiable equations, and is a modification of the damped Newton method described in Pang (1990) for solving such systems of nonsmooth equations. The algorithm resembles several existing methods for solving these classes of mathematical programs, but has some special features of its own; in particular, it possesses the combined advantage of fast quadratic rate of convergence of a basic Newton method and the desirable global convergence induced by one-dimensional Armijo line searches. In the context of a nonlinear program, the algorithm is of the sequential quadratic programming type with two distinct characteristics: (i) it makes no use of a penalty function; and (ii) it circumvents the Maratos effect. In the context of the variational inequality/complementarity problem, the algorithm provides a Newton-type descent method that is guaranteed globally convergent without requiring the F-differentiability assumption of the defining B-differentiable equations.
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    A nonsmooth Newton method for variational inequalities, II: Numerical results (1994)
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    Mathematical programming 65 (1994), S. 195-216 
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    ISSN: 1436-4646
    Keywords: Nonsmooth equations ; Nonlinear complementarity ; Nonlinear programming ; Variational inequalities
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper presents the results of extensive computational testing of the modified damped Newton algorithm for solving variational inequality problems presented in Part I [8].
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    The complexity of approximating a nonlinear program (1995)
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    Mathematical programming 69 (1995), S. 429-441 
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    ISSN: 1436-4646
    Keywords: Approximation ; Optimization ; Probabilistically checkable proofs ; Quadratic programming ; Nonlinear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We consider the problem of finding the maximum of a multivariate polynomial inside a convex polytope. We show that there is no polynomial time approximation algorithm for this problem, even one with a very poor guarantee, unless P = NP. We show that even when the polynomial is quadratic (i.e. quadratic programming) there is no polynomial time approximation unless NP is contained in quasi-polynomial time. Our results rely on recent advances in the theory of interactive proof systems. They exemplify an interesting interplay of discrete and continuous mathematics—using a combinatorial argument to get a hardness result for a continuous optimization problem.
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    A simulation-based approach to two-stage stochastic programming with recourse (1998)
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    Mathematical programming 81 (1998), S. 301-325 
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    ISSN: 1436-4646
    Keywords: Two-stage stochastic programming with recourse ; Monte Carlo simulation ; Likelihood ratios ; Variance reduction techniques ; Confidence intervals ; Hypotheses testing ; Validation analysis ; Nonlinear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper we consider stochastic programming problems where the objective function is given as an expected value function. We discuss Monte Carlo simulation based approaches to a numerical solution of such problems. In particular, we discuss in detail and present numerical results for two-stage stochastic programming with recourse where the random data have a continuous (multivariate normal) distribution. We think that the novelty of the numerical approach developed in this paper is twofold. First, various variance reduction techniques are applied in order to enhance the rate of convergence. Successful application of those techniques is what makes the whole approach numerically feasible. Second, a statistical inference is developed and applied to estimation of the error, validation of optimality of a calculated solution and statistically based stopping criteria for an iterative alogrithm. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.
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    A quadratic analogue of Serre's theorem on projective modules (1987)
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    K-Theory 1 (1987), S. 185-196 
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    ISSN: 1573-0514
    Keywords: Quadratic space ; patching diagram ; projective module ; stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We prove that every quadratic space of sufficiently large index contains a hyperbolic orthogonal summand.
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    On the topological classification of pseudofree group actions on 4-manifolds: II (1996)
    Springer
    K-Theory 10 (1996), S. 491-516 
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    ISSN: 1573-0514
    Keywords: 57M60 ; 57N13 ; 57R91 ; 19G38 ; topological 4-manifold ; pseudofree action ; equivariant intersection form ; stability ; topological rigidity
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper is concerned with the algebraic aspects of the classification of pseudofree, locally linear group actions on a simply connected 4-manifold, particularly with the splitting and stability properties of the associated Hermitian intersection module and its isometry group. Our main result is the proof of stability of the equivariant intersection form for a large class of pseudofree actions. We also prove a topological rigidity theorem stating that two locally linear, pseudofree actions on a closed, oriented, simply connected 4-manifold, with the equivariant intersection forms indefinite and of rank at least 3 at each irreducible character, are topologically conjugate by an orientation preserving homeomorphism if and only if their oriented local representations at the corresponding fixed points are linearly equivalent.
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