Positive radial solutions of the Dirichlet problem for the Minkowski-Curvature equation in a ball

We study the existence and multiplicity of positive radial solutions of the Dirichlet problem for the Minkowski-curvature equation { -div(del upsilon/root 1-vertical bar del upsilon vertical bar(2)) in B-R, upsilon=0 on partial derivative B-R,B- where B-R is a ball in R-N (N >= 2). According to the behaviour off = f (r, s) near s = 0, we prove the existence of either one, two or three positive solutions. All results are obtained by reduction to an equivalent non-singular one-dimensional problem, to which variational methods can be applied in a standard way.

Relaxation methods for solving linear inequality systems: Converging results

The problem of finding a feasible solution to a linear inequality system arises in numerous contexts. In [12] an algorithm, called extended relaxation method, that solves the feasibility problem, has been proposed by the authors. Convergence of the algorithm has been proven. In this paper, we onsider a class of extended relaxation methods depending on a parameter and prove their convergence. Numerical experiments have been provided, as well.

Families of periodic orbits for the spatial isosceles 3-body problem

We study the families of periodic orbits of the spatial isosceles 3-body problem (for small enough values of the mass lying on the symmetry axis) coming via the analytic continuation method from periodic orbits of the circular Sitnikov problem. Using the first integral of the angular momentum, we reduce the dimension of the phase space of the problem by two units. Since periodic orbits of the reduced isosceles problem generate invariant two-dimensional tori of the nonreduced problem, the analytic continuation of periodic orbits of the (reduced) circular Sitnikov problem at this level becomes the continuation of invariant two-dimensional tori from the circular Sitnikov problem to the nonreduced isosceles problem, each one filled with periodic or quasi-periodic orbits. These tori are not KAM tori but just isotropic, since we are dealing with a three-degrees-of-freedom system. The continuation of periodic orbits is done in two different ways, the first going directly from the reduced circular Sitnikov problem to the reduced isosceles problem, and the second one using two steps: first we continue the periodic orbits from the reduced circular Sitnikov problem to the reduced elliptic Sitnikov problem, and then we continue those periodic orbits of the reduced elliptic Sitnikov problem to the reduced isosceles problem. The continuation in one or two steps produces different results. This work is merely analytic and uses the variational equations in order to apply Poincar´e’s continuation method.

Contact with friction using the augmented Lagrangian Method: a conditional constrained minimization problem

This work presents a formulation of the contact with friction between elastic bodies. This is a non linear problem due to unilateral constraints (inter-penetration of bodies) and friction. The solution of this problem can be found using optimization concepts, modelling the problem as a constrained minimization problem. The Finite Element Method is used to construct approximation spaces. The minimization problem has the total potential energy of the elastic bodies as the objective function, the non-inter-penetration conditions are represented by inequality constraints, and equality constraints are used to deal with the friction. Due to the presence of two friction conditions (stick and slip), specific equality constraints are present or not according to the current condition. Since the Coulomb friction condition depends on the normal and tangential contact stresses related to the constraints of the problem, it is devised a conditional dependent constrained minimization problem. An Augmented Lagrangian Method for constrained minimization is employed to solve this problem. This method, when applied to a contact problem, presents Lagrange Multipliers which have the physical meaning of contact forces. This fact allows to check the friction condition at each iteration. These concepts make possible to devise a computational scheme which lead to good numerical results.

Variational Ensemble Kalman Filtering in Hydrology

The current thesis manuscript studies the suitability of a recent data assimilation method, the Variational Ensemble Kalman Filter (VEnKF), to real-life fluid dynamic problems in hydrology. VEnKF combines a variational formulation of the data assimilation problem based on minimizing an energy functional with an Ensemble Kalman filter approximation to the Hessian matrix that also serves as an approximation to the inverse of the error covariance matrix. One of the significant features of VEnKF is the very frequent re-sampling of the ensemble: resampling is done at every observation step. This unusual feature is further exacerbated by observation interpolation that is seen beneficial for numerical stability. In this case the ensemble is resampled every time step of the numerical model. VEnKF is implemented in several configurations to data from a real laboratory-scale dam break problem modelled with the shallow water equations. It is also tried in a two-layer Quasi- Geostrophic atmospheric flow problem. In both cases VEnKF proves to be an efficient and accurate data assimilation method that renders the analysis more realistic than the numerical model alone. It also proves to be robust against filter instability by its adaptive nature.

On Truncated Versions of Certain Measures of Inequality and Stability

The present study focuses attention on defining certain measures of income inequality for the truncated distributions and characterization of probability distributions using the functional form of these measures, extension of some measures of inequality and stability to higher dimensions, characterization of bivariate models using the above concepts and estimation of some measures of inequality using the Bayesian techniques. The thesis defines certain measures of income inequality for the truncated distributions and studies the effect of truncation upon these measures. An important measure used in Reliability theory, to measure the stability of the component is the residual entropy function. This concept can advantageously used as a measure of inequality of truncated distributions. The geometric mean comes up as handy tool in the measurement of income inequality. The geometric vitality function being the geometric mean of the truncated random variable can be advantageously utilized to measure inequality of the truncated distributions. The study includes problem of estimation of the Lorenz curve, Gini-index and variance of logarithms for the Pareto distribution using Bayesian techniques.

Bieberbach's Conjecture, the de Branges and Weinstein Functions and the Askey-Gasper Inequality

The Bieberbach conjecture about the coefficients of univalent functions of the unit disk was formulated by Ludwig Bieberbach in 1916 [Bieberbach1916]. The conjecture states that the coefficients of univalent functions are majorized by those of the Koebe function which maps the unit disk onto a radially slit plane. The Bieberbach conjecture was quite a difficult problem, and it was surprisingly proved by Louis de Branges in 1984 [deBranges1985] when some experts were rather trying to disprove it. It turned out that an inequality of Askey and Gasper [AskeyGasper1976] about certain hypergeometric functions played a crucial role in de Branges' proof. In this article I describe the historical development of the conjecture and the main ideas that led to the proof. The proof of Lenard Weinstein (1991) [Weinstein1991] follows, and it is shown how the two proofs are interrelated. Both proofs depend on polynomial systems that are directly related with the Koebe function. At this point algorithms of computer algebra come into the play, and computer demonstrations are given that show how important parts of the proofs can be automated.

Weak constraints in four-dimensional variational data assimilation

The formulation of four-dimensional variational data assimilation allows the incorporation of constraints into the cost function which need only be weakly satisfied. In this paper we investigate the value of imposing conservation properties as weak constraints. Using the example of the two-body problem of celestial mechanics we compare weak constraints based on conservation laws with a constraint on the background state.We show how the imposition of conservation-based weak constraints changes the nature of the gradient equation. Assimilation experiments demonstrate how this can add extra information to the assimilation process, even when the underlying numerical model is conserving.

Large vibrational variational calculations using 'multimode' and an iterative diagonalization technique

We have favoured the variational (secular equation) method for the determination of the (ro-) vibrational energy levels of polyatomic molecules. We use predominantly the Watson Hamiltonian in normal coordinates and an associated given potential in the variational code 'Multimode'. The dominant cost is the construction and diagonalization of matrices of ever-increasing size. Here we address this problem, using pertubation theory to select dominant expansion terms within the Davidson-Liu iterative diagonalization method. Our chosen example is the twelve-mode molecule methanol, for which we have an ab initio representation of the potential which includes the internal rotational motion of the OH group relative to CH3. Our new algorithm allows us to obtain converged energy levels for matrices of dimensions in excess of 100 000.

Force distribution in manipulation by a robot hand with equality and inequality constraints

The problem of the appropriate distribution of forces among the fingers of a four-fingered robot hand is addressed. The finger-object interactions are modelled as point frictional contacts, hence the system is indeterminate and an optimal solution is required for controlling forces acting on an object. A fast and efficient method for computing the grasping and manipulation forces is presented, where computation has been based on using the true model of the nonlinear frictional cone of contact. Results are compared with previously employed methods of linearizing the cone constraints and minimizing the internal forces.

Variational approach in weighted Sobolev spaces to scattering by unbounded rough surfaces

We consider the problem of scattering of time harmonic acoustic waves by an unbounded sound soft surface which is assumed to lie within a finite distance of some plane. The paper is concerned with the study of an equivalent variational formulation of this problem set in a scale of weighted Sobolev spaces. We prove well-posedness of this variational formulation in an energy space with weights which extends previous results in the unweighted setting [S. Chandler-Wilde and P. Monk, SIAM J. Math. Anal., 37 (2005), pp. 598–618] to more general inhomogeneous terms in the Helmholtz equation. In particular, in the two-dimensional case, our approach covers the problem of plane wave incidence, whereas in the three-dimensional case, incident spherical and cylindrical waves can be treated. As a further application of our results, we analyze a finite section type approximation, whereby the variational problem posed on an infinite layer is approximated by a variational problem on a bounded region.

A simple column model to explore anticipated problems in variational assimilation of satellite observations

We investigate a simplified form of variational data assimilation in a fully nonlinear framework with the aim of extracting dynamical development information from a sequence of observations over time. Information on the vertical wind profile, w(z ), and profiles of temperature, T (z , t), and total water content, qt (z , t), as functions of height, z , and time, t, are converted to brightness temperatures at a single horizontal location by defining a two-dimensional (vertical and time) variational assimilation testbed. The profiles of T and qt are updated using a vertical advection scheme. A basic cloud scheme is used to obtain the fractional cloud amount and, when combined with the temperature field, this information is converted into a brightness temperature, using a simple radiative transfer scheme. It is shown that our model exhibits realistic behaviour with regard to the prediction of cloud, but the effects of nonlinearity become non-negligible in the variational data assimilation algorithm. A careful analysis of the application of the data assimilation scheme to this nonlinear problem is presented, the salient difficulties are highlighted, and suggestions for further developments are discussed.

Conditioning of incremental variational data assimilation, with application to the Met Office system

Implementations of incremental variational data assimilation require the iterative minimization of a series of linear least-squares cost functions. The accuracy and speed with which these linear minimization problems can be solved is determined by the condition number of the Hessian of the problem. In this study, we examine how different components of the assimilation system influence this condition number. Theoretical bounds on the condition number for a single parameter system are presented and used to predict how the condition number is affected by the observation distribution and accuracy and by the specified lengthscales in the background error covariance matrix. The theoretical results are verified in the Met Office variational data assimilation system, using both pseudo-observations and real data.

On variational data assimilation in continuous time

Variational data assimilation in continuous time is revisited. The central techniques applied in this paper are in part adopted from the theory of optimal nonlinear control. Alternatively, the investigated approach can be considered as a continuous time generalization of what is known as weakly constrained four-dimensional variational assimilation (4D-Var) in the geosciences. The technique allows to assimilate trajectories in the case of partial observations and in the presence of model error. Several mathematical aspects of the approach are studied. Computationally, it amounts to solving a two-point boundary value problem. For imperfect models, the trade-off between small dynamical error (i.e. the trajectory obeys the model dynamics) and small observational error (i.e. the trajectory closely follows the observations) is investigated. This trade-off turns out to be trivial if the model is perfect. However, even in this situation, allowing for minute deviations from the perfect model is shown to have positive effects, namely to regularize the problem. The presented formalism is dynamical in character. No statistical assumptions on dynamical or observational noise are imposed.

Resolution of sharp fronts in the presence of model error in variational data assimilation

We show that the four-dimensional variational data assimilation method (4DVar) can be interpreted as a form of Tikhonov regularization, a very familiar method for solving ill-posed inverse problems. It is known from image restoration problems that L1-norm penalty regularization recovers sharp edges in the image more accurately than Tikhonov, or L2-norm, penalty regularization. We apply this idea from stationary inverse problems to 4DVar, a dynamical inverse problem, and give examples for an L1-norm penalty approach and a mixed total variation (TV) L1–L2-norm penalty approach. For problems with model error where sharp fronts are present and the background and observation error covariances are known, the mixed TV L1–L2-norm penalty performs better than either the L1-norm method or the strong constraint 4DVar (L2-norm)method. A strength of the mixed TV L1–L2-norm regularization is that in the case where a simplified form of the background error covariance matrix is used it produces a much more accurate analysis than 4DVar. The method thus has the potential in numerical weather prediction to overcome operational problems with poorly tuned background error covariance matrices.