Reduction of infinite dimensional systems to finite dimensions: Compact convergence approach

We consider parameter dependent semilinear evolution problems for which, at the limit value of the parameter, the problem is finite dimensional. We introduce an abstract functional analytic framework that applies to many problems in the existing literature for which the study of asymptotic dynamics can be reduced to finite dimensions via the invariant manifolds technique. Some practical models are considered to show wide applicability of the theory. © 2013 Society for Industrial and Applied Mathematics.

A Fuzzy Goal Programming model for solving aggregate production-planning problems under uncertainty: A case study in a Brazilian sugar mill

This paper proposes a Fuzzy Goal Programming model (FGP) for a real aggregate production-planning problem. To do so, an application was made in a Brazilian Sugar and Ethanol Milling Company. The FGP Model depicts the comprehensive production process of sugar, ethanol, molasses and derivatives, and considers the uncertainties involved in ethanol and sugar production. Decision-makings, related to the agricultural and logistics phases, were considered on a weekly-basis planning horizon to include the whole harvesting season and the periods between harvests. The research has provided interesting results about decisions in the agricultural stages of cutting, loading and transportation to sugarcane suppliers and, especially, in milling decisions, whose choice of production process includes storage and logistics distribution. (C)2014 Elsevier B.V. All rights reserved.

Numerical solutions of elliptic inverse problems via the equation error method

To estimate a parameter in an elliptic boundary value problem, the method of equation error chooses the value that minimizes the error in the PDE and boundary condition (the solution of the BVP having been replaced by a measurement). The estimated parameter converges to the exact value as the measured data converge to the exact value, provided Tikhonov regularization is used to control the instability inherent in the problem. The error in the estimated solution can be bounded in an appropriate quotient norm; estimates can be derived for both the underlying (infinite-dimensional) problem and a finite-element discretization that can be implemented in a practical algorithm. Numerical experiments demonstrate the efficacy and limitations of the method.

Problems in the classical calculus of variations

This dissertation concerns convergence analysis for nonparametric problems in the calculus of variations and sufficient conditions for weak local minimizer of a functional for both nonparametric and parametric problems. Newton's method in infinite-dimensional space is proved to be well-defined and converges quadratically to a weak local minimizer of a functional subject to certain boundary conditions. Sufficient conditions for global converges are proposed and a well-defined algorithm based on those conditions is presented and proved to converge. Finite element discretization is employed to achieve an implementable line-search-based quasi-Newton algorithm and a proof of convergence of the discretization of the algorithm is included. This work also proposes sufficient conditions for weak local minimizer without using the language of conjugate points. The form of new conditions is consistent with the ones in finite-dimensional case. It is believed that the new form of sufficient conditions will lead to simpler approaches to verify an extremal as local minimizer for well-known problems in calculus of variations.

Executive compensation and executive incentive problems: an empirical analysis

The question of whether the design of the corporate executive pay package reflects an attempt to reduce agency costs between shareholders an managers is adressed. The components of senior executive pay are found to vary systematically across firms in a manner that cannot easily be explained by tax effects, and which would indicate that individual elements of pay are aimed at controlling for limited horizon and risk exposure problems. Managerial decisions and the structure of managerial pay therefore appear to be interrelated.

Infinite Transitivity on Affine Varieties

In this note we survey recent results on automorphisms of affine algebraic varieties, infinitely transitive group actions and flexibility. We present related constructions and examples, and discuss geometric applications and open problems.

Horizon shells and BMS-like soldering transformations

We revisit the theory of null shells in general relativity, with a particular emphasis on null shells placed at horizons of black holes. We study in detail the considerable freedom that is available in the case that one solders two metrics together across null hypersurfaces (such as Killing horizons) for which the induced metric is invariant under translations along the null generators. In this case the group of soldering transformations turns out to be infinite dimensional, and these solderings create non-trivial horizon shells containing both massless matter and impulsive gravitational wave components. We also rephrase this result in the language of Carrollian symmetry groups. To illustrate this phenomenon we discuss in detail the example of shells on the horizon of the Schwarzschild black hole (with equal interior and exterior mass), uncovering a rich classical structure at the horizon and deriving an explicit expression for the general horizon shell energy-momentum tensor. In the special case of BMS-like soldering supertranslations we find a conserved shell-energy that is strikingly similar to the standard expression for asymptotic BMS supertranslation charges, suggesting a direct relation between the physical properties of these horizon shells and the recently proposed BMS supertranslation hair of a black hole.

A comparison between PML, infinite elements and an iterative BEM as mesh truncation methods for HP self-adaptive procedures in electromagnetics

Finite element hp-adaptivity is a technology that allows for very accurate numerical solutions. When applied to open region problems such as radar cross section prediction or antenna analysis, a mesh truncation method needs to be used. This paper compares the following mesh truncation methods in the context of hp-adaptive methods: Infinite Elements, Perfectly Matched Layers and an iterative boundary element based methodology. These methods have been selected because they are exact at the continuous level (a desirable feature required by the extreme accuracy delivered by the hp-adaptive strategy) and they are easy to integrate with the logic of hp-adaptivity. The comparison is mainly based on the number of degrees of freedom needed for each method to achieve a given level of accuracy. Computational times are also included. Two-dimensional examples are used, but the conclusions directly extrapolated to the three dimensional case.

Energy-entropy-momentum time integration methods for coupled smooth dissipative problems

Esta tesis aborda la formulación, análisis e implementación de métodos numéricos de integración temporal para la solución de sistemas disipativos suaves de dimensión finita o infinita de manera que su estructura continua sea conservada. Se entiende por dichos sistemas aquellos que involucran acoplamiento termo-mecánico y/o efectos disipativos internos modelados por variables internas que siguen leyes continuas, de modo que su evolución es considerada suave. La dinámica de estos sistemas está gobernada por las leyes de la termodinámica y simetrías, las cuales constituyen la estructura que se pretende conservar de forma discreta. Para ello, los sistemas disipativos se describen geométricamente mediante estructuras metriplécticas que identifican claramente las partes reversible e irreversible de la evolución del sistema. Así, usando una de estas estructuras conocida por las siglas (en inglés) de GENERIC, la estructura disipativa de los sistemas es identificada del mismo modo que lo es la Hamiltoniana para sistemas conservativos. Con esto, métodos (EEM) con precisión de segundo orden que conservan la energía, producen entropía y conservan los impulsos lineal y angular son formulados mediante el uso del operador derivada discreta introducido para asegurar la conservación de la Hamiltoniana y las simetrías de sistemas conservativos. Siguiendo estas directrices, se formulan dos tipos de métodos EEM basados en el uso de la temperatura o de la entropía como variable de estado termodinámica, lo que presenta importantes implicaciones que se discuten a lo largo de esta tesis. Entre las cuales cabe destacar que las condiciones de contorno de Dirichlet son naturalmente impuestas con la formulación basada en la temperatura. Por último, se validan dichos métodos y se comprueban sus mejores prestaciones en términos de la estabilidad y robustez en comparación con métodos estándar. This dissertation is concerned with the formulation, analysis and implementation of structure-preserving time integration methods for the solution of the initial(-boundary) value problems describing the dynamics of smooth dissipative systems, either finite- or infinite-dimensional ones. Such systems are understood as those involving thermo-mechanical coupling and/or internal dissipative effects modeled by internal state variables considered to be smooth in the sense that their evolutions follow continuos laws. The dynamics of such systems are ruled by the laws of thermodynamics and symmetries which constitutes the structure meant to be preserved in the numerical setting. For that, dissipative systems are geometrically described by metriplectic structures which clearly identify the reversible and irreversible parts of their dynamical evolution. In particular, the framework known by the acronym GENERIC is used to reveal the systems' dissipative structure in the same way as the Hamiltonian is for conserving systems. Given that, energy-preserving, entropy-producing and momentum-preserving (EEM) second-order accurate methods are formulated using the discrete derivative operator that enabled the formulation of Energy-Momentum methods ensuring the preservation of the Hamiltonian and symmetries for conservative systems. Following these guidelines, two kind of EEM methods are formulated in terms of entropy and temperature as a thermodynamical state variable, involving important implications discussed throughout the dissertation. Remarkably, the formulation in temperature becomes central to accommodate Dirichlet boundary conditions. EEM methods are finally validated and proved to exhibit enhanced numerical stability and robustness properties compared to standard ones.

On stable uniqueness in linear semi-infinite optimization

This paper is intended to provide conditions for the stability of the strong uniqueness of the optimal solution of a given linear semi-infinite optimization (LSIO) problem, in the sense of maintaining the strong uniqueness property under sufficiently small perturbations of all the data. We consider LSIO problems such that the family of gradients of all the constraints is unbounded, extending earlier results of Nürnberger for continuous LSIO problems, and of Helbig and Todorov for LSIO problems with bounded set of gradients. To do this we characterize the absolutely (affinely) stable problems, i.e., those LSIO problems whose feasible set (its affine hull, respectively) remains constant under sufficiently small perturbations.

Robust linear semi-infinite programming duality under uncertainty

In this paper, we propose a duality theory for semi-infinite linear programming problems under uncertainty in the constraint functions, the objective function, or both, within the framework of robust optimization. We present robust duality by establishing strong duality between the robust counterpart of an uncertain semi-infinite linear program and the optimistic counterpart of its uncertain Lagrangian dual. We show that robust duality holds whenever a robust moment cone is closed and convex. We then establish that the closed-convex robust moment cone condition in the case of constraint-wise uncertainty is in fact necessary and sufficient for robust duality. In other words, the robust moment cone is closed and convex if and only if robust duality holds for every linear objective function of the program. In the case of uncertain problems with affinely parameterized data uncertainty, we establish that robust duality is easily satisfied under a Slater type constraint qualification. Consequently, we derive robust forms of the Farkas lemma for systems of uncertain semi-infinite linear inequalities.

Stationarity and regularity of infinite collections of sets. Applications to infinitely constrained optimization

This article continues the investigation of stationarity and regularity properties of infinite collections of sets in a Banach space started in Kruger and López (J. Optim. Theory Appl. 154(2), 2012), and is mainly focused on the application of the stationarity criteria to infinitely constrained optimization problems. We consider several settings of optimization problems which involve (explicitly or implicitly) infinite collections of sets and deduce for them necessary conditions characterizing stationarity in terms of dual space elements—normals and/or subdifferentials.

Walking Through Cantor's Paradise and Escher's Garden: Epistemological Reflections on the Mathematical Infinite (II)

Infinity is not an easy concept. A number of difficulties that people cope with when dealing with problems related to infinity include its abstract nature, understanding infinity as an ongoing, never ending process, understanding infinity as a set of an infinite number of elements and appreciating well-known paradoxes. Infinity can be understood in several ways with often incompatible meanings, and can involve value judgments or assumptions that are neither explicit nor desired. To usher in its definition, we distinguish several aspects, teleological, artistic (Escher); some definitive, some potential, and others actual. This article also deals with some still unresolved aspects of the concept of infinity.

Experimenting with infinite groups, I

A group is termed parafree if it is residually nilpotent and has the same nilpotent quotients as a given free group. Since free groups are residually nilpotent, they are parafree. Nonfree parafree groups abound and they all have many properties in common with free groups. Finitely presented parafree groups have solvable word problems, but little is known about the conjugacy and isomorphism problems. The conjugacy problem plays an important part in determining whether an automorphism is inner, which we term the inner automorphism problem. We will attack these and other problems about parafree groups experimentally, in a series of papers, of which this is the first and which is concerned with the isomorphism problem. The approach that we take here is to distinguish some parafree groups by computing the number of epimorphisms onto selected finite groups. It turns out, rather unexpectedly, that an understanding of the quotients of certain groups leads to some new results about equations in free and relatively free groups. We touch on this only lightly here but will discuss this in more depth in a future paper.

An alternating boundary integral based method for a Cauchy problem for the Laplace equation in semi-infinite regions

We consider a Cauchy problem for the Laplace equation in a two-dimensional semi-infinite region with a bounded inclusion, i.e. the region is the intersection between a half-plane and the exterior of a bounded closed curve contained in the half-plane. The Cauchy data are given on the unbounded part of the boundary of the region and the aim is to construct the solution on the boundary of the inclusion. In 1989, Kozlov and Maz'ya [10] proposed an alternating iterative method for solving Cauchy problems for general strongly elliptic and formally self-adjoint systems in bounded domains. We extend their approach to our setting and in each iteration step mixed boundary value problems for the Laplace equation in the semi-infinite region are solved. Well-posedness of these mixed problems are investigated and convergence of the alternating procedure is examined. For the numerical implementation an efficient boundary integral equation method is proposed, based on the indirect variant of the boundary integral equation approach. The mixed problems are reduced to integral equations over the (bounded) boundary of the inclusion. Numerical examples are included showing the feasibility of the proposed method.