Steffensen Methods for Solving Generalized Equations

2000 Mathematics Subject Classification: 65G99, 65K10, 47H04.

An Iterative Procedure for Solving Nonsmooth Generalized Equation

2000 Mathematics Subject Classification: 47H04, 65K10.

Desenvolvimento de equações generalizadas para estimativa da coordenação motora em crianças e adolescentes portadores de deficiencia mental

Universidade Estadual de Campinas . Faculdade de Educação Física

The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems

Augmented Lagrangian methods are effective tools for solving large-scale nonlinear programming problems. At each outer iteration, a minimization subproblem with simple constraints, whose objective function depends on updated Lagrange multipliers and penalty parameters, is approximately solved. When the penalty parameter becomes very large, solving the subproblem becomes difficult; therefore, the effectiveness of this approach is associated with the boundedness of the penalty parameters. In this paper, it is proved that under more natural assumptions than the ones employed until now, penalty parameters are bounded. For proving the new boundedness result, the original algorithm has been slightly modified. Numerical consequences of the modifications are discussed and computational experiments are presented.

Analysis of the zone connecting consecutive sectors in distillation columns by the Ponchon-Savarit method

McCabe-Thiele and Ponchon-Savarit methods are two classical graphical methods for the design of binary distillation columns very useful for didactical purposes and for preliminary calculations. Nevertheless, their description in the literature is not complete and not all the cases are analysed. To complete the academic literature dealing with this subject we have generalized equations for the operating lines or DP that define the change between two consecutive sectors ΔkC for any feed condition, together with the different possibilities to extract products or to add or remove heat. A consistent analysis of what may happen when changing between sectors in the column is presented.

Review and extension of the McCabe-Thiele method covering multiple feeds, products and heat transfer stages

The McCabe-Thiele method is a classical approximate graphical method for the conceptual design of binary distillation columns which is still widely used, mainly for didactical purposes, though it is also valuable for quick preliminary calculations. Nevertheless, no complete description of the method has been found and situations such as different thermal feed conditions, multiple feeds, possibilities to extract by-products or to add or remove heat, are not always considered. In the present work we provide a systematic analysis of such situations by developing the generalized equations for: a) the operating lines (OL) of each sector, and b) the changeover line that provides the connection between two consecutive trays of the corresponding sectors separated by a lateral stream of feed, product, or a heat removal or addition.

Local convergence of quasi-Newton methods under metric regularity

We consider quasi-Newton methods for generalized equations in Banach spaces under metric regularity and give a sufficient condition for q-linear convergence. Then we show that the well-known Broyden update satisfies this sufficient condition in Hilbert spaces. We also establish various modes of q-superlinear convergence of the Broyden update under strong metric subregularity, metric regularity and strong metric regularity. In particular, we show that the Broyden update applied to a generalized equation in Hilbert spaces satisfies the Dennis–Moré condition for q-superlinear convergence. Simple numerical examples illustrate the results.

Relationship between homocysteine and cardiorespiratory fitness is sex-dependent

Elevated plasma homocysteine is recognized as an independent risk factor for cardiovascular disease. Recently, there have been conflicting reports of the relationship between physical activity and homocysteine. A more objective measure of physical activity is cardiorespiratory fitness; however, its relationship with homocysteine has yet to be investigated. The aim of this study was to determine the relationship between cardiorespiratory fitness and plasma homocysteine. Cross-sectional associations between cardiorespiratory fitness (VO(2)max) and plasma homocysteine were examined in 49 men and 11 women. A submaximal bicycle test was used to determine VO(2)max and plasma homocysteine was measured using high performance liquid chromatography with fluorescence detection. Dietary analysis determined B vitamin intake. There was a significant inverse relationship between plasma homocysteine concentration and VO(2)max in women (r = -0.81, P = 0.003) but not in men (r = -0.09, P = 0.95). There were no significant relationships between plasma homocysteine and age, BMI, body fat, total cholesterol, and LDL cholesterol. In summary, elevated cardiorespiratory fitness is associated with decreased plasma homocysteine concentrations in women. (C) 2004 Elsevier Inc. All rights reserved.

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions

In this paper, a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for viscosity solutions of semi-linear stochastic partial differential equations with a Neumann boundary condition is given.

Generalized Langevin equations: Anomalous diffusion and probability distributions

We study the motion of a particle governed by a generalized Langevin equation. We show that, when no fluctuation-dissipation relation holds, the long-time behavior of the particle may be from stationary to superdiffusive, along with subdiffusive and diffusive. When the random force is Gaussian, we derive the exact equations for the joint and marginal probability density functions for the position and velocity of the particle and find their solutions.

Modeling of non-isothermalvapor membrane separation with thermodynamic models and generalized mass transfer equations

A rigorous unit operation model is developed for vapor membrane separation. The new model is able to describe temperature, pressure, and concentration dependent permeation as wellreal fluid effects in vapor and gas separation with hydrocarbon selective rubbery polymeric membranes. The permeation through the membrane is described by a separate treatment of sorption and diffusion within the membrane. The chemical engineering thermodynamics is used to describe the equilibrium sorption of vapors and gases in rubbery membranes with equation of state models for polymeric systems. Also a new modification of the UNIFAC model is proposed for this purpose. Various thermodynamic models are extensively compared in order to verify the models' ability to predict and correlate experimental vapor-liquid equilibrium data. The penetrant transport through the selective layer of the membrane is described with the generalized Maxwell-Stefan equations, which are able to account for thebulk flux contribution as well as the diffusive coupling effect. A method is described to compute and correlate binary penetrant¿membrane diffusion coefficients from the experimental permeability coefficients at different temperatures and pressures. A fluid flow model for spiral-wound modules is derived from the conservation equation of mass, momentum, and energy. The conservation equations are presented in a discretized form by using the control volume approach. A combination of the permeation model and the fluid flow model yields the desired rigorous model for vapor membrane separation. The model is implemented into an inhouse process simulator and so vapor membrane separation may be evaluated as an integralpart of a process flowsheet.

Time Discretization of the SST-generalized Navier-Stokes Equations: Positive and Negative Results

In the theory of the Navier-Stokes equations, the proofs of some basic known results, like for example the uniqueness of solutions to the stationary Navier-Stokes equations under smallness assumptions on the data or the stability of certain time discretization schemes, actually only use a small range of properties and are therefore valid in a more general context. This observation leads us to introduce the concept of SST spaces, a generalization of the functional setting for the Navier-Stokes equations. It allows us to prove (by means of counterexamples) that several uniqueness and stability conjectures that are still open in the case of the Navier-Stokes equations have a negative answer in the larger class of SST spaces, thereby showing that proof strategies used for a number of classical results are not sufficient to affirmatively answer these open questions. More precisely, in the larger class of SST spaces, non-uniqueness phenomena can be observed for the implicit Euler scheme, for two nonlinear versions of the Crank-Nicolson scheme, for the fractional step theta scheme, and for the SST-generalized stationary Navier-Stokes equations. As far as stability is concerned, a linear version of the Euler scheme, a nonlinear version of the Crank-Nicolson scheme, and the fractional step theta scheme turn out to be non-stable in the class of SST spaces. The positive results established in this thesis include the generalization of classical uniqueness and stability results to SST spaces, the uniqueness of solutions (under smallness assumptions) to two nonlinear versions of the Euler scheme, two nonlinear versions of the Crank-Nicolson scheme, and the fractional step theta scheme for general SST spaces, the second order convergence of a version of the Crank-Nicolson scheme, and a new proof of the first order convergence of the implicit Euler scheme for the Navier-Stokes equations. For each convergence result, we provide conditions on the data that guarantee the existence of nonstationary solutions satisfying the regularity assumptions needed for the corresponding convergence theorem. In the case of the Crank-Nicolson scheme, this involves a compatibility condition at the corner of the space-time cylinder, which can be satisfied via a suitable prescription of the initial acceleration.