The paper deals with error estimates and lower bound approximations of the Steklov eigenvalue problems on convex or concave domains by nonconforming finite element methods. We consider four types of nonconforming finite elements: Crouzeix-Raviart, Q 1 rot , EQ 1 rot and enriched Crouzeix-Raviart. We first derive error estimates for the nonconforming finite element approximations of the Steklov eigenvalue problem and then give the analysis of lower bound approximations. Some numerical results are presented to validate our theoretical results.

In this paper we introduce a new smoothing function and show that it is coercive under suitable assumptions. Based on this new function, we propose a smoothing Newton method for solving the second-order cone complementarity problem (SOCCP). The proposed algorithm solves only one linear system of equations and performs only one line search at each iteration. It is shown that any accumulation point of the iteration sequence generated by the proposed algorithm is a solution to the SOCCP. Furthermore, we prove that the generated sequence is bounded if the solution set of the SOCCP is nonempty and bounded. Under the assumption of nonsingularity, we establish the local quadratic convergence of the algorithm without the strict complementarity condition. Numerical results indicate that the proposed algorithm is promising.

Using the cone theory and the lattice structure, we establish some methods of computation of the topological degree for the nonlinear operators which are not assumed to be cone mappings. As applications, existence results of nontrivial solutions for singular Sturm-Liouville problems are given. The nonlinearity in the equations can take negative values and may be unbounded from below.

We consider the flow of a class of incompressible fluids which are constitutively defined by the symmetric part of the velocity gradient being a function, which can be non-monotone, of the deviator of the stress tensor. These models are generalizations of the stress power-law models introduced and studied by J. Málek, V. Průša, K.R. Rajagopal: Generalizations of the Navier-Stokes fluid from a new perspective. Int. J. Eng. Sci. 48 (2010), 1907–1924. We discuss a potential application of the new models and then consider some simple boundary-value problems, namely steady planar Couette and Poiseuille flows with no-slip and slip boundary conditions. We show that these problems can have more than one solution and that the multiplicity of the solutions depends on the values of the model parameters as well as the choice of boundary conditions.

In this paper the ideas of three types of statistical convergence of a sequence of random variables, namely, statistical convergence in probability, statistical convergence in mean of order r and statistical convergence in distribution are introduced and the interrelation among them is investigated. Also their certain basic properties are studied.

We analyze a general multigrid method with aggressive coarsening and polynomial smoothing. We use a special polynomial smoother that originates in the context of the smoothed aggregation method. Assuming the degree of the smoothing polynomial is, on each level k, at least Ch k+1/h k , we prove a convergence result independent of h k+1/h k . The suggested smoother is cheaper than the overlapping Schwarz method that allows to prove the same result. Moreover, unlike in the case of the overlapping Schwarz method, analysis of our smoother is completely algebraic and independent of geometry of the problem and prolongators (the geometry of coarse spaces).

An axisymmetric system of mould, glass piece, plunger and plunger cavity is considered. The state problem is given as a stationary head conduction process. The system includes the glass piece representing the heat source and is cooled inside the plunger cavity by flowing water and outside by the environment of the mould. The design variable is taken to be the shape of the inner surface of the plunger cavity.The cost functional is the second power of the norm in the weighted space L r 2 of difference of trace of temperature from given constant, which is evaluated on the outward boundary of the plunger.Existence and uniqueness of the state problem solution and existence of a solution of the optimization problem are proved.

A general class of nonconforming meshes has been recently studied for stationary anisotropic heterogeneous diffusion problems, see Eymard et al. (IMA J. Numer. Anal. 30 (2010), 1009–1043). Thanks to the basic ideas developed in the stated reference for stationary problems, we derive a new discretization scheme in order to approximate the nonstationary heat problem. The unknowns of this scheme are the values at the centre of the control volumes, at some internal interfaces, and at the mesh points of the time discretization.We derive error estimates in discrete norms L ∞(0, T;H 0 1 (Ω)) and W 1,∞(0, T;L 2(Ω)), and an error estimate for an approximation of the gradient, in a general framework in which the discrete bilinear form involved in the finite volume scheme satisfies some ellipticity condition.

In this work, we propose the Shannon wavelets approximation for the numerical solution of a class of integro-differential equations which describe the charged particle motion for certain configurations of oscillating magnetic fields. We show that using the Galerkin method and the connection coefficients of the Shannon wavelets, the problem is transformed to an infinite algebraic system, which can be solved by fixing a finite scale of approximation. The error analysis of the method is also investigated. Finally, some numerical experiments are reported to illustrate the accuracy and applicability of the method.

A pair trade is a portfolio consisting of a long position in one asset and a short position in another, and it is a widely used investment strategy in the financial industry. Recently, Ekström, Lindberg, and Tysk studied the problem of optimally closing a pair trading strategy when the difference of the two assets is modelled by an Ornstein-Uhlenbeck process. In the present work the model is generalized to also include jumps. More precisely, we assume that the difference between the assets is an Ornstein-Uhlenbeck type process, driven by a Lévy process of finite activity. We prove a necessary condition for optimality (a so-called verification theorem), which takes the form of a free boundary problem for an integro-differential equation. We analyze a finite element method for this problem and prove rigorous error estimates, which are used to draw conclusions from numerical simulations. In particular, we present strong evidence for the existence and uniqueness of an optimal solution.

The structure of linearly negative quadrant dependent random variables is extended by introducing the structure of m-linearly negative quadrant dependent random variables (m = 1, 2, …). For a sequence of m-linearly negative quadrant dependent random variables {X n, n ⩾ 1} and 1 < p < 2 (resp. 1 ⩽ p < 2), conditions are provided under which $$n^{ - 1/p} \sum\limits_{k = 1}^n {\left( {\left. {X_k - } \right|EX_k } \right) \to } 0$$ in L 1. Moreover, for 1 ⩽ p < 2, conditions are provided under which $$n^{ - 1/p} \sum\limits_{k = 1}^n {\left( {X_k - EX_k } \right)}$$ converges completely to 0. The current work extends some results of Pyke and Root (1968) and it extends and improves some results of Wu, Wang, and Wu (2006). An open problem is posed.

The Alternating Nonnegative Least Squares (ANLS) method is commonly used for solving nonnegative tensor factorization problems. In this paper, we focus on algorithmic improvement of this method. We present a Proximal ANLS (PANLS) algorithm to enforce convergence. To speed up the PANLS method, we propose to combine it with a periodic enhanced line search strategy. The resulting algorithm, PANLS/PELS, converges to a critical point of the nonnegative tensor factorization problem under mild conditions. We also provide some numerical results comparing the ANLS and PANLS/PELS methods.

In this article, we present a new two-level stabilized nonconforming finite elements method for the two dimensional Stokes problem. This method is based on a local Gauss integration technique and the mixed nonconforming finite element of the NCP 1 — P 1 pair (nonconforming linear element for the velocity, conforming linear element for the pressure). The two-level stabilized finite element method involves solving a small stabilized Stokes problem on a coarse mesh with mesh size H and a large stabilized Stokes problem on a fine mesh size h = H/3. Numerical results are presented to show the convergence performance of this combined algorithm.

We study regularity results for solutions u ∈ HW 1,p (Ω) to the obstacle problem $$\int_\Omega \mathcal{A} \left( {x,\nabla _{\mathbb{H}^u } } \right)\nabla _\mathbb{H} \left( {v - u} \right)dx \geqslant 0 \forall v \in \mathcal{K}_{\psi ,u} \left( \Omega \right)$$ such that u ⩾ ψ a.e. in Ω, where $xxx$ , in Heisenberg groups ℍ n . In particular, we obtain weak differentiability in the T-direction and horizontal estimates of Calderon-Zygmund type, i.e. $$\begin{gathered} T\psi \in HW_{loc}^{1,p} \left( \Omega \right) \Rightarrow Tu \in L_{loc}^p \left( \Omega \right), \hfill \\ \left| {\nabla _{\mathbb{H}\psi } } \right|^p \in L_{loc}^q \left( \Omega \right) \Rightarrow \left| {\nabla _{\mathbb{H}^u } } \right|^p \in L_{loc}^q \left( \Omega \right), \hfill \\ \end{gathered}$$ where 2 1.

In this paper, we are concerned with a delayed multispecies competition predator-prey dynamic system with Beddington-DeAngelis functional response. Some sufficient conditions which guarantee the existence of a positive periodic solution for the system are obtained by applying the Mawhin coincidence theory. The interesting thing is that the result is related to the delays, which is different from the corresponding ones known from literature (the results are delay-independent).

In this paper, we study the pricing of credit risky securities under a three-firms contagion model. The interacting default intensities not only depend on the defaults of other firms in the system, but also depend on the default-free interest rate which follows jump diffusion stochastic differential equation, which extends the previous three-firms models (see R.A. Jarrow and F.Yu (2001), S.Y.Leung and Y.K.Kwok (2005), A.Wang and Z.Ye (2011)). By using the method of change of measure and the technology (H. S.Park (2008), R.Hao and Z.Ye (2011)) of dealing with jump diffusion processes, we obtain the analytic pricing formulas of defaultable zero-coupon bonds. Moreover, by the “total hazard construction”, we give the analytic pricing formulas of credit default swap (CDS).

The paper deals with a nonlocal problem related to the equilibrium of a confined plasma in a Tokamak machine. This problem involves terms u′* (|u > u(x)|) and |u > u(x)|, which are neither local, nor continuous, nor monotone. By using the Galerkin approximate method and establishing some properties of the decreasing rearrangement, we prove the existence of solutions to such problem.

The paper is devoted to an integral equation algorithm for studying the scattering of plane waves by multilayer diffraction gratings under oblique incidence. The scattering problem is described by a system of Helmholtz equations with piecewise constant coefficients in ℝ2 coupled by special transmission conditions at the interfaces between different layers. Boundary integral methods lead to a system of singular integral equations, containing at least two equations for each interface. To deal with an arbitrary number of material layers we present the extension of a recursive procedure developed by Maystre for normal incidence, which transforms the problem to a sequence of equations with 2×2 operator matrices on each interface. Necessary and sufficient conditions for the applicability of the algorithm are derived.

Given a nonempty convex set X in a locally convex Hausdorff topological vector space, a nonempty set Y and two set-valued mappings T: X ⇉ X, S: Y ⇉ X we prove that under suitable conditions one can find an x ∈ X which is simultaneously a fixed point for T and a common point for the family of values of S. Applying our intersection theorem, we establish a common fixed point theorem, a saddle point theorem, as well as existence results for the solutions of some equilibrium and complementarity problems.

The numerical solutions of stochastic partial differential equations of Itô type with time white noise process, using stable stochastic explicit finite difference methods are considered in the paper. Basically, Stochastic Alternating Direction Explicit (SADE) finite difference schemes for solving stochastic time dependent advection-diffusion and diffusion equations are represented and the main properties of these stochastic numerical methods, e.g. stability, consistency and convergence are analyzed. In particular, it is proved that when stable alternating direction explicit schemes for solving linear parabolic PDEs are developed to the stochastic case, they retain their unconditional stability properties applying to stochastic advection-diffusion and diffusion SPDEs. Numerically, unconditional stable SADE techniques are significant for approximating the solutions of the proposed SPDEs because they do not impose any restrictions for refining the computational domains. The performance of the proposed methods is tested for stochastic diffusion and advection-diffusion problems, and the accuracy and efficiency of the numerical methods are demonstrated.