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The nearest positive semidefinite symmetric Toeplitz matrix to an arbitrary data covariance matrix is useful in many areas of engineering, including stochastic filtering and digital signal processing applications. In this paper, the interior point primal-dual path-following method will be used to solve our problem after reformulating it into different forms, first as a semidefinite programming problem, then into the form of a mixed semidefinite and second-order cone optimization problem. Numerical results, comparing the performance of these methods against the modified alternating projection method will be reported.

The formulation, analysis, and numerical solution of distributed optimal control problems governed by lambda–omega systems is presented. These systems provide a universal model for reaction-diffusion phenomena with turbulent behavior. Existence and regularity properties of solutions to the free and controlled lambda–omega models are investigated. To validate the ability of distributed control to drive lambda–omega systems from a chaotic to an ordered state, a space-time multigrid method is developed based on a new smoothing scheme. Convergence properties of the multigrid scheme are discussed and results of numerical experiments are reported.

We analyze existing discontinuous Galerkin methods on quasi-uniform meshes for singularly perturbed problems. We prove weighted L 2 error estimates. We use the weighted estimates to prove L 2 error estimates in regions where the solution is smooth. We also prove pointwise estimates in these regions.

We are concerned with an a posteriori error analysis of adaptive finite element approximations of boundary control problems for second order elliptic boundary value problems under bilateral bound constraints on the control which acts through a Neumann type boundary condition. In particular, the analysis of the errors in the state, the co-state, the control, and the co-control invokes an efficient and reliable residual-type a posteriori error estimator as well as data oscillations. The proof of the efficiency and reliability is done without any regularity assumption. Adaptive mesh refinement is realized on the basis of a bulk criterion. The performance of the adaptive finite element approximation is illustrated by a detailed documentation of numerical results for selected test problems.