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 13

Mariano Mateos
Pedro Alonso Editors

Computational Mathematics,
Numerical Analysis and
Applications
Lecture Notes of the XVII 'Jacques-Louis Lions'
Spanish-French School

Se MA
SEMA SIMAI Springer Series
Series Editors: Luca Formaggia • Pablo Pedregal (Editors-in-Chief)
Jean-Frédéric Gerbeau • Tere Martinez-Seara Alonso • Carlos Parés • Lorenzo Pareschi •
Andrea Tosin • Elena Vazquez • Jorge P. Zubelli • Paolo Zunino

Volume 13
More information about this series at http://www.springer.com/series/10532
Mariano Mateos • Pedro Alonso
Editors

Computational Mathematics,
Numerical Analysis
and Applications
Lecture Notes of the XVII ‘Jacques-Louis
Lions’ Spanish-French School

123
Editors
Mariano Mateos Pedro Alonso
Matemáticas Matemáticas
Universidad de Oviedo Universidad de Oviedo
Gijón Gijón
Asturias, Spain Asturias, Spain

ISSN 2199-3041 ISSN 2199-305X (electronic)

SEMA SIMAI Springer Series
ISBN 978-3-319-49630-6 ISBN 978-3-319-49631-3 (eBook)
DOI 10.1007/978-3-319-49631-3
Library of Congress Control Number: 2017946701

© Springer International Publishing AG 2017

This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of
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Preface

The 17th edition of the Jacques-Louis Lions Spanish-French School, which

addressed Numerical Simulation in Physics and Engineering, took place in Gijón,
Spain, in June 2016. The School is a biennial event jointly organized by the Spanish
Society of Applied Mathematics, SeMA, and the French Society of Applied and
Industrial Mathematics, SMAI. This year, we also celebrated the 25th anniversary
of SeMA. More than 80 mathematicians of different nationalities came together in
Gijón for 5 days in order to attend the courses and participate in the other events
organized for the occasion.
Four-hour courses were delivered by experts in the fields of Optimal Control,
High Performance Computing, Numerical Linear Algebra, and Computational
Physics. During the school, the attendants—graduate students and also some
experienced researchers interested in the organized courses—had the opportunity
to present their own work with a poster. Almost twenty participated in the poster
session.
The lecture notes for the courses are presented in the first part of this book in
the form of long review papers. These papers are authored by very experienced
researchers and each one is intended to offer a self-contained presentation of the
state of the art in the topic under consideration. We hope that they can be used both
as a reference for the interested researcher and as a textbook for graduate students.
In the second part of this publication we present a selection of the extended
abstracts submitted to the poster session. Together with these works, we have also
included an extended abstract of the conference lecture by J. Calvo, winner of
the 19th SeMA Antonio Valle Award, presented to the most outstanding young
researcher in 2016.
The short papers in this part, all of which relate to different aspects of com-
putational methods and numerical analysis, do not cover only topics concerning
Simulation in Physics and Engineering. They also deal with topics ranging from
numerical linear algebra or computational methods in group theory to applications
of Mathematics to subjects such as biomedical sciences, chemistry, and quantum
physics.

v
vi Preface

We think that both the courses and the short papers evidence that numerical
simulation is no longer a field only applicable to physics or engineering and that, as
more applications appear, the need for faster and more reliable methods in numerical
linear algebra and computational techniques will become more pressing.
The first six papers in the second part correspond to the works presented at the
school by J. Calvo, M. Garzon, S. Busto, J.R. Rodríguez-Galván, N. Esteban, and H.
Al Rachid. We can say that these works fall into the classical definition of “applied
mathematics”, where some numerical method is developed and investigated to solve
some aspect of a physical model.
The work by J.A. Huidobro et al. investigates different models in Chemistry and
compares them with actual experimental data to develop a new simpler model to
solve the problem.
The eighth extended abstract, introduced at the school by M.L. Serrano, inves-
tigates several aspects of numerical linear algebra, in close connection with the
lecture notes of the course delivered by J.M. Peña and also related to the lecture
notes of the course delivered by L. Grigori. Solving large scale systems of linear
equations has become a necessity for the mathematical community. For instance,
in the numerical experiments shown at the end of the course by E. Casas and M.
Mateos, the nonlinear system (73)–(76) has more than one million unknowns and
to solve it not just one but a sequence of linear systems with a huge number of
variables must be solved.
The interesting paper by J. Martínez Carracedo and C. Martínez López shows
how computer-based techniques can be applied to prove abstract algebra results.
The last two works, which correspond to posters presented by J.C. Beltrán and M.
Loureiro-Ga, deal with applications of Mathematics to medical sciences. Here, we
find again the usual language of applied mathematics: least squares, PDEs, discrete
approximations. But the focus is on the applications of numerical simulation as
another tool to help medical doctors in research and clinical work.
Finally, we want to thank all the contributors (more than forty) who have co-
authored the articles contained in this volume, as well as the anonymous referees
who have revised the work.

Gijón, Spain Pedro Alonso

April 2017 Mariano Mateos
Acknowledgements

We would also like to thank the following people and institutions for making
possible the edition of this volume:
• The Spanish Society for Applied Mathematics, SeMA, its outgoing president
Rafael Bru and its current president, Rosa Donat.
• The French Society for Industrial and Applied Mathematics, SMAI, and its
president Fatiha Alabau.
• Our funding sponsors:
– Gijón Convention Boureau.
– Accenture Digital.
– Department of Mathematics of the Universidad de Oviedo.
– Embassy of France in Madrid.
• The scientific committee, formed by the members of SeMA Inmaculada Higueras
(U. de Navarra), Carlos Vázquez (U. de A Coruña), Salim Meddahai (U. de
Oviedo) and the members of SMAI Emmanuel Trelat (U. Pierre et Marie Curie
P6 ), Cristophe Prud’homme (U. de Strasbourg) and Bruno Bouchard (U. Paris-
Dauphine).
• The other members of the local organizing committee, Rafael Gallego, María
Luisa Serrano, Jesús Suárez Pérez-del-Río and Virginia Selgas.
• The staff of the Fundación Universidad de Oviedo.
• The staff of the Hotel Tryp Rey Pelayo.
• The editorial board of the SeMA-SIMAI Springer Series and the staff of Springer.

vii
Contents

Part I Theory
Optimal Control of Partial Differential Equations . . . . . . .. . . . . . . . . . . . . . . . . . . . 3
Eduardo Casas and Mariano Mateos
Introduction to First-Principle Simulation of Molecular Systems . . . . . . . . . . 61
Eric Cancès
Accurate Computations and Applications of Some Classes
of Matrices . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 107
J.M. Peña
Introduction to Communication Avoiding Algorithms for Direct
Methods of Factorization in Linear Algebra .. . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 153
Laura Grigori

Part II Applications
Singular Traveling Waves and Non-linear Reaction-Diffusion
Equations . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 189
Juan Calvo
Numerical Simulation of Flows Involving Singularities .. . . . . . . . . . . . . . . . . . . . 195
Maria Garzon, James A. Sethian, and August Johansson
A Projection Hybrid Finite Volume-ADER/Finite Element Method
for Turbulent Navier-Stokes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 201
A. Bermúdez, S. Busto, J.L. Ferrín, L. Saavedra E.F. Toro,
and M.E. Vázquez-Cendón
Stable Discontinuous Galerkin Approximations for the Hydrostatic
Stokes Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 207
F. Guillén-González, M.V. Redondo-Neble, and J.R. Rodríguez-Galván

ix
x Contents

A Two-Step Model Identification for Stirred Tank Reactors:

Incremental and Integral Methods . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 213
A. Bermúdez, E. Carrizosa, Ó. Crego, N. Esteban,
and J.F. Rodríguez-Calo
Variance Reduction Result for a Projected Adaptive Biasing Force
Method . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 221
Houssam AlRachid and Tony Lelièvre
Modeling Chemical Kinetics in Solid State Reactions . . .. . . . . . . . . . . . . . . . . . . . 229
J.A. Huidobro, I. Iglesias, B.F. Alfonso, C. Trobajo, and J.R. Garcia
ASSR Matrices and Some Particular Cases . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 235
P. Alonso, J.M. Peña, and M.L. Serrano
A Computational Approach to Verbal Width in Alternating Groups .. . . . . 241
Jorge Martínez Carracedo and Consuelo Martínez López
Improvements in Resampling Techniques for Phenotype Prediction:
Applications to Neurodegenerative Diseases . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 245
Juan Carlos Beltrán Vargas, Enrique J. deAndrés-Galiana, Ana Cernea,
and Juan Luis Fernández-Martínez
An Aortic Root Geometric Model, Based on Transesophageal
Echocardiographic Image Sequences (TEE), for Biomechanical
Simulation. . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 249
Marcos Loureiro-Ga, Maria F. Garcia, Cesar Veiga, G. Fdez-Manin,
Emilio Paredes, Victor Jimenez, Francisco Calvo-Iglesias,
and Andrés Iñiguez
Contributors

B.F. Alfonso Departamento de Fisica, Universidad de Oviedo, Gijón, Spain

P. Alonso University of Oviedo, Gijón, Spain
Houssam AlRachid Université Paris-Est Créteil, Créteil, France
Juan Carlos Beltrán Vargas Department of Mathematics, University of Oviedo,
Oviedo, Spain
A. Bermúdez Facultade de Matemáticas, Departamento de Matemática Aplicada,
Universidade de Santiago de Compostela, Santiago de Compostela, Spain
S. Busto Facultade de Matemáticas, Departamento de Matemática Aplicada, Uni-
versidade de Santiago de Compostela, Santiago de Compostela, Spain
Francisco Calvo Instituto de Investigación Sanitaria Galicia Sur, Cardioloxía,
Hospital Álvaro Cunqueiro, Vigo, Spain
Juan Calvo Facultad de Ciencias, Universidad de Granada, Campus de
Fuentenueva, Granada, Spain
Eric Cancès CERMICS, Ecole des Ponts and Inria Paris, Marne-la-Vallée, France
Jorge Martínez Carracedo Department of Mathematics, University of Oviedo,
Oviedo, Spain
E. Carrizosa Departamento de Estadística e Investigación Operativa, Universidad
de Sevilla, C/ Tarfia S/N, Sevilla, Spain
Eduardo Casas Departmento de Matemática Aplicada y Ciencias de la Com-
putación, Universidad de Cantabria, Santander, Spain
Ana Cernea Department of Mathematics, University of Oviedo, Oviedo, Spain
Ó. Crego Departamento de Matemática Aplicada, Universidad de Santiago de
Compostela, Santiago de Compostela, Spain

xi
xii Contributors

Enrique J. deAndrés-Galiana Department of Mathematics, University of Oviedo,

Oviedo, Spain
N. Esteban Departamento de Matemática Aplicada, Universidad de Santiago de
Compostela, Campus Vida, Santiago de Compostela, Spain
G. Fernández-Manin Departamento de Matemática Aplicada II, Universidade de
Vigo, Vigo, Spain
Juan Luis Fernández-Martínez Department of Mathematics, University of
Oviedo, Oviedo, Spain
J.L. Ferrín Facultade de Matemáticas, Departamento de Matemática Aplicada,
Universidade de Santiago de Compostela, Santiago de Compostela, Spain
J.R. Garcia Departamento de Quimica Organica e Inorganica, Universidade de
Oviedo, Oviedo, Spain
Maria F. Garcia Instituto de Investigación Sanitaria Galicia Sur, Cardioloxía,
Hospital Álvaro Cunqueiro, Vigo, Spain
Maria Garzon Universidad de Oviedo, Oviedo, Spain
Laura Grigori Inria Paris, Alpines, and UPMC Univ Paris 06, CNRS UMR 7598,
Laboratoire Jacques-Louis Lions, Paris, France
F. Guillén-González Departamento EDAN and IMUS, Universidad de Sevilla,
Sevilla, Spain
J.A. Huidobro Departamento de Matematicas, Universidad de Oviedo, Gijón,
Spain
I. Iglesias Departamento de Fisica, Universidad de Oviedo, Gijón, Spain
Andrés Iñiguez Instituto de Investigación Sanitaria Galicia Sur, Cardioloxía,
Hospital Álvaro Cunqueiro, Vigo, Spain
Victor Jimenez Instituto de Investigación Sanitaria Galicia Sur, Cardioloxía,
Hospital Álvaro Cunqueiro, Vigo, Spain
August Johansson Center for Biomedical Computing, Simula, Norway
Tony Lelièvre École des Ponts ParisTech, Université Paris Est, Marne-la-Vallée,
France
Consuelo Martínez López Department of Mathematics, University of Oviedo,
Oviedo, Spain
Marcos Loureiro-Ga Universidade de Santiago de Compostela, Santiago de
Compostela, Spain
Instituto de Investigación Sanitaria Galicia Sur, Cardioloxía, Hospital Álvaro
Cunqueiro, Vigo, Spain
Contributors xiii

Mariano Mateos Departmento de Matemáticas, E.P.I. Gijón, Universidad de

Oviedo, Campus de Gijón, Gijón, Spain
Emilio Paredes Instituto de Investigación Sanitaria Galicia Sur, Cardioloxía,
Hospital Álvaro Cunqueiro, Vigo, Spain
J.M. Peña University of Zaragoza, Zaragoza, Spain
M.V. Redondo-Neble Departamento de Matemáticas, Universidad de Cádiz,
Cádiz, Spain
J.F. Rodríguez-Calo Centro de Tecnología, Autovía de Extremadura, Móstoles,
Madrid, Spain
J.R. Rodríguez-Galván Departamento de Matemáticas, Universidad de Cádiz,
Cádiz, Spain
L. Saavedra Departamento de Matemática Aplicada a la Ingeniería Aeroespacial,
Universidad Politécnica de Madrid E.T.S.I. Aeronáuticos, Madrid, Spain
M.L. Serrano University of Oviedo, Oviedo, Spain
James A. Sethian University of Berkeley, Berkeley, CA, USA
E.F. Toro Laboratory of Applied Mathematics, DICAM, University of Trento,
Trento, Italy
C. Trobajo Departamento de Quimica Organica e Inorganica, Universidad de
Oviedo, Oviedo, Spain
M.E. Vázquez-Cendón Facultade de Matemáticas, Departamento de Matemática
Aplicada, Universidade de Santiago de Compostela, Santiago de Compostela, Spain
Cesar Veiga Instituto de Investigación Sanitaria Galicia Sur, Cardioloxía, Hospital
Álvaro Cunqueiro, Vigo, Spain
About the Editors

Pedro Alonso is currently a professor at the Department of Mathematics at the

University of Oviedo (Spain). He received his PhD in mathematics from the
University of Oviedo in 1995. His main interests include numerical linear algebra,
error analysis, study of algorithms (complexity, performance, stability, convergence,
etc.), high-performance computing, and mathematics education. He has several pub-
lications in international journals and communications for international conferences
to his credit.

Mariano Mateos graduated from the University of Oviedo with a degree in

mathematics in 1995 and in 2000 completed his PhD at the University of Cantabria,
where he is currently a member of the research group “Optimal Control of Partial
Differential Equations.” He is the author of several works on this subject and
participates regularly in international conferences on applied mathematics. In 2016,
he chaired the Spanish-French School on Numerical Simulation organized by SeMA
and SMAI. Currently, he reads numerical methods at the Engineering School of
Gijón as an associate professor.

xv
 Part I
Theory
Optimal Control of Partial Differential
Equations

Eduardo Casas and Mariano Mateos

Abstract In this chapter, we present an introduction to the optimal control of partial

differential equations. After explaining what an optimal control problem is and the
goals of the analysis of these problems, we focus the study on a model example. We
consider an optimal control problem governed by a semilinear elliptic equation, the
control being subject to bound constraints. Then we explain the methods to prove
the existence of a solution; to derive the first and second order optimality conditions;
to approximate the control problem by discrete problems; to prove the convergence
of the discretization and to get some error estimates. Finally we present a numerical
algorithm to solve the discrete problem and we provide some numerical results.
Though the whole analysis is done for an elliptic control problem, with distributed
controls, some other control problems are formulated, which show the scope of
the field of control theory and the variety of mathematical methods necessary for
the analysis. Among these problems, we consider the case of evolution equations,
Neumann or Dirichlet boundary controls, and state constraints.

1 Introduction

In an optimal control problem, we find the following basic elements.

1. A control u that we can handle according to our interests, that can be chosen
among a family of feasible controls K.
2. The state of the system y to be controlled, that depends on the control. Some
limitations can be imposed on the state, in mathematical terms y 2 C, which
means that not every possible state of the system is satisfactory.

E. Casas ()
Departmento de Matemática Aplicada y Ciencias de la Computación, Universidad de Cantabria,
39005 Santander, Spain
e-mail: eduardo.casas@unican.es
M. Mateos
Departmento de Matemáticas, E.P.I. Gijón, Universidad de Oviedo, Campus de Gijón, 33203
Gijón, Spain
e-mail: mmateos@uniovi.es

© Springer International Publishing AG 2017 3

M. Mateos, P. Alonso (eds.), Computational Mathematics,
Numerical Analysis and Applications, SEMA SIMAI Springer Series 13,
DOI 10.1007/978-3-319-49631-3_1
4 E. Casas and M. Mateos

3. A state equation that establishes the dependence between the control and the
state. In the next sections this state equation will be a partial differential equation,
y being the solution of the equation and u a function arising in the equation so
that any change in the control u produces a change in the solution y. However the
origin of control theory was connected with the control of systems governed by
ordinary differential equations and there was a huge activity in this field; see, for
instance, the classical books Pontriaguine et al. [41] or Lee and Markus [31].
4. A function to be minimized, called the objective function or the cost function,
depending on the state and the control . y; u/.
The aim is to determine an admissible control that provides a satisfactory
state and that minimizes the value of the functional J. It is called the optimal
control, and the associated state is the optimal state. The basic questions to study
are the existence of a solution and methods for its computation. However to
obtain the solution we must use some numerical methods, that leads to some
delicate mathematical questions in this numerical analysis. The first step to solve
numerically the problem requires the discretization of the control problem that is
made usually by finite elements. A natural question is how good the approximation
is. Of course we would like to have some error estimates of these approximations. In
order to derive the error estimates, some regularity of the optimal control is essential,
more precisely, some order of differentiability (at least in a weak sense) is necessary.
The regularity of the optimal control can be deduced from the first order optimality
conditions. Another key tool in the proof of error estimates is the use of second
order sufficient optimality conditions. Therefore, our analysis requires to derive the
first and second order conditions for optimality. This will be analyzed in this paper.
Once we have a discrete control problem, we have to use some numerical
algorithm of optimization to solve this problem. When the problem is not convex,
the optimization algorithms typically provides local minima, the question now is if
these local minima are significant for the original control problem.
The following steps must be performed when we study an optimal control
problem:
1. Existence of a solution.
2. First and second order optimality conditions.
3. Numerical approximation. Convergence analysis and error estimates.
4. Numerical resolution of the discrete control problem.
We will will consider these issues for a model problem. In this model problem
the state equation will be a semilinear elliptic partial differential equation. Though
the nonlinearity introduces some complications in the study, we have preferred
to consider it to show the role played by the second order optimality conditions.
Indeed, if the equation is linear and the cost functional is the typical quadratic
functional, then the use of the second order optimality conditions is hidden.
Optimal Control of PDE 5

There are not many books devoted to all the questions we are going to study
here. Firstly let us mention the book by professor Lions [33], which is an obliged
reference in the study of the theory of optimal control problems of partial differential
equations. In this text that has left an indelible track, the reader will be able to find
some of the methods used in the resolution of the two first questions above indicated.
More recent books are those by Li and Yong [32], Fattorini [23], Neittaanmaki et al.
[38], Hinze et al. [27] and Tröltzsch [48].

2 Setting of the Model Control Problem

Let ˝ be an open and bounded subset of Rn , n 2 f2; 3g,  being its boundary that
we will assume to be regular; C1;1 is enough for us in the whole paper. In ˝ we will
consider a linear operator A defined by

X
n
 
Ay D  @xj aij .x/@xi y.x/ C a0 .x/y.x/;
i;jD1

N and a0 2 L1 .˝/ satisfy

where aij 2 C0;1 .˝/
8
ˆ X
n
ˆ
ˆ 9m > 0 such that aij .x/i j  mjj2 8 2 Rn and 8x 2 ˝;
<
i;jD1
ˆ
ˆ
:̂
a0 .x/  0 a.e. x 2 ˝:

Now let  W R ! R be a non decreasing monotone function of class C2 , with

.0/ D 0. For any u 2 L2 .˝/, the Dirichlet problem

Ay C . y/ D u in ˝
(1)
y D 0 on 

has a unique solution yu 2 H01 .˝/ \ L1 .˝/.

The control problem associated to this system is formulated as follows
8 Z
ˆ
ˆ D L.x; yu .x/; u.x//dx
< Minimize J.u/
˝
(P)
ˆ
:̂
u 2 K D fu 2 L1 .˝/ W ˛  u.x/  ˇ a.e. x 2 ˝g;
6 E. Casas and M. Mateos

where 1 < ˛ < ˇ < C1 and L fulfills the following assumptions:

(H1) L W ˝  R2 ! R is a Carathéodory function and for all x 2 ˝, L.x; ; /
is of class C2 in R2 . Moreover for every M > 0 and all x; x1 ; x2 2 ˝ and
y; y1 ; y2 ; u; u1 ; u2 2 ŒM; CM, the following properties hold

@L
jL.x; y; u/j  LM;1 .x/; j .x; y; u/j  LM;Np .x/
@y

@L @L
j .x1 ; y; u/  .x2 ; y; u/j  CM jx1  x2 j
@u @u

jL00. y;u/ .x; y; u/jR22  CM

jL00. y;u/ .x; y1 ; u1 /  L00. y;u/ .x; y2 ; u2 /jR22  CM .jy1  y2 j C ju1  u2 j/;

where LM;1 2 L1 .˝/, LM;Np 2 LpN .˝/, pN > n, CM > 0, L00. y;u/ is the Hessian
matrix of L with respect to . y; u/, and j  jR22 is any matricial norm.
To prove sufficient second order optimality conditions and error estimates,
we will need the following additional assumption
(H2) There exists  > 0 such that

@2 L
.x; y; u/   8 .x; y; u/ 2 ˝  R2 :
@u2
Remark 1 A typical functional in control theory is the so-called tracking type
functional
Z
˚ 
J.u/ D jyu .x/  yd .x/j2 C Nu2 .x/ dx; (2)
˝

2
Rwhere2yd 2 L .˝/ denotes the ideal state of the system and N  0. The term
˝ Nu .x/dx is called the Tikhonov term. It can be considered as the control cost
term, and the control is said expensive if N is big, however the control is cheap
if N Ris small or zero. From a mathematical point of view, the presence of the
term ˝ Nu2 .x/dx, with N > 0, has a regularizing effect on the optimal control.
Hypothesis (H1) is fulfilled if yd 2 Lp .˝/. This condition plays an important role in
the study of the regularity of the optimal control. Hypothesis (H2) holds if N > 0.
Remark 2 Other choices for the set of feasible controls are possible, in particular
the case K D L2 .˝/ is frequent. The important issue is that K must be closed and
convex. Moreover, if K is not bounded, then some coercivity assumption on the
functional J is required to assure the existence of a solution.
Remark 3 In practice, .0/ D 0 is not a true restriction because it is enough to
change  by   .0/ and u by u  .0/ to get a new problem satisfying the
Optimal Control of PDE 7

required assumptions. Nonlinear terms of the form f .x; y.x//, with f of class C2
with respect to the second variable and monotone non decreasing with respect to
the same variable, can be considered as an alternative to the term . y.x//. We lose
some generality in order to avoid technicalities and to get a simplified and more
clear presentation of our methods to study the control problem.
Given n2 < p < C1 and u 2 Lp .˝/, we can prove the existence of a unique
solution yu of (1) in W 2;p .˝/ \ H01 .˝/ as follows. First, we prove the existence of
a solution yu in H01 .˝/ \ L1 .˝/: we truncate  to get a bounded function k , for
instance in the way
8
< .t/ if jtj  k;
k .t/ D .Ck/ if t > Ck;
:
.k/ if t < k:

Then, the operator .A C k / W H01 .˝/ ! H 1 .˝/ is monotone, continuous and

coercive. Therefore there exists a unique element yk 2 H01 .˝/ satisfying Ayk C
k . yk / D u in ˝. By using the usual methods it is easy to prove that fyk g1 kD1 is
uniformly bounded in L1 .˝/ (see, for instance, Stampacchia [46]). Consequently
for k large enough k . yk / D . yk / and then yk D yu 2 H01 .˝/ \ L1 .˝/ is the
solution of problem (1). On the other hand, the C1;1 regularity of  and the fact that
Ayu 2 Lp .˝/ imply the W 2;p .˝/-regularity of yu ; see Grisvard [24, Chap. 2]. Thus
we have the following theorem.
Theorem 4 For any control u 2 Lp .˝/ with n2 < p < C1 there exists a unique
solution yu of (1) in W 2;p .˝/ \ H01 .˝/. Moreover, there exists a constant Cp > 0
independent of u such that
 
kyu kW 2;p .˝/  Cp kukLp .˝/ C 1 : (3)

Finally, remembering that K is bounded in L1 .˝/, we deduce the next result.

Corollary 5 For any control u 2 K there exists a unique solution yu of (1) in
W 2;p .˝/ \ H01 .˝/, for all p < 1. Moreover, there exists a constant Cp > 0 such
that

kyu kW 2;p .˝/  Cp 8u 2 K: (4)

N regularity of
It is important to remark that the previous corollary implies C1 .˝/
2;p 1 N
yu . Indeed, it is enough to remind that W .˝/  C .˝/ for any p > n.
8 E. Casas and M. Mateos

3 Existence of a Solution

The goal of this section is to study the existence of a solution for problem (P), which
is done in the following theorem.
Theorem 6 Let us assume that L is a Carathéodory function satisfying the follow-
ing assumptions:
A1) For every .x; y/ 2 ˝  R, L.x; y; / W R ! R is a convex function.
A2) For any M > 0, there exists a function M 2 L1 .˝/ such that

jL.x; y; u/j  M .x/ a.e. x 2 ˝; 8jyj  M; 8juj  M:

Then problem (P) has at least one solution.

Proof Denote inf .P/ D inffJ.u/ W u 2 Kg. Let fuk g  K be a minimizing sequence
of (P), this means that J.uk / ! inf .P/. Take a subsequence, again denoted in the
same way, converging weakly in L1 .˝/ to an element uN 2 K. Let us prove that
J.Nu/ D inf .P/. For this we will use Mazur’s Theorem (see, for instance, Ekeland
and Temam [22]): given 1 < p < C1 arbitrary, there exists a sequence of convex
combinations fvk gk2N ,

X
nk X
nk
vk D l ul ; with l D 1 and l  0;
lDk lDk

such that vk ! uN strongly in Lp .˝/. Then, using the convexity of L with respect to
the third variable, the dominated convergence theorem and the assumption A1), it
follows
Z
J.Nu/ D lim L.x; yuN .x/; vk .x//dx 
k!1 ˝

X
nk Z X
nk
lim sup l L.x; yuN .x/; ul .x//dx  lim sup l J.ul /C
k!1 lDk ˝ k!1 lDk
Z X
nk
lim sup l jL.x; yul .x/; ul .x//  L.x; yuN .x/; ul .x//j dx D
k!1 ˝ lDk

Z X
nk
inf .P/ C lim sup l jL.x; yul .x/; ul .x//  L.x; yuN .x/; ul .x//j dx;
k!1 ˝ lDk

where we have used the convergence J.uk / ! inf .P/. To prove that the last term
converges to zero, it is enough to remark that, for any given point x, the function
L.x; ; / is uniformly continuous on bounded subsets of R2 , the sequences fyul .x/g
Optimal Control of PDE 9

and ful .x/g are uniformly bounded and yul .x/ ! yuN .x/ when l ! 1. Therefore

X
nk
lim l jL.x; yul .x/; ul .x//  L.x; yuN .x/; ul .x//j D 0 a.e. x 2 ˝:
k!1
lDk

Using again the dominated convergence theorem, assumption A2) and the previous
convergence, we get
Z X
nk
lim sup l jL.x; yul .x/; ul .x//  L.x; yuN .x/; ul .x//j dx D 0;
k!1 ˝ lDk

which concludes the proof. t

u
Remark 7 It is possible to formulate other similar problems to (P) by taking K as a
closed and convex subset of Lp .˝/, with n2 < p < C1. The existence of a solution
of this kind of problems can be proved as above by assuming that K is bounded
in Lp .˝/ or J is coercive on K. The coercivity holds if the following conditions is
fulfilled: 9 2 L1 .˝/ and C > 0 such that

L.x; y; u/  Cjujp C .x/ 8.x; y; u/ 2 ˝  R2 :

This coercivity assumption implies the boundedness in Lp .˝/ of any minimizing

sequence, the rest of the proof being as in Theorem 6.
Remark 8 If there is neither convexity nor compactness, we cannot assure, in
general, the existence of a solution. Let us see an example.
8 Z
< Minimize J.u/ D Πy .x/2 C .u2 .x/  1/2 dx
u
.P/ ˝
:
1  u.x/  C1; x 2 ˝;

where yu is the solution of the state equation


y D u in ˝
y D 0 on :

Let us take a sequence of controls fuk g1

kD1 such that juk .x/j D 1 for every x 2 ˝
and satisfying that uk * 0 weakly in L1 .˝/. The reader can construct such a
sequence (include ˝ in a n-cube to simplify the proof). Then, taking into account
that yuk ! 0 uniformly in ˝, we have
Z
0 inf J.u/  lim J.uk / D lim yuk .x/2 dx D 0:
1u.x/C1 k!1 k!1 ˝
10 E. Casas and M. Mateos

But it is obvious that J.u/ > 0 for any feasible control, which proves the non-
existence of an optimal control.
In [4] and [5], some compactness of the control set was used to prove the
existence of optimal controls.
To deal with control problems in the absence of convexity and compactness, (P)
is sometimes included in a more general problem (P), N in such a way that inf .P/ D
N N
inf(P), (P) having a solution. This leads to the relaxation theory; see Ekeland and
Temam [22], Pedregal [40], Roubiček [43], Warga [49], Young [50].

4 Some Other Control Problems

In this section, we are going to present some control problems whose existence of
solution can be proved by using the previous methods. First let us start with a very
well known problem, which is a particular case of (P).

4.1 The Linear Quadratic Control Problem

Let us assume that  is linear and L.x; y; u/ D .1=2/f. y  yd .x//2 C Nu2 g, with
yd 2 L2 .˝/ and N  0 fixed, therefore
Z Z
1 N
J.u/ D . yu .x/  yd .x//2 dx C u2 .x/dx:
2 ˝ 2 ˝

Now (P) is a convex control problem. In fact the objective functional J W L2 .˝/ ! R
is well defined, continuous and strictly convex. Under these conditions, if K is a
convex and closed subset of L2 .˝/, we can prove the existence and uniqueness of
an optimal control under one of the two following assumptions:
1. K is a bounded subset of L2 .˝/.
2. N > 0.
For the proof it is enough to take a minimizing sequence as in Theorem 6, and
remark that the previous assumptions imply the boundedness of the sequence. Then
it is possible to take a subsequence fuk g1 2
kD1  K converging weakly in L .˝/ to u
N2
K. Finally the convexity and continuity of J implies the weak lower semicontinuity
of J, then

J.Nu/  lim inf J.uk / D inf .P/:

k!1

The uniqueness of the solution is an immediate consequence of the strict convexity

of J.
Optimal Control of PDE 11

R
If N > 0, the term N2 ˝ u2 .x/dx is called Tychonoff regularization term. In this
case, it is usually possible to prove that the optimal control is more regular than
expected, e.g. it maybe a Lipschitz function, and both the analysis and the numerical
approximation of (P) are simpler than in the case N D 0.

4.2 A Neumann Boundary Control Problem

Let us consider the Neumann problem


Ay C . y/ D f in ˝
@ A y D u on  ;

where f 2 L .˝/, > n=2, u 2 Ls . /, s > n  1 and

X
n
@ Ay D aij .x/@xi y.x/ j .x/;
i;jD1

.x/ being the unit outward normal vector to  at the point x.

The choice > n=2 and s > n  1 allows us to deduce a theorem of existence
and uniqueness analogous to Theorem 4, assuming that a0 6 0.
The control problem is defined as follows
8 Z Z
ˆ
ˆ Minimize J.u/ D L.x; yu .x// dx C l.x; yu .x/; u.x// d .x/
<
˝ 
.P/
ˆ
:̂
u 2 K D fu 2 L1 . / W ˛  u.x/  ˇ a.e. x 2  g:

4.3 A Dirichlet Boundary Control Problem

Now we are concerned with the Dirichlet problem


Ay C . y/ D f in ˝
y D u on  ;

where f 2 L .˝/, > n=2, u 2 L1 . /.

Associated to this boundary value problem we consider the control problem
8 Z Z
ˆ N
ˆ
< Minimize J.u/ D L.x; yu .x// dx C u.x/2 d .x/
˝ 2 
.P/
ˆ
:̂
u 2 K D fu 2 L1 . / W ˛  u.x/  ˇ a.e. x 2  g:
12 E. Casas and M. Mateos

4.4 A Parabolic Control Problem

Let us consider the following parabolic equation:

8
ˆ @y
ˆ
ˆ .x; t/ C Ay.x; t/ C b.x; t; y.x; t// D u.x; t/ in ˝T D ˝  .0; T/;
ˆ
ˆ @t
ˆ
<
ˆ
ˆ y.x; t/ D 0 on ˙T D   .0; T/;
ˆ
ˆ
ˆ
:̂
y.x; 0/ D y0 .x/ in ˝:

Here y0 2 L1 .˝/ \ H01 .˝/ and b is a Carathédoroy function, non-decreasing

monotone with respect to the third variable and locally bounded. For every
u 2 L1 .˝T /, the previous problem has a unique solution yu 2 L1 .˝T / \
L2 .Œ0; T; H01 .˝//.
For N > 0 and yd 2 L1 .˝T /, we can formulate a control problem as follows:
8 Z Z
ˆ 1 2 N
ˆ
< Minimize J.u/ D 2 . yu .x; t/  yd .x// dxdt C u.x/2 dxdt
˝T 2 ˝T
.P/
ˆ
:̂
u 2 K D fu 2 L1 .˝T / W ˛  u.x; t/  ˇ a.e. .x; t/ 2 ˝T g:

4.5 A Problem with State Constraints

Under the same notation and conditions of the previous example, with y0 2 C.˝N T /,
we consider the following state constrained control problem

Minimize J.u/
.P/
u 2 K and G. yu / 2 C;

where G W Y ! Z is a C1 mapping, Y D C.˝N T / \ L2 .Œ0; T; H 1 .˝//, Z being a

Banach space, and C is a closed convex subset of Z with nonempty interior. Due to
the continuity assumption of y0 , the solution yu of the above parabolic equation is
continuous in ˝N T . Let us consider some examples of state constraints G. yu / 2 C.
Example 9 Given a continuous function g W ˝N T  R ! R of class C1 respect to
the second variable, the constraint a  g.x; t; yu .x; t//  b for all .x; t/ 2 ˝N T , where
1 < a < b < C1 are given real numbers, can be written in the above framework
Optimal Control of PDE 13

by setting Z D C.˝N T /, G W Y ! C.˝N T /, defined by G. y/ D g.; y.//, and

C D fz 2 C.˝N T / W a  z.x; t/  b 8.x; t/ 2 ˝N T g:

Example 10 Let g W ˝  Œ0; T  R ! R be a function measurable with respect to

the first variable, continuous with respect to the second, of class C1 with respect to
the third and such that @g=@y is also continuous in the last two variables. Moreover
it is assumed that for every M > 0 there exists a function M 2 L1 .˝/ such that
ˇ ˇ
ˇ @g ˇ
jg.x; t; 0/j C ˇ .x; t; y/ˇˇ 
ˇ M .x/ a:e: x 2 ˝; 8t 2 Œ0; T and jyj  M:
@y

Then the constraint

Z
g.x; t; yu .x; t//dx  ı 8t 2 Œ0; T
˝

is included in the above formulation by taking Z D CŒ0; T,

C D fz 2 CŒ0; T W z.t/  ı 8t 2 Œ0; Tg;

and G W Y ! CŒ0; T given by

Z
G. y/ D g.x; ; y.x; //dx:
˝

Example 11 The constraint

Z
jyu .x; t/jdxdt  ı
˝T

is considered by taking Z D L1 .˝T /, G W Y ! L1 .˝/, with G. y/ D y, and C the

closed ball in L1 .˝/ of center at 0 and radius ı.
Example 12 For every 1  j  k let gj W ˝T  R ! R be a measurable function
of class C1 with respect to the second variable such that for each M > 0 there exists
a function M 2 L1 .˝T / satisfying
j

ˇ ˇ
ˇ @gj ˇ
ˇ
jgj .x; t; 0/j C ˇ .x; t; y/ˇˇ 
j
M .x; t/ a:e: .x; t/ 2 ˝T ; 8jyj  M:
@y

Then the constraints

Z
gj .x; t; yu .x; t//dxdt  ıj ; 1  j  k;
˝
14 E. Casas and M. Mateos

are included in the formulation of (P) by choosing G D .G1 ; : : : ; Gk /T , with

Z
Gj . y/ D gj .x; t; y.x; t//dxdt;
˝

Z D Rk , and C D .1; ı1       .1; ık .

Example 13 Integral constraints on the gradient of the state can be considered
within our formulation of problem (P):
Z T Z
G. yu / D jrx yu .x; t/j2 dxdt  ı:
0 ˝

In this case we can take Z D R and C D .1; ı.

We will not consider state constrained problems in the present work. The
interested reader may consult, e.g., the papers [3, 6, 7, 17].

5 First Order Optimality Conditions

The first order optimality conditions are necessary conditions for local optimality.
In the case of convex problems, they become also sufficient for global optimality.
In absence of convexity, the sufficiency requires the use of second order optimality
conditions, which will be the goal of the next section. From the first order necessary
conditions we can deduce some properties of the optimal control as we will prove
later. Before proving the first order optimality conditions let us recall the meaning
of a local minimum.
Definition 14 We will say that uN is a local minimum of (P) in the Lp .˝/ sense, 1 
p  C1, if there exists a ball B" .Nu/  Lp .˝/ such that J.Nu/  J.u/ 8u 2 K\B" .Nu/.
The element uN will be said a strict local minimum if the inequality J.Nu/ < J.u/ holds
8u 2 K \ B" .Nu/ with uN ¤ u.
Since K is a bounded subset of L1 .˝/, if uN is a (strict) local minimum of (P)
in the Lp .˝/ sense, for some 1  p < C1, then uN is a (strict) local minimum of
(P) in the Lq .Q/ sense for every q 2 Œ1; C1: if q > p, this follows directly from
the fact that Lq .˝/ ,! Lp .˝/; if q < p we use the boundedness of K to get the
inequality ju.x/  uN .x/jp  ju.x/  uN .x/jq jˇ  ˛jpq for a.e. x 2 ˝ to deduce the
result. However, if uN is a local minimum in the L1 .˝/ sense, it is not necessarily a
local minimum in the Lp .˝/ sense for any p 2 Œ1; C1/. In the sequel, if nothing is
precised, when we say that uN is a local minimum of (P), it should be intended in the
Lp .˝/ sense for some p 2 Œ1; C1.
The key tool to get the first order optimality conditions is provided by the next
lemma.
Optimal Control of PDE 15

Lemma 15 Let U be a Banach space, K  U a convex subset and J W U ! R a

function. Let us assume that uN is a local solution of the optimization problem

min J.u/
.P/
u2K

and that J has directional derivatives at uN . Then

J 0 .Nu/  .u  uN /  0 8u 2 K: (5)

Conversely, if J is a convex function and uN is an element of K satisfying (5), then uN

is a global minimum of (P).
Proof The inequality (5) is easy to get

J.Nu C .u  uN //  J.Nu/

J 0 .Nu/  .u  uN / D lim  0:
&0 

The last inequality follows from the local optimality of uN and the fact that uN C.uNu/
2 K for every u 2 K and every  2 Œ0; 1 due to the convexity of K.
Conversely, if uN 2 K fulfills (5) and J is convex, then for every u 2 K

J.Nu C .u  uN //  J.Nu/

0  J 0 .Nu/  .u  uN / D lim  J.u/  J.Nu/:
&0 

Therefore uN is a global solution of (P). t

u
In order to apply this lemma to the study of problem (P) we need to analyze
the differentiability of the functionals involved in the control problem. To this end,
taking into account the C1;1 regularity of  and the regularity result of Theorem 4,
we obtain the following result.
Proposition 16 Let n2 < p < C1. The mapping G W Lp .˝/ ! W 2;p .˝/ defined
by G.u/ D yu is of class C2 . Furthermore if u; v 2 Lp .˝/ and z D DG.u/  v, then z
is the unique solution in W 2;p .˝/ of the Dirichlet problem

Az C  0 . yu .x//z D v in ˝;
(6)
z D 0 on :

Finally, for every v1 ; v2 2 Lp .˝/, zv1 v2 D G00 .u/.v1 ; v2 / is the solution of


Azv1 v2 C  0 . yu .x//zv1 v2 C  00 . yu .x//zv1 zv2 D 0 in ˝;
(7)
zv1 v2 D 0 on ;

where zvi D G0 .u/vi , i D 1; 2.

16 E. Casas and M. Mateos

Proof To prove the differentiability of G, we apply the implicit function theorem.

1;p
Let us consider the Banach space V.˝/ D W 2;p .˝/ \ W0 .˝/. Let us mention that
N
V.˝/  C.˝/ with a continuous embedding. Indeed, since p > n2 the continuous
embedding W 2;p .˝/  C.˝/ N follows. Now let us take the function

F W V.˝/  Lp .˝/ ! Lp .˝/

defined by

F. y; u/ D Ay C . y/  u:

It is obvious that F is of class C2 , yu 2 V.˝/ for every u 2 Lp .˝/, F. yu ; u/ D 0 and

@F
. y; u/  z D Az C  0 . y/z
@y

is an isomorphism from V.˝/ into Lp .˝/. By applying the implicit function

theorem we deduce that G is of class C2 and DG.u/  z is given by (6). Finally (7)
follows by differentiating twice with respect to u in the equation

AG.u/ C .G.u// D u: t
u

For every u 2 L1 .˝/, we define its related adjoint state 'u 2 W 2;Np .˝/, as the
unique solution of the problem
8
< A ' C  0 . y /' D @L .x; y ; u/ in ˝
u u
@y (8)
:
' D 0 on ;

A being the adjoint operator of A and pN > n, the exponent introduced in

Assumption (H1). As a consequence of the previous result we get the following
proposition.
Proposition 17 The function J W L1 .˝/ ! R is of class C2 . Moreover, for every
u; v; v1 ; v2 2 L1 .˝/
Z  
@L
J 0 .u/v D .x; yu ; u/ C 'u v dx (9)
˝ @u
and
Z 
00 @2 L @2 L
J .u/v1 v2 D .x; y u ; u/zv1 zv2 C .x; yu ; u/.zv1 v2 C zv2 v1 /C
˝ @y2 @y@u

@2 L
.x; yu ; u/v1 v2  'u  00 . yu /zv1 zv2 dx (10)
@u2

where zvi D G0 .u/vi , i D 1; 2.

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Title: A rolling stone

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Original publication: London: F. V. White & Co, 1911

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*** START OF THE PROJECT GUTENBERG EBOOK A ROLLING

STONE ***
A ROLLING STONE
BY THE SAME AUTHOR
DIANA BARRINGTON
A BIRD OF PASSAGE
BEYOND THE PALE
HER OWN PEOPLE
THE CAT’S-PAW
THE COMPANY’S SERVANT
KATHERINE THE ARROGANT
BABES IN THE WOOD, ETC.
 A
ROLLING STONE
BY
B. M. CROKER

“L’amour est un vrai recommenceur.”—Bussy-Rabutin

LONDON
F. V. WHITE & CO. LTD.
17 BUCKINGHAM STREET, STRAND, W.C.
1911
 CONTENTS
CHAP. PAGE
I. LADY KESTERS 1
II. BROTHER AND SISTER 12
III. THE LAST WORD GOES BEGGING 29
IV. LEILA’S IDEA 37
V. PLANS AND THREATS 45
VI. FIRST IMPRESSIONS 49
VII. MRS. HOGBEN AT HOME 58
VIII. OTTINGE-IN-THE-MARSH 72
IX. THE NEW CHAUFFEUR 77
X. AS HANDY MAN 86
XI. THE TRIAL TRIP 97
XII. THE DOGS’ HOTEL 107
XIII. THE DRUM AND ITS PATRONS 120
XIV. LIEUTENANT WYNYARD 132
XV. BY WATER 139
XVI. TWO PRISONERS 146
XVII. LADY KESTERS HAS MISGIVINGS 155
XVIII. THE REASON WHY 166
XIX. OWEN THE MATCHMAKER 174
XX. SUDDEN DEATH 184
XXI. BY THE SUNDIAL 200
XXII. AUREA’S REFLECTIONS 209
XXIII. AN HOUR OF LIBERTY 212
XXIV. ON YAMPTON HILL 217
XXV. LADY KESTERS AT THE DRUM 226
XXVI. THE OBSTACLE 234
 XXVII. SCANDAL ABOUT MISS SUSAN 243
XXVIII. A NEW SITUATION 251
XXIX. TOTTIE TOYE 261
XXX. MASHAM—THE MOTORIST 267
XXXI. TAKING RISKS 274
XXXII. AN EXPLANATION 284
XXXIII. SITUATION THE FOURTH 289
XXXIV. SIR RICHARD AS CHAPERON 294
XXXV. REINSTATED 300
XXXVI. BY MOONLIGHT 306
A ROLLING STONE
A ROLLING STONE
 CHAPTER I
LADY KESTERS

After a day of strenuous social activities, Lady Kesters was

enjoying a well-earned rest, reposing at full length on a luxurious
Chesterfield, with cushions of old brocade piled at her back and a
new French novel in her hand. Nevertheless, her attention wandered
from Anatole France; every few minutes she raised her head to listen
intently, then, as a little silver clock chimed five thin strokes, she
rose, went over to a window, and, with an impatient jerk, pulled aside
the blind. She was looking down into Mount Street, W., and
endeavouring to penetrate the gloom of a raw evening towards the
end of March.
It was evident that the lady was expecting some one, for there were
two cups and saucers on a well-equipped tea-table, placed between
the sofa and a cheerful log fire.
As the mistress of the house peers eagerly at passers-by, we may
avail ourselves of the opportunity to examine her surroundings.
There is an agreeable feeling of ample space, softly shaded lights,
and rich but subdued colours. The polished floor is strewn with
ancient rugs; bookcases and rare cabinets exhibit costly contents;
flowers are in profusion; the air is heavily scented with white lilac;
and a multitude of magazines and papers lie scattered about in
careless abundance. The Hibbert Journal, the Clarion, Le Revue des
deux mondes, and the Spectator indicate a Catholic taste; but we
look in vain for a piano, a pet dog, or a workbasket.
As Lady Kesters turns from the window, it is seen that she is tall and
slim, with dark, expressive eyes, a delicate, tip-tilted nose, and
remarkably square chin; her figure, which is faultless, shows to
admirable advantage in a simple gown of clinging black material.
And whilst she once more subsides into her sofa and book, we may
venture to introduce a little sketch of her personal history.
Leila Wynyard and her brother Owen were the orphan children of a
dashing cavalry officer, who was killed at polo, leaving family and
creditors to the benevolence of his relations. Sir Richard, his brother,
undertook charge of the boy, the girl—some years his senior—fell to
the lot of a maiden aunt who lived in Eaton Terrace, and maintained
considerable dignity in a small house, on an income to correspond.
Leila had lessons and masters, her teeth, complexion, and
deportment were objects of anxious solicitude; at eighteen she was
brought out and presented, and hopes were entertained that, in her
first or second season, she would make a suitable match, and
secure a husband and a home. The girl carried herself with grace,
had fine dark eyes, and fine fashionable connections; these latter
combined to take her into society, and exhibit her at Ascot and
Hurlingham, as well as balls and the opera. She visited historical
country seats and notable Scottish moors, and was, so to speak,
passed along from one house-party to another; and yet, despite her
friends’ exertions, Leila Wynyard failed to “go off.” Perhaps the truth
lay in the simple fact that the lady herself was disinclined to move
on; and often joked over her social failure with her Aunt Eliza, who
had a keen sense of humour and no mind to lose the light of her old
age.
On the other hand, Leila Wynyard was known to be penniless! (for
what is a hundred a year?—it scarcely keeps some women in hats)
had no surpassing accomplishments to lift her out of the ruck; it was
also whispered that she had an independent character, and a sharp
tongue!
No one could deny that Miss Wynyard’s air was distinguished. Some
men considered her a brilliant conversationalist, and extraordinarily
clever—but these are rarely the attributes of the women they marry!
Time sped along, Miss Wynyard had been out for nine seasons, was
spoken of in the family as “poor Leila,” and now relegated to the
worst spare room, expected to make herself useful, “do the flowers,”
write notes, and take over the bores. In short, she was about to step
into the position of permanent poor relation, when, to the amazement
of the whole connection, Leila married herself off with triumphant
success! Alone she did it! Her uncle, Sir Richard Wynyard, owner of
the family title and estates, was an old bachelor, who lived in a
gloomy town house in Queen’s Gate, but spent most of his time at
his club. At uncertain intervals he repaid hospitalities received, and
entertained his friends at dinner under his own roof—he scorned the
fashionable craze of assembling one’s guests at a restaurant. These
banquets were well done—wine, ménu, and attendance being
beyond criticism. They would also have been insupportably dull, but
for the officiating hostess; and, thanks to Miss Wynyard’s admirable
supervision, they were usually an enviable success.
The company were of a respectable age—the host’s contemporaries
—old club friends or City folk, with their sedate and comfortable
wives. Miss Wynyard introduced an element of youth and vivacity
into the gathering, selected flowers for the table decoration, had a
word about the savouries and dessert, and, on the evening itself,
radiant and well dressed, enjoyed herself prodigiously—for Leila had
the flair of the born hostess—a gift that had no opportunity for
expanding in the limited space at home.
On one of these occasions, a certain Martin Kesters sat on Miss
Wynyard’s right hand—a plain, elderly man, of few words and many
thoughts, with rugged features, grizzled whiskers, and a made tie!—
a melancholy and reluctant guest who rarely dined abroad, and had
martyrised himself to please and appease his old schoolfellow, Dick
Wynyard.
The brilliant Leila, who adored playing hostess and giving her talents
full scope, drew him out with surprising subtlety, listened to his
opinions with flattering deference, put him at his ease and in good
humour with himself, and won, so to speak, his heart! She was not
aware that Mr. Kesters was a wealthy widower, and mainly
responsible for the enormous increase in her uncle’s fortunes; but
this would not have made an atom of difference. Her attention would
have been precisely the same had he been a penniless curate; she
could see that he was overpowered by his partner—a magnificent
matron who talked exclusively of royalties—his answers were short
and gruff;—evidently he was bored to death and longing to be at
home; and she instantly made up her mind to capture his interest
and rivet his attention.
Leila was on her mettle that night, and achieved a notable success.
How she shone! Even Sir Richard was amazed—he was proud of,
and not a little afraid of, his clever niece; as for Mr. Kesters, he
watched her furtively, noted her upright grace, her animation, her
delightful smile, her art of saying the right thing—and saying it well—
her insidious dexterity in leading the conversation into interesting
channels, yet never obtruding her own personality. It was not the
excellence of the champagne that made every one at the table feel
themselves unusually shining and brilliant. No, poor souls! they were
but the pale reflection of this luminous star.
Then the girl’s appearance—she was a girl to his fifty-six years—of
superb health and vitality. What an inmate for a dull, drab home—
what a stimulating companion for a lonely man!
It was a cosy little party of eight, and at a sign from the hostess,
three matrons arose and preceded her up to the ghostly drawing-
room, there to feel depressingly flat and to sip very superior coffee.
After some devastating comments on the British climate and the
British domestic, two of the quartette retired, whispering, to a sofa, in
order to discuss a cure—leaving Miss Wynyard and Lady Billing tête-
à-tête.
“This room is rather a dreadful specimen of Early Victorian,” said
Leila, waving an apologetic spoon. “I fought so hard for these loose
chintz covers and lamp-shades; but everything else is as it was in
grandmamma’s time—there she is, between the windows, in yellow
satin and ringlets! The venerable servants who still survive will not
hear of a change. Do look at the carpet; it must be fifty years of age.
How old things wear!”
“I wonder Sir Richard does not live in a flat near his club,” suggested
her ladyship in diamonds and velvet; “so much more comfortable
and up-to-date.”
“Yes; but then this is the family town house, and he is never quite
sure that he won’t marry.”
“Marry!” repeated Lady Billing, “what an idea!”
“It is his favourite threat”—and Leila laughed—“if the cooking is bad,
the coal indifferent, or the servants too autocratic.”
“But isn’t your brother his heir?” opening her eyes to their widest
extent. “How would he like that?”
“Oh, I really don’t think Owen would care a straw; he is rather happy-
go-lucky, and never thinks of the future. After all, Uncle Dick is not an
old man, and I don’t see why he should not please himself. I may
dance at his wedding yet!”
“I suppose there is no particular lady in the case?” inquired the other
judicially.
Miss Wynyard smiled, and shook her head.
“Do you know, my dear, that you have made an important conquest
this evening?” Then, in answer to Miss Wynyard’s gaze of
amazement, “Mr. Kesters,” she added, with impressive solemnity.
“Mr.—Kesters?” repeated Leila.
“Your neighbour at dinner, you know. He was simply swept off his
feet—any one could see that!” and she flourished a puffy hand.
“Well, I hope he has recovered his equilibrium by now. Why, we
never met till eight o’clock.”
“He rarely goes anywhere. He is just a money-spinner—enormously
rich—he can make money, but he does not know how to spend or
enjoy it.”
“That’s easily learnt,” declared the young lady, with a gay laugh; “I’d
give him lessons with pleasure.”
“Oh, my dear, it is not so easy to spend, when you have the habit of
years of economy. His wife was terribly close; they say she counted
the potatoes and matches! She was his cousin, and had a nice
fortune.”
“So, then, he is a widower?”
“Yes, this five years; he lives alone in Eaton Square—such a frowzy
house—it has never known a spring cleaning! Mrs. Kesters and I
exchanged calls. She would not allow the windows to be opened;
loved King Charles dogs (horrid things) and parrots; dressed on
thirty pounds a year; and her only extravagance was patent
medicines. The premises simply reeked of them! Latterly, she was a
helpless invalid, and since her death Mr. Kesters goes nowhere, just
occupies a couple of rooms, and devotes himself to business.
Business is his pleasure. He is a mighty man in the City—though he
is so shy and reserved in society. I declare you quite woke him up to-
night; I’ve known him for years, and I never saw him so animated.”
“I suppose I hit on a lucky topic—he told me such interesting things
about mining and minerals.”
“Gold especially; they say everything he touches turns to that! My
husband and he are rather friendly, and once or twice he has dined
with us, scarcely uttered a word, and looked as if he was going to
sleep. Oh, here they are!” as the door opened, and the two ladies on
the sofa suddenly concluded a mysterious and confidential
conversation, and sat expectant and erect. But the men as one man
made straight for Miss Wynyard.
Later, as the guests departed, Mr. Kesters lingered to the last, and
his host said fussily—
“I say, look here, Martin, I suppose you have your carriage, and you
may as well take my niece home; you are going in her direction.”
“My dear uncle, why should you victimise Mr. Kesters?” she
protested; “I shall return as I came, in a hansom.”
But Mr. Kesters intervened with unexpected gallantry, and declared
that to escort Miss Wynyard was an honour that he could not forgo.
Subsequently he conducted her down to a shabby, “one-horse”
brougham—the coachman’s legs were wrapped in a specially
odoriferous stable rug—and conveyed her to Eaton Terrace. As he
took leave of her at the hall door, he ventured to put a timid question.
He was such a near neighbour—might he come and call?
“Yes, of course,” assented the lady; “Aunt Eliza will be delighted to
see you—we are always at home on Sundays, four to six.”
Subsequently Mr. Kesters became a regular visitor, and met with
Aunt Eliza’s approval; and, before many Sundays had elapsed, a
paragraph concerning the names of Wynyard and Kesters appeared
in the Morning Post.
And so poor Leila became rich Leila! and, from being an insignificant
relation, a person of considerable social importance. Until her
marriage few had discovered Mrs. Kesters’ beauty—her cleverness
had never been disputed. Now, as the result of a visit to Paris, armed
with a cheque-book, she glorified her appearance, wore charming
frocks and exquisite jewels, and, with her fine air and admirable
figure, it was impossible “to pass her unnoticed in a crowd.”
Mrs. Kesters organised changes other than personal: the gloomy
abode in Eaton Square was sold, its contents dispatched to an
auction room—including two old stuffed parrots, and the mangy
remains of her predecessor’s King Charles; another house was
taken and furnished regardless of expense, a motor purchased, and
a staff of experienced servants engaged. In a surprisingly short time
Mrs. Martin Kesters of 202 Mount Street, Grosvenor Square, had
become a popular member of society. Her little dinners and
luncheons were famous, not alone for the quality of the menu, but
also of the guests. Martin, too, had been transformed as by a wand!
His whiskers disappeared, he was persuaded to change his tailor,
and given a good conceit of himself. He felt ten years younger, brisk,
energetic, prepared to enjoy his money and the Indian summer of his
life. Instead of being taciturn, he talked; instead of going to sleep
after dinner, he patronised the theatre; he learnt to play bridge and
golf. In the society of ladies his manners had become assured, and
he no longer was at a helpless loss to know what to say, or stumbled
clumsily over their trains. For all these new accomplishments he had
to thank Leila; and he was devoted to his brilliant and charming wife.
She was more or less in touch with political people, and clever men,
and women that mattered. The fascinating Mrs. Kesters was
successful in drawing-room diplomacy and the delicate art of pulling
strings; and, to her husband’s astonishment, he had found himself a
K.C.B., and elected to an exclusive club—sitting on important
committees, dining in stately houses, and entertaining notable
guests.
Lady Kesters’ connections held up their hands, cast up their eyes,
and declared that “Leila was too wonderful!” She had changed a dull,
plodding, City man into a well-turned-out, agreeable, bland individual
—who was her abject slave—and she had become a leader in her
own particular set. Her relatives repeated, “Who would have thought
Leila had it in her?” But Leila had, so to speak, always “had it in her.”
“It” represented brains, tact, a passion for affairs and managing, a
hidden and ambitious spirit, and an active and impatient longing to
taste responsibility and power.

The clock pointed to a quarter past five. Lady Kesters took up the
silver caddy and was proceeding to ladle out tea, when the door
opened, a servant announced “Mr. Wynyard,” and a remarkably
good-looking young man entered the room.
Before he could speak, Lady Kesters turned to the butler, and said—
“Payne, if any one should call, I am not at home.”
“Very good, my lady,” he replied, and softly closed the door.
A maid, who happened to be on the landing, witnessed the recent
arrival and overheard the order, now winked at Payne with easy
impudence, and gave a significant sniff.
“I don’t know what you’re sniffing about,” he said peevishly. “I
suppose you will allow her ladyship to receive her own brother in
peace and comfort, seeing as he is just back from South America,
and she hasn’t laid eyes on him for near a year.”
“Oh, so that’s her brother, is it?” said the young woman; “and an
uncommonly fine young chap—better looking than her ladyship by
long chalks!”