The mathematical theory of growing bodies. Finite deformations

The fundamentals of the mathematical theory of accreting bodies for finite deformations are explained using the concept of the bundle of a differentiable manifold that enables one to construct a clear classification of the accretion processes. One of the possible types of accretion, as due to the continuous addition of stressed material surfaces to a three-dimensional body, is considered. The complete system of equations of the mechanics of accreting bodies is presented. Unlike in problems for bodies of constant composition, the tensor field of the incompatible distortion, which can be found from the equilibrium condition for the boundary of growth, that is, a material surface in contact with a deformable three-dimensional body, enters into these equations. Generally speaking, a growing body does not have a stress-free configuration in three-dimensional Euclidean space. However, there is such a configuration on a certain three-dimensional manifold with a non-Euclidean affine connectedness caused by a non-zero torsion tensor that is a measure of the incompatibility of the deformation of the growing body. Mathematical models of the stress-strain state of a growing body are therefore found to be equivalent to the models of bodies with a continuous distribution of the dislocations.     

A partial differential equation connected to option pricing with stochastic volatility: Regularity results and discretization

This paper completes a previous work on a Black and Scholes equation with stochastic volatility. This is a degenerate parabolic equation, which gives the price of a European option as a function of the time, of the price of the underlying asset, and of the volatility, when the volatility is a function of a mean reverting Orstein-Uhlenbeck process, possibly correlated with the underlying asset. The analysis involves weighted Sobolev spaces. We give a characterization of the domain of the operator, which permits us to use results from the theory of semigroups. We then study a related model elliptic problem and propose a finite element method with a regular mesh with respect to the intrinsic metric associated with the degenerate operator. For the error estimate, we need to prove an approximation result.

     

Slice theorem and orbit type stratification in infinite dimensions

We establish a general slice theorem for the action of a locally convex Lie group on a locally convex manifold, which generalizes the classical slice theorem of Palais to infinite dimensions. We discuss two important settings under which the assumptions of this theorem are fulfilled. First, using Glöckner's inverse function theorem, we show that the linear action of a compact Lie group on a Fréchet space admits a slice. Second, using the Nash–Moser theorem, we establish a slice theorem for the tame action of a tame Fréchet Lie group on a tame Fréchet manifold. For this purpose, we develop the concept of a graded Riemannian metric, which allows the construction of a path-length metric compatible with the manifold topology and of a local addition. Finally, generalizing a classical result in finite dimensions, we prove that the existence of a slice implies that the decomposition of the manifold into orbit types of the group action is a stratification.     

Novel method of identifying time series based on network graphs

In this article, we propose a novel method for transforming a time series into a complex network graph. The proposed algorithm is based on the spatial distribution of a time series. The characteristics of geometric parameters of a network represent the dynamic characteristics of a time series. Our algorithm transforms, respectively, a constant series into a fully connected graph, periodic time series into a regular graph, linear divergent time series into a tree, and chaotic time series into an approximately power law distribution network graph. We find that when the dimension of reconstructed phase space increases, the corresponding graph for a random time series quickly turns into a completely unconnected graph, while that for a chaotic time series maintains a certain level of connectivity. The characteristics of the generated network, including the total edges, the degree distribution, and the clustering coefficient, reflect the characteristics of the time series, including diverging speed, level of certainty, and level of randomness. This observation allows a chaotic time series to be easily identified from a random time series. The method may be useful for analysis of complex nonlinear systems such as chaos and random systems, by perceiving the differences in the outcomes of the systems—the time series—in the identification of the systemic levels of certainty or randomness. © 2011 Wiley Periodicals, Inc. Complexity, 2011     

A New Pareto Optimal Solution in a Lagrange Decomposable Multi-Objective Optimization Problem

In this paper a committee decision-making process of a convex Lagrange decomposable multi-objective optimization problem, which has been decomposed into various subproblems, is studied. Each member of the committee controls only one subproblem and attempts to select the optimal solution of this subproblem most desirable to him, under the assumption that all the constraints of the total problem are satisfied. This procedure leads to a new solution concept of a Lagrange decomposable multi-objective optimization problem, called a preferred equilibrium set. A preferred equilibrium point of a problem, for a committee, may or may not be a Pareto optimal point of this problem. In some cases, a non-Pareto optimal preferred equilibrium point of a problem, for a committee, can be considered as a special type of Pareto optimal point of this problem. This fact leads to a generalization of the Pareto optimality concept in a problem.     

On farthest points of sets

For a convex closed bounded set in a Banach space, we study the existence and uniqueness problem for a point of this set that is the farthest point from a given point in space. In terms of the existence and uniqueness of the farthest point, as well as the Lipschitzian dependence of this point on a point in space, we obtain necessary and su.cient conditions for the strong convexity of a set in several infinite-dimensional spaces, in particular, in a Hilbert space. A set representable as the intersection of closed balls of a fixed radius is called a strongly convex set. We show that the condition “for each point in space that is sufficiently far from a set, there exists a unique farthest point of the set” is a criterion for the strong convexity of a set in a finite-dimensional normed space, where the norm ball is a strongly convex set and a generating set.     

Harmonic and pulse excitations of multiply connected cylindrical bodies

The three-dimensional problem of the theory of elasticity of the harmonic oscillations of cylindrical bodies (a layer with several tunnel cavities on a cylinder of finite length) is considered for uniform mixed boundary conditions on its bases. Using the Φ-solutions constructed, the boundary-value problems are reduced to a system of well-known one-dimensional singular integral equations. The solution of the problem of the pulse excitation of a layer on the surface of a cavity is “assembled” from a packet of corresponding harmonic oscillations using an integral Fourier transformation with respect to time. The results of calculations of the dynamic stress concentration in a layer (a plate) weakened by one and two openings of different configuration are given, as well as the amplitude-frequency characteristics for a cylinder of finite length with a transverse cross section in the form of a square with rounded corners, and data of calculations for a trapeziform pulse, acting on the surface of a circular cavity, are presented.     

Modeling of a discrete dynamic system using a modified Petri net

Together with the proposed modification connected with the introduction of a time-dependent net, we define a criterion for optimality of a sequence of initiations of transitions, and study a method of obtaining such a sequence. We given the construction of a model of a discrete dynamic system having finite parameters. to describe it we introduce a modification of the Petri net using a determination of the state of the positions, time delay of the transitions, and variation of the conditions and rules for initiating transitions. Translated fromDinamicheskie Sistemy, No. 13, 1994. pp. 39–50.     

A Priori and A Posteriori: A Bootstrapping Relationship

The distinction between a priori and a posteriori knowledge has been the subject of an enormous amount of discussion, but the literature is biased against recognizing the intimate relationship between these forms of knowledge. For instance, it seems to be almost impossible to find a sample of pure a priori or a posteriori knowledge. In this paper, it will be suggested that distinguishing between a priori and a posteriori is more problematic than is often suggested, and that a priori and a posteriori resources are in fact used in parallel. We will define this relationship between a priori and a posteriori knowledge as the bootstrapping relationship. As we will see, this relationship gives us reasons to seek for an altogether novel definition of a priori and a posteriori knowledge. Specifically, we will have to analyse the relationship between a priori knowledge and a priori reasoning, and it will be suggested that the latter serves as a more promising starting point for the analysis of aprioricity. We will also analyse a number of examples from the natural sciences and consider the role of a priori reasoning in these examples. The focus of this paper is the analysis of the concepts of a priori and a posteriori knowledge rather than the epistemic domain of a posteriori and a priori justification.     

Subgradient Projectors: Extensions,Theory, and Characterizations

Subgradient projectors play an important role in optimization and for solving convex feasibility problems. For every locally Lipschitz function, we can define a subgradient projector via generalized subgradients even if the function is not convex. The paper consists of three parts. In the first part, we study basic properties of subgradient projectors and give characterizations when a subgradient projector is a cutter, a local cutter, or a quasi-nonexpansive mapping. We present global and local convergence analyses of subgradent projectors. Many examples are provided to illustrate the theory. In the second part, we investigate the relationship between the subgradient projector of a prox-regular function and the subgradient projector of its Moreau envelope. We also characterize when a mapping is the subgradient projector of a convex function. In the third part, we focus on linearity properties of subgradient projectors. We show that, under appropriate conditions, a linear operator is a subgradient projector of a convex function if and only if it is a convex combination of the identity operator and a projection operator onto a subspace. In general, neither a convex combination nor a composition of subgradient projectors of convex functions is a subgradient projector of a convex function.     

The weighted complexity and the determinant functions of graphs

The complexity of a graph can be obtained as a derivative of a variation of the zeta function [S. Northshield, A note on the zeta function of a graph, J. Combin. Theory Ser. B 74 (1998) 408-410] or a partial derivative of its generalized characteristic polynomial evaluated at a point [D. Kim, H.K. Kim, J. Lee, Generalized characteristic polynomials of graph bundles, Linear Algebra Appl. 429 (4) (2008) 688-697]. A similar result for the weighted complexity of weighted graphs was found using a determinant function [H. Mizuno, I. Sato, On the weighted complexity of a regular covering of a graph, J. Combin. Theory Ser. B 89 (2003) 17-26]. In this paper, we consider the determinant function of two variables and discover a condition that the weighted complexity of a weighted graph is a partial derivative of the determinant function evaluated at a point. Consequently, we simply obtain the previous results and disclose a new formula for the complexity from a variation of the Bartholdi zeta function. We also consider a new weighted complexity, for which the weights of spanning trees are taken as the sum of weights of edges in the tree, and find a similar formula for this new weighted complexity. As an application, we compute the weighted complexities of the product of the complete graphs.     

区域函数

为了把点函数理论、区间函数理论和方法推广到任意区域,作者建立了区域的收缩和区域的保核收缩,区域的扩张和区域的保核扩张等新理论.从这些概念出发,给出了区域函数的新定义,并将区域函数的核(即不动点)与此区域函数的定义区域的稳定中心联系起来,从而建立了区域理论,和区域与区域算法. 在应用中,为了求区域的稳定中心,作者采用了由Hartfiel和其它作者建立的矩阵测度理论;并讨论了与区域相伴的线性代数方程组系数矩阵的测度理论.     

Approximate evaluation of multi-location inventory models with lateral transshipments and hold back levels

We consider a continuous-time, single-echelon, multi-location inventory model with Poisson demand processes. In case of a stock-out at a local warehouse, a demand can be fulfilled via a lateral transshipment (LT). Each warehouse is assigned a pre-determined sequence of other warehouses where it will request for an LT. However, a warehouse can hold its last part(s) back from such a request. This is called a hold back pooling policy, where each warehouse has hold back levels determining whether a request for an LT by another warehouse is satisfied. We are interested in the fractions of demand satisfied from stock (fill rate), via an LT, and via an emergency procedure from an external source. From these, the average costs of a policy can be determined. We present a new approximation algorithm for the evaluation of a given policy, approximating the above mentioned fractions. Whereas algorithms currently known in the literature approximate the stream of LT requests from a warehouse by a Poisson process, we use an interrupted Poisson process. This is a process that is turned alternatingly On and Off for exponentially distributed durations. This leads to the On/Off overflow algorithm. In a numerical study we show that this algorithm is significantly more accurate than the algorithm based on Poisson processes, although it requires a longer computation time. Furthermore, we show the benefits of hold back levels, and we illustrate how our algorithm can be used in a heuristic search for the setting of the hold back levels.     

Preservation of the existence of fixed and coincidence points under homotopy of mappings of ordered sets

In problems of topology and analysis, well-known theorem on the preservation by any continuous homotopy of the property of a mapping to have a fixed point and the property of a pair of mappings to have a coincidence point are extensively applied. Thus, for contraction mappings and some of their generalizations, Frigon’s results on the preservation of the property to have a fixed point by a homotopy of a special type are known. This paper presents theorems on the preservation by order homotopy of the property of a pair of mappings to have a coincidence point. As a corollary, conditions under which such a homotopy preserves the property of a mapping to have a fixed point are obtained.     

Global asymptotic properties of an SEIRS model with multiple infectious stages

The paper presents a rigorous mathematical analysis of a deterministic model, which uses a standard incidence function, for the transmission dynamics of a communicable disease with an arbitrary number of distinct infectious stages. It is shown, using a linear Lyapunov function, that the model has a globally-asymptotically stable disease-free equilibrium whenever the associated reproduction threshold is less than unity. Further, the model has a unique endemic equilibrium when the threshold exceeds unity. The equilibrium is shown to be locally-asymptotically stable, for a special case, using a Krasnoselskii sub-linearity trick. Finally, a non-linear Lyapunov function is used to show the global asymptotic stability of the endemic equilibrium (for the special case). Numerical simulation results, using parameter values relevant to the transmission dynamics of influenza, are presented to illustrate some of the main theoretical results.     

Some Self-Similar Two-Phase Flows of Non-Newtonian Fluids Through a Porous Medium

Pascal This paper addresses the question of the rheological effects of non-Newtonian fluids in a flow system, in which a two-phase flow zone is coupled to a single-phase flow zone by a moving fluid interface. This flow system is involved in a technique for oil displacement in a porous medium, where a non-Newtonian displacing fluid (a polymer solution) is used to displace a non-Newtonian heavy oil. The self-similar solutions of the equations governing the dynamics of the moving interface, separating the displacing and displaced fluids, are obtained for the one-dimensional and plane radial flows. The effects associated with the presence of a two-phase flow zone, behind the moving interface, on the interface movement are analyzed. The existence of a pressure front ahead of the moving interface, moving with a finite velocity, is also shown. The relevance of this result to the propagation of pressure disturbances in a non-Newtonian fluid flowing through a porous medium is discussed with regard to interpretation of the transient pressure response in an injection well for polymer-solution floods.     

Embedding locales and formal topologies into positive topologies

A positive topology is a set equipped with two particular relations between elements and subsets of that set: a convergent cover relation and a positivity relation. A set equipped with a convergent cover relation is a predicative counterpart of a locale, where the given set plays the role of a set of generators, typically a base, and the cover encodes the relations between generators. A positivity relation enriches the structure of a locale; among other things, it is a tool to study some particular subobjects, namely the overt weakly closed sublocales. We relate the category of locales to that of positive topologies and we show that the former is a reflective subcategory of the latter. We then generalize such a result to the (opposite of the) category of suplattices, which we present by means of (not necessarily convergent) cover relations. Finally, we show that the category of positive topologies also generalizes that of formal topologies, that is, overt locales.     

Universal contingent claims in a general market environment and multiplicative measures: Examples and applications

We present and further develop the concept of a universal contingent claim introduced by the author in 1995. This concept provides a unified framework for the analysis of a wide class of financial derivatives.A universal contingent claim describes the time evolution of a contingent payoff. In the simplest case of a European contingent claim, this time evolution is given by a family of nonnegative linear operators, the valuation operators. For more complex contingent claims, the time evolution that is given by the valuation operators can be interrupted by discrete or continuous activation of external influences that are described by, generally speaking, nonlinear operators, the activation operators. For example, Bermudan and American contingent claims represent discretely and continuously activated universal contingent claims with the activation operators being the nonlinear maximum operators.We show that the value of a universal contingent claim is given by a multiplicative measure introduced by the author in 1995. Roughly speaking, a multiplicative measure is an operator-valued (in general, an abstract measure with values in a partial monoid) function on a semiring of sets which is multiplicative on the union of disjoint sets. We also show that the value of a universal contingent claim is determined by a, generally speaking, impulsive semilinear evolution equation.     

Diffraction of compatible random substitutions in one dimension

As a guiding example, the diffraction measure of a random local mixture of the two classic Fibonacci substitutions is determined and reanalysed via self-similar measures of Hutchinson type, defined by a finite family of contractions. Our revised approach yields explicit formulas for the pure point and the absolutely continuous parts, as well as a proof for the absence of singular continuous components. This approach is then extended to the family of random noble means substitutions and, as an example with an underlying 2-adic structure, to a locally randomised version of the period doubling chain. As a first step towards a more general approach, we interpret our findings in terms of a disintegration over the Kronecker factor, which is the maximal equicontinuous factor of a covering model set.