Optimal stationary linear control of the Wiener process

In the present paper, we consider the following stochastic control problem: to minimize the average expected total cost $$J(x,u) = \mathop {\lim \inf }\limits_{T \to \infty } (1/T)E_x^u \int_0^T {\left[ {\phi (\xi _t ) + |u_t (\xi )|} \right]} dt,$$ 〈subject to $$d\xi _t = u_1 (\xi )dt + dw_t , \xi _0 = x, |u| \leqslant 1,$$ (w _t) a Wiener process, with all measurable functions on the past of the state process {ξ _s ;s≤t} and bounded by unity, admissible as controls. It is proved that, under very mild conditions on the running cost function φ(·), the optimal law is of the form $$\begin{gathered} u_t^* (\xi ) = - sign\xi _t , |\xi _t | > b, \hfill \\ u_t^* (\xi ) = 0, |\xi _t | > b. \hfill \\ \end{gathered} $$ The cutoff pointb and the performance rate of the optimal lawu* are simultaneously determined in terms of the function φ(·) through a simple system of integrotranscendental equations.     

On the null-controllability in function space of nonlinear systems of neutral functional differential equations with limited controls

Consider the following functional equations of neutral type: $$\begin{gathered} (i) (d/dt)D(t,x_t ) = L(t,x_t ), \hfill \\ (ii) (d/dt)D(t,x_t ) = L(t,x_t ) + B(t)u(t), \hfill \\ (iii) (d/dt)D(t,x_t ) = L(t,x_t ) + B(t)u(t) + f(t,x(t),u(t)), \hfill \\ \end{gathered} $$ whereD, L are bounded linear operators fromC([?h, 0],E ⁿ) intoE ⁿ for eacht?(σ, ∞) =J, B is ann ×m continuous matrix function,u:J →C ^m is square integrable with values in the unitm-dimensional cubeC ^m, andf(t, 0, 0)=0. We prove that, if the system (i) is uniformly asymptotically stable and if the controlled system (ii) is controllable, then the system (iii) is null-controllable with constraints, provided that $$f = f_1 + f_2 $$ , where $$\begin{gathered} |f_1 (t,\phi ,0)| \leqslant \varepsilon \parallel \phi \parallel , |f_2 (t,\phi ,0)| \leqslant \pi (t)\parallel \phi \parallel , t \geqslant \sigma , \hfill \\ \Pi = \int_0^\infty {\pi (t)dt< \infty .} \hfill \\ \end{gathered} $$      

Some approximation theorems for modified Bernstein-Durrmeyer operators

The modified Bernstein-Durrmeyer operators discussed in this paper are given byM_nf≡M_n(f,x)=(n+2)P_(n,k)∫_0~1p_n+1.k(t)f(t)dt,whereWe will show,for 0<α<1 and 1≤p≤∞     

An estimate of an incomplete linear form in several algebraic numbers

Letμ>m?1, letν be a rational number, and letω _k=b _k ^v , where b_k ≠ 0 are distinct numbers of an imaginary quadratic field K, which satisfy some additional conditions. Then $$\begin{gathered} |{}_1x_1 \omega _1 + ... + x_m \omega _m | > X^{ - \mu } , \hfill \\ X = \max |x_k | \geqslant X, > 0, \hfill \\ 1 \leqslant k \leqslant m \hfill \\ \end{gathered}$$ where x₁, ..., x_m are integers of the field K, and X₀ is an effective constant.     

Another method for computing the densities of integrals of motion for the Korteweg-de Vries equation

In the first section of this article a new method for computing the densities of integrals of motion for the KdV equation is given. In the second section the variation with respect to q of the functional ∫ ₀ ^π w (x,t,x,;q)dx (t is fixed) is computed, where W(x, t, s; q) is the Riemann function of the problem $$\begin{gathered} \frac{{\partial ^z u}}{{\partial x^2 }} - q(x)u = \frac{{\partial ^2 u}}{{\partial t^2 }} ( - \infty< x< \infty ), \hfill \\ u|_{t = 0} = f(x), \left. {\frac{{\partial u}}{{\partial t}}} \right|_{t = 0} = 0. \hfill \\ \end{gathered} $$      

Periodic solutions of nonlinear integro-differential equations with an impulse effect

The paper applies a numerical-analytical method for finding periodic solutions of the system of integro-differential equations $$\begin{gathered} \dot x = f(t,x,\mathop \smallint \limits_0^t \varphi (t,s,x(s))ds), t \ne t_i (x), \hfill \\ \Delta x|_{t = t_i (x)} = I_i (x). \hfill \\ \end{gathered} $$ Two theorems for existence of periodic solutions are proved for the cases whent = t _i andt = t _i(x).     

Nonautonomous locally Lipschitz continuous functional differential equations in spaces of continuous functions

A local existence and uniqueness result for the functional differential equation in a Banach space X (FDE) $$\begin{gathered} x\prime (t) \in f(t)x(t) + g(t)x_t ,0 \leqslant t \leqslant T, \hfill \\ x_0 = \phi \in C( - R,0;X) \hfill \\ \end{gathered} $$ is obtained, for the case where the operatorsf(t) satisfy only a local dissipativity condition and the operatorsg(t) are only locally Lipschitz continuous. The conditions include equations defined on cones.     

Well-posedness of a semilinear heat equation with weak initial data

This article mainly consists of two parts. In the first part the initial value problem (IVP) of the semilinear heat equation $$\begin{gathered} \partial _t u - \Delta u = \left| u \right|^{k - 1} u, on \mathbb{R}^n x(0,\infty ), k \geqslant 2 \hfill \\ u(x,0) = u_0 (x), x \in \mathbb{R}^n \hfill \\ \end{gathered} $$ with initial data in $\dot L_{r,p} $ is studied. We prove the well-posedness when $$1< p< \infty , \frac{2}{{k(k - 1)}}< \frac{n}{p} \leqslant \frac{2}{{k - 1}}, and r =< \frac{n}{p} - \frac{2}{{k - 1}}( \leqslant 0)$$ and construct non-unique solutions for $$1< p< \frac{{n(k - 1)}}{2}< k + 1, and r< \frac{n}{p} - \frac{2}{{k - 1}}.$$ In the second part the well-posedness of the avove IVP for k=2 with μ₀?H ^s (? ⁿ ) is proved if $$ - 1< s, for n = 1, \frac{n}{2} - 2< s, for n \geqslant 2.$$ and this result is then extended for more general nonlinear terms and initial data. By taking special values of r, p, s, and u₀, these well-posedness results reduce to some of those previously obtained by other authors [4, 14].     

Nontrivial solution of a quasilinear elliptic equation with critical growth in ℝn

Suppose Δ_n u = div (¦ ?u ¦^n-2?u) denotes then-Laplacian. We prove the existence of a nontrivial solution for the problem $$\left\{ \begin{gathered} - \Delta _n u + \left| u \right|^{n - 2} u = \int {(x,u)u^{n - 2} in \mathbb{R}^n } \hfill \\ u \in W^{1,n} (\mathbb{R}^n ) \hfill \\ \end{gathered} \right.$$ wheref(x, t) =o(t) ast → 0 and ¦f(x, t)¦ ≤C exp(α_n¦t¦^n/(n-1)) for some constantC > 0 and for allx∈?;t∈? with α_n =nω _n ^1/(n-1) , ω_n = surface measure ofS ^n-1.     

Lower semi-continuous nonconvex perturbation of m-accrative differential inclusions in Banach spaces

In this paper we prove the existence of solutions of the differential inclusions $$\left\{ \begin{gathered} \dot X(t) \in - A_t (X(t)) + F(t,X(t)),,0 \leqslant t \leqslant T_0 \hfill \\ X(0) = x_0 \hfill \\ \end{gathered} \right.$$ whereA _t is a multivaluedm-accretive operator on a Banach spaceE andF is a measurable multifunction defined on the set \(G = \overline {\{ (t,x):A_t (x) \ne 0/\} } \) , lower semicontinuous inx and its values are not necessarily convex inE. This result generalizes some results in [1] and [9].     

On a system of second order differential equations with periodic impulse coefficients

A thorough investigation of the systemd~2y(x):dx~2 p(x)y(x)=0with periodic impulse coefficientsp(x)={1,0≤xx_0>0) -η, x_0≤x<2π(η>0)p(x)=p(x 2π),-∞相似文献   

Bang-bang property for Bolza problems in two dimensions

Consider the following Bolza problem: $$\begin{gathered} \min \int {h(x,u) dt,} \hfill \\ \dot x = F(x) + uG(x), \hfill \\ \left| u \right| \leqslant 1, x \in \Omega \subset \mathbb{R}^2 , \hfill \\ x(0) = x_0 , x(1) = x_1 . \hfill \\ \end{gathered} $$ We show that, under suitable assumptions onF, G, h, all optimal trajectories are bang-bang. The proof relies on a geometrical approach that works for every smooth two-dimensional manifold. As a corollary, we obtain existence results for nonconvex optimization problems.     

Compactness of support of solutions to nonlinear second-order elliptic and parabolic equations in a half-cylinder

We study equations of the form $$\begin{gathered} u_{tt} + Lu + b(x,t)u_t = a(x,t)\left| u \right|^{\sigma - 1} u, \hfill \\ - u_t + Lu = a(x,t)\left| u \right|^{\sigma - 1} u \hfill \\ \end{gathered}$$ , whereL is a uniformly elliptic operator and 0<σ<1. In the half-cylinder II_0,∞={(x, t):x= (x ₁,...,x _n )∈ ω,t>0}, where ? ? ? _n is a bounded domain, we consider solutions satisfying the homogeneous Neumann condition forx∈?ω andt>0. We find conditions under which these solutions have compact support and prove statements of the following type: ifu(x, t)=o(t ^γ) ast→∞, then there exists aT such thatu(x, t)≡0 fort>T. In this case γ depends on the coefficients of the equation and on the exponent σ.     

Stability of the Faedo-Galerkin approximation of nonlinear wave-equations

Present investigation analyses the Ljapunov stability of the systems of ordinary differential equations arising in then-th step of the Faedo-Galerkin approximation for the nonlinear wave-equation $$\begin{gathered} u_{tt} - u_{xx} + M(u) = 0 \hfill \\ u(0,t) = u(1,t) = 0 \hfill \\ u(x,0) = \Phi (x); u_t (x,0) = \Psi (x). \hfill \\ \end{gathered}$$ For the nonlinearities of the classM (u)=u ^{2 p+1} ,p ∈N, ann-independent stability result is given. Thus also the stability of the original equation is shown.     

Asymptotic analysis of a singular Sturm-Liouville boundary value problem

Asymptotic expansions are given for the eigenvalues λ_n and eigenfunctions u_n of the following singular Sturm-Liouville problem with indefinite weight: $$\begin{gathered} - ((1 - x^2 )u'(x))' = \lambda xu(x) on ( - 1,1), \hfill \\ lim_{| x | \to 1} u(x) finite \hfill \\ \end{gathered} $$ This eigenvalue problem arises if one separates variables in a partial differential equation which describes electron scattering in a one-dimensional slab configuration. Asymptotic expansions of the normalization constants of the eigenfunctions are also given. The constants in these asymptotic expansions involve complete elliptic integrals. The asymptotic results are compared with the results of numerical calculations.     

Some properties of support functionals

The author considers convex functionalsf _t defined on the open convex subset G of real B-space X and continuous at x₀∈ G. All linear functionals on X which are support functionals of form $$\int_T {f_t (x)} \mu (dt) and \begin{array}{*{20}c} {max} \\ {t \in T} \\ \end{array} f_t (x)$$ . at x₀ are described.     

Approximation of the function sign x in the uniform and integral metrics by means of rational functions

Estimates are obtained for the nonsymmetric deviations R_n [sign x] and R_n [sign x]_L of the function sign x from rational functions of degree ≤n, respectively, in the metric $$c([ - 1, - \delta ] \cup [\delta ,1]), 0< \delta< exp( - \alpha \surd \overline n ), \alpha > 0,$$ and in the metric L[?1, 1]: $$\begin{gathered} R_n [sign x] _{\frown }^\smile exp \{ - \pi ^2 n/(2 ln 1/\delta )\} , n \to \infty , \hfill \\ 10^{ - 3} n^{ - 2} \exp ( - 2\pi \surd \overline n )< R_n [sign x_{|L}< \exp ( - \pi \surd \overline {n/2} + 150). \hfill \\ \end{gathered} $$ Let 0 < δ < 1, Δ (δ)=[?1, ? δ] ∪ [δ, 1]; $$\begin{gathered} R_n [f;\Delta (\delta )] = R_n [f] = inf max |f(x) - R(x)|, \hfill \\ R_n [f;[ - 1,1] ]_L = R_n [f]_L = \mathop {inf}\limits_{R(x)} \smallint _{ - 1}^1 |f(x) - R(x)|dx, \hfill \\ \end{gathered} $$ where R(x) is a rational function of order at most n. Bulanov [1] proved that for δ ε [e^?n, e^?1] the inequality $$\exp \left( {\frac{{\pi ^2 n}}{{2\ln (1/\delta }}} \right) \leqslant R_n [sign x] \leqslant 30 exp\left( {\frac{{\pi ^2 n}}{{2\ln (1/\delta + 4 ln ln (e/\delta ) + 4}}} \right)$$ is valid. The lower estimate in this inequality was previously obtained by Gonchar ([2], cf. also [1]).     

Optimal trajectories for quadratic variational processes via invariant imbedding

Consider minimizing the integral $$I = \int_0^T {[\dot w^2 + g(y)w^2 ] dy}$$ where $$w = w(y), \dot w = dw/dy, w(T) = 1, w(0) = free$$ ForT sufficiently small, it is shown that $$w_{opt} = x(t,T), 0 \leqslant t \leqslant T$$ where the functionx, viewed as a function ofT, is a solution of the Cauchy problem $$\begin{gathered} x_T (t,T) = r(T)x(t,T), T \geqslant t \hfill \\ x(t,t) = 1 \hfill \\\end{gathered}$$ and the auxiliary functionr satisfies the Riccati system $$\begin{gathered} r_T = ---g(T) + r^2 , T \geqslant 0 \hfill \\ r(0) = 0 \hfill \\\end{gathered}$$ In the derivation of the Cauchy problem, no use is made of Euler equations, dynamic programming, or Pontryagin's maximum principle. Only ordinary differential equations are employed. The Cauchy problem provides a one-sweep integration procedure; it is intimately connected with the theory of the second variation.     

On the convergence rate of the partial sums of positive entire Dirichlet series

Пусть Λ=(λ_n) — возрастаю щая к+∞ последователь ность неотрицательных чис ел, λ₀=0, а S₊(Λ) — класс абсолют но сходящихся в С рядо в Дирихле вида $$F\left( z \right) = \mathop \sum \limits_{k = 0}^\infty a_k \exp \left\{ {z\lambda _k } \right\},$$ где a₀=1 и a_k>0 (k∈N). Положим $$\begin{gathered} S_n \left( z \right) = \mathop \sum \limits_{k = 1}^\infty a_k \exp \left\{ {z\lambda _k } \right\}, \hfill \\ \sigma _n \left( F \right) = \max \left\{ {\frac{1}{{S_n \left( x \right)}} - \frac{1}{{F\left( x \right)}}:x \in R} \right\}. \hfill \\ \end{gathered} $$ Доказано, что для того, чтобы для любой функц ии F∈S₊(Λ) выполнялось равенст во $$\mathop {\lim \sup }\limits_{n \to \infty } \frac{1}{{\ln n}}\ln \frac{1}{{\sigma _n \left( F \right)}} = + \infty ,$$ необходимо и достато чно, чтобы $$\mathop \sum \limits_{n = 1}^\infty \frac{1}{{n\lambda _n }}< + \infty .$$ Аналогичные результ ы получены для различ ных подклассов классаS ₊ (Λ), определяемых условиями на убывани е коэффициентова _n.