The Inverse Scattering Transform-Fourier Analysis for Nonlinear Problems

A systematic method is developed which allows one to identify certain important classes of evolution equations which can be solved by the method of inverse scattering. The form of each evolution equation is characterized by the dispersion relation of its associated linearized version and an integro-differential operator. A comprehensive presentation of the inverse scattering method is given and general features of the solution are discussed. The relationship of the scattering theory and Backlund transformations is brought out. In view of the role of the dispersion relation, the comparatively simple asymptotic states, and the similarity of the method itself to Fourier transforms, this theory can be considered a natural extension of Fourier analysis to nonlinear problems.     

Estimation and status prediction in a discrete mover‐stayer model with covariate effects on stayer's probability

A discrete‐time mover‐stayer (MS) model is an extension of a discrete‐time Markov chain, which assumes a simple form of population heterogeneity. The individuals in the population are either stayers, who never leave their initial states or movers who move according to a Markov chain. We, in turn, propose an extension of the MS model by specifying the stayer's probability as a logistic function of an individual's covariates. Such extension has been recently discussed for a continuous time MS but has not been considered before for a discrete time one. This extension allows for an in‐sample classification of subjects who never left their initial states into stayers or movers. The parameters of an extended MS model are estimated using the expectation‐maximization algorithm. A novel bootstrap procedure is proposed for out of sample validation of the in‐sample classification. The bootstrap procedure is also applied to validate the in‐sample classification with respect to a more general dichotomy than the MS one. The developed methods are illustrated with the data set on installment loans. But they can be applied more broadly in credit risk area, where prediction of creditworthiness of a loan borrower or lessee is of major interest.     

Decentralized control by rational controllers

A strongly decentralized control problem is considered where only local information is available on both states and goals (the desired states) of each subsystem. A theory is presented which allows one to optimize the behavior of a system with such an information structure.The development is based on a notion of rational controllers which are ergodic dynamical systems with some additional property of optimality. Analysis of the interacting rational controllers gives the conditions under which a system of rational controllers also exhibits a rational behavior. The knowledge of these conditions allows one to suggest a control technique for a strongly decentralized situation.Dedicated to R. Bellman     

On a Strong Continuous Analogue of the Szpilrajn Theorem and its Strengthening by Dushnik and Miller

The Szpilrajn theorem states that every (partial) order has a total (linear) refinement or extension by a total (linear) order. Its strengthening by Dushnik and Miller states, moreover, that every (partial) order is the intersection of its total (linear) refinements or extensions. In any theory that combines the concepts of topology and order, however, one is interested in (weakly) continuous orders. Therefore, in this paper the question will be answered, if the Szpilrajn theorem and its strengthening by Dushnik and Miller respectively can be generalized in such a way that they also include the case that (weakly) continuous orders are considered. Since arbitrary preorders are not considered in this paper we speak of possible strong continuous analogues of the Szpilrajn theorem and its strengthening by Dushnik and Miller. The main results of this paper show that the Dushnik–Miller theorem cannot be generalized to the (weakly) continuous case while the Szpilrajn theorem at least in very particular situations allows generalizations to the case that (weakly) continuous orders are considered. Finally, also a strong semicontinuous analogue of the Szpilrajn theorem and its strengthening by Dushnik and Miller will be discussed.     

Statistics of random compacts in euclidean space

The article describes and studies two methods of statistical estimation of various geometrical characteristics of convex compact random subsets in the Euclidean space. Estimation accuracy using a finite number of measurements is considered. A theorem characterizing Gaussian random sets is given, which states that all these sets are of the form A=M+ξ, where M has a degenerate distribution and ξ is a normal random vector.     

Reduction of the key space of the cipher A5/1 and invertibility of the next-state function for a stream generator

We study the stream ciphers that are based on the feedback shift registers. For a stream generator (in general form), we prove a theorem which allows us to equate the concept of invertibility of the next-state function and the concept of recurrency of the shift control function. Then we study a generator for the stream cipher A5/1 used in the GSM cellular telephone standard to ensure the confidentiality of conversations. For this generator, we count the number of states that can be obtained after t clock cycles from the initial states without predecessors and cannot be obtained in this way after the smaller number of cycles.We show how to exponentially reduce the key space of A5/1 while clocking. The results can be directly used in cryptanalysis of A5/1.     

Travelling waves of phase transitions in porous media

Liquid–vapour phase changes for a fluid flow through a porous medium are considered; in particular, the model allows for phase mixtures and includes an equilibrium pressure. Existence and uniqueness of travelling waves is established in a wide range of situations; the end states may be formed either by pure phases or mixtures; in the latter case the pressure equals the equilibrium pressure. A formal asymptotic analysis for vanishing relaxation time is carried out to show that the friction and reaction source terms have smoothing effect when the pressure is close to the equilibrium pressure and pure phases are avoided.     

Scale transformations in phase space and stretched states of a harmonic oscillator

We consider scale transformations (q, p) → (λq, λp) in phase space. They induce transformations of the Husimi functions H(q, p) defined in this space. We consider the Husimi functions for states that are arbitrary superpositions of n-particle states of a harmonic oscillator. We develop a method that allows finding so-called stretched states to which these superpositions transform under such a scale transformation. We study the properties of the stretched states and calculate their density matrices in explicit form. We establish that the density matrix structure can be described using negative binomial distributions. We find expressions for the energy and entropy of stretched states and calculate the means of the number-ofstates operator. We give the form of the Heisenberg and Robertson–Schrödinger uncertainty relations for stretched states.     

Invariance of stationary probabilities of states for network of multiserver queues

A queueing network consisting of multiserver nodes with different sources of customers is considered. We investigate stationary probability distributions of network states. Their invariance with respect to the functional form of distributions of input and service processes is established under fixed expectations of these distributions and service discipline when any entering customer has a preemptive resume discipline.     

An Instability Criterion for Nonlinear Standing Waves on Nonzero Backgrounds

A nonlinear Schrödinger equation with repulsive (defocusing) nonlinearity is considered. As an example, a system with a spatially varying coefficient of the nonlinear term is studied. The nonlinearity is chosen to be repelling except on a finite interval. Localized standing wave solutions on a non-zero background, e.g., dark solitons trapped by the inhomogeneity, are identified and studied. A novel instability criterion for such states is established through a topological argument. This allows instability to be determined quickly in many cases by considering simple geometric properties of the standing waves as viewed in the composite phase plane. Numerical calculations accompany the analytical results.     

Stable reduced Hessian updates for indefinite quadratic programming

Stable techniques are considered for updating the reduced Hessian matrix that arises in a null-space active set method for quadratic programming when the Hessian matrix itself may be indefinite. A scheme for defining and updating the null-space basis matrix is described which is adequately stable and allows advantage to be taken of sparsity in the constraint matrix. A new canonical form for the reduced Hessian matrix is proposed that can be updated in a numerically stable way. Some consequences for the choice of minor iteration search direction are described. Received: February 24, 1999 / Accepted: February 3, 2000?Published online March 15, 2000     

Critical behavior of some measure-valued processes

The so-called weighted occupation time process Y associated with some critical measur-evalued branching process is considered. Y has absolutely continuous states provided that the dimension of the phase space is small enough. The corresponding density functions form a random process η. In some cases there exists a critical dimension such that η. considered in the space-time diagram, is a self-similar random non-negative field. This self-similar field is infinitely divisible but not stable.     

A new algorithm of the state-minimization for the nondeterministic finite automata

The problem of the state-minimization for the nondeterministic finite Rabin-Scott’s automata is considered. A new algorithm for this problem is obtained. The obtained algorithm has the exponential effectiveness, like the earlier-known algorithms for this problem. But each of previous algorithms amounts to the search of minimum generative system for local reaction of equal automaton of canonical form, and unlike them, we use in this paper two special functions, marking states of the given automaton.     

Extension of Karmarkar's algorithm onto convex quadratically constrained quadratic problems

Convex quadratically constrained quadratic problems are considered. It is shown that such problems can be transformed to aconic form. The feasible set of the conic form is the intersection of a direct product of standard quadratic cones intersected with a hyperplane (the analogue of a simplex), and a linear subspace. For a problem of such form, the analogue of Karmarkar's projective transformation and logarithmic barrier function are built. This allows us to extend “word by word” the method of Karmarkar for LP to QCQP and allows us to obtain a similar polynomial worst-case bound for the number of iterations.     

On the whole spectrum of Timoshenko beams. Part II: further applications

The problem of free vibrations of the Timoshenko beam model has been addressed in the first part of this paper. A careful analysis of the governing equations has shown that the vibration spectrum consists of two parts, separated by a transition frequency, which, depending on the applied boundary conditions, might be itself part of the spectrum. Here, as an extension, the case of a doubly clamped beam is considered. For both parts of the spectrum, the values of natural frequencies are computed and the expressions of eigenmodes are provided: this allows to acknowledge that the nature of vibration modes changes when moving across the transition frequency. This case is a meaningful example of more general ones, where the wave-numbers equation cannot be written in a factorized form and hence must be solved by general root-finding methods for nonlinear transcendental equations. These theoretical results can be used as further benchmarks for assessing the correctness of the numerical values provided by several numerical techniques, e.g. finite element models.     

Non-classical forms of loss stability of cylindrical shells joined by a stiffening ring for certain forms of loading

A structure in the form of two coaxial cylindrical shells with different radii, joined by a stiffening ring either rigidly or by hinges, is considered. Starting out from improved equations of general form constructed earlier, a linearized contact problem is formulated that enables all possible classical and non-classical forms of loss of stability to be investigated in the case of axisymmetric forms of loading of the structure. The initial relations of the problem are transformed to an equivalent system of integro-algebraic equations containing integral Volterra-type operators by integrating along the longitudinal coordinate and representing the two-dimensional and one-dimensional required unknowns introduced into the treatment in the form of the sum of trigonometric functions in the circumferential coordinate that, in changing into a perturbed state, allows the possibility of the shell deforming in antiphase forms. A numerical algorithm for constructing solutions of the resulting equations is proposed, based on the method of finite sums, that enables all the boundary conditions of the problem and the conditions for the joining of the shells with the stiffening ring to be satisfied exactly. Retaining and discarding parametric terms in the relations for the shells, the stability of a structure of the class considered is investigated in the case when an external pressure acts on the stiffening ring and, also, in the case of its axial tension during which the stiffening ring is found to be under wrench deformation conditions and, in a shell of larger diameter, subcritical circumferential compressive stresses are formed.     

The reduced semiclassical description method

We develop a new version of the semiclassical analysis of a system of bound states in centrally symmetrical potentials. The set of potentials is in a 1∶1 correspondence with a certain set of pairs of functions of the orbital momentum. The first of these functions determines the usual WKB quantization condition and groups the potentials into equivalence classes. Its Mellin transform demonstrates similar behavior for the typical potentials, which allows describing the equivalence class with a small number of parameters. We can chose these parameters as the asymptotically exact estimates of the number of states. We obtain an equation that allows classifying states in a self-consistent atomic potential without knowing the explicit form of the potential. The second of these functions distinguishes the potentials within an equivalence class and also gives the first correction to the quantization condition. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 120, No. 1, pp. 99–115, July, 1999.     

The chairman assignment problem

Suppose k states form a union and every year a union chairman has to be selected in such a way that at any time the accumulated number of chairmen from each state is proportional to its weight. In this paper a simple algorithm for a chairman assignment is given which guarantees a small discrepancy. The situation that not only states form unions, but also unions form federations, etc., with one overall organization is also investigated.     

GLOBAL SOLUTIONS OF THE PERTURBED RIEMANN PROBLEM FOR THE CHROMATOGRAPHY EQUATIONS

The Riemann problem for the chromatography equations in a conservative form is considered. The global solution is obtained under the assumptions that the initial data are taken to be three piecewise constant states. The wave interaction problems are discussed in detail during the process of constructing global solutions to the perturbed Riemann problem. In addition, it can be observed that the Riemann solutions are stable under small perturbations of the Riemann initial data.     

Modelling the profitability of credit cards by Markov decision processes

This paper derives a Markov decision process model for the profitability of credit cards, which allows lenders to find an optimal dynamic credit limit policy. The states of the system are based on the borrower’s behavioural score and the decisions are what credit limit to give the borrower each period. In determining which Markov chain best describes the borrower’s performance, second order as well as first order Markov chains are considered and estimation procedures developed that deal with the low default levels that may exist in the data. A case study is given in which the optimal credit limit is derived and the results compared with the actual outcomes.