The theory of problems in the calculus of variations whose Lagrangian function involves second order derivatives: A new approach

Summary Variational principles whose Lagrangian functions involve higher order derivatives have, in the past, been applied to certain aspects of the theory of elementary particles. The corresponding Lagrangian functions must satisfy certain conditions if consistency with the classical electromagnetic interaction terms is sought, and it is found that these conditions are closely related to the requirement that the action integral be invariant under a parameter transformation. If, however, the latter condition is accepted, the usual expression for the Hamiltonian function vanishes identically, resulting in a complete break-down of the canonical equations. Thus an alternative approach to the theory of parameter-invariant problems in the calculus of variations whose Lagrangians depend on second order derivatives is developed. A general Finsler metric is introduced in a natural manner, which provides a geometrical background to the theory as well as useful analytical techniques. It is possible to define an alternative Hamiltonian function corresponding to which a canonical formalism is developed. The method of equivalent integrals is generalised, giving rise to a new and rigorous derivation of theEuler-Lagrange equations, which in turn leads to a generalisation of the so-called excess-function and the analogue of the well-known condition of Weierstrass in the calculus of variations. To Enrico Bompiani on his scientific Jubilee.     

Some transformation techniques with applications in global optimization

In this paper some transformation techniques, based on power transformations, are discussed. The techniques can be applied to solve optimization problems including signomial functions to global optimality. Signomial terms can always be convexified and underestimated using power transformations on the individual variables in the terms. However, often not all variables need to be transformed. A method for minimizing the number of original variables involved in the transformations is, therefore, presented. In order to illustrate how the given method can be integrated into the transformation framework, some mixed integer optimization problems including signomial functions are finally solved to global optimality using the given techniques.     

Entropy of conservative transformations

Summary The definition of entropy of a measure-preserving transformation (called: endomorphism) of a finite measure space into itself makes no sense for -finite measure spaces. Using induced transformations (introduced by Kakutani [1]) we give a definition which applies to conservative endomorphisms in -finite measure spaces. (This covers all cases of interest, since dissipative endomorphisms have a rather simple structure.) A theorem of Abramov [2] implies that for finite measure spaces the new definition is equivalent to the old one. Entropy as a metric invariant of conservative transformations has many, but not all of the properties discovered by Kolmogorov, Sinai, Rokhlin and others in the finite case. Major differences between the finite and the -finite case occur in the investigation of transformations with entropy 0.After giving the basic definitions in section 1 we first prove a theorem on antiperiodic transformations, which will be needed in all other sections, unless the reader is willing to assume that all transformations are ergodic. In section 3 we define entropy and prove a theorem which permits its computation. As an example the entropy of the Markov shift for null-recurrent Markov chains is computed in section 4. We then investigate simple properties such as h(T ⁿ )=nh(T) (section 5) and give the ergodic decomposition of h(T) in section 6. Section 7 is devoted to the investigation of transformations with entropy zero, especially an example is given which shows that a known necessary and sufficient condition for a transformation with finite invariant measure to have entropy zero is not sufficient for transformations with a -finite invariant measure unless they satisfy an additional assumption. Finally section 8 is devoted to the proof of category statements about the set of conservative transformations and the subset of those among them which have entropy zero.Prepared with the partial support of the National Science Foundation, Grant. No. GP-2593.Die übersetzung der vorliegenden Arbeit ins Deutsche wurde von der Naturwissenschaftlichen FakultÄt der Friedrich-Alexander-UniversitÄt Erlangen-Nürnberg im WS 1966/67 als Habilitationsschrift angenommen.I would like to thank Mr. H. Scheller for providing me with a copy of his unpublished paper [9]. My thanks are also due to Professor K. Jacobs, whose lectures made me familiar with the theory generalized in this paper and who kept me informed about some recent results.     

An imbedding theorem for parameter-invariant higher order problems in the calculus of variations

Summary Certain characteristic properties of parameter-invariant problems of the second order in the calculus of variations obstruct a direct approach to the basic imbedding theorem. Such a theorem may nevertheless be derived by the application of a generalization of a method due to Bliss for the first order problem. In the case of second order problems an extremal is uniquely determined by line elements of the type , it being assumed that the matrix of the second derivatives of the Lagrangian with respect to has rank n − 1. Such an extremal may always be imbedded in a (4n − 4) -parameter family of extremals. A certain determinant, which bears a close relationship to the Mayer determinant of the non-parameter-invariant problem, is defined in terms of such a family of extremals, and it is found that this determinant does not vanish along such extremals. Similar results may be obtained for parameter-invariant problems of arbitrary order. Most of the results of this paper (§§1 – 3) are contained in a doctoral thesis ([3]) which was presented to the University of South Africa. The writer wishes to express his gratitude to his supervisor, ProfessorH. Rund, for his interst, encouragement and advice concerning the thesis and the present article.     

Remarks on the Linearization of Differential Equations

The Hamiltonian formalism and the theory of canonical transformationsare used in this paper, first of all, to show that, given anordinary non-linear differential equation it is always possiblein principle to find a variable transformation reducing it toa linear equation, or a system of linear equations. The proofgiven is not to be construed as a general practical method forfinding this transformation; it merely shows that such a transformationmust always exist. It is suggested that this may also hold true for partial differentialequations. The conjecture is made plausible, in two cases, bythe use of canonical transformation procedures for linearizingsimple non-linear partial differential equations—one beinga slight generalization of Burger's equation and the other anequation in three independent variables reminiscent of the Eulerequations for fluid flow.     

On the affine group of a normal homogeneous manifold

A very important class of homogeneous Riemannian manifolds are the so-called normal homogeneous spaces, which have associated a canonical connection. In this study, we obtain geometrically the (connected component of the) group of affine transformations with respect to the canonical connection for a normal homogeneous space. The naturally reductive case is also treated. This completes the geometric calculation of the isometry group of naturally reductive spaces. In addition, we prove that for normal homogeneous spaces the set of fixed points of the full isotropy is a torus. As an application of our results it follows that the holonomy group of a homogeneous fibration is contained in the group of (canonically) affine transformations of the fibers; in particular, this holonomy group is a Lie group (this is a result of Guijarro and Walschap).     

Abel群的一些分解定理的推广(Ⅲ)

从主理想整环上有界模分解的Prüfer-Baer定理出发,研究(无限维)向量空间的代数的线性变换的几个基本问题,得到了如下结果:设V是域F上的(无限维)向量空间,A是V上的一个代数的线性变换,则有(1)若任何与A可交换的线性变换均与线性变换B可交换,则B=f(A),其中f是F上的多项式.进而线性变换B也是代数的.(2) V中存在一组基,使A在这组基下的矩阵是有理标准型(经典标准型)矩阵.当F是代数闭域时,经典标准型矩阵即为若当标准型矩阵.(3)当F是代数闭域时,A存在相应的Jordan-Chevalley分解.进一步,该结论在完全域上仍成立.这些研究推广了有限维向量空间上线性变换的相关结果.     

論矩陣的一種變換

<正> 在本文中,數域限定為複數域.我們要來研究如下的變換:(1)(它將方陣A變成方陣B),式中P表示任意正則陣,P表示P的元素的共軛救構成的陣.所有的變换(1)顯然成羣.這種變換現在姑稱之為種變換.如果二方陣A與B可由一個種變換變此成彼,我們就說,A與B是對相似的.     

Sub- and super-solutions of quasilinear elliptic boundary value problems

A recent generalization of the classical Prüfer transformation to fourth order differential equations encountered singularities which limited such transformations to specific classes of self-adjoint boundary value problems. This paper shows that these singularities are removable and extends such transformations to the general self-adjoint equation of order 2n.     

Area-Preserving Normalizations for Centers of Planar Hamiltonian Systems

It is well known that a nondegenerate center of an analytic Hamiltonian planar system can be brought to normal form by means of an analytic canonical change of coordinates. This normal form, that we denote by CNF, does not depend on the coordinate transformation. In this paper we give an elementary proof of these facts and we show some interesting applications of the machinery that we develop in order to prove them. For instance, we describe the space of coordinate transformations that bring a Hamiltonian nondegenerate center to its CNF, and we prove that they are all canonical when the center is non-isochronous. We also show that two Hamiltonian systems with a nondegenerate center are canonically conjugated if and only if both centers have the same period function.     

Chromatic scheduling polytopes coming from the bandwidth allocation problem in point-to-multipoint radio access systems

Point-to-Multipoint systems are a kind of radio systems supplying wireless access to voice/data communication networks. Such systems have to be run using a certain frequency spectrum, which typically causes capacity problems. Hence it is, on the one hand, necessary to reuse frequencies but, on the other hand, no interference must be caused thereby. This leads to a combinatorial optimization problem, the bandwidth allocation problem, a special case of so-called chromatic scheduling problems. Both problems are NP-hard and it is known that, for these problems, there exist no polynomial time algorithms with a fixed approximation ratio. Algorithms based on cutting planes have shown to be successful for many other combinatorial optimization problems. In order to apply such methods, knowledge on the associated polytopes is required. The present paper contributes to this issue, exploring basic properties of chromatic scheduling polytopes and several classes of facet-defining inequalities. J. L. Marenco: This work supported by UBACYT Grant X036, CONICET Grant 644/98 and ANPCYT Grant 11-09112. A. K. Wagler: This work supported by the Deutsche Forschungsgemeinschaft (Gr 883/9–1).     

Nonlinear coordinate transformations for unconstrained optimization II. Theoretical background

In this two-part article, nonlinear coordinate transformations are discussed in order to simplify global unconstrained optimization problems and to test their unimodality on the basis of the analytical structure of the objective functions. If the transformed problems can be quadratic in some or all the variables, then the optimum can be calculated directly, without an iterative procedure, or the number of variables to be optimized can be reduced. Otherwise, the analysis of the structure can serve as a first phase for solving global unconstrained optimization problems.The first part treats real-life problems where the presented technique is applied and the transformation steps are constructed. The second part of the article deals with the differential geometrical background and the conditions of the existence of such transformations.The paper was presented at the II. IIASA Workshop on Global Optimization, Sopron (Hungary), December 9–14, 1990.     

On certain properties of linear iterative equations

An expression for the coefficients of a linear iterative equation in terms of the parameters of the source equation is given both for equations in standard form and for equations in reduced normal form. The operator that generates an iterative equation of a general order in reduced normal form is also obtained and some other properties of iterative equations are established. An expression for the parameters of the source equation of the transformed equation under equivalence transformations is obtained, and this gives rise to the derivation of important symmetry properties for iterative equations. The transformation mapping a given iterative equation to the canonical form is obtained in terms of the simplest determining equation, and several examples of application are discussed.     

When nonautonomous equations are equivalent to autonomopus ones

We consider nonlinear systems of first order partial differential equations admitting at least two one-parameter Lie groups of transformations with commuting infinitesimal operators. Under suitable conditions it is possible to introduce a variable transformation based on canonical variables which reduces the model in point to autonomous form. Remarkably, the transformed system may admit constant solutions to which there correspond non-constant solutions of the original model. The results are specialized to the case of first order quasilinear systems admitting either dilatation or spiral groups of transformations and a systematic procedure to characterize special exact solutions is given. At the end of the paper the equations of axi-symmetric gas dynamics are considered.     

Interval versions of Milne’s multistep methods

In the literature, most known sequence transformations can be written as a ratio of two determinants. But, it is not always this case. One exception is that the sequence transformation proposed by Brezinski, Durbin, and Redivo-Zaglia cannot be expressed as a ratio of two determinants. Motivated by this, we will introduce a new algebraic tool—pfaffians, instead of determinants in the paper. It turns out that Brezinski–Durbin–Redivo-Zaglia’s transformation can be expressed as a ratio of two pfaffians. To the best of our knowledge, this is the first time to introduce pfaffians in the expressions of sequence transformations. Furthermore, an extended transformation of high order is presented in terms of pfaffians and a new convergence acceleration algorithm for implementing the transformation is constructed. Then, the Lax pair of the recursive algorithm is obtained which implies that the algorithm is integrable. Numerical examples with applications of the algorithm are also presented.     

An Introduction to The Lie–Santilli Isotopic Theory

Lie's theory in its current formulation is linear, local and canonical. As such, it is not applicable to a growing number of non-linear, non-local and non-canonical systems which have recently emerged in particle physics, superconductivity, astrophysics and other fields. In this paper, which is written by a physicist for mathematicians, we review and develop a generalization of Lie's theory proposed by the Italian–American physicist R. M. Santilli back in 1978 when at the Department of Mathematics of Harvard University and today called Lie–Santilli isotheory. The latter theory is based on the so-called isotopies which are non-linear, non-local and non-canonical maps of any given linear, local and canonical theory capable of reconstructing linearity, locality and canonicity in certain generalized spaces and fields. The emerging Lie–Santilli isotheory is remarkable because it preserves the abstract axioms of Lie's theory while being applicable to non-linear, non-local and non-canonical systems. After reviewing the foundations of the Lie–Santilli isoalgebras and isogroups, and introducing seemingly novel advances in their interconnections, we show that the Lie–Santilli isotheory provides the invariance of all infinitely possible (well-behaved), non-linear, non-local and non-canonical deformations of conventional Euclidean, Minkowskian or Riemannian invariants. We also show that the non-linear, non-local and non-canonical symmetry transformations of deformed invariants are easily computable from the linear, local and canonical symmetry transforms of the original invariants and the given deformation. We then briefly indicate a number of applications of the isotheory in various fields. Numerous rather fundamental and intriguing, open mathematical and physical problems are indicated during the course of our analysis.     

Invariant approach to optimal investment–consumption problem: the constant elasticity of variance (CEV) model

The optimal investment–consumption problem under the constant elasticity of variance (CEV) model is solved using the invariant approach. Firstly, the invariance criteria for scalar linear second‐order parabolic partial differential equations in two independent variables are reviewed. The criteria is then employed to reduce the CEV model to one of the four Lie canonical forms. It is found that the invariance criteria help in transforming the original equation to the second Lie canonical form and with a proper parameter selection; the required transformation converts the original equation to the first Lie canonical form that is the heat equation. As a consequence, we find some new classes of closed‐form solutions of the CEV model for the case of reduction into heat equation and also into second Lie canonical form. The closed‐form analytical solution of the Cauchy initial value problems for the CEV model under investigation is also obtained. Copyright © 2016 John Wiley & Sons, Ltd.     

Positive Representations of L 1 of a Vector Measure

We characterize the vector measures n on a Banach lattice such that the map provides a quasi-norm which is equivalent to the canonical norm of the space L₁(n) of integrable functions as an specific type of transformations of positive vector measures that we call cone-open transformations. We also prove that a vector measure m on a Banach space X constructed as a cone-open transformation of a positive vector measure can be considered in some sense as a positive vector measure by defining a new order on X.     

Eine Ungleichung von van der Corput und Kemperman

The tool of van der Corput's difference theorem in the theory of uniform distribution is his so-called fundamental inequality.Kemperman showed that even the non-constructive proofs of the difference theorem byBass, Bertrandias andCigler implicitly use a more general form of van der Corput's fundamental inequality. In this article, the inequality which constitutes the basis of the difference theorem will be proved under a very general setting, applications will be demonstrated in connection with the uniform distribution of products of linear forms and a quantitative version of the difference theorem, i. e. an estimation of discrepancies, will be derived.     

正则变换的一种群表示

经典力学中的哈密顿正则变换所涉及的4个母函数F₁(q,Q),F₂(q,P),F₃(p,P),F₄(p,Q)和4种正则变量q,p,Q,P之间所有的关系,可以由7个基本关系式经线性变换而得到,这些变换是勒让德变换,变换是由32个8×8的变换矩阵来实现的,而这32个矩阵以4:1的关系与具有8个群元的D₄点群同态。热力学中的4个状态函数G(P,T),H(P,S),U(V,S),F(V,T)和4个热力学变量P,V,T,S之间的变换关系恰好与正则变换关系相同。热力学状态方程是源于宏观测量的实验结果的概括,而哈密顿正则变换是经典力学的理论性总结,它们的群表示是相同的,即它们的数学结构是相同的, 这种共性表明热力学变换是一维哈密顿正则变换的实例。