Generalized z-Distributions and Related Stochastic Processes

The class of generalized z–distributions is defined and their properties are investigated. Ornstein–Uhlenbeck–type and self–similar generalized z–processes are constructed and described. Esscher transforms of the generalized z–processes and the mixed generalized z–processes are characterized. Finally, construction and some properties of generalized z–diffusions are also discussed.     

On a Generalized Class of Minimax Inequalities

Some results on a generalized class of minimax inequalities based on the r–I–G–H-KKM mapping theorems in a G–H-space setting are presented. The r–I–G–H-KKM mappings represent a new class of KKM mappings in G–H-spaces as well as in the interval spaces.     

Dynamic Robust Output Min–Max Control for Discrete Uncertain Systems

Min–max control is a robust control, which guarantees stability in the presence of matched uncertainties. The basic min–max control is a static state feedback law. Recently, the applicability conditions of discrete static min–max control through the output have been derived. In this paper, the results for output static min–max control are further extended to a class of output dynamic min–max controllers, and a general parametrization of all such controllers is derived. The dynamic output min–max control is shown to exist in many circumstances under which the output static min–max control does not exist, and usually allows for broader bounds on uncertainties. Another family of robust output min–max controllers, constructed from an asymptotic observer which is insensitive to uncertainties and a state min–max control, is derived. The latter is shown to be a particular case of the dynamic min–max control when the nominal system has no zeros at the origin. In the case where the insensitive observer exists, it is shown that the observer-controller has the same stability properties as those of the full state feedback min–max control.     

An Expansion Formula for the Askey–Wilson Function

The Askey–Wilson function transform is a q-analogue of the Jacobi function transform with kernel given by an explicit non-polynomial eigenfunction of the Askey–Wilson second order q-difference operator. The kernel is called the Askey–Wilson function. In this paper an explicit expansion formula for the Askey–Wilson function in terms of Askey–Wilson polynomials is proven. With this expansion formula at hand, the image under the Askey–Wilson function transform of an Askey–Wilson polynomial multiplied by an analogue of the Gaussian is computed explicitly. As a special case of these formulas a q-analogue (in one variable) of the Macdonald–Mehta integral is obtained, for which also two alternative, direct proofs are presented.     

Optimal investment and reinsurance of an insurer with model uncertainty

We introduce a novel approach to optimal investment–reinsurance problems of an insurance company facing model uncertainty via a game theoretic approach. The insurance company invests in a capital market index whose dynamics follow a geometric Brownian motion. The risk process of the company is governed by either a compound Poisson process or its diffusion approximation. The company can also transfer a certain proportion of the insurance risk to a reinsurance company by purchasing reinsurance. The optimal investment–reinsurance problems with model uncertainty are formulated as two-player, zero-sum, stochastic differential games between the insurance company and the market. We provide verification theorems for the Hamilton–Jacobi–Bellman–Isaacs (HJBI) solutions to the optimal investment–reinsurance problems and derive closed-form solutions to the problems.     

On the solution of Dirichlet’s problem of the complex Monge–Ampère equation for the Cartan–Hartogs domain of the first type

The complex Monge–Ampère equation is a nonlinear equation with high degree; therefore getting its solution is very difficult. In the present paper how to get the solution of Dirichlet’s problem of the complex Monge–Ampère equation on the Cartan–Hartogs domain of the first type is discussed, using an analytic method. Firstly, the complex Monge–Ampère equation is reduced to a nonlinear ordinary differential equation, then the solution of Dirichlet’s problem of the complex Monge–Ampère equation is reduced to the solution of a two-point boundary value problem for a nonlinear second-order ordinary differential equation. Secondly, the solution of Dirichlet’s problem is given as a semi-explicit formula, and in a special case the exact solution is obtained. These results may be helpful for a numerical method approach to Dirichlet’s problem of the complex Monge–Ampère equation on the Cartan–Hartogs domain of the first type.     

The solution of linear and nonlinear systems of Volterra functional equations using Adomian–Pade technique

The purpose of this study is to implement Adomian–Pade (Modified Adomian–Pade) technique, which is a combination of Adomian decomposition method (Modified Adomian decomposition method) and Pade approximation, for solving linear and nonlinear systems of Volterra functional equations. The results obtained by using Adomian–Pade (Modified Adomian–Pade) technique, are compared to those obtained by using Adomian decomposition method (Modified Adomian decomposition method) alone. The numerical results, demonstrate that ADM–PADE (MADM–PADE) technique, gives the approximate solution with faster convergence rate and higher accuracy than using the standard ADM (MADM).     

On the growth of entire solutions of algebraic differential equations

This is the opening memorial plenary lecture on memorial meeting in honor of Professor Shlomo Strelitz on Conference of Differential Equations and Complex Analysis, University of Haifa, Israel, December 2000. Shlomo Strelitz: 7.1.1923–27.9.1999, teached at Vilnius University 1946–1973, professor 1967–1973.__________Published in Lietuvos Matematikos Rinkinys, Vol. 45, No. 1, pp. 57–63, January–March, 2005.     

Conservation laws for Camassa–Holm equation, Dullin–Gottwald–Holm equation and generalized Dullin–Gottwald–Holm equation

In this paper we construct the conservation laws for the Camassa–Holm equation, the Dullin–Gottwald–Holm equation (DGH) and the generalized Dullin–Gottwald–Holm equation (generalized DGH). The variational derivative approach is used to derive the conservation laws. Only first order multipliers are considered. Two multipliers are obtained for the Camassa–Holm equation. For the DGH and generalized DGH equations the variational derivative approach yields two multipliers; thus two conserved vectors are obtained.     

Interpolation of characteristic classes of singular hypersurfaces

We show that the Chern–Schwartz–MacPherson class of a hypersurface X in a nonsingular variety M ‘interpolates’ between two other notions of characteristic classes for singular varieties, provided that the singular locus of X is smooth and that certain numerical invariants of X are constant along this locus. This allows us to define a lift of the Chern–Schwartz–MacPherson class of such ‘nice’ hypersurfaces to intersection homology. As another application, the interpolation result leads to an explicit formula for the Chern–Schwartz–MacPherson class of X in terms of its polar classes.     

Qualitative analysis of second-order models of tumor–immune system competition

This paper deals with the qualitative analysis, existence of equilibria and asymptotic behavior of some second-order models of the competition between tumor and immune cells. The background model belongs to d’Onofrio [A. d’Onofrio, A general framework for modeling tumor–immune system competition and immunotherapy: Mathematical analysis and biomedical inferences, Physica D 208 (2005) 220–235; A. d’Onofrio, Tumor–immune system interaction: Modelig the tumor-stimulated proliferation of effectors and immunotherapy, Math. Models Methods Appl. Sci. 16 (2006) 1375–1401]. Various developments proposed in this paper are focussed on the hiding–learning dynamics, followed by the qualitative analysis.     

Mass-spectrometric investigation of solid lubricating coatings subjected to friction in a deep vacuum

The life of solid lubricating coatings of the VNII NP type, based on molybdenum disulfides and various binders, has been experimentally investigated under deep vacuum conditions (10^–8–5 · 10^–9 torr) together with the composition of the gas released in the friction process. It is shown that both under atmospheric conditions and in a deep vacuum the life of the coatings depends on the chemical nature of the film-former. The depth of the vacuum also has an important influence on the life of the coatings, both the mechanism and the end result of this effect depending to a large extent on the physicochemical properties of the bind. On the interval 10^–1–10^–2 torr there is a sudden change in the life of the coating.Physicotechnical Institute of Low Temperatures, Academy of Sciences of the Ukrainian SSR, Khar'kov. Translated from Mekhanika Polimerov, No. 6, pp. 1070–1075, November–December, 1970.     

Complexity of the min–max (regret) versions of min cut problems

This paper investigates the complexity of the min–max and min–max regret versions of the min s–t cut and min cut problems. Even if the underlying problems are closely related and both polynomial, the complexities of their min–max and min–max regret versions, for a constant number of scenarios, are quite contrasted since they are respectively strongly NP-hard and polynomial. However, for a non-constant number of scenarios, these versions become strongly NP-hard for both problems. In the interval scenario case, min–max versions are trivially polynomial. Moreover, for min–max regret versions, we obtain the same contrasted results as for a constant number of scenarios: min–max regret min s–t cut is strongly NP-hard whereas min–max regret min cut is polynomial.     

Genericity of Well-Posedness, Perturbations and Smooth Variational Principles

We show that three important topics in nonlinear analysis and optimization are intimately related: the theory of perturbations, the notion of well-posedness and variational principles in the sense of Ekeland, Borwein–Preiss and Deville–Godefroy–Zizler. The concept of genericity and the new notion of flexible perturbation play a key role in these connections. This notion enables one to consider topologies on spaces of functions which have been introduced recently. A link between the Asplund and Ekeland–Lebourg methods and the Palais–Smale condition, another important topic in nonlinear analysis, is pointed out.     

Temperature dependence of the coefficient of friction of Ftorlon-graphite fiber

The reduced friction of Ftorlon (fluoroplastic) — graphite fiber against steel on the temperature interval 120–190°C is examined.Khmel'nitskii Technological Institute of Maintenance and Repairs. Translated from Mekhanika Polimerov, No. 6, pp. 1120–1121, November–December, 1973.     

On the Huang Class of Variable Metric Methods

Several authors have created one-parameter families of variable metric methods for function minimization. These families contain the methods known as Davidon–Fletcher–Powell, Broyden–Fletcher–Goldfarb–Shanno, and symmetric rank one. It is shown here that the same one-parameter families of methods are obtained from the Huang update by requiring the update to be symmetric.     

The Maximal and Minimal Ranks of Some Expressions of Generalized Inverses of Matrices

In this paper, we first determine the maximal and minimal ranks of A — BXC with respect to X. Using those results, we then find the maximal and minimal ranks of the expressions AA^– — A^– A — BB^– A — AC^– C and B^– BA — ACC^– with respect to the choice of generalized inverses A^–, B^– and C^–. In particular, we consider the commutativity of A and A^–, A^k and A^–.The research of the author was supported in part by the Natural Sciences and Engineering Research Council of Canada.     

Ultratertiary Quantization of Thermodynamics

We show that if the Dirac–Bogoliubov rule for replacing the bosonic creation and annihilation operators with the c-numbers is used, then the ultratertiary quantization allows obtaining the Bardeen–Cooper–Schrieffer–Bogoliubov formulas.     

Variation of Curvatures of Subanalytic Spaces and Schläfli-Type Formulas

We prove a strong variational formula for Lipschitz–Killing curvaturesof subanalytic sets. As corollaries, we reprove the Chern–Gauss–Bonnettheorem and higher Schläfli formulas. The proof of the variationalformula uses normal cycles of subanalytic sets and a new method allowinga reduction from the difficult singular geometry to computations withdifferential forms.     

A Family of Semi-Regular Divisible Difference Sets

We give a construction of semi-regular divisible difference sets with parametersm = p2a(r–1)+2b (pr – 1)/(p – 1), n = pr, k = p(2a+1)(r–1)+2b (pr – 1)/(p – 1)1 = p(2a+1)(r–1)+2b (pr–1 – 1)/(p-1), 2 = p2(a+1)(r–1)–r+2b (pr – 1)/(p – 1)where p is a prime and r a + 1.