一类椭圆型方程的多重解

利用极小极大方法获得了一类Dirichlet问题多重解的存在性结果.     

On the phase space approach to complexity

We elaborate in some detail on a new phase space approach to complexity, due to Y.-C. Zhang. We show in particular that the connection between maximal complexity and power law noise or correlations can be derived from a simple variational principle. For a 1D signal we find 1/f noise, in accordance with Zhang.     

Pauli-Fierz Hamiltonians defined as quadratic forms

We study Pauli-Fierz Hamiltonians-self-adjoint operators describing a small quantum system interacting with a bosonic field. Using quadratic form techniques, we extend the results of Dereziński-Gérard and Gérard about the self-adjointness, the location of the essential spectrum and the existence of a ground state to a large class of Pauli-Fierz Hamiltonians.     

Combinatorics of normal sequences of braids

Many natural counting problems arise in connection with the normal form of braids—and seem to have not been much considered so far. Here we solve some of them. One of the noteworthy points is that a number of different induction schemes appear. The key technical ingredient is an analysis of the normality condition in terms of permutations and their descents, in the vein of the Solomon algebra. As was perfectly summarized by a referee, the main result asserts that the size of the automaton involved in the automatic structure of Bn associated with the normal form can be lowered from n! to p(n), the number of partitions of n.     

Maslov-type index and brake orbits in nonlinear Hamiltonian systems

In this paper, we study the Maslov-type index theory for linear Hamiltonian systems with brake orbits boundary value conditions and its applications to the existence of multiple brake orbits of nonlinear Hamiltonian systems.     

主范式的运算性质

研究了极大项、极小项的运算性质 ,利用这些性质给出了求 A,A∨ B,A∧ B,A→ B,A B的主范式的公式 ,由此可用程序化的方法求任意公式的主范式 .     

New efficient numerical procedures for solving stochastic variational problems with a priori maximum pointwise error estimates

In a previous paper we gave a new formulation and derived the Euler equations and other necessary conditions to solve strong, pathwise, stochastic variational problems with trajectories driven by Brownian motion. Thus, unlike current methods which minimize the control over deterministic functionals (the expected value), we find the control which gives the critical point solution of random functionals of a Brownian path and then, if we choose, find the expected value.This increase in information is balanced by the fact that our methods are anticipative while current methods are not. However, our methods are more directly connected to the theory and meaningful examples of deterministic variational theory and provide better means of solution for free and constrained problems. In addition, examples indicate that there are methods to obtain nonanticipative solutions from our equations although the anticipative optimal cost function has smaller expected value.In this paper we give new, efficient numerical methods to find the solution of these problems in the quadratic case. Of interest is that our numerical solution has a maximal, a priori, pointwise error of O(h3/2) where h is the node size. We believe our results are unique for any theory of stochastic control and that our methods of proof involve new and sophisticated ideas for strong solutions which extend previous deterministic results by the first author where the error was O(h²).We note that, although our solutions are given in terms of stochastic differential equations, we are not using the now standard numerical methods for stochastic differential equations. Instead we find an approximation to the critical point solution of the variational problem using relations derived from setting to zero the directional derivative of the cost functional in the direction of simple test functions.Our results are even more significant than they first appear because we can reformulate stochastic control problems or constrained calculus of variations problems in the unconstrained, stochastic calculus of variations formulation of this paper. This will allow us to find efficient and accurate numerical solutions for general constrained, stochastic optimization problems. This is not yet being done, even in the deterministic case, except by the first author.     

Continuity of the Solution Map in Parametric Affine Variational Inequalities

A systematic study of the upper semicontinuity and the lower semicontinuity of the solution map in parametric affine variational inequalities is given in this paper. Several examples are constructed to analyze the results. This work was supported by Korea Research Foundation Grant (KRF 2001-015-DP0049), the APEC Postdoctoral Fellowships Program, and the KOSEF Brain Pool Program.     

The solution existence of general variational inclusion problems

We propose general variational inclusion problems which are slightly different from corresponding problems considered in several recent papers in the literature and show that they are advantageous. Sufficient conditions for the solution existence are established. As applications we derive consequences for several special cases of variational inclusion problems, quasioptimization problems, equilibrium problems and implicit variational inequalities and show that they improve the results of some recent existing papers.     

Higher discriminants of binary forms

We propose a method for constructing systems of polynomial equations that define submanifolds of degenerate binary forms of an arbitrary degeneracy degree. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 153, No. 2, pp. 147–157, November, 2007.