Homogenization of a Class of Nonlinear Variational Inequalities with Applications in Fluid Film Flow

The authors consider the homogenization of a class of nonlinear variational inequalities, which include rapid oscillations with respect to a parameter. The homogenization of the corresponding class of differential equations is also studied. The results are applied to some models for the pressure in a thin fluid film fluid between two surfaces which are in relative motion. This is an important problem in the lubrication theory. In particular, the analysis includes the effects of surface roughness on both faces and the phenomenon of cavitation. Moreover, the fluid can be modeled as Newtonian or non-Newtonian by using a Rabinowitsch fluid model.     

Stochastic finite-time boundedness of Markovian jumping neural network with uncertain transition probabilities

The stochastic finite-time boundedness problem is considered for a class of uncertain Markovian jumping neural networks (MJNNs) that possess partially known transition jumping parameters. The transition of the jumping parameters is governed by a finite-state Markov process. By selecting the appropriate stochastic Lyapunov–Krasovskii functional, sufficient conditions of stochastic finite time boundedness of MJNNs are presented and proved. The boundedness criteria are formulated in the form of linear matrix inequalities and the designed algorithms are described as optimization ones. Simulation results illustrate the effectiveness of the developed approaches.     

关于一个非线性变分不等式系统的逼近可解性

本文研究了一个包含两个不同松弛强制映像的非线性变分不等式系统的逼近可解性. 利用数值和逼近的方法, 分析了一个新的迭代序列,改进和推广了近年来的一些最新结果.     

Lipschitz Stability in Inverse Source Problems for Singular Parabolic Equations

We consider 2-D Klein-Gordon equation with quadratic nonlinearity and prove Strichartz type dispersive estimates for the global solution with small initial data in the Sobolev space H ^1+?.     

Stochastic Inequalities for Single-Server Loss Queueing Systems

Abstract

The present article provides some new stochastic inequalities for the characteristics of the M/GI/1/n and GI/M/1/n loss queueing systems. These stochastic inequalities are based on substantially deepen up- and down-crossings analysis, and they are stronger than the known stochastic inequalities obtained earlier. Specifically, for a class of GI/M/1/n queueing system, two-side stochastic inequalities are obtained.     

A New Condition and Approach for Zero-Sum Stochastic Games with Average Payoffs

Abstract

This article deals with discrete-time two-person zero-sum stochastic games with Borel state and action spaces. The optimality criterion to be studied is the long-run expected average payoff criterion, and the (immediate) payoff function may have neither upper nor lower bounds. We first replace the optimality equation widely used in the previous literature with two so-called optimality inequalities, and give a new set of conditions for the existence of solutions to the optimality inequalities. Then, from the optimality inequalities we ensure the existence of a pair of average optimal stationary strategies. Our new condition is slightly weaker than those in the previous literature, and as a byproduct some interesting results such as the convergence of a value iteration scheme to the value of the discounted payoff game is obtained. Finally, we first apply the main results in this article to generalized inventory systems, and then further provide an example of controlled population processes for which all of our conditions are satisfied, while some of conditions in some of previous literature fail to hold.     

A variational approach to nonlinear and interacting diffusions

Abstract

The article presents a novel variational calculus to analyze the stability and the propagation of chaos properties of nonlinear and interacting diffusions. This differential methodology combines gradient flow estimates with backward stochastic interpolations, Lyapunov linearization techniques as well as spectral theory. This framework applies to a large class of stochastic models including nonhomogeneous diffusions, as well as stochastic processes evolving on differentiable manifolds, such as constraint-type embedded manifolds on Euclidian spaces and manifolds equipped with some Riemannian metric. We derive uniform as well as almost sure exponential contraction inequalities at the level of the nonlinear diffusion flow, yielding what seems to be the first result of this type for this class of models. Uniform propagation of chaos properties w.r.t. the time parameter is also provided. Illustrations are provided in the context of a class of gradient flow diffusions arising in fluid mechanics and granular media literature. The extended versions of these nonlinear Langevin-type diffusions on Riemannian manifolds are also discussed.