Stochastic dynamics of two-dimensional infinite-particle systems

The time evolution of an open system of infinitely many two-dimensional classical particles is investigated. Particles are interacting by a singular pair potentialU, and each particle is connected to a heat bath of temperatureT. The heat baths are represented by independent white noise forces and Langevin damping terms. Existence of strong solutions to the corresponding infinite system of stochastic differential equations is proved for initial configurations with a logarithmic order of energy fluctuations. Gibbs states forU at temperatureT are invariant under time evolution.     

The Dirac-Ramond operator on loops in flat space

In this paper, a rigorous construction of the S¹-equivariant Dirac operator (i.e., Dirac-Ramond operator) on the space of (mean zero) loops in is given and its equivariant L²-index computed. Essential use is made of infinite tensor product representations of the canonical anticommutation relations algebra.     

Characterization of graphs with infinite cyclic edge connectivity

In this paper, we characterize the graphs with infinite cyclic edge connectivity. Then we design an efficient algorithm to determine whether a graph has finite cyclic edge connectivity or infinite cyclic edge connectivity.     

Randomly chosen chaotic maps can give rise to nearly ordered behavior

Parrondo’s paradox [J.M.R. Parrondo, G.P. Harmer, D. Abbott, New paradoxical games based on Brownian ratchets, Phys. Rev. Lett. 85 (2000), 5226–5229] (see also [O.E. Percus, J.K. Percus, Can two wrongs make a right? Coin-tossing games and Parrondo’s paradox, Math. Intelligencer 24 (3) (2002) 68–72]) states that two losing gambling games when combined one after the other (either deterministically or randomly) can result in a winning game: that is, a losing game followed by a losing game = a winning game. Inspired by this paradox, a recent study [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124–132] asked an analogous question in discrete time dynamical system: can two chaotic systems give rise to order, namely can they be combined into another dynamical system which does not behave chaotically? Numerical evidence is provided in [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124–132] that two chaotic quadratic maps, when composed with each other, create a new dynamical system which has a stable period orbit. The question of what happens in the case of random composition of maps is posed in [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124–132] but left unanswered. In this note we present an example of a dynamical system where, at each iteration, a map is chosen in a probabilistic manner from a collection of chaotic maps. The resulting random map is proved to have an infinite absolutely continuous invariant measure (acim) with spikes at two points. From this we show that the dynamics behaves in a nearly ordered manner. When the foregoing maps are applied one after the other, deterministically as in [O.E. Percus, J.K. Percus, Can two wrongs make a right? Coin-tossing games and Parrondo’s paradox, Math. Intelligencer 24 (3) (2002) 68–72], the resulting composed map has a periodic orbit which is stable.     

The service system M/M R /∞ with impatient customers

An infinite server queue is considered where customers have a choice of individual service or batch service. Transient results have been obtained for the first two moments of the system size distribution. Waiting time distribution is important in system evaluation and steady state results are obtained.     

The dynamics of asset lifetime under technological change

The variable lifetime of assets is analyzed in a serial replacement problem. Technological change impacts the maintenance cost and new asset cost. The optimal asset lifetime appears to be constant only when both costs decrease with the same rate. We identify cases when the technological change decreases or increases the optimal lifetime.     

Backward Stochastic Riccati Equations and Infinite Horizon L-Q Optimal Control with Infinite Dimensional State Space and Random Coefficients

We study the Riccati equation arising in a class of quadratic optimal control problems with infinite dimensional stochastic differential state equation and infinite horizon cost functional. We allow the coefficients, both in the state equation and in the cost, to be random. In such a context backward stochastic Riccati equations are backward stochastic differential equations in the whole positive real axis that involve quadratic non-linearities and take values in a non-Hilbertian space. We prove existence of a minimal non-negative solution and, under additional assumptions, its uniqueness. We show that such a solution allows to perform the synthesis of the optimal control and investigate its attractivity properties. Finally the case where the coefficients are stationary is addressed and an example concerning a controlled wave equation in random media is proposed.     

Anti-plane elastodynamic analysis of planes with multiple defects

The solution of a screw dislocation under time-harmonic condition is obtained in an infinite isotropic plane by means of the Fourier transform method. The stress components reveal the familiar Cauchy singularity at the location of dislocation. The solution is employed to derive integral equations for a plane weakened by cracks and cavities. Cavities are considered as closed curved cracks without singularity. Several examples are solved and the stress intensity factor of cracks and hoop stress on cavities are obtained.     

Operating Points in Infinite Nonlinear Networks Approximated by Finite Networks

Given a nonlinear infinite resistive network, an operating point can be determined by approximating the network by finite networks obtained by shorting together various infinite sets of nodes, and then taking a limit of the nodal potential functions of the finite networks. Initially, by taking a completion of the node set of the infinite network under a metric given by the resistances, limit points are obtained that represent generalized ends, which we call ``terminals,' of the infinite network. These terminals can be shorted together to obtain a generalized kind of node, a special case of a 1-node. An operating point will involve Kirchhoff's current law holding at 1-nodes, and so the flow of current into these terminals is studied. We give existence and bounds for an operating point that also has a nodal potential function, which is continuous at the 1-nodes. The existence is derived from the said approximations.

     

Equations of Hurwitz schemes in the infinite Grassmannian

The main result proved in the paper is the computation of the explicit equations defining the Hurwitz schemes of coverings with punctures as subschemes of the Sato infinite Grassmannian. As an application, we characterize the existence of certain linear series on a smooth curve in terms of soliton equations. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)