Structure of minimizers in linear-quadratic Bolza problems of optimal control

In this paper, we study intersections of extremals in a linear-quadratic Bolza problem of optimal control. The structure of the inter-sections is described. We show that this structure implies the semipositive definiteness of the quadratic cost functional. In addition, we derive necessary and sufficient conditions for the existence of minimizers.     

火工品可靠性试验数据的综合分析方法

升降法试验数据和固定刺激量下的成败型试验数据,是两种最常见的火工品可靠性试验数据．我们应用Markov链,研究了升降法试验数据下,感度分布参数的极大似然估计的特性．在此基础上,应用Bootstrap方法和Bayes方法,给出了综合分析两种试验数据的方法．最后,将该方法应用于520底火的可靠性鉴定,得出了有益的结论．     

Pro-torus actions on Poincaré duality spaces

In this paper, it is shown that some of the results of torus actions on Poincaré duality spaces, Borel’s dimension formula and topological splitting principle to local weights, hold if ‘torus’ is replaced by ‘pro-torus’.     

非参数回归函数之改良基于分割的估计的强相合性（英）

设(X,Y),(X1,Y1),…,(XnYn)为取值于 Rd× R的 i．i．d．随机变量,E(|Y|) ＜∞．设mn(x)为回归函数m(x)=E(|Y|X=x)基于分割的估计,本文在对mn(x)进行改良的条件下得到改良的基于分割的强相合估计．     

Convergence Rate of The Trust Region Method for Nonlinear Equations Under Local Error Bound Condition

In this paper, we present the new trust region method for nonlinear equations with the trust region converging to zero. The new method preserves the global convergence of the traditional trust region methods in which the trust region radius will be larger than a positive constant. We study the convergence rate of the new method under the local error bound condition which is weaker than the nonsingularity. An example given by Y.X. Yuan shows that the convergence rate can not be quadratic. Finally, some numerical results are given. This work is supported by Chinese NSFC grants 10401023 and 10371076, Research Grants for Young Teachers of Shanghai Jiao Tong University, and E-Institute of Computational Sciences of Shanghai Universities. An erratum to this article is available at .     

On Extracting Maximum Stable Sets in Perfect Graphs Using Lovász's Theta Function

We study the maximum stable set problem. For a given graph, we establish several transformations among feasible solutions of different formulations of Lovász's theta function. We propose reductions from feasible solutions corresponding to a graph to those corresponding to its induced subgraphs. We develop an efficient, polynomial-time algorithm to extract a maximum stable set in a perfect graph using the theta function. Our algorithm iteratively transforms an approximate solution of the semidefinite formulation of the theta function into an approximate solution of another formulation, which is then used to identify a vertex that belongs to a maximum stable set. The subgraph induced by that vertex and its neighbors is removed and the same procedure is repeated on successively smaller graphs. We establish that solving the theta problem up to an adaptively chosen, fairly rough accuracy suffices in order for the algorithm to work properly. Furthermore, our algorithm successfully employs a warm-start strategy to recompute the theta function on smaller subgraphs. Computational results demonstrate that our algorithm can efficiently extract maximum stable sets in comparable time it takes to solve the theta problem on the original graph to optimality. This work was supported in part by NSF through CAREER Grant DMI-0237415. Part of this work was performed while the first author was at the Department of Applied Mathematics and Statisticsat Stony Brook University, Stony Brook, NY, USA.     

On a recursive method for the estimation of unknown parameters of partially observed chaotic systems

We investigate a recently proposed method for on-line parameter estimation and synchronization in chaotic systems. This novel technique has been shown effective to estimate a single unknown parameter of a primary chaotic system with known functional form that is only partially observed through a scalar time series. It works by periodically updating the parameter of interest in a secondary system, with the same functional form as the primary one but no explicit coupling between their dynamic variables, in order to minimize a suitably defined cost function. In this paper, we review the basics of the method, and investigate its robustness and new extensions. In particular, we study the performance of the novel technique in the presence of noise (either observational, i.e., an additive contamination of the observed time series, or dynamical, i.e., a random perturbation of the system dynamics) and when there is a mismatch between the primary and secondary systems. Numerical results, including comparisons with other techniques, are presented. Finally, we investigate the extension of the original method to perform the estimation of two unknown parameters and illustrate its effectiveness by means of computer simulations.     

Nonlinear Time Series Analysis Since 1990:Some Personal Reflections

Abstract I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five majorareas of development. These areas include the interface between nonlinear time series analysis and chaos,thenonparametric/semiparametric approach,nonlinear state space modelling,financial time series and nonlinearmodelling of panels of time series.     

Characterisations of function spaces of generalised smoothness

We investigate function spaces of generalised smoothness of Besov and Triebel–Lizorkin type. Equivalent quasi-norms in terms of maximal functions and local means are given. An atomic decomposition theorem for this type of spaces is proved. Mathematics Subject Classification (2000) 46E35     

On disjoint configurations in infinite graphs

For a graph A and a positive integer n, let nA denote the union of n disjoint copies of A; similarly, the union of ?₀ disjoint copies of A is referred to as ?₀A. It is shown that there exist (connected) graphs A and G such that nA is a minor of G for all n??, but ?₀A is not a minor of G. This supplements previous examples showing that analogous statements are true if, instead of minors, isomorphic embeddings or topological minors are considered. The construction of A and G is based on the fact that there exist (infinite) graphs G₁, G₂,… such that G_i is not a minor of G_j for all i ≠ j. In contrast to previous examples concerning isomorphic embeddings and topological minors, the graphs A and G presented here are not locally finite. The following conjecture is suggested: for each locally finite connected graph A and each graph G, if nA is a minor of G for all n ? ?, then ?₀A is a minor of G, too. If true, this would be a far‐reaching generalization of a classical result of R. Halin on families of disjoint one‐way infinite paths in graphs. © 2002 Wiley Periodicals, Inc. J Graph Theory 39: 222–229, 2002; DOI 10.1002/jgt.10016