Elastic line deformed on a pseudo-hypersurface by an external field in pseudo-Euclidean spaces

We derive intrinsic formulation for elastic line deformed on a pseudo-hypersurface by an external field in the pseudo-Euclidean spaces E_v~n.This formulation determines elastic line deformed on a pseudo-hypersurface.     

Error bounds for approximations of traces of products of truncated Toeplitz operators

The paper establishes error orders for integral limit approximations to the traces of products of truncated Toeplitz operators generated by integrable real symmetric functions defined on the real line. These approximations and the corresponding error bounds are of importance in the statistical analysis of continuous-time stationary processes (asymptotic distributions and large deviations of Toeplitz type quadratic functionals, estimation of the spectrum, etc.). The results improve the rates obtained by the authors (in an earlier paper). An explicit second-order asymptotic expansion is found for the trace of a product of two truncated Toeplitz operators generated by the spectral densities of continuous-time stationary fractional Riesz-Bessel motions. The order of magnitude of the second term in this expansion is shown to depend on the long-memory parameters of the processes. The second-order term provides a substantially better approximation to the original functional, as compared with the first-order approximation. M. Ginovyan research was partially supported by National Science Foundation Grant #DMS-0706786.     

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.     

On the deformation of linear r-fields

We study the question: For which (r,n) can a linear r-field on the (n-1)-sphere in an n-dimensional real linear space be deformed through a continuous path of linear r-fields into an orthonormal r-field. We provide complete answers for the cases: (r,n)=(2,4),(3,4), and provide several partial results for the cases (r,n)=(2,2m), where m is an even integer satisfying m4. Characterizations of linear r-fields are pivotal in the investigation.     

Optimal superconvergent one step quadratic spline collocation methods

We formulate new optimal quadratic spline collocation methods for the solution of various elliptic boundary value problems in the unit square. These methods are constructed so that the collocation equations can be solved using a matrix decomposition algorithm. The results of numerical experiments exhibit the expected optimal global accuracy as well as superconvergence phenomena. AMS subject classification (2000)  65N35, 65N22     

A mixed integer programming model for multistage mean–variance post-tax optimization

In this paper, we introduce a mixed integer stochastic programming approach to mean–variance post-tax portfolio management. This approach takes into account of risk in a multistage setting and allows general withdrawals from original capital. The uncertainty on asset returns is specified as a scenario tree. The risk across scenarios is addressed using the probabilistic approach of classical stochastic programming. The tax rules are used with stochastic linear and mixed integer quadratic programming models to compute an overall tax and return-risk efficient multistage portfolio. The incorporation of the risk term in the model provides robustness and leads to diversification over wrappers and assets within each wrapper. General withdrawals and risk aversion have an impact on the distribution of assets among wrappers. Computational results are presented using a study with different scenario trees in order to show the performance of these models.     

Preparing of coherent superposition state in serial multi-A-type system by stimulated Raman adiabatic passage

A scheme for creating an arbitrary coherent superposition of two atomic states in serial multi-A-type system is proposed.This technique with the application of a control field is based on the existence of two degenerate dark states and their interaction.The mixing of the dark states can be controlled by changing the relative delay time of the control pulse.One can get any desired superposition by changing the delay time of the control pulse.     

Can the electron magnetic resonance (EMR) techniques measure the crystal (ligand) field parameters?

In this paper, the question posed in the title is critically examined on the basis of the available literature evidence implying the positive answer. The distinction between, on the one hand, the actual crystal field (CF) or equivalently ligand field (LF) related quantities and, on the other hand, the actual zero-field splitting (ZFS) or equivalently fine structure (FS) quantities, is elucidated. The origin and possible roots of the incorrect terminology consisting in mixing up the two physically distinct quantities at different levels are examined. Aspects concerning Hamiltonians, parameters, energy level splitting, and nature of the operators involved are taken into account. Problems with the various notations for the operators and parameters used in the electron magnetic resonance (EMR) area are also identified and reviewed. A large number of cases of incorrect terminology and other inconsistencies identified in the course of a comprehensive literature survey are analyzed and systematically classified. Implications of the confusion in question, which go beyond the simple semantic issues, are discussed. The results of the survey reveal that the two most serious categories of this confusion lead to misinterpretation of the experimental EMR data. Several examples of serious misinterpretations found in the books, reviews, and original papers are discussed. The incorrect terminology contributes also to misleading keyword classifications of papers in journals as well as references in scientific literature databases. Thus, the database searches may produce unreliable outcomes. Examples of such outcomes are also shown. It is concluded that, in order to prevent further proliferation of the incorrect terminology and thus to increase reliability of the published EMR data, a concerted effort within the EMR community is indispensable. Various ways in this regard at the international level are suggested.     

Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound

We consider a recent branch-and-bound algorithm of the authors for nonconvex quadratic programming. The algorithm is characterized by its use of semidefinite relaxations within a finite branching scheme. In this paper, we specialize the algorithm to the box-constrained case and study its implementation, which is shown to be a state-of-the-art method for globally solving box-constrained nonconvex quadratic programs. S. Burer was supported in part by NSF Grants CCR-0203426 and CCF-0545514.