Monotonicity and convexity properties of matrix Riccati equations

Using a Fréchet-derivative-based approach some monotonicity,convexity/concavity and comparison results concerning strictlyunmixed solutions of continuous- and discrete-time algebraicRiccati equations are obtained; it turns out that these solutionsare isolated and smooth functions of the input data. Similarly,it is proved that the solutions of initial value problems forboth Riccati differential and difference equations are smoothand monotonic functions of the input data and of the initial value. They are also convex or concave functions with respectto certain matrix coefficients.     

A maximum principle for optimal control problems with mixed constraints

Necessary conditions in the form of maximum principles are derivedfor optimal control problems with mixed control and state constraints.Traditionally, necessary condtions for problems with mixed constraintshave been proved under hypothesis which include the requirementthat the Jacobian of the mixed constraint functional, with respectto the control variable, have full rank. We show that it canbe replaced by a weaker ‘interiority’ hypothesis.This refinement broadens the scope of the optimality conditions,to cover some optimal control problems involving differentialalgebraic constraints, with index greater than unity.     

用代数多重网格法求解一维分裂格式的Euler方程

提出了代数多重网格法(AMG)的一种新算法。新算法改进了插值公式和粗网格方程,并把它应用到求解一维的分裂格式Euler方程。数值结果表明,对于具有高CFL条件数的Euler方程,代数多重网格法可以求解;对于Gaus-Seidel方法求解不能收敛的代数方程组,代数多重网格法求解可以收敛。新算法改进了代数多重网格法的收敛性和扩展了它的应用范围,数值结果表明了它的有效性和强壮性。     

The sufficient and necessary conditions of unconditional stability and the delay bound of the third-order neutral delay differential equation

In this paper,the sufficient and necessary conditions of the unconditional stability.andthe delay bound of the third-order neutral delay differential equation with real constantcoefficients are given.The conditions are brief and practical algebraic criterions.Furthermore,we get the delay bound     

三阶中立型时滞方程无条件稳定的充要条件及时滞界限

本文得到三阶定常中立型时滞方程无条件稳定的充要条件,这些条件是实用的代数判据.此外,还给出了时滞界限.     

Rigid isotopy classification of real algebraic curves of bidegree (3,3) on quadrics

A rigid isotopy of nonsingular real algebraic curves on a quadric is a path in the space of such curves of a given bidegree. We obtain the rigid isotopy classification of nonsingular real algebraic curves of bidegree (3, 3) on a hyperboloid and on an ellipsoid. We also study of the space of real algebraic curves of bidegree (3, 3) with a single node or cusp. Translated fromMatematicheskie Zametki, Vol. 66, No. 6, pp. 810–815, December, 1999.     

Solving stable generalized Lyapunov equations with the matrix sign function

We investigate the numerical solution of the stable generalized Lyapunov equation via the sign function method. This approach has already been proposed to solve standard Lyapunov equations in several publications. The extension to the generalized case is straightforward. We consider some modifications and discuss how to solve generalized Lyapunov equations with semidefinite constant term for the Cholesky factor. The basic computational tools of the method are basic linear algebra operations that can be implemented efficiently on modern computer architectures and in particular on parallel computers. Hence, a considerable speed-up as compared to the Bartels–Stewart and Hammarling methods is to be expected. We compare the algorithms by performing a variety of numerical tests.     

Densities of idempotent measures and large deviations

Considering measure theory in which the semifield of positive real numbers is replaced by an idempotent semiring leads to the notion of idempotent measure introduced by Maslov. Then, idempotent measures or integrals with density correspond to supremums of functions for the partial order relation induced by the idempotent structure. In this paper, we give conditions under which an idempotent measure has a density and show by many examples that they are often satisfied. These conditions depend on the lattice structure of the semiring and on the Boolean algebra in which the measure is defined. As an application, we obtain a necessary and sufficient condition for a family of probabilities to satisfy the large deviation principle.

     

线性矩阵方程的行列式求解法

本文讨论了线性矩阵方程AXB= C (A,B可逆)的用行列式表示的求解公式,并附带指出它是Cram er法则的重要推广.     

某些非负交换半环上强保持矩阵M-P逆的线性算子(英)

设S是无零因子的非负交换半环或者有限生成布尔代数,μ_n（S）记S上的矩阵集合．本文确定了μ_n（S）上的强保持矩阵M－P逆的线性算子半群N_n（S）的结构．