A double obstacle problem arising in differential game theory

A Hamilton–Jacobi equation involving a double obstacle problem is investigated. The link between this equation and the notion of dual solutions—introduced in [S. As Soulaimani, Infinite horizon differential games with asymmetric information, PhD thesis; P. Cardaliaguet, Differential games with asymmetric information, SIAM J. Control Optim. 46 (3) (2007) 816–838; P. Cardaliaguet, C. Rainer, Stochastic differential games with asymmetric information, Appl. Math. Optim. 59 (1) (2009) 1–36] in the framework of differential games with lack of information—is established. As an application we characterize the convex hull of a function in the simplex as the unique solution of some nonlinear obstacle problem.     

Guaranteed Output Feedback Control for Uncertain Systems under Control and State Constraints

This paper deals with output feedback control of uncertain nonlinear dynamic systems in the presence of state and control constraints. We provide necessary and sufficient conditions for the guaranteed viability property defined by the existence of a Lipschitz closed-loop that maintains exactly the state of the system in a given closed domain of constraints despite some bounded disturbances acting both on the dynamics and on the output. Using the notion of Lipschitz kernel of a closed set-valued map, we obtain some equivalent geometric and Hamilton–Jacobi–Isaac conditions for the guaranteed viability property. We derive an algorithm to build a guaranteed viable output feedback.     

Stepwise Gauge Equivalence of Differential Operators

In this paper, we study the relation between the notion of gauge equivalence and solutions of certain systems of nonlinear partial differential equations. This relation is based on stepwise gauge equivalence.__________Translated from Matematicheskie Zametki, vol. 77, no. 6, 2005, pp. 917–929.Original Russian Text Copyright ©2005 by S. P. Khekalo.     

Stability in the mean of solutions of difference equations

We consider the membership of solutions of stochastic difference equations in special sets. The notion of stability in the mean is introduced for nonlinear equations. Some assertions about practical stability are proved under certain restrictions. The problem of optimization of regions of practical stability is solved in a particular case.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 72, pp. 78–82, 1990.     

Completely Hyperexpansive Operator Tuples

The notion of a completely hyperexpansive operator on a Hilbert space is generalized to that of a completely hyperexpansive operator tuple, which in some sense turns out to be antithetical to the notion of a subnormal operator tuple with contractive coordinates. The countably many negativity conditions characterizing a completely hyperexpansive operator tuple are closely related to the Levy–Khinchin representation in the theory of harmonic analysis on semigroups. The interplay between the theories of positive and negative definite functions on semigroups forces interesting connections between the classes of subnormal and completely hyperexpansive operator tuples. Further, the several–variable generalization allows for a stimulating interaction with the multiparameter spectral theory.     

Analysis of nonlinear polymer creep

The relaxation properties of polyethylene are analyzed. The nonlinear time-dependent stress-strain relations and the creep and relaxation equations are obtained from the experimental creep data. The analysis is based on an appropriate variant of the nonlinear memory theory with singular functions whose parameters, together with the modulus of elasticity, are determined by the method described in [1].Moscow. Translated from Mekhanika Polimerov, No. 3, pp. 410–414, May–June, 1969.     

An extension of the pairing theory between divergence-measure fields and BV functions

In this paper we introduce a nonlinear version of the notion of Anzellotti's pairing between divergence-measure vector fields and functions of bounded variation, motivated by possible applications to evolutionary quasilinear problems. As a consequence of our analysis, we prove a generalized Gauss–Green formula.     

Polynomial Fibonacci–Hessenberg matrices

A Fibonacci–Hessenberg matrix with Fibonacci polynomial determinant is referred to as a polynomial Fibonacci–Hessenberg matrix. Several classes of polynomial Fibonacci–Hessenberg matrices are introduced. The notion of two-dimensional Fibonacci polynomial array is introduced and three classes of polynomial Fibonacci–Hessenberg matrices satisfying this property are given.     

A numerical method for European Option Pricing with transaction costs nonlinear equation

This paper deals with the construction of a finite difference scheme and the numerical analysis of its solution for a nonlinear Black–Scholes partial differential equation modelling stock option pricing in the realistic case when transaction costs arising in the hedging of portfolios are taken into account. The analysed model is the Barles–Soner one for which an appropriate fully nonlinear numerical method has not still applied. After construction of the numerical solution, consistency and stability are studied and some illustrative examples are included.     

Nonstationary monotone iterative methods for nonlinear partial differential equations

A simple technique is given in this paper for the construction and analysis of monotone iterative methods for a class of nonlinear partial differential equations. With the help of the special nonlinear property we can construct nonstationary parameters which can speed up the iterative process in solving the nonlinear system. Picard, Gauss–Seidel, and Jacobi monotone iterative methods are presented and analyzed for the adaptive solutions. The adaptive meshes are generated by the 1-irregular mesh refinement scheme which together with the M-matrix of the finite element stiffness matrix lead to existence–uniqueness–comparison theorems with simple upper and lower solutions as initial iterates. Some numerical examples, including a test problem with known analytical solution, are presented to demonstrate the accuracy and efficiency of the adaptive and monotone properties. Numerical results of simulations on a MOSFET with the gate length down to 34 nm are also given.     

Unconstrained 0–1 nonlinear programming: A nondifferentiable approach

The purpose of this paper is to give new formulations for the unconstrained 0–1 nonlinear problem. The unconstrained 0–1 nonlinear problem is reduced to nonlinear continuous problems where the objective functions are piecewise linear. In the first formulation, the objective function is a difference of two convex functions while the other formulations lead to concave problems. It is shown that the concave problems we obtain have fewer integer local minima than has the classical concave formulation of the 0–1 unconstrained 0–1 nonlinear problem.     

On Extensions of AO-Groups

The notion of an extension is important in the study of partially ordered groups. In the present paper the notion of a lexicographic extension of a partially ordered group by an AO-group is studied. A result is obtained concerning an AO-group G which is a lexicographic extension of a directed subgroup of G.__________Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 9, No. 1, pp. 277–281, 2003.     

Numerical damage assessment of Haghia Sophia bell tower by nonlinear FE modeling

In the present paper, the numerical damage assessment of the masonry bell tower called “Haghia Sophia” in Trabzon, Turkey is performed by nonlinear 3D finite element modeling. The behavior of bell tower is determined under several different conditions: nonlinear static analysis containing dead and wind loads and nonlinear seismic analysis. In addition to, an assessment of the tower’s stability with respect to the tilt of the tower is carried out by means of a nonlinear analysis. In the nonlinear dynamic analysis, the east–west component of 1992 Erzincan earthquake is used. Cracking and crushing of the masonry have been taken into account, as well as the influence of material nonlinearity. The numerical analysis has given a valuable picture of possible damage evolution, providing useful hints for the prosecution of structural monitoring. The displacement and stress fields, as well as the distribution of cracking have been calculated and compared to the actual distribution of fractures in the tower. It is seen from the numerical results that there is a good agreement with present damages of the bell tower.     

Finite-Dimensional Reductions of Conservative Dynamical Systems and Numerical Analysis. I

We study infinite-dimensional Liouville–Lax integrable nonlinear dynamical systems. For these systems, we consider the problem of finding an appropriate set of initial conditions leading to typical solutions such as solitons and traveling waves. We develop an approach to the solution of this problem based on the exact reduction of a given nonlinear dynamical system to its finite-dimensional invariant submanifolds and the subsequent investigation of the system of ordinary differential equations obtained by qualitative analysis. The efficiency of the approach proposed is demonstrated by the examples of the Korteweg–de Vries equation, the modified nonlinear Schrödinger equation, and a hydrodynamic model.     

On the solution of Dirichlet’s problem of the complex Monge–Ampère equation for the Cartan–Hartogs domain of the first type

The complex Monge–Ampère equation is a nonlinear equation with high degree; therefore getting its solution is very difficult. In the present paper how to get the solution of Dirichlet’s problem of the complex Monge–Ampère equation on the Cartan–Hartogs domain of the first type is discussed, using an analytic method. Firstly, the complex Monge–Ampère equation is reduced to a nonlinear ordinary differential equation, then the solution of Dirichlet’s problem of the complex Monge–Ampère equation is reduced to the solution of a two-point boundary value problem for a nonlinear second-order ordinary differential equation. Secondly, the solution of Dirichlet’s problem is given as a semi-explicit formula, and in a special case the exact solution is obtained. These results may be helpful for a numerical method approach to Dirichlet’s problem of the complex Monge–Ampère equation on the Cartan–Hartogs domain of the first type.     

Multi-Target Control Problems

We study control problems with several targets in the case of nonlinear dynamic systems. The map associating with every initial condition the minimal time to reach successively two given targets is characterized in the framework of differential inclusions through the notion of viability kernel. This approach allows one to treat the problem without assumptions of regularity and to build numerical schemes computing the minimal time. We also study the problem where an order of visit of the targets is required. The statements are also extended to the case of p targets under state constraints. Equivalent formulations in terms of Hamilton–Jacobi equations are also provided.     

Exact travelling wave solutions for the generalized nonlinear Schrödinger (GNLS) equation with a source by Extended tanh–coth, sine–cosine and Exp-Function methods

The capability of Extended tanh–coth, sine–cosine and Exp-Function methods as alternative approaches to obtain the analytic solution of different types of applied differential equations in engineering mathematics has been revealed. In this study, the generalized nonlinear Schrödinger (GNLS) equation is solved by three different methods. To obtain the single-soliton solutions for the equation, the Extended tanh–coth and sine–cosine methods are used. Furthermore, for this nonlinear evolution equation the Exp-Function method is applied to derive various travelling wave solution. Results show that while the first two procedures easily provide a concise solution, the Exp-Function method provides a powerful mathematical means for solving nonlinear evolution equations in mathematical physics.     

Dyadic Mappings and Dyadic Superparacompact Topological Groups

We introduce the notion of a dyadic superparacompactum which generalizes the classical notion of a dyadic bicompactum and give an analog of V. I. Kuz’minov and L. N. Ivanovskii’s Theorem on dyadicity of the space of a bicompact topological group for superparacompact groups. Moreover, we generalize L. S. Pontryagin’s Theorem on existence of an open bicompact subgroup in each neighborhood of unity of a locally bicompact totally disconnected topological group.Original Russian Text Copyright © 2005 Musaev D. K.__________Translated from Sibirskii Matematicheskii Zhurnal, Vol. 46, No. 4, pp. 851–859, July–August, 2005.     

Nonlinear Potentials for Hamilton–Jacobi–Bellman Equations. II

A formal method of constructing the viscosity solutions for abstract nonlinear equations of Hamilton–Jacobi–Bellman (HJB) type was developed in the previous work of the author. A new advantage of this method (which was called an nonlinear potentials method) is that it gives a possibility to choose at the first step an expected regularity of the solution and then – to construct this solution. This makes the whole procedure more simple because an analysis of regularity of viscosity solutions is usually the most complicated step.Nonlinear potentials method is a generalization of Krylov's approach to study HJB equations.In this article nonlinear potentials method is applied to elliptic degenerate HJB equations in R^d with variable coefficients.