Filtering partially observable diffusions up to the exit time from a domain

We consider a two-component diffusion process with the second component treated as the observations of the first one. The observations are available only until the first exit time of the first component from a fixed domain. We derive filtering equations for an unnormalized conditional distribution of the first component before it hits the boundary and give a formula for the conditional distribution of the first component at the first time it hits the boundary.     

Minimal realizations of nonlinear systems

We generalize the notion of the minimal realization from the linear theory to the nonlinear case. We justify a relationship of this notion with the notion of first integral of a system. We suggest algorithms for the computation of first integrals and minimal realizations.     

Bargaining order and delays in multilateral bargaining with heterogeneous sellers

We consider a complete-information multilateral bargaining game in which a single buyer negotiates with two heterogeneous sellers selling perfect complementary units. While bilateral negotiations take place through a sequence of offers and counteroffers, the bargaining order is exogenously given. We solve for the conditions under which (a) the buyer prefers to negotiate with the lower-valuation seller first and (b) efficient (inefficient) outcomes emerge for the two bargaining orders. We find that the buyer prefers to negotiate with the lower-valuation seller first whenever the players are relatively impatient or the sellers are sufficiently heterogeneous. We show that there exists a unique efficient outcome when the buyer negotiates first with the lower-valuation seller and the sellers are sufficiently heterogeneous; however, significant delay in reaching agreements may arise when they are not. In case the buyer bargains with the higher-valuation seller first, an inefficient outcome is shown to exist even when players are extremely impatient.     

The stress state of a plastic layer with a variable yield strength under a flat deformation

We study the stress state of a plastic layer with a variable yield strength in a strip under a flat deformation with a tensile load. We approximately calculate the first integrals of the system of plastic equilibrium equations, obtain an analog of the first Hencky theorem, and solve the conjugation problem for stresses on the contact boundary.     

First countable pseudocompactifications

A general construction for creating first countable pseudo-compact extensions of certain spaces is given. We show that there exists a first countable σ-compact space with no first countable pseudocompactification. We construct a new Suslinean example, namely, a first countable, pseudocompact, ccc, non-separable space. Assuming Martin's Axiom, we can further achieve a point-countable base. A second application is to unify and clarify examples of Scott and Watson of pseudocompact, metaLindelöf and point-countable base non-compact spaces.     

Optimal Control of State Constrained Integral Equations

We consider the optimal control problem of a class of integral equations with initial and final state constraints, as well as running state constraints. We prove Pontryagin’s principle, and study the continuity of the optimal control and of the measure associated with first order state constraints. We also establish the Lipschitz continuity of these two functions of time for problems with only first order state constraints.     

Solutions of the main boundary value problems for a loaded second-order parabolic equation with constant coefficients

We give well-posed statements of the main initial–boundary value problems in a rectangular domain and in a half-strip for a second-order parabolic equation that contains partial Riemann–Liouville fractional derivatives with respect to one of the two independent variables. We construct Green functions and representations of solutions of these problems. We prove existence and uniqueness theorems for the first boundary value problem and the problem in the half-strip with the boundary condition of the first kind.     

Generalized Cameron–Storvick theorem and its applications

The goal of this paper is to establish a more generalized Cameron–Storvick theorem with respect to the conditional generalized integral transform (CGIT) and the generalized first variation. Many results and formulas for Cameron–Storvick theorems established in previous papers are included. We first introduce a CGIT and a generalized first variation of functionals by using the concept of the Gaussian process and bounded linear operators. We then give the existence of them for the exponential functionals on function space. We next establish a generalized Cameron–Storvick theorem. Finally, we describe some applications.     

Spin^{\rm c} -manifolds with Pin(2)-action

We study -manifolds with Pin(2)-action. The main tool is a vanishing theorem for certain indices of twisted -Dirac operators. This theorem is used to show that the Witten genus vanishes on such manifolds provided the first Chern class and the first Pontrjagin class are torsion. We apply the vanishing theorem to cohomology complex projective spaces and give partial evidence for a conjecture of Petrie. For example we prove that the total Pontrjagin class of a cohomology with -action has standard form if the first Pontrjagin class has standard form. We also determine the intersection form of certain 4-manifolds with Pin(2)-action. Received: 26 June 1998     

Optimal production and rationing decisions in supply chains with information sharing

This paper considers a two-echelon capacitated supply chain with two non-identical retailers and information sharing. We characterize the optimal inventory policies. We also study the benefits of the optimal stock rationing policy over the first come first served (FCFS) and the modified echelon-stock rationing (MESR) policies.     

First order convergence of matroids

The model theory based notion of the first order convergence unifies the notions of the left-convergence for dense structures and the Benjamini–Schramm convergence for sparse structures. It is known that every first order convergent sequence of graphs with bounded tree-depth can be represented by an analytic limit object called a limit modeling. We establish the matroid counterpart of this result: every first order convergent sequence of matroids with bounded branch-depth representable over a fixed finite field has a limit modeling, i.e., there exists an infinite matroid with the elements forming a probability space that has asymptotically the same first order properties. We show that neither of the bounded branch-depth assumption nor the representability assumption can be removed.     

Steklov-Neumann eigenproblems and nonlinear elliptic equations with nonlinear boundary conditions

We study the solvability of nonlinear second order elliptic partial differential equations with nonlinear boundary conditions. We introduce the notion of “eigenvalue-lines” in the plane; these eigenvalue-lines join each Steklov eigenvalue to the first eigenvalue of the Neumann problem with homogeneous boundary condition. We prove existence results when the nonlinearities involved asymptotically stay, in some sense, below the first eigenvalue-lines or in a quadrilateral region (depicted in Fig. 1) enclosed by two consecutive eigenvalue-lines. As a special case we derive the so-called nonresonance results below the first Steklov eigenvalue as well as between two consecutive Steklov eigenvalues. The case in which the eigenvalue-lines join each Neumann eigenvalue to the first Steklov eigenvalue is also considered. Our method of proof is variational and relies mainly on minimax methods in critical point theory.     

Queues in tandem with customer deadlines and retrials

We study queues in tandem with customer deadlines and retrials. We first consider a 2-queue Markovian system with blocking at the second queue, analyze it, and derive its stability condition. We then study a non-Markovian setting and derive the stability condition for an approximating diffusion, showing its similarity to the former condition. In the Markovian setting, we use probability generating functions and matrix analytic techniques. In the diffusion setting, we consider expectations of the first hitting times of compact sets.     

Interaction of faults under slip‐dependent friction. Non‐linear eigenvalue analysis

We analyse the evolution of a system of finite faults by considering the non‐linear eigenvalue problems associated to static and dynamic solutions on unbounded domains. We restrict our investigation to the first eigenvalue (Rayleigh quotient). We point out its physical significance through a stability analysis and we give an efficient numerical algorithm able to compute it together with the corresponding eigenfunction. We consider the anti‐plane shearing on a system of finite faults under a slip‐dependent friction in a linear elastic domain, not necessarily bounded. The static problem is formulated in terms of local minima of the energy functional. We introduce the non‐linear (static) eigenvalue problem and we prove the existence of a first eigenvalue/eigenfunction characterizing the isolated local minima. For the dynamic problem, we discuss the existence of solutions with an exponential growth, to deduce a (dynamic) non‐linear eigenvalue problem. We prove the existence of a first dynamic eigenvalue and we analyse its behaviour with respect to the friction parameter. We deduce a mixed finite element discretization of the non‐linear spectral problem and we give a numerical algorithm to approach the first eigenvalue/eigenfunction. Finally we give some numerical results which include convergence tests, on a single fault and a two‐faults system, and a comparison between the non‐linear spectral results and the time evolution results. Copyright © 2004 John Wiley & Sons, Ltd.     

The two‐variable fragment with counting and equivalence

We consider the two‐variable fragment of first‐order logic with counting, subject to the stipulation that a single distinguished binary predicate be interpreted as an equivalence. We show that the satisfiability and finite satisfiability problems for this logic are both NExpTime ‐complete. We further show that the corresponding problems for two‐variable first‐order logic with counting and two equivalences are both undecidable.     

Fundamental groups of elliptic fibrations and the invariance of the plurigenera for surfaces with odd first Betti number

We study the fundamental groups of elliptic fibrations and the close relationship between the Kodaira dimension of an elliptic surface with odd first Betti number and the geometry of its base orbifold. We show that the plurigenera and hence the Kodaira dimension of a complex surface with odd first Betti number are determined by the isomorphism type of the fundamental group.     

An application of braid group theory to the finite time dead-core rate

We consider the dead-core problem for the semilinear heat equation with strong absorption and with positive boundary values in a ball. We investigate the dead-core rate, i.e. the rate at which the solution reaches its first zero. We first show, as in the one-dimensional case, that the dead-core rate is always faster than the self-similar rate. By using some special solutions and the braid group theory, we then derive the exact dead-core rates for a large class of initial data.     

Existence results for a linear equation with reflection,non-constant coefficient and periodic boundary conditions

This work is devoted to the study of first order linear problems with involution and periodic boundary value conditions. We first prove a correspondence between a large set of such problems with different involutions to later focus our attention to the case of the reflection. We study then different cases for which a Green?s function can be obtained explicitly and derive several results in order to obtain information about its sign. Once the sign is known, maximum and anti-maximum principles follow. We end this work with more general existence and uniqueness of solution results.     

First integrals of local analytic differential systems

We investigate formal and analytic first integrals of local analytic ordinary differential equations near a stationary point. A natural approach is via the Poincaré–Dulac normal forms: If there exists a formal first integral for a system in normal form then it is also a first integral for the semisimple part of the linearization, which may be seen as “conserved” by the normal form. We discuss the maximal setting in which all such first integrals are conserved, and show that all first integrals are conserved for certain classes of reversible systems. Moreover we investigate the case of linearization with zero eigenvalues, and we consider a three-dimensional generalization of the quadratic Dulac–Frommer center problem.     

On rational integrability of Euler equations on Lie algebra so(4, ℂ)

We consider the Euler equations on the Lie algebra so(4, ℂ) with a diagonal quadratic Hamiltonian. It is known that this system always admits three functionally independent polynomial first integrals. We prove that if the system has a rational first integral functionally independent of the known three ones so called fourth integral, then it has a polynomial first integral that is also functionally independent of them. This is a consequence of more general fact that for these systems the existence of Darboux polynomial with no vanishing cofactor implies the existence of polynomial fourth integral.