Convex infinite horizon programs

We establish conditions under which a sequence of finite horizon convex programs monotonically increases in value to the value of the infinite program; a subsequence of optimal solutions converges to the optimal solution of the infinite problem. If the conditions we impose fail, then (roughtly) the optimal value of the infinite horizon problem is an improper convex function. Under more restrictive conditions we establish the necessary and sufficient conditions for optimality. This constructive procedure gives us a way to solve the infinite (long range) problem by solving a finite (short range) problem. It appears to work well in practice.     

Limit of the solutions for the finite horizon problems as the optimal solution to the infinite horizon optimization problems

In this paper, we consider how to construct the optimal solutions for the undiscounted discrete time infinite horizon optimization problems. We present the conditions under which the limit of the solutions for the finite horizon problems is optimal among all attainable paths for the infinite horizon problem under two modified overtaking criteria, as well as the conditions under which it is the unique optimum under the sum-of-utilities criterion. The results are applied to a parametric example of a simple one-sector growth model to examine the impacts of discounting on the optimal path.     

On Fredholm Solvability of the Dirichet Problem for Linear Differential Equations of Infinite Order

We propose a new approach to investigation of solvability of the Dirichlet problem for differential equations of infinite order. Namely, by using the embedding theorems obtained by the author in previous papers for the energy spaces, corresponding to operators of infinite order, the initial differential operator of infinite order is expressed as a sum of the main and subordinate operators of infinite order. The conditions, under which the above Dirichlet problems are soluble, are established by using the main term of the corresponding differential operator.     

无限族非扩张映象及非扩张半群的强收敛定理

目的是研究Banach空间中无限族非扩张映象和非扩张半群的强收敛问题.为此提出一个改进的迭代序列,在适当条件下,某些强收敛定理被证明.结果改进和推广了一些人的最新结果.     

Unified approach to approximate solutions in games and multiobjective programming

Using a theorem of Tijs, we derive results about approximate solutions for Nash equilibrium theory and for multiobjective problems. We describe conditions under which one can replace an infinite strategy set, an infinite alternative set, or an infinite set of criteria by a finite subset without losing all approximate solutions of the problem under consideration.This work was done during the period when the second author was Visiting Professor of the Italian National Research Council at the Mathematical Department of the University of Pavia, Pavia, Italy.     

On one boundary-value problem for an equation of higher even order

We study boundary-value problem for an equation of even order in a rectangular domain. By the spectralmethod we obtain necessary and sufficient conditions of uniqueness of a solution. The solution is constructed in the formof infinite series in eigenfunctions. We obtain sufficient conditions under which this series is a regular solution.     

Three-dimensional finite/infinite elements analysis of fluid flow in porous media

Fluid flow in naturally fractured porous media can always be regarded as an unbounded domain problem and be better solved by finite/infinite elements. In this paper, a three-dimensional two-direction mapped infinite element is generated and combined with conventional finite elements and one direction infinite element to simulate poroelasticity. Therefore, the entire semi-infinite domain can be included in the numerical analysis. Both single- and dual-porosity porous media are considered. For the purpose of validation, we compare the results of finite/infinite elements with those of finite elements under two extreme boundary conditions. The comparison indicated that mapped infinite element is an appropriate approach to model fluid flow in porous media and provides an intermediate solution.     

The square root base of polynomials in Clifford analysis

In this paper the problem of taking the square root of bases of special monogenic polynomials is studied, thus leading to a number of results under some additional conditions of associated infinite matrices, related essentially to the so-called algebraicness of these matrices.     

On the triviality condition for the kernel of the linearized first boundary-value problem for a system of equations of magnetic hydrodynamics

The first boundary-value problem for a system of equations of magnetic hydrodynamics in a cylinder of infinite length with ideally conducting surface is considered under conditions in the case where it has a two-dimensional solution. Sufficient conditions are obtained for the problem linearized in the neighborhood of this solution to have the trivial solution.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 2, pp. 168–173, February, 1995.     

Necessity of limiting co-state arcs in Bolza-type infinite horizon problem

We investigate necessary conditions of optimality for the Bolza-type infinite horizon problem with free right end. The optimality is understood in the sense of weakly uniformly overtaking optimal control. No previous knowledge in the asymptotic behaviour of trajectories or adjoint variables is necessary. Following Seierstad’s idea, we obtain the necessary boundary condition at infinity in the form of a transversality condition for the maximum principle. Those transversality conditions may be expressed in the integral form through an Aseev–Kryazhimskii-type formulae for co-state arcs. The connection between these formulae and limiting gradients of pay-off function at infinity is identified; several conditions under which it is possible to explicitly specify the co-state arc through those Aseev–Kryazhimskii-type formulae are found. For infinite horizon problem of Bolza type, an example is given to clarify the use of the Aseev–Kryazhimskii formula as an explicit expression of the co-state arc.     

FILTRATION IN PARTIALLY SATURATED AND PARTIALLY DRIED LAYERED POROUS MEDIA

1.IntroductionThefiltrationprobleminInferedporousmediaarisesfromthestudiesofwatermovementduringirrigationandofthesalinizationofsoil.Thisproblemhasbeenelaboratelyinvestigatedforthesaturatedcase,whileforthegeneralcase,worksseemtoconcentrateonlyonexperimentalandnumericalaspects.Theseworksrevealsomeinterestingtheoreticalquestions.FOrexample,HillandParlange[2]foundin1972thattheverticalinfiltrationofwaterintwo-layeredsandconstitutedwithfinerupperlayerandcoarserlowerisunstable.Afterthemathematicali…     

The Convergence of a Levenberg–Marquardt Method for Nonlinear Inequalities

In this paper, we consider the least l ₂-norm solution for a possibly inconsistent system of nonlinear inequalities. The objective function of the problem is only first-order continuously differentiable. By introducing a new smoothing function, the problem is approximated by a family of parameterized optimization problems with twice continuously differentiable objective functions. Then a Levenberg–Marquardt algorithm is proposed to solve the parameterized smooth optimization problems. It is proved that the algorithm either terminates finitely at a solution of the original inequality problem or generates an infinite sequence. In the latter case, the infinite sequence converges to a least l ₂-norm solution of the inequality problem. The local quadratic convergence of the algorithm was produced under some conditions.     

A noncommutative version of the bispectral problem

We consider a matrix valued version of the bispectral problem involving a block tridiagonal doubly infinite matrix and a first-order differential operator with matrix coefficients. We give a set of necessary conditions that the coefficients need to satisfy and solve these equations under a variety of conditions. The situations discussed here should make it plain that while the corresponding problem in the scalar case is relatively trivial and devoid of any interest, the noncommutative version of the problem is much richer and subtle. The results here should be useful, for instance, in the study of a noncommutative version of the nonlinear Toda lattice.     

On approximate methods of analysing certain singularly-perturbed systems

A certainclass of sigularly-perturbed systems which have a variety of m-dimensional stationary positions is considered. When a small parameter disappears, the system also has an m-dimensional manifold of stationary positions and, therefore, the corresponding characteristic equation has m zero roots. The conditions under which the solution of a stability problem reduces to the same problem for a degenerate system are defined. As an application in practice gyroscopic stabilizing systems (the critical case corresponds to such systems) with elastic elements of high stiffness are discussed. The conditions under which the solution of the problem of the stability of steady motion follows from the solution of this problem for an ideal system (with absolutely rigid elements) are obtained. The problem of the closeness of the corresponding solutions of the complete and a simplified system of differential equations over an infinite time interval is discussed.     

On the necessity of the solvable conditions of the typical boundary value problems for quasilinear hyperbolic systems

Some solvable conditions have been derived to ensure the existence and the uniqueness of the C^∞solution for the typical boundary problem on a local angular region for quasilinear hyperbolic systems in two variables[1]. These solvables conditions mean that, under the formulation of the typical boundary problem, the all order derivatives of the solution can be determined uniquely at the vertex. The main purpose of this paper is to show that these solvable conditions are also necessary. In other words, if these solvable conditions fail to hold, then the boundary value problem will either have no solution or have infinite number of solutions.     

Iterated function systems a rising from recursive estimation problems

Summary We show that under suitable conditions the one-step predictor of a finite-state Markov chain from noisy observations has a unique stationary law which is supported by a self-similar set, called the attractor. Under additional symmetry conditions such attractor is either connected, or totally disconnected and perfect. In this latter case the predictor keeps an infinite memory of the past observations. The main problem of interest is to identify those values of the parameters of the chain and the observation process for which this happens. In the binary case, the problem is completely solved. In higher dimension the problem is harder: a complete solution is presented for ternary chains in the completely symmetric persistent case.     

Asymptotic Behavior of Infinite Dimensional Stochastic Differential Equations by Anticipative Variation of Constants Formula

We consider the long time behavior of an infinite dimensional stochastic evolution equation with respect to a cylindrical Wiener process. New estimates on the disturbance operator related to the problem are proved using a ``variation of constants'-type formula. Such estimates, under the natural assumption of mean-square stability for the linear part of the equation, lead directly to sufficient conditions for the exponential stability of the problem. In the last part of the paper we prove that, under suitable conditions, the equation admits a unique invariant measure that is strongly mixing. To complete the paper, we present examples of interesting situations where our construction applies. Accepted 28 February 2001. Online publication 9 August 2001.     

EXISTENCE OF SOLUTIONS TO 2m-ORDER PERIODIC BOUNDARY VALUE PROBLEM

In this paper, we are concerned with the existence of nontrivial solutions to a 2m-order nonlinear periodic boundary value problem. By the infinite dimensional Morse theory, under some conditions on nonlinear term, we obtain that there exist at least two nontrivial solutions.     

The Dissipation Inequality for Differential-Algebraic Systems

We discuss the infinite time-horizon linear-quadratic optimal control problem for differential-algebraic equations. In contrast to previous approaches we do not impose any assumptions on the system except for impulse controllability. In particular, we show that the optimal control problem is feasible if and only if a dissipation inequality has a solution. Moreover, we discuss conditions under which the problem has a minimizing (instead of only an infimizing) solution and furthermore, when this minimizing solution is unique. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The Infinite Time Quadratic Cost Control Problem for Distributed Systems with Unbounded Control Action

This paper studies the quadratic cost control problem, overan infinite time interval, for systems defined by integral equationsgiven in terms of semigroups. Conditions are imposed which allowunbounded control action to be considered. It is shown thatsolution to the problem leads to an integral Riccati equationwith unique solution. The integral Riccati equation may be differentiatedand conditions are given under which the differential Riccatiequation also has unique solution.