Bounded Direction–Length Frameworks

A direction–length framework is a pair (G,p) where G=(V;D,L) is a ‘mixed’ graph whose edges are labelled as ‘direction’ or ‘length’ edges and p is a map from V to ℝ ^d for some d. The label of an edge uv represents a direction or length constraint between p(u) and p(v). Let G ⁺ be obtained from G by adding, for each length edge e of G, a direction edge with the same end vertices as e. We show that (G,p) is bounded if and only if (G ⁺,p) is infinitesimally rigid. This gives a characterization of when (G,p) is bounded in terms of the rank of the rigidity matrix of (G ⁺,p). We use this to characterize when a mixed graph is generically bounded in ℝ ^d . As an application we deduce that if (G,p) is a globally rigid generic framework with at least two length edges and e is a length edge of G then (G∖e,p) is bounded.     

Convex integration with constraints and applications to phase transitions and partial differential equations

We study solutions of first order partial differential relations Du∈K, where u:Ω⊂ℝ ⁿ →ℝ ^m is a Lipschitz map and K is a bounded set in m×n matrices, and extend Gromov’s theory of convex integration in two ways. First, we allow for additional constraints on the minors of Du and second we replace Gromov’s P-convex hull by the (functional) rank-one convex hull. The latter can be much larger than the former and this has important consequences for the existence of ‘wild’ solutions to elliptic systems. Our work was originally motivated by questions in the analysis of crystal microstructure and we establish the existence of a wide class of solutions to the two-well problem in the theory of martensite. Received April 23, 1999 / final version received September 11, 1999     

Global weak solutions of the wave map system to compact homogeneous spaces

We construct global weak solutions of the wave map problem in the class of maps with bounded energy, with values in an arbitrary compact homogeneous space, for arbitrary initial data inH _c ¹ . The proof proceeds by a ‘penalty approximation’ method, which generalizes J.Shatah's [5] argument for the case of maps with values in then-sphere. Supported in part by a grant from the National Science Foundation and Science Alliance.     

Roof duality,complementation and persistency in quadratic 0–1 optimization

The paper is concerned with the ‘primal’ problem of maximizing a given quadratic pseudo-boolean function. Four equivalent problems are discussed—the primal, the ‘complementation’, the ‘discrete Rhys LP’ and the ‘weighted stability problem of a SAM graph’. Each of them has a relaxation—the ‘roof dual’, the ‘quadratic complementation,’ the ‘continuous Rhys LP’ and the ‘fractional weighted stability problem of a SAM graph’. The main result is that the four gaps associated with the four relaxations are equal. Furthermore, a solution to any of these problems leads at once to solutions of the other three equivalent ones. The four relaxations can be solved in polynomial time by transforming them to a bipartite maximum flow problem. The optimal solutions of the ‘roof-dual’ define ‘best’ linear majorantsp(x) off, having the following persistency property: if theith coefficient inp is positive (negative) thenx _i=1 (0) in every optimum of the primal problem. Several characterizations are given for the case where these persistency results cannot be used to fix any variable of the primal. On the other hand, a class of gap-free functions (properly including the supermodular ones) is exhibited.     

Stability of a Turnpike Phenomenon for a Discrete-Time Optimal Control System

We study the structure of solutions of a discrete-time control system with a compact metric space of states X which arises in economic dynamics. This control system is described by a nonempty closed set Ω⊂X×X which determines a class of admissible trajectories (programs) and by a bounded upper semicontinuous objective function v:Ω→R ¹ which determines an optimality criterion. We are interested in turnpike properties of the approximate solutions which are independent of the length of the interval, for all sufficiently large intervals. In the present paper, we show that these turnpike properties are stable under perturbations of the objective function v.     

Isotonic tests for spread and tail

Summary One-sample test problem for ‘stochastically more (or less) spread’ is defined and a family of tests with isotonic power is given. The problem is closely related to that for ‘longer (or shorter) tail’ in the reliability theory and the correspondence between them is shown. To characterize the tests three spread preorders inR ⁿ and corre-sponding tail preorders inR ₊ ⁿ are introduced. Functions which are ‘monotone’ in these orders, and subsets which are ‘centrifugal’ or ‘centripetal’ with respect to these orders are studied. These notions generalize the Schur convexity. The Institute of Statistical Mathematics     

On some properties of a class of spearman rank statistics with applications

Summary The object of the present investigation is to study some properties of a class of Spearman rank statistics and to apply these results in studying the properties of a sequential procedure proposed in Section 3. The problem is one of bounded length confidence intervals for simple regression coefficients in linear models where both variables are subject to error. It is shown that the proposed procedure is asymptotically ‘consistent’ and ‘efficient’ in the sense of Chow and Robbins [3].     

Stabilization for the vibrations modeled by the ‘standard linear model’ of viscoelasticity

We study the stabilization of vibrations of a flexible structure modeled by the ‘standard linear model’ of viscoelasticity in a bounded domain in ℝ ⁿ with a smooth boundary. We prove that amplitude of the vibrations remains bounded in the sense of a suitable norm in a space $ \mathbb{X} $ \mathbb{X} , defined explicitly in (22) subject to a restriction on the uncertain disturbing forces on $ \mathbb{X} $ \mathbb{X} . We also estimate the total energy of the system over time interval [0, T] for any T > 0, with a tolerance level of the disturbances. Finally, when the input disturbances are insignificant, uniform exponential stabilization is obtained and an explicit form for the energy decay rate is derived. These results are achieved by a direct method under undamped mixed boundary conditions.     

The Blackwell and Dubins Theorem and Rényi’s Amount of Information Measure: Some Applications

This survey paper provides first for an overview of how quantum-like concepts could be used in macroscopic environments like economics. The paper then argues for the use of the concept of a quantum mechanical wave function as an ‘information wave function’. A rationale is provided on why such interpretation is reasonable. After having defined the ‘information wave function’, Ψ(q), we argue how | Ψ(q)| ² can be interpreted as a Radon-Nikodym derivative. We consider how we can connect, using the | Ψ(q)| ², the Blackwell and Dubins (Ann. Math. Stat. 33:882–886, 1961) Theorem with Rényi’s (Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability, 1961) measure of quantity of information. We also define ‘ambiguity of information’ and ‘multi-sourced information’.     

Exponential Riesz Bases, Discrepancy of Irrational Rotations and BMO

We study the basis property of systems of exponentials with frequencies belonging to ‘simple quasicrystals’. We show that a diophantine condition is necessary and sufficient for such a system to be a Riesz basis in L ² on a finite union of intervals. For the proof we extend to BMO a theorem of Kesten about the discrepancy of irrational rotations of the circle.     

Gap series constructions for the <Emphasis Type="Italic">p</Emphasis>-Laplacian

Highly oscillatory bounded solutions of div(∇u|∇u| ^p−2) = 0 are constructed when p > 2. Fatou’s theorem is shown to fail for this equation. Tom Wolff wrote this paper in 1984, but he never published it. With his family’s permission, we have edited it for publication here. Except for the shorter proof of Lemma 2.1 and the citations of [1] and [12], our alterations to the paper have mostly been typographical. We thank Juan Manfredi for help on Section 3.     

Navier-stokes equations on unbounded domains with rough initial data

We consider the Navier-Stokes equations in unbounded domains Ω ⊆ ℝ ⁿ of uniform C ^1,1-type. We construct mild solutions for initial values in certain extrapolation spaces associated to the Stokes operator on these domains. Here we rely on recent results due to Farwig, Kozono and Sohr, the fact that the Stokes operator has a bounded H ^∞-calculus on such domains, and use a general form of Kato’s method. We also obtain information on the corresponding pressure term.     

‘Fat’ triangulations,or solving certain nonconvex matrix optimization problems

In an earlier paper, the author proposed the problems of determining ‘optimal’ linear transformations of the triangulationsJ ₁ andK ₁, in the sense of minimizing their average directional density for a given mesh size. These tasks were also formulated as optimization problems where the variable is a matrix. Here we solve these problems, and another one which is analogously related to finding an ‘optimal’ linear transformation of the new triangulationJ′. We show thatJ ₁ andJ′ are themselves optimal, while the (α*β*) ofK ₁ developed by van der Laan and Talman is optimal. The latter theorem extends partial results of van der Laan and Talman and Eaves. The optimality of these linear transformations is quite robust: we may change the objective function to maximizing the volume of each simplex, or the constraints to limiting the sum of squares of edge lengths of each simplex, or both, without changing the optimal solutions. Research partially supported by a fellowship from the Alfred P. Sloan Foundation and by NSF Grant ENG82-15361     

Optimal regularity for the Signorini problem

We prove under general assumptions that solutions of the thin obstacle or Signorini problem in any space dimension achieve the optimal regularity C ^1,1/2. This improves the known optimal regularity results by allowing the thin obstacle to be defined in an arbitrary C ^1,β hypersurface, β > 1/2, additionally, our proof covers any linear elliptic operator in divergence form with smooth coefficients. The main ingredients of the proof are a version of Almgren’s monotonicity formula and the optimal regularity of global solutions.     

An identity for normal-like operators

Forλεσ(A) (A a bounded linear operator on a Hilbert space) withλ a boundary point of the numerical range, the ‘spectral theory’ forλ is ‘just as ifA were normal’. IfA isnormal-like (the smallest disk containingσ(A) has radiusr=inf _z ‖A − z‖), then also sup {‖Ax‖² − |〈x.Ax〉|²:‖x‖=1}=r ². This research was partially supported by Air Force Contract AF-AFOSR-62-414.     

Good points for diophantine approximation

Given a sequence (x _n ) _n=1^∞ of real numbers in the interval [0, 1) and a sequence (δ _n ) _n=1^∞ of positive numbers tending to zero, we consider the size of the set of numbers in [0, 1] which can be ‘well approximated’ by terms of the first sequence, namely, those y ∈ [0, 1] for which the inequality |y − x _n | < δ _n holds for infinitely many positive integers n. We show that the set of ‘well approximable’ points by a sequence (x _n ) _n=1^∞, which is dense in [0, 1], is ‘quite large’ no matter how fast the sequence (δ _n ) _n=1^∞ converges to zero. On the other hand, for any sequence of positive numbers (δ _n ) _n=1^∞ tending to zero, there is a well distributed sequence (x _n ) _n=1^∞ in the interval [0, 1] such that the set of ‘well approximable’ points y is ‘quite small’.     

The <Emphasis Type="Italic">M</Emphasis>/<Emphasis Type="Italic">G</Emphasis>/∞ system revisited: finiteness,summability, long range dependence,and reverse engineering

We explore M/G/∞ systems ‘fed’ by Poissonian inflows with infinite arrival rates. Three processes – corresponding to the system's state, workload, and queue-size – are studied and analyzed. Closed form formulae characterizing the system's stationary structure and correlation structure are derived. And, the issues of queue finiteness, workload summability, and Long Range Dependence are investigated. We then turn to devise a ‘reverse engineering’ scheme for the design of the system's correlation structure. Namely: how to construct an M/G/∞ system with a pre-desired ‘target’ workload/queue auto-covariance function. The ‘reverse engineering’ scheme is applied to various examples, including ones with infinite queues and non-summable workloads. AMS Subject Classifications Primary: 60K25; Secondary: 60G55, 60G10     

Hardy Spaces on ? n with Pointwise Variable Anisotropy

In this work we develop highly geometric Hardy spaces, for the full range 0<p≤1. These spaces are constructed over multi-level ellipsoid covers of ℝ ⁿ that are highly anisotropic in the sense that the ellipsoids can change shape rapidly from point to point and from level to level. This generalizes previous work on anisotropic Hardy spaces where the geometry of the space was ‘fixed’ over ℝ ⁿ and extends Hardy spaces over spaces of homogeneous type, where the theory holds for p values that are ‘close’ to 1.     

Optimal buffer size for a stochastic processing network in heavy traffic

We consider a one-dimensional stochastic control problem that arises from queueing network applications. The state process corresponding to the queue-length process is given by a stochastic differential equation which reflects at the origin. The controller can choose the drift coefficient which represents the service rate and the buffer size b>0. When the queue length reaches b, the new customers are rejected and this incurs a penalty. There are three types of costs involved: A “control cost” related to the dynamically controlled service rate, a “congestion cost” which depends on the queue length and a “rejection penalty” for the rejection of the customers. We consider the problem of minimizing long-term average cost, which is also known as the ergodic cost criterion. We obtain an optimal drift rate (i.e. an optimal service rate) as well as the optimal buffer size b ^*>0. When the buffer size b>0 is fixed and where there is no congestion cost, this problem is similar to the work in Ata, Harrison and Shepp (Ann. Appl. Probab. 15, 1145–1160, 2005). Our method is quite different from that of (Ata, Harrison and Shepp (Ann. Appl. Probab. 15, 1145–1160, 2005)). To obtain a solution to the corresponding Hamilton–Jacobi–Bellman (HJB) equation, we analyze a family of ordinary differential equations. We make use of some specific characteristics of this family of solutions to obtain the optimal buffer size b ^*>0. A.P. Weerasinghe’s research supported by US Army Research Office grant W911NF0510032.     

Universal properties of stable states of a free energy model with small parameters

We consider the problem of minimizing functionals of the form , for small , subject to the constraint . (Here is typically a double well potential.) We study structural properties of minimizers that are shared by all minimizers of the problem, for sufficiently small values of . It is shown that the average ‘mass’ and ‘energy’ of minimizers, over intervals of length , is almost uniformly distributed (depending on ), for all sufficiently small . Here is a constant depending on the degree of ‘uniformity’, but independent of . Received May 5, 1996 / Accepted October 28, 1996