Random creation and dispersion of mass

Consider evolution of density of a mass or a population, geographically situated in a compact region of space, assuming random creation-annihilation and migration, or dispersion of mass, so the evolution is a random measure. When the creation-annihilation and dispersion are diffusions the situation is described formally by a stochastic partial differential equation; ignoring dispersion make approximations to the initial density by atomic measures and if the corresponding discrete random measures converge “in law” to a unique random measure call it a solution. To account for dispersion Trotter's product formula is applied to semiflows corresponding to dispersion and creation-annihilation. Existence of solutions has been a conjecture for several years despite a claim in ([2], J. Multivariate Anal. 5, 1–52). We show that solutions exist and that non-deterministic solutions are “smeared” continuous-state branching diffusions.     

A natural prior probability distribution derived from the propositional calculus

A σ-additive probability measure on the real interval [0, 1] is defined by considering the expected values of “randomly chosen” large formulae of the propositional calculus, where the propositional variables are treated as independent random variables on {0, 1} with expected value . Although arising naturally from logical and/or cognitive considerations, this measure is extremely complex and displays certain formally pathological features, including infinite density at all points of a certain dense subset of [0, 1]. Certain variantsof the construction are also considered. The introduction includes an account of motivation for the study of such measures arising from a fundamental problem in inexact reasoning.     

Continuous iterations of dynamical maps: An axiomatic approach

In this paper, an axiomatic definition of continuous iterations of a dynamical map is provided. From the axioms that define common properties of all continuous iterations, it will be demonstrated that continuous iterations that are also derivable must satisfy a certain nonlinear differential equation, herein referred as the “Equation of Derivable Continuous Iterations”. A general solution of this equation will be obtained by means of the Laplace transform and it will be shown that derivable continuous iterations of a map must have a certain functional form. A formula for analytically calculating derivable continuous iterations of maps with at least a fixed point is provided.     

Construction of the value function in a pursuit-evasion game with three pursuers and one evader

A differential pursuit-evasion game is considered with three pursuers and one evader. It is assumed that all objects (players) have simple motions and that the game takes place in a plane. The control vectors satisfy geometrical constraints and the evader has a superiority in control resources. The game time is fixed. The value functional is the distance between the evader and the nearest pursuer at the end of the game. The problem of determining the value function of the game for any possible position is solved.

Three possible cases for the relative arrangement of the players at an arbitrary time are studied: “one-after-one”, “two-after-one”, “three-after-one-in-the-middle” and “three-after-one”. For each of the relative arrangements of the players a guaranteed result function is constructed. In the first three cases the function is expressed analytically. In the fourth case a piecewise-programmed construction is presented with one switchover, on the basis of which the value of the function is determined numerically. The guaranteed result function is shown to be identical with the game value function. When the initial pursuer positions are fixed in an arbitrary manner there are four game domains depending on their relative positions. The boundary between the “three-after-one-in-the-middle” domain and the “three-after-one” domain is found numerically, and the remaining boundaries are interior Nicomedean conchoids, lines and circles. Programs are written that construct singular manifolds and the value function level lines.     

Tanh-travelling wave solutions, truncated Painlevé expansion and reduction of Bullough–Dodd equation to a quadrature in magnetohydrodynamic equilibrium

The equations of magnetohydrodynamic (MHD) equilibria for a plasma in gravitational field are investigated. For equilibria with one ignorable spatial coordinate, the MHD equations are reduced to a single nonlinear elliptic equation for the magnetic potential , known as the Grad–Shafranov equation. Specifying the arbitrary functions in this equation, the Bullough–Dodd equation can be obtained. The truncated Painlevé expansion and reduction of the partial differential equation to a quadrature problem (RQ method) are described and applied to obtain the travelling wave solutions of the Bullough–Dodd equation for the case of isothermal magnetostatic atmosphere, in which the current density J is proportional to the exponentially of the magnetic flux and moreover falls off exponentially with distance vertical to the base, with an “e-folding” distance equal to the gravitational scale height.     

On the theory of fugoid motions

In 1891 Zhukovslii in his paper “On soaring of birds” [1] solved the problem of the motion of a body of high lift — drag ratio in an atmosphere of constant density. In [2] this problem was considered in greater detail, but the basic assumption of a constant density was made here as well. There have recently appeared numerous papers concerning the analytical solution of the problem of entry into the atmosphere with orbital and escape velocities [3 to 5]. But these studies were concerned primarily with the problems of ballistic entry and entry with low lift — drag ratio. In considering oscillatory states, the authors limited their treatment to small angles between the trajectory and local horizon. In the present paper we consider the problem without imposing any limitations on the slope of the trajectory or initial velocity. The case examined will be that of a hypothetical glider spacecraft of sufficiently high lift — drag ratio. It is interesting to note that the solution of this problem reduces to the solution of Zhukovskii's problem, but for an atmosphere of variable density. The associated trajectories are termed “fugoid”. All of our assumptions about the parameters of such a glider are of a particular hypothetical character.     

The Dempster–Shafer calculus for statisticians

The Dempster–Shafer (DS) theory of probabilistic reasoning is presented in terms of a semantics whereby every meaningful formal assertion is associated with a triple (p, q, r) where p is the probability “for” the assertion, q is the probability “against” the assertion, and r is the probability of “don’t know”. Arguments are presented for the necessity of “don’t know”. Elements of the calculus are sketched, including the extension of a DS model from a margin to a full state space, and DS combination of independent DS uncertainty assessments on the full space. The methodology is applied to inference and prediction from Poisson counts, including an introduction to the use of join-tree model structure to simplify and shorten computation. The relation of DS theory to statistical significance testing is elaborated, introducing along the way the new concept of “dull” null hypothesis.     

The stability of nonlinear age-dependent population equation

A kind of size-dependent age-structured single species population equation with a random gestation period is discussed. A generalized population size E, called “the newborn equivalent quantity” is defined. The stability of a positive equilibrium is studied when the control function is chosen to be E. It is proved that if E is unfavorable to both survival and reproduction, the unique positive equilibrium is globally asymptotically stable.     

Multi-step quasi-Newton methods for optimization

Quasi-Newton methods update, at each iteration, the existing Hessian approximation (or its inverse) by means of data deriving from the step just completed. We show how “multi-step” methods (employing, in addition, data from previous iterations) may be constructed by means of interpolating polynomials, leading to a generalization of the “secant” (or “quasi-Newton”) equation. The issue of positive-definiteness in the Hessian approximation is addressed and shown to depend on a generalized version of the condition which is required to hold in the original “single-step” methods. The results of extensive numerical experimentation indicate strongly that computational advantages can accrue from such an approach (by comparison with “single-step” methods), particularly as the dimension of the problem increases.     

Thermodynamics of diffuse damage in solids

A thermodynamic model of the accumulation of diffuse damage in deformed solids is proposed. A closed system of dynamic equations of thermo-fractomechanics is constructed. A solution of the non-linear equation of the “diffusion” of damage in the form of a plane stationary kink-shaped damage wave is obtained. It is shown that the velocity of the wave front is proportional to the invariants of the strain (stress) tensor and the “diffusion” coefficient, and inversely proportional to the force of resistance to damage accumulation.     

Implicit algorithms for solving the Cauchy problem for the equations of the dynamics of mechanical systems

It is shown that in the numerical solution of the Cauchy problem for systems of second-order ordinary differential equations, when solved for the highest-order derivative, it is possible to construct simple and economical implicit computational algorithms for step-by-step integration without using laborious iterative procedures based on processes of the Newton-Raphson iterative type. The initial problem must first be transformed to a new argument — the length of its integral curve. Such a transformation is carried out using an equation relating the initial parameter of the problem to the length of the integral curve. The linear acceleration method is used as an example to demonstrate the procedure of constructing an implicit algorithm using simple iterations for the numerical solution of the transformed Cauchy problem. Propositions concerning the computational properties of the iterative process are formulated and proved. Explicit estimates are given for an integration stepsize that guarantees the convergence of the simple iterations. The efficacy of the proposed procedure is demonstrated by the numerical solution of three problems. A comparative analysis is carried out of the numerical solutions obtained with and without parametrization of the initial problems in these three settings. As a qualitative test the problem of the celestial mechanics of the “Pleiades” is considered. The second example is devoted to modelling the non-linear dynamics of an elastic flexible rod fixed at one end as a cantilever and coiled in its initial (static) state into a ring by a bending moment. The third example demonstrates the numerical solution of the problem of the “unfolding” of a mechanical system consisting of three flexible rods with given control input.     

Gravitational instanton in Hilbert space and the mass of high energy elementary particles

While the theory of relativity was formulated in real spacetime geometry, the exact formulation of quantum mechanics is in a mathematical construction called Hilbert space. For this reason transferring a solution of Einstein’s field equation to a quantum gravity Hilbert space is far of being a trivial problem.

On the other hand ^(∞) spacetime which is assumed to be real is applicable to both, relativity theory and quantum mechanics. Consequently, one may expect that a solution of Einstein’s equation could be interpreted more smoothly at the quantum resolution using the Cantorian ^(∞) theory.

In the present paper we will attempt to implement the above strategy to study the Eguchi–Hanson gravitational instanton solution and its interpretation by ‘t Hooft in the context of quantum gravity Hilbert space as an event and a possible solitonic “extended” particle. Subsequently we do not only reproduce the result of ‘t Hooft but also find the mass of a fundamental “exotic” symplictic-transfinite particle m1.8 MeV as well as the mass M_x and M (Planck) which are believed to determine the GUT and the total unification of all fundamental interactions respectively. This may be seen as a further confirmation to an argument which we put forward in various previous publications in favour of an alternative mass acquisition mechanism based on unification and duality considerations. Thus even in case that we never find the Higgs particle experimentally, the standard model would remain substantially intact as we can appeal to tunnelling and unification arguments to explain the mass. In fact a minority opinion at present is that finding the Higgs particle is not a final conclusive argument since one could ask further how the Higgs particle came to its mass which necessitates a second Higgs field. By contrast the present argument could be viewed as an ultimate theory based on the existence of a “super” force, beyond which nothing else exists.     

Fuzzy logic in measurements

Our main interest in this paper is to translate from “natural language” into “system theoretical language”. This is of course important since a statement in system theory can be analyzed mathematically or computationally. We assume that, in order to obtain a good translation, “system theoretical language” should have great power of expression. Thus we first propose a new frame of system theory, which includes the concepts of “measurement” as well as “state equation”. And we show that a certain statement in usual conversation, i.e., fuzzy modus ponens with the word “very”, can be translated into a statement in the new frame of system theory. Though our result is merely one example of the translation from “natural language” into “system theoretical language”, we believe that our method is fairly general.     

On a class of preconditioners for solving the Helmholtz equation

In 1983, a preconditioner was proposed [J. Comput. Phys. 49 (1983) 443] based on the Laplace operator for solving the discrete Helmholtz equation efficiently with CGNR. The preconditioner is especially effective for low wavenumber cases where the linear system is slightly indefinite. Laird [Preconditioned iterative solution of the 2D Helmholtz equation, First Year's Report, St. Hugh's College, Oxford, 2001] proposed a preconditioner where an extra term is added to the Laplace operator. This term is similar to the zeroth order term in the Helmholtz equation but with reversed sign. In this paper, both approaches are further generalized to a new class of preconditioners, the so-called “shifted Laplace” preconditioners of the form Δφ−k²φ with . Numerical experiments for various wavenumbers indicate the effectiveness of the preconditioner. The preconditioner is evaluated in combination with GMRES, Bi-CGSTAB, and CGNR.     

Uncertainty quantification for random parabolic equations with nonhomogeneous boundary conditions on a bounded domain via the approximation of the probability density function

This paper deals with the randomized heat equation defined on a general bounded interval [L₁, L₂] and with nonhomogeneous boundary conditions. The solution is a stochastic process that can be related, via changes of variable, with the solution stochastic process of the random heat equation defined on [0,1] with homogeneous boundary conditions. Results in the extant literature establish conditions under which the probability density function of the solution process to the random heat equation on [0,1] with homogeneous boundary conditions can be approximated. Via the changes of variable and the Random Variable Transformation technique, we set mild conditions under which the probability density function of the solution process to the random heat equation on a general bounded interval [L₁, L₂] and with nonhomogeneous boundary conditions can be approximated uniformly or pointwise. Furthermore, we provide sufficient conditions in order that the expectation and the variance of the solution stochastic process can be computed from the proposed approximations of the probability density function. Numerical examples are performed in the case that the initial condition process has a certain Karhunen‐Loève expansion, being Gaussian and non‐Gaussian.     

From the classical to the generalized von Kármán and Marguerre–von Kármán equations

In this work, we describe and analyze two models that were recently proposed for modeling generalized von Kármán plates and generalized Marguerre–von Kármán shallow shells.

First, we briefly review the “classical” von Kármán and Marguerre–von Kármán equations, their physical meaning, and their mathematical justification. We then consider the more general situation where only a portion of the lateral face of a nonlinearly elastic plate or shallow shell is subjected to boundary conditions of von Kármán type, while the remaining portion is free. Using techniques from formal asymptotic analysis, we obtain in each case a two-dimensional boundary value problem that is analogous to, but is more general than, the classical equations.

In particular, it is remarkable that the boundary conditions for the Airy function can still be determined on the entire boundary of the nonlinearly elastic plate or shallow shell solely from the data.

Following recent joint works, we then reduce these more general equations to a single “cubic” operator equation, which generalizes an equation introduced by Berger and Fife, and whose sole unknown is the vertical displacement of the shell. We next adapt an elegant compactness method due to Lions for establishing the existence of a solution to this operator equation.     

Exact solutions of the one-dimensional generalized modified complex Ginzburg–Landau equation

The one-dimensional (1D) generalized modified complex Ginzburg–Landau (MCGL) equation for the traveling wave systems is analytically studied. Exact solutions of this equation are obtained using a method which combines the Painlevé test for integrability in the formalism of Weiss–Tabor–Carnevale and Hirota technique of bilinearization. We show that pulses, fronts, periodic unbounded waves, sources, sinks and solution as collision between two fronts are the important coherent structures that organize much of the dynamical properties of these traveling wave systems. The degeneracies of the 1D generalized MCGL equation are examined as well as several of their solutions. These degeneracies include two important equations: the 1D generalized modified Schrödinger equation and the 1D generalized real modified Ginzburg–Landau equation. We obtain that the one parameter family of traveling localized source solutions called “Nozaki–Bekki holes” become a subfamily of the dark soliton solutions in the 1D generalized modified Schrödinger limit.     

Tagged particle motion in a clustered random walk system

In this paper a new model is presented of a one-dimensional interacting particle system which we call “a clustered random walk system”, in which a tagged particle has an asymptotically Gaussian distribution with variance βt^1/ (1<2).     

On an optimal stopping problem of Gusein-Zade

We study the problem of selecting one of the r best of n rankable individuals arriving in random order, in which selection must be made with a stopping rule based only on the relative ranks of the successive arrivals. For each r up to r=25, we give the limiting (as n→∞) optimal risk (probability of not selecting one of the r best) and the limiting optimal proportion of individuals to let go by before being willing to stop. (The complete limiting form of the optimal stopping rule is presented for each r up to r=10, and for r=15, 20 and 25.) We show that, for large n and r, the optical risk is approximately (1−t^*)^r, where t^*≈0.2834 is obtained as the roof of a function which is the solution to a certain differential equation. The optimal stopping rule τ_r,n lets approximately t^*n arrivals go by and then stops ‘almost immediately’, in the sense that τ_r,n/n→t^* in probability as n→∞, r→∞     

Cauchy problem for equations of internal waves

The Cauchy problem is considered for the equation of internal waves to which reduce many problems of the linear theory of waves in a continuously stratified fluid. The theorem of uniqueness is proved, and the formula for explicit representation of solution in terms of integrals whose kernels contain the obtained in /1/ fundamental solution of the internal wave operator and its time derivative are derived. Asymptotic analysis of solution in the “distant zone” is carried out for large values of dimensionless time.