Contact orderability up to conjugation

We study in this paper the remnants of the contact partial order on the orbits of the adjoint action of contactomorphism groups on their Lie algebras. Our main interest is a class of noncompact contact manifolds, called convex at infinity.     

Value Functions and Transversality Conditions for Infinite-Horizon Optimal Control Problems

This paper investigates a relationship between the maximum principle with an infinite horizon and dynamic programming and sheds new light upon the role of the transversality condition at infinity as necessary and sufficient conditions for optimality with or without convexity assumptions. We first derive the nonsmooth maximum principle and the adjoint inclusion for the value function as necessary conditions for optimality. We then present sufficiency theorems that are consistent with the strengthened maximum principle, employing the adjoint inequalities for the Hamiltonian and the value function. Synthesizing these results, necessary and sufficient conditions for optimality are provided for the convex case. In particular, the role of the transversality conditions at infinity is clarified.     

Properties of the Michaelis-Menten mechanism in phase space

We study the two-dimensional reduction of the Michaelis-Menten reaction of enzyme kinetics. First, we prove the existence and uniqueness of a slow manifold between the horizontal and vertical isoclines. Second, we determine the concavity of all solutions in the first quadrant. Third, we establish the asymptotic behaviour of all solutions near the origin, which generally is not given by a Taylor series. Finally, we determine the asymptotic behaviour of the slow manifold at infinity. To this end, we show that the slow manifold can be constructed as a centre manifold for a fixed point at infinity.     

Hitchin-Thorpe inequality for noncompact Einstein 4-manifolds

We prove a Hitchin-Thorpe inequality for noncompact Einstein 4-manifolds with specified asymptotic geometry at infinity. The asymptotic geometry at infinity is either a cusp bundle over a compact space (the fibered cusps) or a fiber bundle over a cone with a compact fiber (the fibered boundary). Many noncompact Einstein manifolds come with such a geometry at infinity.     

Progress on asymptotic behavior of the Yang-Mills-Higgs flow

In this note we will introduce our recent work on the existence of approximate Hermitian-Einstein structures on semi-stable Higgs bundles, and the asymptotic behavior of the Yang-Mills-Higgs flow for Higgs pairs at infinity.     

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.     

Riemannian submersions of open manifolds which are flat at infinity

We prove that a base of a Riemannian submersion is flat, if is flat at infinity and is compact. As a corollary we obtain a topological gap-phenomenon for open manifolds of nonnegative sectional curvature (Eschenburg-Schroeder-Strake conjecture). Received: October 21, 1997; revised: June 2, 1998.     

A pair of difference differential equations of Euler-Cauchy type

We study two classes of linear difference differential equations analogous to Euler-Cauchy ordinary differential equations, but in which multiple arguments are shifted forward or backward by fixed amounts. Special cases of these equations have arisen in diverse branches of number theory and combinatorics. They are also of use in linear control theory. Here, we study these equations in a general setting. Building on previous work going back to de Bruijn, we show how adjoint equations arise naturally in the problem of uniqueness of solutions. Exploiting the adjoint relationship in a new way leads to a significant strengthening of previous uniqueness results. Specifically, we prove here that the general Euler-Cauchy difference differential equation with advanced arguments has a unique solution (up to a multiplicative constant) in the class of functions bounded by an exponential function on the positive real line. For the closely related class of equations with retarded arguments, we focus on a corresponding class of solutions, locating and classifying the points of discontinuity. We also provide an explicit asymptotic expansion at infinity.

     

Critical points of the integral map of the charged three-body problem

This is the first in a series of three papers where we study the integral manifolds of the charged three-body problem. The integral manifolds are the fibers of the map of integrals. Their topological type may change at critical values of the map of integrals. Due to the non-compactness of the integral manifolds one has to take into account besides ‘ordinary’ critical points also critical points at infinity. In the present paper we concentrate on ‘ordinary’ critical points and in particular elucidate their connection to central configurations. In a second paper we will study critical points at infinity. The implications for the Hill regions, i.e. the projections of the integral manifolds to configuration space, are the subject of a third paper.     

A unified treatment of maximum principle and dynamic programming in stochastic controls

An optimal stochastic control problem is considered in this paper, where the diffusion coefficient also depends on the control and is possibly degenerate. In addition to the usual adjoint process, a second-order adjoint process is introduced. Some relationships between the value function and the adjoint processes are presented via the “super- and sub-differential” which is related to the viscosity solution, without assuming the smoothness of the value function. The maximum principle, dynamic programming and their connections are then established within a unified framework of viscosity solution     

Geometry of quadratic differential systems in the neighborhood of infinity

In this article we give a complete global classification of the class QS_ess of planar, essentially quadratic differential systems (i.e. defined by relatively prime polynomials and whose points at infinity are not all singular), according to their topological behavior in the vicinity of infinity. This class depends on 12 parameters but due to the action of the affine group and re-scaling of time, the family actually depends on five parameters. Our classification theorem (Theorem 7.1) gives us a complete dictionary connecting very simple integer-valued invariants which encode the geometry of the systems in the vicinity of infinity, with algebraic invariants and comitants which are a powerful tool for computer algebra computations helpful in the route to obtain the full topological classification of the class QS of all quadratic differential systems.     

一类平面三次向量场的全局拓扑结构

本文利用中心投影变换的思想证明了一类具有星形结点的平面三次向量场的几何性质依赖于无穷远处的几何性质.研究了该向量场的全局拓扑结构,得到了该向量场不考虑极限环的存在性时有27类不同的全局拓扑等价类,以及存在赤道闭轨线的充要条件和存在至少一个极限环的条件.     

Optimal Control of Differential–Algebraic Equations of Higher Index,Part 2: Necessary Optimality Conditions

This paper deals with optimal control problems described by higher index DAEs. We introduce a class of problems which can be transformed to index one control problems. For these problems we show in the accompanying paper that, if the solutions to the adjoint equations are well–defined, then the first-order approximations to the functionals defining the problem can be expressed in terms of the adjoint variables. In this paper we show that the solutions to the adjoint equations are essentially bounded measurable functions. Then, based on the first order approximations, we derive the necessary optimality conditions for the considered class of control problems. These conditions do not require the transformation of the DAEs to index-one system; however, higher-index DAEs and their associated adjoint equations have to be solved.     

Using dual techniques to derive componentwise and mixed condition numbers for a linear function of a linear least squares solution

We prove duality results for adjoint operators and product norms in the framework of Euclidean spaces. We show how these results can be used to derive condition numbers especially when perturbations on data are measured componentwise relatively to the original data. We apply this technique to obtain formulas for componentwise and mixed condition numbers for a linear function of a linear least squares solution. These expressions are closed when perturbations of the solution are measured using a componentwise norm or the infinity norm and we get an upper bound for the Euclidean norm.      

The Logarithmic Gradient of the Kernel of the Heat Equation with Drift on a Riemannian Manifold

For a parabolic equation with drift on a Riemannian manifold of positive curvature we obtain a representation for the logarithmic gradient in the form of the sum of two vector fields one of which is known and the other is bounded. The drift field is assumed to be of sufficiently rapid decay at infinity.     

Small ball probabilities for smooth Gaussian fields and tensor products of compact operators

We find the logarithmic L₂‐small ball asymptotics for a class of zero mean Gaussian fields with covariances having the structure of “tensor product”. The main condition imposed on marginal covariances is slow growth at the origin of counting functions of their eigenvalues. That is valid for Gaussian functions with smooth covariances. Another type of marginal functions considered as well are classical Wiener process, Brownian bridge, Ornstein–Uhlenbeck process, etc., in the case of special self‐similar measure of integration. Our results are based on a new theorem on spectral asymptotics for the tensor products of compact self‐adjoint operators in Hilbert space which is of independent interest. Thus, we continue to develop the approach proposed in the paper 6 , where the regular behavior at infinity of marginal eigenvalues was assumed.     

The restricted Grassmannian, Banach Lie-Poisson spaces, and coadjoint orbits

We investigate some basic questions concerning the relationship between the restricted Grassmannian and the theory of Banach Lie-Poisson spaces. By using universal central extensions of Lie algebras, we find that the restricted Grassmannian is symplectomorphic to symplectic leaves in certain Banach Lie-Poisson spaces, and the underlying Banach space can be chosen to be even a Hilbert space. Smoothness of numerous adjoint and coadjoint orbits of the restricted unitary group is also established. Several pathological properties of the restricted algebra are pointed out.     

Adjoint equation and Lyapunov regularity for linear stochastic differential algebraic equations of index 1

We introduce a concept of adjoint equation and Lyapunov regularity of a stochastic differential algebraic Equation (SDAE) of index 1. The notion of adjoint SDAE is introduced in a similar way as in the deterministic differential algebraic equation case. We prove a multiplicative ergodic theorem for the adjoint SDAE and the adjoint Lyapunov spectrum. Employing the notion of adjoint equation and Lyapunov spectrum of an SDAE, we are able to define Lyapunov regularity of SDAEs. Some properties and an example of a metal oxide semiconductor field-effect transistor ring oscillator under thermal noise are discussed.     

Incompressible surfaces in punctured-torus bundles

We derive in this paper the classification up to isotopy of the incompressible surfaces in hyperbolic 3-manifolds which fiber over the circle with fiber a once-punctured torus. From this classification it follows that most of the 3-manifolds obtained by compactifying these bundles via a circle at infinity are closed hyperbolic 3-manifolds which contain 1.0 incompressible surfaces, i.e., are not Haken manifolds.