On the most visited sites by a symmetric stable process

Summary. At time t, the most visited site of a linear Brownian motion is defined as the point which realises the supremum of the local times at time t. Let V be the time indexed process of the most visited sites by a linear Brownian motion. We show that every value is polar for V. Those results are extended from Brownian motion to symmetric stable processes, and then to the absolute value of a symmetric stable process. Received: 1 March 1996 / In revised form: 17 October 1996     

Was Bayes a Bayesian?

This paper analyzes Thomas Bayes' essay of 1763, together with the additions by Richard Price, in relation to (1) historical influences and (2) the Bayesianism of the 20th century. As regards (1), historical evidence is presented linking Price with Hume, and it is argued that Price's additions are likely to have been written as an attempt to solve Hume's problem of induction. As regards (2), it is shown that Bayes' billiard table example is so constructed as to avoid the objections to Bayesianism made, in our own time, by R. A. Fisher and J. Neyman. Bayes did, however, introduce controversial Bayesian assumptions in his scholium, and was therefore a Bayesian—though a cautious Bayesian.     

The mass of super-Brownian motion upon exiting balls and Sheu’s compact support condition

We study the mass of a d$d$-dimensional super-Brownian motion as it first exits an increasing sequence of balls. The mass process is a time-inhomogeneous continuous-state branching process, where the increasing radii of the balls are taken as the time-parameter. We characterise its time-dependent branching mechanism and show that it converges, as time goes to infinity, towards the branching mechanism of the mass of a one-dimensional super-Brownian motion as it first crosses above an increasing sequence of levels.     

Periodic non-autonomous second-order dynamical systems

We study the existence of periodic solutions for a second-order non-autonomous dynamical system. We give three sets of hypotheses which guarantee the existence of non-constant solutions. We were able to weaken the hypotheses considerably from those used previously for such systems. We employ a saddle point theorem using linking methods.     

行星悬浮轨道附近的编队

研究了不同类型的地球和火星悬浮轨道附近的相对运动．首先,推导了悬浮轨道附近的相对运动方程并将相对运动方程在悬浮轨道附近线性化．利用两种半自然编队控制率进行编队控制,其中一种为被动控制,对工程应用有很大的价值．在两种控制率下,讨论了每种悬浮轨道的稳定区域．由于两种控制率都不能满足特殊的火星悬浮轨道任务要求,于是,根据该任务的要求设计了一种特殊的半自然控制率．该控制率既能满足编队任务的要求也能使相对运动稳定．     

Brouwer and cardinalities

This note is a somewhat personal account of a paper that L.E.J. Brouwer published in 1908 and that dealt with the possible cardinalities of subsets of the continuum. That paper is of interest because it represents the first time that Brouwer presented his ideas on foundations in an international forum.I found Brouwer’s notions and arguments at times hard to grasp if not occasionally perplexing. I hope that this note contributes to a further discussion of the definitions and reasonings as presented in Brouwer’s paper.     

The problem of the most visited site in random environment

We prove that the process of the most visited site of Sinai's simple random walk in random environment is transient. The rate of escape is characterized via an integral criterion. Our method also applies to a class of recurrent diffusion processes with random potentials. It is interesting to note that the corresponding problem for the usual symmetric Bernoulli walk or for Brownian motion remains open. Received: 17 April 1998     

The astronomical work of Carl Friedrich Gauss (1777–1855)

Gauss's interest in astronomy dates from his student-days in Göttingen, and was stimulated by his reading of Franz Xavier von Zach's Monatliche Correspondenz… where he first read about Giuseppe Piazzi's discovery of the minor planet Ceres on 1 January 1801. He quickly produced a theory of orbital motion which enabled that faint star-like object to be rediscovered by von Zach and others after it emerged from the rays of the Sun. Von Zach continued to supply him with the observations of contemporary European astronomers from which he was able to improve his theory to such an extent that he could detect the effects of planetary perturbations in distorting the orbit from an elliptical form. To cope with the complexities which these introduced into the calculations of Ceres and more especially the other minor planet Pallas, discovered by Wilhelm Olbers in 1802, Gauss developed a new and more rigorous numerical approach by making use of his mathematical theory of interpolation and his method of least-squares analysis, which was embodied in his famous Theoria motus of 1809. His laborious researches on the theory of Pallas's motion, in which he enlisted the help of several former students, provided the framework of a new mathematical formulation of the problem whose solution can now be easily effected thanks to modern computational techniques.Up to the time of his appointment as Director of the Göttingen Observatory in 1807, Gauss had little opportunity for engaging himself in practical astronomical work. His first systematic observations were concerned with re-establishing the latitude of of that observatory, which had been well-determined by Tobias Mayer more than fifty years earlier. However, he found a small but not negligible discrepancy between results obtained independently from stellar and solar observations, as well as irregularities among later measurements of polar altitudes (made at the new observatory completed in 1816), which he was never able to explain, despite repeated attempts to do so using different instruments and observational techniques. Similar anomalies were also detected by a number of other astronomers at around this time. These may have been associated--at any rate, partially--with the phenomenon identified later in the century as a “variation of latitude” due to minor periodic fluctuations in the Earth's axis of rotation produced by meteorological and geological factors.     

On the lifetime of a conditioned Brownian motion on a fish bowl

It has been conjectured that for 2-dimensional planar domains the lifetime of a conditioned Brownian motion is maximized for two boundary points. The present example shows that such a claim is in general not true on manifolds. Received: 3 April 2007     

Some stochastic properties of “semi-magic” and “magic” Markov chains

Gustafson and Styan (Gustafson and Styan, Superstochastic matrices and Magic Markov chains, Linear Algebra Appl. 430 (2009) 2705-2715) examined the mathematical properties of superstochastic matrices, the transition matrices of “magic” Markov chains formed from scaled “magic squares”. This paper explores the main stochastic properties of such chains as well as “semi-magic” chains (with doubly-stochastic transition matrices). Stationary distribution, generalized inverses of Markovian kernels, mean first passage times, variances of the first passage times and expected times to mixing are considered. Some general results are developed, some observations from the chains generated by MATLAB are discussed, some conjectures are presented and some special cases, involving three and four states, are explored in detail.     

Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion

Summary The scaling property of Brownian motion is exploited systematically in order to extend Paul Lévy's arc sine law to Brownian motion perturbed by its local time at 0. Other important ingredients of the proofs are some Ray-Knight theorems for local times.     

Backward Euler method for abstract time-dependent parabolic equations with variable domains

We consider semidiscretizations in time, based on the backward Euler method, of an abstract, non-autonomous parabolic initial value problem where , , is a family of sectorial operators in a Banach space X. The domains are allowed to depend on t. Our hypotheses are fulfilled for classical parabolic problems in the , , norms. We prove that the semidiscretization is stable in a suitable sense. We get optimal estimates for the error even when non-homogeneous boundary values are considered. In particular, the results are applicable to the analysis of the semidiscretizations of time-dependent parabolic problems under non-homogeneous Neumann boundary conditions. Received October 17, 1997 / Revised version received April 17, 1998     

On the bidirectional vortex and other similarity solutions in spherical coordinates

The bidirectional vortex refers to the bipolar, coaxial swirling motion that can be triggered, for example, in cyclone separators and some liquid rocket engines with tangential aft-end injectors. In this study, we present an exact solution to describe the corresponding bulk motion in spherical coordinates. To do so, we examine both linear and nonlinear solutions of the momentum and vorticity transport equations in spherical coordinates. The assumption will be that of steady, incompressible, inviscid, rotational, and axisymmetric flow. We further relate the vorticity to some power of the stream function. At the outset, three possible types of similarity solutions are shown to fulfill the momentum equation. While the first type is incapable of satisfying the conditions for the bidirectional vortex, it can be used to accommodate other physical settings such as Hill’s vortex. This case is illustrated in the context of inviscid flow over a sphere. The second leads to a closed-form analytical expression that satisfies the boundary conditions for the bidirectional vortex in a straight cylinder. The third type is more general and provides multiple solutions. The spherical bidirectional vortex is derived using separation of variables and the method of variation of parameters. The three-pronged analysis presented here increases our repertoire of general mean flow solutions that rarely appear in spherical geometry. It is hoped that these special forms will permit extending the current approach to other complex fluid motions that are easier to capture using spherical coordinates.     

Extreme value theory for stochastic integrals of Legendre polynomials

We study in this paper the extremal behavior of stochastic integrals of Legendre polynomial transforms with respect to Brownian motion. As the main results, we obtain the exact tail behavior of the supremum of these integrals taken over intervals [0,h] with h>0 fixed, and the limiting distribution of the supremum on intervals [0,T] as T→∞. We show further how this limit distribution is connected to the asymptotic of the maximally selected quasi-likelihood procedure that is used to detect changes at an unknown time in polynomial regression models. In an application to global near-surface temperatures, we demonstrate that the limit results presented in this paper perform well for real data sets.     

Bounded Palais-Smale sequences for functionals with a mountain pass geometry

We prove the existence of bounded Palais-Smale sequences for abstract functionals with a mountain pass geometry under hypotheses weaker than those commonly used in the literature. This is obtained via a generalization of a generic result of Jeanjean, combined with a rescaling argument. Applications to the existence of nontrivial solutions to semilinear elliptic problems are given. Received: 17 November 2005     

A super-Brownian motion with a locally infinite catalytic mass

Summary. A super-Brownian motion in with “hyperbolic” branching rate , is constructed, which symbolically could be described by the formal stochastic equation (with a space-time white noise ). Starting at this superprocess will never hit the catalytic center: There is an increasing sequence of Brownian stopping times strictly smaller than the hitting time of such that with probability one Dynkin's stopped measures vanish except for finitely many Received: 27 November 1995 / In revised form: 24 July 1996     

El Naschie’s ε space–time, hydrodynamic model of scale relativity theory and some applications

A generalization of the Nottale’s scale relativity theory is elaborated: the generalized Schrödinger equation results as an irrotational movement of Navier–Stokes type fluids having an imaginary viscosity coefficient. Then ψ simultaneously becomes wave-function and speed potential. In the hydrodynamic formulation of scale relativity theory, some implications in the gravitational morphogenesis of structures are analyzed: planetary motion quantizations, Saturn’s rings motion quantizations, redshift quantization in binary galaxies, global redshift quantization etc. The correspondence with El Naschie’s ε^(∞) space–time implies a special type of superconductivity (El Naschie’s superconductivity) and Cantorian-fractal sequences in the quantification of the Universe.     

A New approach to finding the control that transports a system from one phase state to another

In their previous papers, the authors have considered the possibility of applying the theory of motion for nonholonomic systems with high-order constraints to solving one of the main problems of the control theory. This is a problem of transporting a mechanical system with a finite number of degrees of freedom from a given phase state to another given phase state during a fixed time. It was shown that, when solving such a problem using the Pontryagin maximum principle with minimization of the integral of the control force squared, a nonholonomic high-order constraint is realized continuously during the motion of the system. However, in this case, one can also apply a generalized Gauss principle, which is commonly used in the motion of nonholonomic systems with high-order constraints. It is essential that the latter principle makes it possible to find the control as a polynomial, while the use of the Pontryagin maximum principle yields the control containing harmonics with natural frequencies of the system. The latter fact determines increasing the amplitude of oscillation of the system if the time of motion is long. Besides this, a generalized Gauss principle allows us to formulate and solve extended boundary problems in which along with the conditions for generalized coordinates and velocities at the beginning and at the end of motion, the values of any-order derivatives of the coordinates are introduced at the same time instants. This makes it possible to find the control without jumps at the beginning and at the end of motion. The theory presented has been demonstrated when solving the problem of the control of horizontal motion of a trolley with pendulums. A similar problem can be considered as a model, since when the parameters are chosen correspondingly it becomes equivalent to the problem of suppression of oscillations of a given elastic body some cross-section of which should move by a given distance in a fixed time. The equivalence of these problems significantly widens the range of possible applications of the problem of a trolley with pendulums. The previous solution of the problem has been reduced to the selection of a horizontal force that is a solution to the formulated problem. In the present paper, it is offered to seek an acceleration of a trolley with which it moves by a given distance in a fixed time, as a time function but not a force applied to the trolley, while the velocities and accelerations are equal to zero at the beginning and end of motion. In this new problem, the rotation angles of pendulums are the principal coordinates. This makes it possible to find a sought acceleration of a trolley on the basis of a generalized Gauss principle according to the technique developed before. Knowing the motion of a trolley and pendulums it is easy to determine the required control force. The results of numerical calculations are presented.     

Experiences with self‐managed learning in an undergraduate management science course

A one semester introduction to Management Science was presented recently by the author to a class of undergraduate students in the School of Management, Clarkson College, Potsdam, New York. The course format was after the self‐managed learning fashion. The present paper chronicles the course design and objectives, the experiences in conducting it, and the results. The results are analysed and discussed, and some simple statistical tests are applied to hypotheses generated from certain of the observations. Recommendations for modifications of the format and content are made and some discussion presented on the desirable content of such a course.