An Expansion Formula for the Askey–Wilson Function

The Askey–Wilson function transform is a q-analogue of the Jacobi function transform with kernel given by an explicit non-polynomial eigenfunction of the Askey–Wilson second order q-difference operator. The kernel is called the Askey–Wilson function. In this paper an explicit expansion formula for the Askey–Wilson function in terms of Askey–Wilson polynomials is proven. With this expansion formula at hand, the image under the Askey–Wilson function transform of an Askey–Wilson polynomial multiplied by an analogue of the Gaussian is computed explicitly. As a special case of these formulas a q-analogue (in one variable) of the Macdonald–Mehta integral is obtained, for which also two alternative, direct proofs are presented.     

On Ginzburg's Bivariant Chern Classes, II

For a morphism whose target variety is nonsingular, the Chern–Schwartz–MacPherson class homomorphism followed by capping with the pullback of the Segre class of the target variety is called the Ginzburg–Chern class. In this paper, using the Verdier–Riemann–Roch for Chern Class, we show that the correspondence assigning to a bivariant constructible function on any morphism with nonsingular target variety the Ginzburg–Chern class of it is the unique Grothendieck transformation satisfying the 'normalization condition' that for morphisms to a point it becomes the Chern–Schwartz–MacPherson class homomorphism, except for that the bivariant homology pullback is considered only for a smooth morphism.     

Dynamic Robust Output Min–Max Control for Discrete Uncertain Systems

Min–max control is a robust control, which guarantees stability in the presence of matched uncertainties. The basic min–max control is a static state feedback law. Recently, the applicability conditions of discrete static min–max control through the output have been derived. In this paper, the results for output static min–max control are further extended to a class of output dynamic min–max controllers, and a general parametrization of all such controllers is derived. The dynamic output min–max control is shown to exist in many circumstances under which the output static min–max control does not exist, and usually allows for broader bounds on uncertainties. Another family of robust output min–max controllers, constructed from an asymptotic observer which is insensitive to uncertainties and a state min–max control, is derived. The latter is shown to be a particular case of the dynamic min–max control when the nominal system has no zeros at the origin. In the case where the insensitive observer exists, it is shown that the observer-controller has the same stability properties as those of the full state feedback min–max control.     

On the solution of Dirichlet’s problem of the complex Monge–Ampère equation for the Cartan–Hartogs domain of the first type

The complex Monge–Ampère equation is a nonlinear equation with high degree; therefore getting its solution is very difficult. In the present paper how to get the solution of Dirichlet’s problem of the complex Monge–Ampère equation on the Cartan–Hartogs domain of the first type is discussed, using an analytic method. Firstly, the complex Monge–Ampère equation is reduced to a nonlinear ordinary differential equation, then the solution of Dirichlet’s problem of the complex Monge–Ampère equation is reduced to the solution of a two-point boundary value problem for a nonlinear second-order ordinary differential equation. Secondly, the solution of Dirichlet’s problem is given as a semi-explicit formula, and in a special case the exact solution is obtained. These results may be helpful for a numerical method approach to Dirichlet’s problem of the complex Monge–Ampère equation on the Cartan–Hartogs domain of the first type.     

Polynomial Fibonacci–Hessenberg matrices

A Fibonacci–Hessenberg matrix with Fibonacci polynomial determinant is referred to as a polynomial Fibonacci–Hessenberg matrix. Several classes of polynomial Fibonacci–Hessenberg matrices are introduced. The notion of two-dimensional Fibonacci polynomial array is introduced and three classes of polynomial Fibonacci–Hessenberg matrices satisfying this property are given.     

Nonlinear dynamics of unicycles in leader–follower formation

In this paper, a dynamical systems analysis is presented for characterizing the motion of a group of unicycles in leader–follower formation. The equilibrium formations are characterized along with their local stability analysis. It is demonstrated that with the variation in control gain, the collective dynamics might undergo Andronov–Hopf and Fold–Hopf bifurcations. The vigor of quasi-periodicity in the regime of Andronov–Hopf bifurcation and heteroclinic bursts between quasi-periodic and chaotic behavior in the regime of Fold–Hopf bifurcation increases with the number of unicycles. Numerical simulations also suggest the occurrence of global bifurcations involving the destruction of heteroclinic orbit.     

Optimal investment and reinsurance of an insurer with model uncertainty

We introduce a novel approach to optimal investment–reinsurance problems of an insurance company facing model uncertainty via a game theoretic approach. The insurance company invests in a capital market index whose dynamics follow a geometric Brownian motion. The risk process of the company is governed by either a compound Poisson process or its diffusion approximation. The company can also transfer a certain proportion of the insurance risk to a reinsurance company by purchasing reinsurance. The optimal investment–reinsurance problems with model uncertainty are formulated as two-player, zero-sum, stochastic differential games between the insurance company and the market. We provide verification theorems for the Hamilton–Jacobi–Bellman–Isaacs (HJBI) solutions to the optimal investment–reinsurance problems and derive closed-form solutions to the problems.     

Mass-spectrometric investigation of solid lubricating coatings subjected to friction in a deep vacuum

The life of solid lubricating coatings of the VNII NP type, based on molybdenum disulfides and various binders, has been experimentally investigated under deep vacuum conditions (10^–8–5 · 10^–9 torr) together with the composition of the gas released in the friction process. It is shown that both under atmospheric conditions and in a deep vacuum the life of the coatings depends on the chemical nature of the film-former. The depth of the vacuum also has an important influence on the life of the coatings, both the mechanism and the end result of this effect depending to a large extent on the physicochemical properties of the bind. On the interval 10^–1–10^–2 torr there is a sudden change in the life of the coating.Physicotechnical Institute of Low Temperatures, Academy of Sciences of the Ukrainian SSR, Khar'kov. Translated from Mekhanika Polimerov, No. 6, pp. 1070–1075, November–December, 1970.     

The solution of linear and nonlinear systems of Volterra functional equations using Adomian–Pade technique

The purpose of this study is to implement Adomian–Pade (Modified Adomian–Pade) technique, which is a combination of Adomian decomposition method (Modified Adomian decomposition method) and Pade approximation, for solving linear and nonlinear systems of Volterra functional equations. The results obtained by using Adomian–Pade (Modified Adomian–Pade) technique, are compared to those obtained by using Adomian decomposition method (Modified Adomian decomposition method) alone. The numerical results, demonstrate that ADM–PADE (MADM–PADE) technique, gives the approximate solution with faster convergence rate and higher accuracy than using the standard ADM (MADM).     

Generalized z-Distributions and Related Stochastic Processes

The class of generalized z–distributions is defined and their properties are investigated. Ornstein–Uhlenbeck–type and self–similar generalized z–processes are constructed and described. Esscher transforms of the generalized z–processes and the mixed generalized z–processes are characterized. Finally, construction and some properties of generalized z–diffusions are also discussed.     

Bäcklund autotransformation for the equationu xt=eu−e−2u

The system of differential relations that arises in connection with the Bullough-Dodd-Zhiber-Shabat equationu _xt=e^u–e^–2u is considered. The consistency of this system is established, and it is shown that the system realizes a Bäcklund autotransformation for the equationu _xt=e^u–e^–2u. The associated three-dimensional dynamical systems, which are compatible on a two-dimensional invariant submanifold, are investigated, and a construction of their general solution, which gives the explicit form of the three-parameter soliton for the equationu _xt=e^u–e^–2u, is proposed.Bashkir State University. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 95, No. 1, pp. 146–159, April, 1993.     

Finitistic dimension and Igusa–Todorov algebras

The notion of Igusa–Todorov algebras is introduced in connection with the (little) finitistic dimension conjecture, and the conjecture is proved for those algebras. Such algebras contain many known classes of algebras over which the finitistic dimension conjecture holds, e.g., algebras with the representation dimension at most 3, algebras with radical cube zero, monomial algebras and left serial algebras, etc. It is an open question whether all artin algebras are Igusa–Todorov. We provide some methods to construct many new classes of (2-)Igusa–Todorov algebras and thus obtain many algebras such that the finitistic dimension conjecture holds. In particular, we show that the class of 2-Igusa–Todorov algebras is closed under taking endomorphism algebras of projective modules. Hence, if all quasi-hereditary algebras are 2-Igusa–Todorov, then all artin algebras are 2-Igusa–Todorov by [V. Dlab, C.M. Ringel, Every semiprimary ring is the endomorphism ring of a projective module over a quasihereditary ring, Proc. Amer. Math. Soc. 107 (1) (1989) 1–5] and have finite finitistic dimension.     

Harmonic Analysis on the SU(2) Dynamical Quantum Group

Dynamical quantum groups were recently introduced by Etingof and Varchenko as an algebraic framework for studying the dynamical Yang–Baxter equation, which is precisely the Yang–Baxter equation satisfied by 6j-symbols. We investigate one of the simplest examples, generalizing the standard SU(2) quantum group. The matrix elements for its corepresentations are identified with Askey–Wilson polynomials, and the Haar measure with the Askey–Wilson measure. The discrete orthogonality of the matrix elements yield the orthogonality of q-Racah polynomials (or quantum 6j-symbols). The Clebsch–Gordan coefficients for representations and corepresentations are also identified with q-Racah polynomials. This results in new algebraic proofs of the Biedenharn–Elliott identity satisfied by quantum 6j-symbols.     

Geometric Properties of Symmetric Spaces with Applications to Orlicz–Lorentz Spaces

We deal with the basic convexity properties –rotundity, and uniform, local uniform and full rotundity –- for symmetric spaces. A characterization of Orlicz–Lorentz spaces with the Kadec–Klee property for pointwise convergence is given. These results are applied to obtain criteria of convexity properties for Orlicz–Lorentz sequence spaces, and some new proofs of the sufficiency part of criteria for rotundity and uniform rotundity for Orlicz–Lorentz function spaces.     

On the existence of certain cyclic difference families and difference matrices

A theorem is proved to the effect that if there exists a BIB-schema with parameters (p^m–1,k, k–1), where k¦(p^m–1), p is prime, and m is a natural number, then there exists a BIB-schema (p^mn–1),k, k–1). A consequence is the existnece of a cyclic BIB-schema (p^mn–1, p^m–1, p^m–2) (p^m–1 is prime) that specifies each ordered pair of difference elements at any distance = 1, 2, ..., p^m–2 (cyclically) precisely once. Recursive theorems on the existence of difference matrices and (v, k, k)-difference families in the group Z_v of residue classes mod v are proved, along with a theorem on difference families in an additive abelian group.Translated from Matematicheskie Zametki, Vol. 52, No. 1, pp. 114–119, July, 1992.     

Extended Gauss–Markov Theorem for Nonparametric Mixed-Effects Models

The Gauss–Markov theorem provides a golden standard for constructing the best linear unbiased estimation for linear models. The main purpose of this article is to extend the Gauss–Markov theorem to include nonparametric mixed-effects models. The extended Gauss–Markov estimation (or prediction) is shown to be equivalent to a regularization method and its minimaxity is addressed. The resulting Gauss–Markov estimation serves as an oracle to guide the exploration for effective nonlinear estimators adaptively. Various examples are discussed. Particularly, the wavelet nonparametric regression example and its connection with a Sobolev regularization is presented.     

New Cyclic Difference Sets with Singer Parameters Constructed from d-Homogeneous Functions

In this paper, for a prime power q, new cyclic difference sets with Singer para- meters ((q ⁿ –1/q–1), (q ^n–1–1/q–1), (q ^n–2–1/q–1)) are constructed by using q-ary sequences (d-homogeneous functions) of period q ⁿ –1 and the generalization of GMW difference sets is proposed by combining the generation methods of d-form sequences and extended sequences. When q is a power of 3, new cyclic difference sets with Singer parameters ((q ⁿ –1/q–1), (q ^n–1–1/q–1), (q ^n–2–1/q–1)) are constructed from the ternary sequences of period q ⁿ –1 with ideal autocorrelation introduced by Helleseth, Kumar, and Martinsen.     

Practical enhancements to the Magnanti–Wong method

The Magnanti–Wong method–accelerating Benders decomposition–is shown to exhibit difficulties due to its dependence on the subproblem; an independent version is therefore introduced. The method additionally requires a–sometimes intractable–master problem core point; for several applications it is proved and experimentally verified that alternative points may be used.     

Interior penalty discontinuous approximations of convection–diffusion problems with parabolic layers

Summary A nonsymmetric discontinuous Galerkin finite element method with interior penalties is considered for two–dimensional convection–diffusion problems with regular and parabolic layers. On an anisotropic Shishkin–type mesh with bilinear elements we prove error estimates (uniformly in the perturbation parameter) in an integral norm associated with this method. On different types of interelement edges we derive the values of discontinuity–penalization parameters. Numerical experiments complement the theoretical results.     

Continuous-time mean–variance portfolio selection with liability and regime switching

A continuous-time mean–variance model for individual investors with stochastic liability in a Markovian regime switching financial market, is investigated as a generalization of the model of Zhou and Yin [Zhou, X.Y., Yin, G., 2003. Markowitz’s mean–variance portfolio selection with regime switching: A continuous-time model, SIAM J. Control Optim. 42 (4), 1466–1482]. We assume that the risky stock’s price is governed by a Markovian regime-switching geometric Brownian motion, and the liability follows a Markovian regime-switching Brownian motion with drift, respectively. The evolution of appreciation rates, volatility rates and the interest rates are modulated by the Markov chain, and the Markov switching diffusion is assumed to be independent of the underlying Brownian motion. The correlation between the risky asset and the liability is considered. The objective is to minimize the risk (measured by variance) of the terminal wealth subject to a given expected terminal wealth level. Using the Lagrange multiplier technique and the linear-quadratic control technique, we get the expressions of the optimal portfolio and the mean–variance efficient frontier in closed forms. Further, the results of our special case without liability is consistent with those results of Zhou and Yin [Zhou, X.Y., Yin, G., 2003. Markowitz’s mean–variance portfolio selection with regime switching: A continuous-time model, SIAM J. Control Optim. 42 (4), 1466–1482].