Costing minimal-repair replacement policies over finite time horizons

An integral-equation technique is used to evaluate the expectedcost of maintaining a system functioning over the period (O,t] using two minimal-repair replacement policies. These costfunctions provide appropriate criteria to determine T^*, theoptimal scheduled replacement period over this finite time horizon.For both policies, it is shown that significant cost savingscan be achieved by using the T^* values predicted by the newmodels with a finite time horizon rather than those obtainedfrom the established asymptotic formulations. An adaptive finiteminimal-repair replacement policy is also formulated using dynamicprogramming, and the expected cost of this policy is shown tobe only slightly less than that of the best stationary policy.     

On approximation theorems for controllability of non-linear parabolic problems

^** Email: anil{at}math.iitb.ac.in^*** Email: mcj{at}math.iitb.ac.in^**** Email: akp{at}math.iitb.ac.in In this paper, we consider the following control system governedby the non-linear parabolic differential equation of the form: [graphic: see PDF] where A is a linear operator with dense domain and f(t, y)is a non-linear function. We have proved that under Lipschitzcontinuity assumption on the non-linear function f(t, y), theset of admissible controls is non-empty. The optimal pair (u^*,y^*) is then obtained as the limit of the optimal pair sequence{(u_n^*, y_n^*)}, where u_n^* is a minimizer of the unconstrainedproblem involving a penalty function arising from the controllabilityconstraint and y_n^* is the solution of the parabolic non-linearsystem defined above. Subsequently, we give approximation theoremswhich guarantee the convergence of the numerical schemes tooptimal pair sequence. We also present numerical experimentwhich shows the applicability of our result.     

Mixed block elimination for linear systems with wider borders

The paper is about the stable solution of possibly ill-conditionedbordered linear systems. Given stable solvers for matrix A andfor A^T, we prove that the Govaerts Mixed Block Elimination (BEM)method constitutes a stable solver for the matrix consistingof A or A^T with a border of width 1, and hence by recursionfor a border of any width. We express the algorithm in an efficient,iterative, form. We analyse its operation count, and verifythe theory by extensive numerical experiments. ^*Senior Research Associate of the Belgian National Fund of ScientificResearch NFWO.     

Weyl's Theorem, a-Weyl's Theorem, and Local Spectral Theory

Necessary and sufficient conditions are given for a Banach spaceoperator with the single-valued extension property to satisfyWeyl's theorem and a-Weyl's theorem. It is shown that if T orT^* has the single-valued extension property and T is transaloid,then Weyl's theorem holds for f(T)for every fH((T)). When T^*has the single-valued extension property, T is transaloid andT is a-isoloid, then a-Weyl's theorem holds for f(T) for everyfH((T)). It is also proved that if T or T^* has the single-valuedextension property, then the spectral mapping theorem holdsfor the Weyl spectrum and for the essential approximate pointspectrum.     

Generating Examples of Shock Propagation by Three Principles

In a medium characterized by a scalar speed C(x), a shock arrivesat the point x, after time T(x), with its magnitude decreasedby A(x). Symmetric C, T, and A in two dimensions can be convertedto cylindrically symmetric results in three dimensions by applyinga dimension-increasing principle: "Let C(x, y), T(x, y), andA(x, y) be even functions of y. They can be extended into threedimensions by using the formulas C(x, y)C(x, r), T(x, y)T(x,r), and A(x,y)A(x,r) [r^–1 cos(x, r)]^?, where r = (x²+2²)^?and is an auxiliary function." When C(x) is a function of asingle variable, the auxiliary function is given by cos(x,y) = T_y(x, y). In two dimensions, there is a conformal mappingprinciple: "Under the conformal mapping x+iy = f(x^*+iy^*), thefunctions T(x, y) and A(x, y) go into functions associated witha medium having speed C^*,y^*) = C(Re[f), Im[f]/f¹(x^*+iy."Thereis also an unchanged wavefronts principle: "If g is a smoothfunction with g(0) = 0 and g'(0)>0 then T^*(x) = g(T(x) andA^*(x) = A(x)[g'(x)/g'^1/2 are associated with a medium havingspeed C^*(x) = C(x)/g'(T(x))." in two dimensions, alternatingthe application of the last two principles generates a sequenceof media with their associated T(x, y) and A(x, y). Some ofthese can be extended into three dimensions by applying thefirst principle.     

Rate of convergence of numerical approximations to homoclinic bifurcation points

For x=f (x, ), x Rⁿ, R, having a hyperbolic or semihyperbolicequilibrium p(), we study the numerical approximation of parametervalues ^* at which there is an orbit homoclinic to p(). We approximate^* by solving a finite-interval boundary value problem on J=[T_–,T₊], T_–<0<T₊, with boundary conditions that sayx(T_–) and x(T₊) are in approximations to appropriate invariantmanifolds of p(). A phase condition is also necessary to makethe solution unique. Using a lemma of Xiao-Biao Lin, we improve,for certain phase conditions, existing estimates on the rateof convergence of the computed homoclinic bifurcation parametervalue , to the true value ^*. The estimates we obtain agree withthe rates of convergence observed in numerical experiments.Unfortunately, the phase condition most commonly used in numericalwork is not covered by our results.     

Linear Independence of Hecke Operators in the Homology of X0(N)

In Merel's recent proof [7] of the uniform boundedness conjecturefor the torsion of elliptic curves over number fields, a keystep is to show that for sufficiently large primes N, the Heckeoperators T₁, T₂, ..., T_D are linearly independent in theiractions on the cycle e from 0 to i in H₁(X₀(N) (C), Q). In particular,he shows independence when max(D⁸, 400D⁴) < N/(log N)⁴. Inthis paper we use analytic techniques to show that one can chooseD considerably larger than this, provided that N is large.     

Extensions of Isometric Dual Representations of Semigroups

Let T be a dual representation of a suitable subsemigroup Sof a locally compact abelian group G by isometries on a dualBanach space X=(X_*)^*. It is shown that (X, T) can be extendedto a dual representation of G on a dual Banach space Y containingX, and that this extension can be done in a canonical way. Inthe case of a representation by *-monomorphisms of a von Neumannalgebra, the extension is a representation of G by *-automorphismsof a von Neumann algebra.     

On the Regular Stratifications and Conormal Structure of Subanalytic Sets

In this paper we define (b^*)-regularity for incident strataof a stratified set, a notion which refines Whitney (b)-regularity.We give three proofs that every subanalytic set admits a (b^*)-regularstratification and we discuss some related properties.     

On the Structure of the Moving Finite-element Equations

Address from 1st April 1985, School of Mathematics, Universityof Bristol, University Walk, Bristol BS8 1TW. The morning finite-element method for evolutionary partial differentialequations leads to a coupled non-linear system of ordinary differentialequations in time, with a coefficien matrix A, say, for thetime derivaties, We show for linear elements in any number ofdimensions, A can be written in the form M^TCM, where the matrixC depends solely on the mesh geometry and the matrix M on thegradient of the section, As a simple consequence we show thatA is singular only in the cases (i) element degeneracy () and (ii) collinearity of nodes (M not out of fullrank). We give constructions for the inversion of A in all cases. In one dimension, if A is non-singular, it has a simple explicitinverse. If A is singular we replace it by reduced matrix A^*.It can be shown that every case the spectral radius of the Jacobiiteration matrix ia ?and that A or A^* can be efficiently invertedby conjugate gradient methods. Finally, we discuss the applicability of these arguments tosystem of equations in any number of dimensions.     

Right Cancellation in the LUC-Compactification of a Locally Compact Group

Write G^* = G^LUC\G where G^LUC is the largest semigroup compactificationof the locally compact group G. Then the set of points of G^*which are right cancellable in G^* = G^LUC is large; in fact ithas an interior in G^* which is dense in G^*. Corollaries aregiven about the number of left ideals in G^* = G^LUC and the sizeof right ideals in the algebra LUC(G)^*.     

New perturbation analyses for the Cholesky factorization

We present new perturbation analyses for the Cholesky factorizationA = R^T R of a symmetric positive definite matrix A. The analysesmore accurately reflect the sensitivity of the problem thanprevious normwise results. The condition numbers here are alteredby any symmetric pivoting used in PAP^T = R^TR, and both numericalresults and an analysis show that the standard method of pivotingis optimal in that it usually leads to a condition number veryclose to its lower limit for any given A. It follows that thecomputed R will probably have greatest accuracy when we usethe standard symmetric pivoting strategy. Initially we give a thorogh analysis to obtain both first-orderand strict normwise perturbation bounds which are as tight aspossible, leading to a definition of an optimal condition numberfor the problem. Then we use this approach to obtain reasonablyclear first-order and strict componentwise perturbation bounds. We complete the work by giving a much simpler normwise analysiswhich provides a somewhat weaker bound, but which allows usto estimate the condition of the problem quite well with anefficient computation. This simpler analysis also shows whythe factorization is often less sensitive than we previouslythought, and adds further insight into why pivoting usuallygives such good results. We derive a useful upper bound on thecondition of the problem when we use pivoting. This research was supported by the Natural Sciences and EngineeringResearch Ciuncil of Canada Grant OGP0009236. This research was supported in part by the US National ScienceFoundation under grant CCR 95503126.     

Dickson-Mui Invariants

Let V be a finite-dimensional vector space over a finite field.The general and special linear groups, GL(V) and SL(V), acton the exterior algebras ^*V and ^*V^* of V and its dual V^*, andon the symmetric algebra S^*V. The subring of SL(V)-invariantsof ^*VS^*V was determined by Dickson and Mui. This paper describesthe equivalent, but simpler, calculation of the invariant subringof ^*VS^*V as a representation of GL(V)/SL(V). 2000 MathematicsSubject Classification 13A50.     

Smoothness Properties of the Unit Ball in a JB*-Triple

An element a of norm one in a JB^*-triple A is said to be smoothif there exists a unique element x in the unit ball A₁^* of thedual A^* of A at which a attains its norm, and is said to beFréchet-smooth if, in addition, any sequence (x_n) ofelements in A₁^* for which (x_n(a)) converges to one necessarilyconverges in norm to x. The sequence (a²ⁿ⁺¹) of odd powers ofa converges in the weak^*-topology to a tripotent u(a) in theJBW^*-envelope A^** of A. It is shown that a is smooth if andonly if u(a) is a minimal tripotent in A^** and a is Fréchet-smoothif and only if, in addition, u(a) lies in A.     

Poincare Series of Multi-Filtered Algebras and Partitivity

It is proved that if an algebra R over a field can be endowedwith a pointed and finite-dimensional Nⁿ-filtration such thatthe associated Nⁿ-graded algebra T is semi-commutative, thenR is left and right finitely partitive. In order to do this,a multi-variable Poincaré series for every finitely generatedgraded T-module is considered and it is shown that this Poincaréseries is a rational function. The methods apply to some iteratedOre extensions such as quantum matrices and quantum Weyl algebrasas well as to the quantized enveloping algebra of sl(+1).     

A Critical Phenomenon for Sublinear Elliptic Equations in Cone-Like Domains

The authors of this paper study positive supersolutions to theelliptic equation -u = c|x|^–su^p in Cone-like domains ofR^N (N 2), where p, s R and c > 0. They prove that in thesublinear case p < 1 there exists a critical exponent p_*> 1 such that the equation has a positive supersolution ifand only if – < p < p_*. The value of p_* is determinedexplicitly by s and the geometry of the cone. 2000 MathematicsSubject Classification 35J60 (primary), 35B05, 35R45 (secondary).     

Finite Time Equipartition for Second-order Hyperbolic Systems

A sufficient condition for equipartition of energy for secondorder hyperbolic systems in three space variables is given.The condition states that the system should evolve in such away that the time derivative of a solution of the form (u₁,0)^T is connected with the space derivatives of a solution ofthe form (0, u₂)^T and the time derivative of (0, u₂)^T is connectedwith the space derivatives of (u₁, 0)^T.     

Approximation of exact controllability problem involving parabolic differential equations

In this paper we examine computation of optimal control u^* ofthe exact controllability problem (referred to as the constraintproblem) governed by the following type of linear parabolicdifferential equations: (y/t) + Ay = u in Q y = 0 on y(0) = y₀ on where A is the second-order elliptic differential operator, is a bounded domain in ^k with smooth boundary , Q = (0, T)x , = (0, T) x and T > 0. This is achieved by approximatingu^* through a sequence {u_n} of controls corresponding to unconstrainedproblems involving a penalty function arising from the controllabilityconstraint.     

On the solvability for the mixed-type Lyapunov equation

^** Email: xsf{at}math.pku.edu.cn^*** Email: mscheng{at}math.pku.edu.cn In this paper, the linear matrix equation X = AXB^* + BXA^* +Q is considered, which is called the mixed-type Lyapunov equation.Some necessary and sufficient conditions for the existence ofa unique solution are presented. Since a Hermitian positivesemidefinite solution is important from the application pointof view, some sufficient conditions for the existence of a Hermitianpositive semidefinite solution are derived.     

The Use of Energy Theorems to Obtain Upper and Lower Bounds

Many equations of mathematical physics may be written in theform T^*Tu f. In this paper, we show how straightforward generalizationsof the energy theorems of elasticity may be used to obtain upperand lower bounds on the solution of boundary value problems.The results are compared with those obtained by other methods.