On a noisy-silent-versus-silent duel with equal accuracy functions

This paper deals with the noisy-silent-versus-silent duel with equal accuracy functions. Player I has a gun with two bullets and player II has a gun with one bullet. The first bullet of player I is noisy, the second bullet of player I is silent, and the bullet of player II is silent. Each player can fire their bullets at any time in [0, 1] aiming at his opponent. The accuracy function ist for both players. If player I hits player II, not being hit himself before, the payoff of the duel is +1; if player I is hit by player II, not hitting player II before, the payoff is –1. The optimal strategies and the value of the game are obtained. Although optimal strategies in past works concerning games of timing does not depend on the firing moments of the players, the optimal strategy obtained for player II depends explicitly on the firing moment of player I's noisy bullet.     

Approximate method for the solution of the generalized Dirichlet problem

We extend the method for approximate solution of classical boundary-value problems for the Laplace equation suggested in [1–3] to the case of the Poisson equation with generalized functions on the right-hand side of the equation and in the boundary conditions.Translated from Ukrainskii Matematicheskii Zhurnal, Vol.46, No. 10, pp. 1417–1420, October, 1994.     

Discrete mechanics and mixed integer optimal control of dynamical systems

Mixed integer optimal control problems are a generalization of ordinary optimal control problems that include additional integer valued control functions. The integer control functions are used to switch instantaneously from one system to another. We use a time transformation (similar as in [1]) to get rid of the integer valued functions. This allows to apply gradient based optimization methods to approximate the mixed integer optimal control problem. The time transformation from [1] is adapted such that problems with distinct state domains for each system can be solved and it is combined with the direct discretization method DMOC [2,3] (Discrete Mechanics and Optimal Control) to approximate trajectories of the underlying optimal control problems. Our approach is illustrated with the help of a first example, the hybrid mass oscillator. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the game theory approach to problems of optimization of elastic bodies : PMM vol. 37, n6, 1973, pp. 1098–1108

Problems of optimization of elastic bodies are considered usually in deterministic formulation, and for their solution the methods of variational calculus and the theory of optimal control are applicable (c.f., e.g., [1] and [2–4]). In the present paper there are considered those cases when either the complete information concerning the applied loads is not available,or it is known that the structure may be subjected subsequently to various loads of a certain class. The formulation is given of the problem of the determination of the shape of the elastic body, optimal for a class of loads, and there is indicated a general scheme for its solution based on the “minimax” approach used in the theory of games. Problems of optimization of elastic beams are considered and as a result of their solution certain features of optimal shapes are exhibited.     

Dual integral equations related to the kontorovich-lebedev transform : PMM vol. 38, n 6, 1974, pp. 1090–1097

We study the dual integral equations related to the Kontorovich-Lebedev integral transforms arising in the course of solution of the problems of mathematical physics, in particular of the mixed boundary value problems for the wedge-shaped regions. We show that the solutions of these equations can be expressed in quadratures, using the auxilliary functions satisfying the integral Fredholm equation of second kind with a symmetric kernel.At present, the dual equations investigated in most detail are those connected with the Fourier and Hankel integral transforms. The results obtained and their applications are given in [1–3]. A large number of papers also deal with the theory and applications of the dual integral equations connected with the Mehler-Fock integral transform and its generalizations [4–11]., The dual integral transforms considered in the present paper belong to a more complex class than those listed above, and so far, no effective solution has been obtained for them. The only relevant results known to the authors are those in [12, 13]. In [12] a method of solving the equations (1.2) is given for a single particular value of the parameter γ = π/2, while in [13] the dual equations of the type under consideration are reduced to a solution of an infinite system of linear algebraic equations.     

Solution of the problems of a perforated disk,a conical bar,and a flat wedge of nonlinear viscoelastic material in pure shear,torsion, and bending,respectively

Exact solutions and approximations have been obtained for the problems of a disk with an opening twisted by opposite moments uniformly distributed over the inner and outer surfaces and of a conical bar twisted by a moment applied at the vertex of the cone. An approximate solution has been found for the problem of a flat wedge bent by pressure uniformly distributed along one of its sides. The disk is made of nonlinear viscoelastic material. In [1] it was proposed that problems for such a material be solved by the method of approximations. The rheological law of the nonlinear viscoelastic material of the cone and the wedge in Laplace—Carson transforms is the relation of the theory of small elastoplastic deformations with a power law of strain hardening.Institute of Electronic Engineering, Moscow. Translated from Mekhanika Polimerov, No. 6, pp. 1071–1076, November–December, 1971.     

Theory of the hypersonic viscous shock layer at high Reynolds numbers and intensive injection of foreign gases : PMM vol. 38, n 6, 1974, pp. 1015–1024

The hypersonic flow around smooth blunted bodies in the presence of intensive injection from the surface of these is considered. Using the method of external and internal expansions the asymptotics of the Navier-Stokes equations is constructed for high Reynolds numbers determined by parameters of the oncoming stream and of the injected gas. The flow in the shock layer falls into three characteristic regions. In regions adjacent to the body surface and the shock wave the effects associated with molecular transport are insignificant, while in the intermediate region they predominate. In the derivation of solution in the first two regions the surface of contact discontinuity is substituted for the region of molecular transport (external problem). An analytic solution of the external problem is obtained for small values of parameters ₁ = ρ_∞/ρs^* and δ = ρ_ω^*1/2ν_ω^*/ρ_∞1/2ν_∞, in the form of corresponding series expansions in these parameters. Asymptotic formulas are presented for velocity profiles, temperatures, and constituent concentration across the shock layer and, also, the shape of the contact discontinuity and of shock wave separation. The derived solution is compared with numerical solutions obtained by other authors. The flow in the region of molecular transport is defined by equations of the boundary layer with asymptotic conditions at plus and minus infinity, determined by the external solution (internal problem). A numerical solution of the internal problem is obtained taking into consideration multicomponent diffusion and heat exchange. The problem of multicomponent gas flow in the shock layer close to the stagnation line was previously considered in [1] with the use of simplified Navier-6tokes equations.The supersonic flow of a homogeneous inviscid and non-heat-conducting gas around blunted bodies in the presence of subsonic injection was considered in [2–7] using Euler's equations. An analytic solution, based on the classic solution obtained by Hill for a spherical vortex, was derived in [2] for a sphere on the assumption of constant but different densities in the layers between the shock wave and the contact discontinuity and between the latter and the body. Certain results of a numerical solution of the problem of intensive injection at the surface of axisymmetric bodies of various forms, obtained by Godunov's method [3], are presented. Telenin's method was used in [4] for numerical investigation of flow around a sphere; the problem was solved in two formulations: in the first, flow parameters were determined for the whole of the shock layer, while in the second this was done for the sutface of contact discontinuity, which was not known prior to the solution of the problem, with the pressure specified by Newton's formula and flow parameters determined only in the layer of injected gases. The flow with injection over blunted cones was numerically investigated in [5] by the approximate method proposed by Maslen. The flow in the shock layer in the neighborhood of the stagnation line was considered in [6, 8], and intensive injection was investigated by methods of the boundary layer theory in [8–12].     

On spline collocation for convolution equations

We consider the numerical solution of Wiener-Hopf integral equations and Mellin convolution equations by collocation methods and their iterated and discrete variants, using piecewise polynomials as basis functions. In the present paper we obtain results on stability and optimal convergence in the L^p norm generalizing those of [4]–[6] and [9].     

Optimal control of the motion of a quasilinear oscillatory system by small forces : PMM vol. 39, n 6, 1975, pp. 995–1005

We solve certain optimal control problems for the motion of a single-frequency oscillatory system which in the unperturbed state consists of an arbitrary number of oscillating elements. The solution is performed in the first approximation with respect to a small parameter . We assume that the frequency depends upon slow time, while the control goes only into the perturbing terms, so that the system is formally weakly controllable [1], But since the time interval over which the process evolves is a quantity ˜1/, all the controlled quantities are able to vary substantially [2, 3], i.e. we investigate the case, interesting in practice, of small but protracted control forces. As mechanical examples we calculate some optimal control problems for the oscillations of systems of the plane oscillator type, etc.     

A parameter-uniform Schwarz method for a coupled system of reaction–diffusion equations

We consider an arbitrarily sized coupled system of one-dimensional reaction–diffusion problems that are singularly perturbed in nature. We describe an algorithm that uses a discrete Schwarz method on three overlapping subdomains, extending the method in [H. MacMullen, J.J.H. Miller, E. O’Riordan, G.I. Shishkin, A second-order parameter-uniform overlapping Schwarz method for reaction-diffusion problems with boundary layers, J. Comput. Appl. Math. 130 (2001) 231–244] to a coupled system. On each subdomain we use a standard finite difference operator on a uniform mesh. We prove that when appropriate subdomains are used the method produces ε-uniform results. Furthermore we improve upon the analysis of the above-mentioned reference to show that, for small ε, just one iteration is required to achieve the expected accuracy.     

Elliptic operators on elementary ramified spaces

Diffusion problems on topological networks (one-dimensional networks) have been introduced by G. Lumer [Lu. 1–4] and are also considered by F. Ali Mehmeti [AM] and the author [N.1–3]. According to the ideas of G. Lumer [Lu. 5], we develop here a local approach to diffusion problems on higher dimensional ramified spaces. We consider the variational formulation of such problems (see [L-U, G-T, Li, Sh, Lu. 5]). The transmission operator is the sum of weak Ventcel'-Visik boundary operators [B-C-P] (it is either a first order operator or a second order operator). Finally, like Gilbarg-Trudinger [G-T], we establish a continuity result which will be used in [N. 5] to show that one of the assumptions of the Lumer-Phillips theorem [P] (density of the range) is fulfilled.     

On the approximate synthesis of the optimal control of stochastic quasilinear systems with aftereffect : PMM vol. 42, no. 6, 1978, pp. 978–988

Control problems for quasilinear deterministic systems without time lag were analyzed in [1, 2]. In the present paper the control of quasilinear stochastic systems, whose theory has been presented in [3–6], is studied. The approximate synthesis of the control of stochastic systems with aftereffect is of importance since the construction of their exact optimal control is successful only in exceptional cases [7, 8]. In the paper an approximate optimal control synthesis algorithm is proposed and a method for obtaining error bounds, different from ones previously obtained [9, 10], is developed.     

An approximate proximal-extragradient type method for monotone variational inequalities

Proximal point algorithms (PPA) are attractive methods for monotone variational inequalities. The approximate versions of PPA are more applicable in practice. A modified approximate proximal point algorithm (APPA) presented by Solodov and Svaiter [Math. Programming, Ser. B 88 (2000) 371–389] relaxes the inexactness criterion significantly. This paper presents an extended version of Solodov–Svaiter's APPA. Building the direction from current iterate to the new iterate obtained by Solodov–Svaiter's APPA, the proposed method improves the profit at each iteration by choosing the optimal step length along this direction. In addition, the inexactness restriction is relaxed further. Numerical example indicates the improvement of the proposed method.     

Canonizing partition theorems: Diversification, products, and iterated versions

We present an abstract framework for canonizing partition theorems. The concept of attribute functions and of diversification allows us to establish a canonizing product theorem, generalizing previous results of [19.], 71–83] for the situation of Ramsey's theorem. As applications we mention a canonizing product theorem for arithmetic progressions and for finite geometric arguesian lattices. We show that finite sets and finite vector spaces have the diversification property. Along these lines, iterated versions of the [6.], 249–255] and its q-analogue for finite vector spaces [[24.], 219–239] are derived.     

Approximate solution of nonlinear problems of optimal control of oscillatory processes using the method of canonical separation of motions : PMM vol.40, n 6, 1976, pp. 1024–1033

An asymptotic method of solving certain problems of optimal control of motion of the standard type systems with rotating phase is developed. It is assumed that the controls enter only the small perturbing terms, and that the fixed time interval over which the process is being considered is long enough to ensure that the slow variables change essentially. Assuming also that the system and the controls satisfy the necessary requirements of smoothness, the method of canonical averaging [1] is used to construct a scheme for deriving a simplified boundary value problem of the maximum principle. The structure of the set of solutions of the boundary value problem is investigated and a scheme for choosing the optimal solution with the given degree of accuracy in the small parameter is worked out. The validity of the approximate method of solving the boundary value problem is proved. The method suggested in [2] for constructing a solution in the first approximation for similar problems of optimal control is developed.     

Numerical construction of Nash and Stackelberg solutions in a two-player linear non-zero-sum positional differential game

Numerical methods are proposed for constructing Nash and Stackelberg solutions in a two-player linear non-zero-sum positional differential game with terminal cost functionals and geometric constraints on the players’ controls. The formalization of the players’ strategies and of the motions generated by them is based on the formalization and results from the theory of positional zero-sum differential games developed by N.N. Krasovskii and his school. It is assumed that the game is reduced to a planar game and the constraints on the players’ controls are given in the form of convex polygons. The problem of finding solutions of the game may be reduced to solving nonstandard optimal control problems. Several computational geometry algorithms are used to construct approximate trajectories in these problems, in particular, algorithms for constructing the convex hull as well as the union, intersection, and algebraic sum of polygons.     

Robust and accurate inference for generalized linear models

In the framework of generalized linear models, the nonrobustness of classical estimators and tests for the parameters is a well known problem, and alternative methods have been proposed in the literature. These methods are robust and can cope with deviations from the assumed distribution. However, they are based on first order asymptotic theory, and their accuracy in moderate to small samples is still an open question. In this paper, we propose a test statistic which combines robustness and good accuracy for moderate to small sample sizes. We combine results from Cantoni and Ronchetti [E. Cantoni, E. Ronchetti, Robust inference for generalized linear models, Journal of the American Statistical Association 96 (2001) 1022–1030] and Robinson, Ronchetti and Young [J. Robinson, E. Ronchetti, G.A. Young, Saddlepoint approximations and tests based on multivariate M-estimators, The Annals of Statistics 31 (2003) 1154–1169] to obtain a robust test statistic for hypothesis testing and variable selection, which is asymptotically χ²-distributed as the three classical tests but with a relative error of order O(n⁻¹). This leads to reliable inference in the presence of small deviations from the assumed model distribution, and to accurate testing and variable selection, even in moderate to small samples.     

Imposing boundary conditions in Sinc method using highest derivative approximation

Sinc approximate methods are often used to solve complex boundary value problems such as problems on unbounded domains or problems with endpoint singularities. A recent implementation of the Sinc method [Li, C. and Wu, X., Numerical solution of differential equations using Sinc method based on the interpolation of the highest derivatives, Applied Mathematical Modeling 31 (1) 2007 1–9] in which Sinc basis functions are used to approximate the highest derivative in the governing equation of the boundary value problem is evaluated for structural mechanics applications in which interlaminar stresses are desired. We suggest an alternative approach for specifying the boundary conditions, and we compare the numerical results for analysis of a laminated composite Timoshenko beam, implementing both Li and Wu’s approach and our alternative approach for applying the boundary conditions. For the Timoshenko beam problem, we obtain accurate results using both approaches, including transverse shear stress by integration of the 3D equilibrium equations of elasticity. The beam results indicate our approach is less dependent on the selection of the Sinc mesh size than Li and Wu’s SIHD. We also apply SIHD to analyze a classical laminated composite plate. For the plate example, we experience difficulty in obtaining a complete system of equations using Li and Wu’s approach. For our approach, we suggest that additional necessary information may be obtained by applying the derivatives of the boundary conditions on each edge. Using this technique, we obtain accurate results for deflection and stresses, including interlaminar stresses by integration of the 3D equilibrium equations of elasticity. Our results for both the beam and the plate problems indicate that this approach is easily implemented, has a high level of accuracy, and good convergence properties.     

Regression analysis in experimental design problems

We consider approximate methods of analysis of regression problems subject to errors in the predictor variables. In computational terms, these methods are related to the ordinary least squares method, which substantially simplifies the development of appropriate software. We consider approximate methods of regression analysis of calibration experiments using a passive-active design. The estimators obtained by traditional methods are shown to be unbiased.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 60, pp. 84–89, 1986.     

On equilibrium in pure strategies in games with many players

We demonstrate that, if there are sufficiently many players, any Bayesian equilibrium of an incomplete information game can be “ε-purified” . That is, close to any Bayesian equilibrium there is an approximate Bayesian equilibrium in pure strategies. Our main contribution is obtaining this result for games with a countable set of pure strategies. In order to do so we derive a mathematical result, in the spirit of the Shapley–Folkman Theorem, permitting countable strategy sets. Our main assumption is a “large game property,” dictating that the actions of relatively small subsets of players cannot have large affects on the payoffs of other players. E. Cartwright and M. Wooders are indebted to Phillip Reny, Frank Page and two anonymous referees for helpful comments.