Estimation of fractal dimension of random fields on the basis of variance analysis of increments

This paper deals with estimation of fractal dimension of realizations of random fields. Numerical methods are based on analysis of variance of increments. It is proposed to study fractal properties with the use of a specific characteristic of randomfields called a “variational dimension.” For a class of Gaussian fields with homogeneous increments the variational dimension converges to the Hausdorff dimension. Several examples are presented to illustrate that the concept of variational dimension can be used to construct effective computational methods.     

Quenched Free Energy and Large Deviations for Random Walks in Random Potentials

We study quenched distributions on random walks in a random potential on integer lattices of arbitrary dimension and with an arbitrary finite set of admissible steps. The potential can be unbounded and can depend on a few steps of the walk. Directed, undirected, and stretched polymers, as well as random walk in random environment, are covered. The restriction needed is on the moment of the potential, in relation to the degree of mixing of the ergodic environment. We derive two variational formulas for the limiting quenched free energy and prove a process‐level quenched large deviation principle (LDP) for the empirical measure. As a corollary we obtain LDPs for types of random walks in random environments not covered by earlier results. © 2012 Wiley Periodicals, Inc.     

Quenched point-to-point free energy for random walks in random potentials

We consider a random walk in a random potential on a square lattice of arbitrary dimension. The potential is a function of an ergodic environment and steps of the walk. The potential is subject to a moment assumption whose strictness is tied to the mixing of the environment, the best case being the i.i.d. environment. We prove that the infinite volume quenched point-to-point free energy exists and has a variational formula in terms of entropy. We establish regularity properties of the point-to-point free energy, and link it to the infinite volume point-to-line free energy and quenched large deviations of the walk. One corollary is a quenched large deviation principle for random walk in an ergodic random environment, with a continuous rate function.     

Hausdorff dimension of a random invariant set

The notion of random attractor for a dissipative stochastic dynamical system has recently been introduced. It generalizes the concept of global attractor in the deterministic theory. It has been shown that many stochastic dynamical systems associated to a dissipative partial differential equation perturbed by noise do possess a random attractor. In this paper, we prove that, as in the case of the deterministic attractor, the Hausdorff dimension of the random attractor can be estimated by using global Lyapunov exponents. The result is obtained under very natural assumptions. As an application, we consider a stochastic reaction-diffusion equation and show that its random attractor has finite Hausdorff dimension.     

S-Adapted Oligopoly Equilibria and Approximations in Stochastic Variational Inequalities

This paper deals with a class of dynamic games that are used for modelling oligopolistic competition in discrete time with random disturbances that can be described as an event tree with exogenously given probabilities. The concepts of S-adapted information structure and S-adapted equilibrium are reviewed and a characterization of the equilibrium as the solution of a variational inequality (VI) is proposed. Conditions for existence and uniqueness of the equilibrium are provided. In order to deal with the large dimension of the VI an approximation method is proposed which is based on the use of random sampling of scenarios in the event tree. A proof of convergence is provided and these results are illustrated numerically on two dynamic oligopoly models.     

随机向量值变分不等式

本文先讨论了一个KyFan截口定理的随机化形式，然后利用它讨论了一个隐式随机向量值变分不等式和一个显式随机向量值变分不等式的随机解的存在性．     

General algorithm of random solutions for random nonlinear variational inequalities in banach Spaces *

In this paper, we study a class of random nonlinear variational inequalities in Banach spaces. By applying a random minimax inequahty obtained by Tarafdar and Yuan, some existence uniqueness theorems of random solutions for the random nonhnear variational inequalities are proved. Next, by applying the random auxiliary problem technique, we suggest an innovative iterative algorithm to compute the random approximate solutions of the random nonlinear variational inequahty. Finally, the convergence criteria is also discussed     

线弹性动力学的某些一般定理及广义与广义分区变分原理*

从四维空间思想出发,在四种时端条件下,系统地推导得出了弹性动力学有关的一般定理,如:可能功作用量原理,虚位移原理,虚应力一动量原理,互易定理及由此导出的位移互等定理与始末时刻条件关系定理等;得出了线弹性动力学的位能作用量变分原理,余能作用量变分原理,动力问题的胡-鹫原理,H-R原理及本构关系变分原理.Hamilton原理,Toupin原理及有关文献如[5]、[17]～[24]的工作均可作为文中一般结果的特例.对应于有限元分析.在空间分区,时间分区及时空均分区情况.给出了动力学问题的分区位能作用量原理.分区余能作用量原理,分区混合能作用量原理及相应的分区广义变变分原理.导出了分区原理的一般形式.若去掉时间维及有关量,文中有关结果可转化为静力问题中有关的相应结果.     

The dynamic random subgraph model for the clustering of evolving networks

In recent years, many clustering methods have been proposed to extract information from networks. The principle is to look for groups of vertices with homogenous connection profiles. Most of these techniques are suitable for static networks, that is to say, not taking into account the temporal dimension. This work is motivated by the need of analyzing evolving networks where a decomposition of the networks into subgraphs is given. Therefore, in this paper, we consider the random subgraph model (RSM) which was proposed recently to model networks through latent clusters built within known partitions. Using a state space model to characterize the cluster proportions, RSM is then extended in order to deal with dynamic networks. We call the latter the dynamic random subgraph model (dRSM). A variational expectation maximization (VEM) algorithm is proposed to perform inference. We show that the variational approximations lead to an update step which involves a new state space model from which the parameters along with the hidden states can be estimated using the standard Kalman filter and Rauch–Tung–Striebel smoother. Simulated data sets are considered to assess the proposed methodology. Finally, dRSM along with the corresponding VEM algorithm are applied to an original maritime network built from printed Lloyd’s voyage records.     

A variational principle for fractal dimensions

A new definition of the dimension of probability measures is introduced. It is related with the fractal dimension of sets by a variational principle. This principle is applied in the theory of iterated function systems.     

On random variational inclusions with random fuzzy mappings and random relaxed cocoercive mappings

In this paper, we introduce and study the random variational inclusions with random fuzzy and random relaxed cocoercive mappings. We define an iterative algorithm for finding the approximate solutions of this class of variational inclusions and establish the convergence of iterative sequences generated by proposed algorithm. Our results improve and generalize many known corresponding results.     

Projection pressure and Bowen’s equation for a class of self-similar fractals with overlap structure

Let {Si}il=1 be an iterated function system (IFS) on Rd with attractor K. Let π be the canonical projection. In this paper, we define a new concept called "projection pressure" Pπ(φ) for ∈ C(Rd) under certain affine IFS, and show the variational principle about the projection pressure. Furthermore, we check that the unique zero root of "projection pressure" still satisfies Bowen’s equation when each Si is the similar map with the same compression ratio. Using the root of Bowen’s equation, we can get the Hausdorff dimension of the attractor K.     

Exceptional Families and Existence Theorems for Variational Inequality Problems

This paper introduces the concept of exceptional family for nonlinear variational inequality problems. Among other things, we show that the nonexistence of an exceptional family is a sufficient condition for the existence of a solution to variational inequalities. This sufficient condition is weaker than many known solution conditions and it is also necessary for pseudomonotone variational inequalities. From the results in this paper, we believe that the concept of exceptional families of variational inequalities provides a new powerful tool for the study of the existence theory for variational inequalities.     

Exceptional Families of Elements for Variational Inequalities in Banach Spaces

In keeping with very recent efforts to establish a useful concept of an exceptional family of elements for variational inequality problems rather than complementarity problems as in the past, we propose such a concept. It generalizes previous ones to multivalued variational inequalities in general normed spaces and allows us to obtain several existence results for variational inequalities corresponding to earlier ones for complementarity problems. Compared with the existing literature, we consider problems in more general spaces and under considerably weaker assumptions on the defining map.     

Exceptional family of elements for a generalized set-valued variational inequality in Banach spaces

This article introduces a new concept of an exceptional family of elements for a generalized set-valued variational inequality in Banach spaces. By using this concept and the degree theory for the generalized set-valued variational inequality introduced by Wang and Huang [Zh.B. Wang and N.J. Huang, Degree theory for a generalized set-valued variational inequality with an application in Banach spaces, J. Glob. Optim. 49 (2011), pp. 343–357], some solvability results for the generalized set-valued variational inequality and its special cases are given in Banach spaces under suitable conditions.     

随机平衡系统解的存在性

本文提出了一种新的随机平衡系统模型,它是平衡系统的随机化模型,而平衡系统模型本身是变分不等式系统的推广.我们给出了随机化平衡系统解的存在性结果.作为应用我们得到了随机变分不等式系统解的存在性结果.值得注意的是,我们还同时获得了经典Nash均衡的随机化结果.     

Multiscale analysis of exit distributions for random walks in random environments

We present a multiscale analysis for the exit measures from large balls in , of random walks in certain i.i.d. random environments which are small perturbations of the fixed environment corresponding to simple random walk. Our main assumption is an isotropy assumption on the law of the environment, introduced by Bricmont and Kupiainen. Under this assumption, we prove that the exit measure of the random walk in a random environment from a large ball, approaches the exit measure of a simple random walk from the same ball, in the sense that the variational distance between smoothed versions of these measures converges to zero. We also prove the transience of the random walk in random environment. The analysis is based on propagating estimates on the variational distance between the exit measure of the random walk in random environment and that of simple random walk, in addition to estimates on the variational distance between smoothed versions of these quantities. Partially supported by NSF grant DMS-0503775.     

A supply chain network economic model with time-based competition

This paper presents an integrated model for time-cost competition between supply chains with heterogeneous customers. The firms in our model can offer various time options for their production/service to time-sensitive customers. This gives rise of a new concept of time-based supply chain, which we call T-chain, to be the basic element in the competition and extends the inter supply chain competition to a new dimension of time. Assuming the customers are heterogeneous in time-cost bi-criteria decision making, we integrate the discrete choice theory into supply chain network competition and formulate the equilibrium conditions as a multinomial logit based variational inequality problem. Numerical examples are presented for model illustration and managerial insights such as profit maximization for a firm who participates in this supply chain network.     

Existence theorems of solution to variational inequality problems

This paper introduces a new concept of exceptional family for variational inequality problems with a general convex constrained set. By using this new concept, the authors establish a general sufficient condition for the existence of a solution to the problem. This condition is weaker than many known solution conditions and it is also necessary for pseudomonotone variational inequalities. Suffi-cient solution conditions for a class of nonlinear complementarity problems with Po mappings are also obtained.     

Steklov特征值问题的边界元近似

本文将Ｌａｐｌａｃｅ算子的Ｓｔｅｋｌｏｖ特征值问题归化为一个边界变分问题，从而使原问题的空间维数降低了一维，基于此变分问题给出了Ｓｔｅｋｌｏｖ特征值问题的边界元近似解，计算实例表明此方法是十分有效的。