Uniform consistency of automatic and location-adaptive delta-sequence estimators

Summary The class of delta-sequence estimators for a probability density includes the kernel, histogram and orthogonal series types, because each can be characterized as a collection of averages of some function that is indexed by a smoothing parameter. There are two important extensions of this class. The first allows a random smoothing parameter, for example that specified by a cross-validation method. The second allows the smoothing parameter to be a function of location, for example an estimator based on nearest-neighbor distance. In this paper a general method is presented which establishes uniform consistency for all of these estimators.Research partially supported by AFOSR Grant No. S-49620-82-C-0144, and by NSF Grant DMS-850-3347Research supported by NSF Grant DMS-8400602     

A class of scaled direct methods for linear systems

A generalization of the class of direct methods for linear systems recently introduced by Abaffy, Broyden and Spedicato is obtained by applying these algorithms to a scaled system. The resulting class contains an essentially free parameter at each step, giving a unified approach to finitely terminating methods for linear systems. Various properties of the generalized class are presented. Particular attention is paid to the subclasses that contain the classic Hestenes-Stiefel method and the Hegedus-Bodocs biorthogonalization methods.This work was partially supported by CNR under contract 85.02648.01.     

Optimally conditioned scaled ABS algorithms for linear systems

Using a strict bound of Spedicato to the condition number of bordered positive-definite matrices, we show that the scaling parameter in the ABS class for linear systems can always be chosen so that the bound of a certain update matrix is globally minimized. Moreover, if the scaling parameter is so chosen at every iteration, then the condition number itself is globally minimized. The resulting class of optimally conditioned algorithms contains as a special case the class of optimally stable algorithms in the sense of Broyden.This work was done in the framework of research supported by MPI, Rome, Italy, 60% Program.     

Multiderivative Runge-Kutta processes for two-point boundary value problems

A class of finite difference schemes for the solution of a nonlinear system of first order differential equations with two point boundary conditions which shares properties with Runge-Kutta processes and gap schemes is discussed. The order conditions for the coefficients of these processes, techniques for reducing these order conditions in number and the symmetry conditions are given. A symmetricA-stable eight order process which has second, fourth and sixth orderA-stable processes embedded in it is given as an example.Research supported in part by the United States Air Force under contract AFOSR-89-0383.     

Cyclicity of homoclinic loops and degenerate cubic Hamiltonians

New conditions for a planar homoclinic loop to have cyclicity two under multiple parameter perturbations have been obtained. As an application it is proved that a homoclinic loop of a nongeneric cubic Hamiltonian has cyclicity two under arbitrary quadratic perturbations. Project supported by the National Natural Science Foundation of China (Grant Nos. 19531070 and 19771037).     

General linear methods with external stages of different orders

The approach introduced recently by Albrecht to derive order conditions for Runge-Kutta formulas based on the theory of A-methods is also very powerful for the general linear methods. In this paper, using Albrecht's approach, we formulate the general theory of order conditions for a class of general linear methods where the components of the propagating vector of approximations to the solution have different orders. Using this theory we derive a class of diagonally implicit multistage integration methods (DIMSIMs) for which the global order is equal to the local order. We also derive a class of general linear methods with two nodal approximations of different orders which facilitate local error estimation. Our theory also applies to the class of two-step Runge-Kutta introduced recently by Jackiewicz and Tracogna.The work of the first author was supported by the National Science Foundation under grant NSF DMS-9208048. The work of the second author was supported by the Italian Consiglio Nazionale delle Richerche.     

A sequential method for a class of box constrained quadratic programming problems

The aim of this paper is to propose an algorithm, based on the optimal level solutions method, which solves a particular class of box constrained quadratic problems. The objective function is given by the sum of a quadratic strictly convex separable function and the square of an affine function multiplied by a real parameter. The convexity and the nonconvexity of the problem can be characterized by means of the value of the real parameter. Within the algorithm, some global optimality conditions are used as stopping criteria, even in the case of a nonconvex objective function. The results of a deep computational test of the algorithm are also provided. This paper has been partially supported by M.I.U.R.     

一类过程摄动系统的无阻塞鲁棒性

使用参数Dioid模块网络法,把含大量摄动参数的在普通极大代数意义下非线性状态空间模型在参数Dioid意义下线性化,在此基础上研究一类过程摄动系统的无阻塞鲁棒性.给出了有限缓冲串行生产系统在没有缓冲器下无阻塞的充要条件和充分条件.     

Estimates for a spectral parameter in elliptic boundary value problems with discontinuous nonlinearities

Under study are the two classes of elliptic spectral problems with homogeneous Dirichlet conditions and discontinuous nonlinearities (the parameter occurs in the nonlinearity multiplicatively). In the former case the nonlinearity is nonnegative and vanishes for the values of the phase variable not exceeding some positive number c; it has linear growth at infinity in the phase variable u and the only discontinuity at u = c. We prove that for every spectral parameter greater than the minimal eigenvalue of the differential part of the equation with the homogeneous Dirichlet condition, the corresponding boundary value problem has a nontrivial strong solution. The corresponding free boundary in this case is of zero measure. A lower estimate for the spectral parameter is established as well. In the latter case the differential part of the equation is formally selfadjoint and the nonlinearity has sublinear growth at infinity. Some upper estimate for the spectral parameter is given in this case.     

Small penalty control of the end temperature in a long rod

The problem considered is that of maintaining the end temperature of a long rod near a prescribed level over a fixed time interval. Control is achieved via the heat flux at the near end, and it is optimal in the sense that it minimizes a given performance index of quadratic form. The performance index contains a penalty parameter associated with the magnitude of the control. Particular attention is given to the determination of the optimal control when the penalty parameter is small (i.e., cheap control). This gives rise to a singularly perturbed integral equation, which is solved asymptotically by a methodology which has recently been developed for a related class of problems.The work of the first author was supported by the Applied Mathematical Sciences Subprogram, Office of Energy Research, US Department of Energy under Contract W-7405-ENG-82. The work of the second author was supported by NSF under Grant DMS-87-00962.     

A note on first kind convolution equations on a finite interval

This note deals with a class of convolution operators of the first kind on a finite interval. Necessary and sufficient conditions for such an operator to be Fredholm are given. The argument is based on a process of reduction of convolution-type operators on a finite interval to operators of the same type on the half line.Research supported by the Netherlands organization for scientific research (NWO).     

Necessary conditions of optimality for a class of second-order hyperbolic systems with spatially dependent controls in the coefficients

In the paper, we consider the problem of parameter optimization for a class of second-order hyperbolic systems with distributional forcing terms. After necessary preparations in Sections 1 and 3, we develop in Section 4 the necessary conditions of optimality for the system with quadratic cost function. In Section 5, we extend these results to cover a wider class of controls; we also prove the existence of suboptimal policies. An example is presented indicating possible application to power system regulation problems.This work was supported in part by the National Science and Engineering Council of Canada under Grant No. 7109.The author would like to thank Professor L. Cesari for pointing out in a private communication that there are situations like the Lavrentiev phenomenon in which an approximation analogous to that given in Theorem 5.3 is not possible.     

Determination of the number of an eigenvalue of a singular nonlinear self-adjoint spectral problem for a linear Hamiltonian system of differential equations

We suggest a method for determining the number of an eigenvalue of a self-adjoint spectral problem nonlinear with respect to the spectral parameter, for some class of Hamiltonian systems of ordinary differential equations on the half-line. The standard boundary conditions are posed at zero, and the solution boundedness condition is posed at infinity. We assume that the matrix of the system is monotone with respect to the spectral parameter. The number of an eigenvalue is determined by the properties of the corresponding nontrivially solvable homogeneous boundary value problem. For the considered class of systems, it becomes possible to compute the numbers of eigenvalues lying in a given range of the spectral parameter without finding the eigenvalues themselves.     

Robust Stabilization by Dynamic Combined State and Output Feedback Compensator for Nonlinear Systems with Jumps

This paper deals with the robustness of the class of nonlinear systems with Markovian jumping parameters and unknown but bounded uncertainties. Under the assumption that the Markovian jump process (disturbance) is irreducible and under complete access to the system state and its mode, we establish robust stability results in two cases: (i) under matching conditions; and (ii) under bounded uncertainties.Research of this author was supported by the Natural Sciences and Engineering Research Council of Canada under Grant OGP0036444     

On a singularity occurring in a self-correcting point process model

In a self-correcting point process model a boundary point of the parameter set is shown to be singular. This means a local behavior of the model which is qualitatively different from the LAN (or LAMN) condition satisfied at the other parameter points. As a consequence we obtain a nonnormal limiting distribution of the ML-estimator normalized with the random Fisher information.Work supported by a Heisenberg grant of the Deutsche Forschungsgemeinschaft.     

Convergence properties of the least squares estimation algorithm for multivariable systems

This paper focuses on the convergence properties of the least squares parameter estimation algorithm for multivariable systems that can be parameterized into a class of multivariate linear regression models. The performance analysis of the algorithm by using the stochastic process theory and the martingale convergence theorem indicates that the parameter estimation errors converge to zero under weak conditions. The simulation results validate the proposed theorem.     

Asymptotically unbiased estimation of the second order tail parameter

We introduce a class of asymptotically unbiased estimators for the second order parameter in extreme value statistics. The estimators are constructed by means of an appropriately chosen linear combination of two simple, but biased, kernel estimators for the second order parameter. Asymptotic normality is proven under a third order condition on the tail behavior, some conditions on the kernel functions and for an intermediate number of upper order statistics. A specific member from the proposed class, obtained with power kernel functions, is derived and its finite sample behavior studied in a small simulation experiment.     

Mixed moment estimator and location invariant alternatives

A new class of estimators of the extreme value index is developed. It has a simple form and is asymptotically very close to the maximum likelihood estimator for a wide class of heavy-tailed models. We also propose an alternative class of estimators, dependent on a tuning parameter p ∈ (0,1) and invariant for changes in both scale and/or location. Such a tuning parameter can help us to choose the number of top order statistics to be used in the estimation of extreme parameters. Research partially supported by FCT / POCTI, POCI, PCDT and PPCDT / FEDER.     

On a fourth-order quasilinear elliptic equation of concave–convex type

We consider a fourth-order quasilinear equation depending on a nonnegative parameter λ and with subcritical or critical growth. Such equation is equivalent to a Hamiltonian system and the main goal of this work is to prove the existence of at least two positive and infinitely many solutions for such equation when the parameter λ is positive and small enough. This work was supported by FAPESP grant #07/54872-8.     

Almost periodic and almost automorphic dynamics for scalar convex differential equations

We study the set of bounded trajectories for the flow defined by a class of scalar convex differential equations depending on a parameter. It is found that there exists precisely one value of the parameter for which almost automorphic but not almost periodic dynamics may appear. Even for this parameter value, the occurrence of almost periodic dynamics is shown to be residual in some cases. The dependence of this parameter on the functions defining the differential equations is also studied. The authors were partly supported by Junta de Castilla y León under project VA024/03, and C.I.C.Y.T. under project BFM2002-03815.