The Proof of the Dirac Conjecture for a Class of Finite-Dimensional Dirac Hamiltonian Systems

Mathematical Notes -     

Separation of Variables in the Kovalevskaya–Goryachev–Chaplygin Gyrostat

We construct separation variables for the Kovalevskaya–Goryachev–Chaplygin gyrostat for arbitrary values of the parameters. We show that different separation variables can be constructed for the same integrable system if different integrals of motion are chosen.     

The evolutionary limit for models of populations interacting competitively via several resources

We consider an integro-differential nonlinear model that describes the evolution of a population structured by a quantitative trait. The interactions between individuals occur by way of competition for resources whose concentrations depend on the current state of the population. Following the formalism of Diekmann et al. (2005) [16], we study a concentration phenomenon arising in the limit of strong selection and small mutations. We prove that the population density converges to a sum of Dirac masses characterized by the solution φ of a Hamilton-Jacobi equation which depends on resource concentrations that we fully characterize in terms of the function φ.     

Toda Chains in the Jacobi Method

We use the Jacobi method to construct various integrable systems, such as the Stäckel systems and Toda chains, related to various root systems. We find canonical transformations that relate integrals of motion for the generalized open Toda chains of types B _n, C _n, and D _n.     

A Remark on the Reduction of Cauchy–Riemann Manifolds

The concept of a moment map for an action of a real Lie group by CR–diffeomorphisms on a CR–manifold M of hypersurface type is introduced. It gives rise to a natural reduction procedure in the sense that we construct a CR–structure on an associated orbit manifold M₀ for the case that the group acts freely and properly on M.     

Regular Solutions of First-Order Hamilton–Jacobi Equations for Boundary Control Problems and Applications to Economics

This is the first of two papers regarding a family of linear convex control problems in Hilbert spaces and the related Hamilton–Jacobi–Bellman equations. The framework is motivated by an application to boundary control of a PDE modeling investments with vintage capital. Existence and uniqueness of a strong solution (namely, the limit of classic solutions of approximating equations, introduced by Barbu and Da Prato) is investigated. Moreover, such a solution is proved to be C¹ in the space variable.     

从反证法的渊源透视反证法教学难问题

反证法是数学中,尤其是高等数学中常用的一种证明方法.它是与直接证法相对的间接证法的一种.由于逻辑学中也存在同样的相关概念,所以分清反证法、归谬法以及反驳和证明之间的细微差别和联系很有必要.本文试图讲清这些概念,并指出反证法不但是最重要的证明方法,而且同其它的证明方法一样也是进行知识积累和科学发现的源泉.     

Optimal investment and reinsurance policies in insurance markets under the effect of inside information

In this paper, we study the problem of optimal investment and proportional reinsurance coverage in the presence of inside information. To be more precise, we consider two firms: an insurer and a reinsurer who are both allowed to invest their surplus in a Black–Scholes‐type financial market. The insurer faces a claims process that is modeled by a Brownian motion with drift and has the possibility to reduce the risk involved with this process by purchasing proportional reinsurance coverage. Moreover, the insurer has some extra information at her disposal concerning the future realizations of her claims process, available from the beginning of the trading interval and hidden from the reinsurer, thus introducing in this way inside information aspects to our model. The optimal investment and proportional reinsurance decision for both firms is determined by the solution of suitable expected utility maximization problems, taking into account explicitly their different information sets. The solution of these problems also determines the reinsurance premia via a partial equilibrium approach. Copyright © 2011 John Wiley & Sons, Ltd.     

Approximate Solutions to the Time-Invariant Hamilton–Jacobi–Bellman Equation

In this paper, we develop a new method to approximate the solution to the Hamilton–Jacobi–Bellman (HJB) equation which arises in optimal control when the plant is modeled by nonlinear dynamics. The approximation is comprised of two steps. First, successive approximation is used to reduce the HJB equation to a sequence of linear partial differential equations. These equations are then approximated via the Galerkin spectral method. The resulting algorithm has several important advantages over previously reported methods. Namely, the resulting control is in feedback form and its associated region of attraction is well defined. In addition, all computations are performed off-line and the control can be made arbitrarily close to optimal. Accordingly, this paper presents a new tool for designing nonlinear control systems that adhere to a prescribed integral performance criterion.     

On the Hamilton–Waterloo Problem with Odd Orders

Given nonnegative integers , the Hamilton–Waterloo problem asks for a factorization of the complete graph into α ‐factors and β ‐factors. Without loss of generality, we may assume that . Clearly, v odd, , , and are necessary conditions. To date results have only been found for specific values of m and n. In this paper, we show that for any integers , these necessary conditions are sufficient when v is a multiple of and , except possibly when or 3. For the case where we show sufficiency when with some possible exceptions. We also show that when are odd integers, the lexicographic product of with the empty graph of order n has a factorization into α ‐factors and β ‐factors for every , , with some possible exceptions.     

On the Hamilton–Waterloo problem with odd cycle lengths

Let denote the complete graph if v is odd and , the complete graph with the edges of a 1‐factor removed, if v is even. Given nonnegative integers , the Hamilton–Waterloo problem asks for a 2‐factorization of into α ‐factors and β ‐factors, with a ‐factor of being a spanning 2‐regular subgraph whose components are ℓ‐cycles. Clearly, , , and are necessary conditions. In this paper, we extend a previous result by the same authors and show that for any odd the above necessary conditions are sufficient, except possibly when , or when . Note that in the case where v is odd, M and N must be odd. If M and N are odd but v is even, we also show sufficiency but with further possible exceptions. In addition, we provide results on 2‐factorizations of the complete equipartite graph and the lexicographic product of a cycle with the empty graph.     

Analysis of the Computational Singular Perturbation Reduction Method for Chemical Kinetics

This article is concerned with the asymptotic accuracy of the Computational Singular Perturbation (CSP) method developed by Lam and Goussis [The CSP method for simplifying kinetics, Int. J. Chem. Kin. 26 (1994) 461–486] to reduce the dimensionality of a system of chemical kinetics equations. The method, which is generally applicable to multiple-time scale problems arising in a broad array of scientific disciplines, exploits the presence of disparate time scales to model the dynamics by an evolution equation on a lower-dimensional slow manifold. In this article it is shown that the successive applications of the CSP algorithm generate, order by order, the asymptotic expansion of a slow manifold. The results are illustrated on the Michaelis–Menten–Henri equations of enzyme kinetics.     

Robust stability of uncertain impulsive dynamical systems

This paper studies robust stability of uncertain impulsive dynamical systems. By introducing the concepts of uniformly positive definite matrix functions and Hamilton–Jacobi/Riccati inequalities, several criteria on robust stability, robust asymptotic stability and robust exponential stability are established. An example is also worked through to illustrate our results.     

On the Geometry of Inner Approximations to the Set of Null Controllability for Constrained Linear Systems

The problem of obtaining inner approximations to the set of null controllability for linear systems is considered, and the geometry of certain sets arising in the approximation of using linear feedback is explored. A two-dimensional example is worked in detail in order to delineate the limitations to the use of linear feedback.     

On the boundary value problem in a dihedral angle for normally hyperbolic systems of first order

Some structural properties as well as a general three-dimensional boundary value problem for normally hyperbolic systems of partial differential equations of first order are studied. A condition is given which enables one to reduce the system under consideration to a first-order system with the spliced principal part. It is shown that the initial problem is correct in a certain class of functions if some conditions are fulfilled.     

On the class of infinite horizon optimal control problems affine,which are structurally stable

We prove in this article that there is in the set of all problems we consider a subset, which is residual. Every problem in this subset is shown to be structurally stable and defines a dynamical system, which looks like the graph of the figure given in Section  1 , contrary to what happens for ordinary dynamical systems, that is, the ones associated with ODEs. There, the initial value problem (in the smooth case) is uniquely solvable; the structurally stable systems look like the figure given in Section  1 , but sources are equilibria. Copyright © 2015 John Wiley & Sons, Ltd.     

A Generalization of the Hamilton–Waterloo Problem on Complete Equipartite Graphs

The Hamilton–Waterloo problem asks for which s and r the complete graph can be decomposed into s copies of a given 2‐factor F₁ and r copies of a given 2‐factor F₂ (and one copy of a 1‐factor if n is even). In this paper, we generalize the problem to complete equipartite graphs and show that can be decomposed into s copies of a 2‐factor consisting of cycles of length xzm; and r copies of a 2‐factor consisting of cycles of length yzm, whenever m is odd, , , and . We also give some more general constructions where the cycles in a given two factor may have different lengths. We use these constructions to find solutions to the Hamilton–Waterloo problem for complete graphs.     

Improved outer inverses for the numerical solution of Euler–Lagrange equations

In this paper, improved outer inverses are used for solving the overdetermined differential‐algebraic equations that arise in the simulation of mechanical systems. The method is based on Newton‐type iterations using outer inverses. Copyright © 2004 John Wiley & Sons, Ltd.     

On M–multisplittings of singular M–matrices with application to Markov chains

Given a singular M–matrix of a linear system, convergent conditions under which iterative schemes based on M–multisplittings are studied. Two of those conditions, the index of the iteration matrix and its spectral radius are investigated and related to those of the M-matrix. Furthermore, a parallel multisplitting iteration scheme for solving singular linear systems is suggested which can be applied to practical problems such as Poisson and elasticity problems under certain boundary conditions, the Neumann problem, and in Markov chains. A discussion of that multisplitting scheme, based on Gauss–Seidel type splittings is given for computing the stationary distribution vector of Markov chains. In this case a computational viable algorithm can be constructed, since only the nonsingularity of one weighting matrix of the multisplitting is needed. © 1998 John Wiley & Sons, Ltd.     

A unified approach to the modelling of holonomic and nonholonomic mechanical systems

An alternative technique, called projection method, for solving constrained system problems is presented. This approach can be used to derive equations of motion of both holonomic and nonholonomic systems, and the dynamic equations can be expressed in generalized velocities and/or quasi-velocities. Compared against the other methods of classical mechanics (Lagrange's, Gibbs-Appell, Kane's,...), the present method turns out to be extraordinarily short, elementary and general. As such, it deserves to be promoted as a generally accepted method in academic and engineering applications. Three examples are reported to illustrate advantages of the technique