Measurable sensitivity

We introduce the notions of measurable and strong measurable sensitivity, which are measure-theoretic versions of the conditions of sensitive dependence on initial conditions and strong sensitive dependence on initial conditions, respectively. Strong measurable sensitivity is a consequence of light mixing, implies that a transformation has only finitely many eigenvalues, and does not exist in the infinite measure-preserving case. Unlike the traditional notions of sensitive dependence, measurable and strong measurable sensitivity carry up to measure-theoretic isomorphism, thus ignoring the behavior of the transformation on null sets and eliminating dependence on the choice of metric.

     

Sensitivity of non-autonomous discrete dynamical systems

In this paper, the sensitivity for non-autonomous discrete systems is investigated. First of all, two sufficient conditions of sensitivity for general non-autonomous dynamical systems are presented. At the same time, one stronger form of sensitivity, that is, cofinite sensitivity, is introduced for non-autonomous systems. Two sufficient conditions of cofinite sensitivity for general non-autonomous dynamical systems are presented. We generalized the result of sensitivity and strong sensitivity for autonomous discrete systems to general non-autonomous discrete systems, and the conditions in this paper are weaker than the correlated conditions of autonomous discrete systems.     

Time-dependent and independent control rules for coordinated production and pricing under demand uncertainty and finite planning horizons

We address the effect of uncertainty on a manufacturer’s dynamic production and pricing decisions over a finite planning horizon. The demand for products, which depends on their price, is characterized by two stochastic processes: potential demand and customer price sensitivity. An optimal policy for coordinating production and pricing is a time-dependent feedback rule with respect to the state of the manufacturer’s inventories. We show that when the volatility of customer sensitivity to the product price is negligible, the optimal policy can be obtained analytically. Moreover, our simulations demonstrate that the volatility of stochastic customer price sensitivity does not have a strong effect on the manufacturer’s expected profit. Therefore, the solution derived for the case of customer price sensitivity with zero volatility can serve as a good approximation heuristic for the optimal policy if the true volatility of customer price sensitivity is within 40 % of its mean and the volatility of potential demand is within 25 % of its mean. Moreover, under these conditions, a simplified, time-independent control rule deteriorates expected profits by only 1.5 %.     

Multicriterion analysis of a vegetation management problem using ELECTRE II

A brief review of the ELECTRE II technique based on a strong and a weak ordinal outranking relationship is given. This technique, which is applied to alternative vegetation management schemes, leads to a complete ranking of the alternatives by means of three thresholds for concordance conditions and two thresholds for discordance conditions. Specifically, six alternative schemes are evaluated with respect to seven criteria, leading to the determination of a preferred system. A sensitivity analysis indicates that the ELECTRE II ranking is fairly robust with respect to parameter changes for the conditions of the case study.     

Sporadic randomness,Maxwell's Demon and the Poincaré recurrence times

In the case of fully chaotic systems, the distribution of the Poincaré recurrence times is an exponential whose decay rate is the Kolmogorov–Sinai (KS) entropy. We address the discussion of the same problem, the connection between dynamics and thermodynamics, in the case of sporadic randomness, using the Manneville map as a prototype of this class of processes. We explore the possibility of relating the distribution of Poincaré recurrence times to “thermodynamics”, in the sense of the KS entropy, also in the case of an inverse power-law. This is the dynamic property that Zaslavsky [Physics Today 52 (8) (1999) 39] finds to be responsible for a striking deviation from ordinary statistical mechanics under the form of Maxwell's Demon effect. We show that this way of establishing a connection between thermodynamics and dynamics is valid only in the case of strong chaos, where both the sensitivity to initial conditions and the distribution of the Poincaré recurrence times are exponential. In the case of sporadic randomness, resulting at long times in the Lévy diffusion processes, the sensitivity to initial conditions is initially a power-law, but it becomes exponential again in the long-time scale, whereas the distribution of Poincaré recurrence times keeps, or gets, its inverse power-law nature forever, including the long-time scale where the sensitivity to initial condition becomes exponential. We show that a non-extensive version of thermodynamics would imply the Maxwell's Demon effect to be determined by memory, and thus to be temporary, in conflict with the dynamic approach to Lévy statistics. The adoption of heuristic arguments indicates that this effect is possible, as a form of genuine equilibrium, after completion of the process of memory erasure.     

Properties of solutions of stochastic differential equations with standard and fractional Brownian motions

We show that conditions ensuring the existence of strong and weak solutions of stochastic differential equations with standard and fractional Brownian motions guarantee the continuous dependence of these solutions on the initial conditions and right-hand sides. We prove a theorem on the uniform continuity of conditional expectations of strong solutions.     

On pairwise sensitivity

We define the concept of pairwise sensitivity with respect to initial conditions for the endomorphisms on Lebesgue metric spaces. The idea is that the orbits of almost every pair of nearby initial points (for the product of the invariant measure) of a pairwise sensitive map may diverge from a positive quantity independent of the initial points. We study the relationships between pairwise sensitivity and weak mixing, pairwise sensitivity and positiveness of metric entropy and we compute the largest sensitivity constant.     

On Lyapunov exponent and sensitivity

Sensitive dependence on initial conditions is widely understood as being the central idea of chaos. For a large class of transformations of the interval, we prove that positiveness of the Lyapunov exponent implies the sensitivity property. We also provide bounds for the sensitivity constant.     

On the Strong Summability of Orthogonal Series

It is well known that not every summability method implies the strong summability with any positive exponent. We give easygoing additional conditions on the terms of a positive regular Toeplitz-matrix implying the strong summability for any positive exponent. The classical (C, α > 0)- and Abel-summabilities satisfy our conditions plainly. We treat the generalized Abel, the Euler, the Riesz and the generalized de la Vallée Poussin methods, as well.     

Stability and almost periodicity of asymptotically dominated semigroups of positive operators

We discuss conditions such that strong stability and strong asymptotic compactness of a (discrete or continuous) semiflow defined on a subset in the positive cone of an ordered Banach space is preserved under asymptotic domination. This is used to show that on a Banach lattice with order continuous norm strong stability and almost periodicity of a (discrete or strongly continuous) semigroup of positive operators is preserved under asymptotic domination.

     

Stationary Fokker–Planck equation on noncompact manifolds and in unbounded domains

We investigate the Fokker–Planck equation on an infinite cylindrical surface and in an infinite strip with reflecting boundary conditions, prove the existence of a positive (not necessarily integrable) solution, and derive various conditions on the vector field f that are sufficient for the existence of a solution that is the probability density. In particular, these conditions are satisfied for some vector fields f with integral trajectories going to infinity.     

An interior Newton method for quadratic programming

We propose a new (interior) approach for the general quadratic programming problem. We establish that the new method has strong convergence properties: the generated sequence converges globally to a point satisfying the second-order necessary optimality conditions, and the rate of convergence is 2-step quadratic if the limit point is a strong local minimizer. Published alternative interior approaches do not share such strong convergence properties for the nonconvex case. We also report on the results of preliminary numerical experiments: the results indicate that the proposed method has considerable practical potential. Received October 11, 1993 / Revised version received February 20, 1996 Published online July 19, 1999     

Destruction of solutions of wave equations in systems with distributed parameters

We consider two initial boundary value problems on an interval with homogeneous Dirichlet conditions. These problems were proposed by M. I. Rabinovich and D. I. Trubetskov and are given by nonlinear fourth-order Sobolev-type equations. We prove the local-in-time existence of a strong generalized solution of one problem, and for both problems, we obtain sufficient conditions for the destruction of their strong generalized solutions in a finite time.     

Sensitivity analysis for the matching problem and its use in solving matching problems with a single side constraint

This paper develops certain sensitivity analysis capabilities for use with a primaldual matching code. The specific problem addressed is reoptimizing after the costs of a subset of the edges have been increased by a constant amount. This capability is applied to a dual ascent procedure for a Lagrangian relaxation of a matching problem with a single generalized upper bound side constraint. Some of the sensitivity analysis capabilities should be useful in other contexts as well. In particular, we give a method for solving for a set of dual variables that satisfy the strong complementary conditions given a blossom structure.Part of this work was performed while this author was visiting the University of Waterloo.     

低渗透非均质油藏油水两相渗流敏感系数理论模型

本文研究了低渗透油藏低速非达西油水两相渗流的反问题，建立了基于动态信息的油藏敏感系数计算模型，给出了井底压力和水油比关于渗透率和孔隙度的敏感系数的有效算法，为油藏数值模自动拟合和油藏精细描述算法提供了理论基础。     

Tractability of Integration in Non-periodic and Periodic Weighted Tensor Product Hilbert Spaces

We study strong tractability and tractability of multivariate integration in the worst case setting. This problem is considered in weighted tensor product reproducing kernel Hilbert spaces. We analyze three variants of the classical Sobolev space of non-periodic and periodic functions whose first mixed derivatives are square integrable. We obtain necessary and sufficient conditions on strong tractability and tractability in terms of the weights of the spaces. For the three Sobolev spaces periodicity has no significant effect on strong tractability and tractability. In contrast, for general reproducing kernel Hilbert spaces anything can happen: we may have strong tractability or tractability for the non-periodic case and intractability for the periodic one, or vice versa.     

Some kind of Pareto stationarity for multiobjective problems with equilibrium constraints

ABSTRACT

In this paper, we derive some optimality and stationarity conditions for a multiobjective problem with equilibrium constraints (MOPEC). In particular, under a generalized Guignard constraint qualification, we show that any locally Pareto optimal solution of MOPEC must satisfy the strong Pareto Kuhn-Tucker optimality conditions. We also prove that the generalized Guignard constraint qualification is the weakest constraint qualification for the strong Pareto Kuhn-Tucker optimality. Furthermore, under certain convexity or generalized convexity assumptions, we show that the strong Pareto Kuhn-Tucker optimality conditions are also sufficient for several popular locally Pareto-type optimality conditions for MOPEC.     

Unsteady Cavitation in Injection Nozzles ‐ Dynamic Interaction of Internal Flow and Jet Formation ‐

This actual extension of our previous work demonstrates the strong interaction of cavitation inside injection nozzles with the external jet flow. Due to the high sensitivity of cavitation on the imposed initial and boundary conditions, simulations with restriction to the internal nozzle flow are qualitatively and quantitatively incorrect. Results of this very first simulations indicate the potential of cavitation for enhancement of atomization and spray formation.