Properties of Two-Dimensional Maxima of Particle Scores in Critical Branching Processes with Immigration and Continuous Time

Mathematical Notes - We study two-dimensional maxima of particle scores in critical branching processes with immigration and continuous time. The limit distribution for the maxima of two scores at...     

Inverse nodal problems for the Sturm-Liouville differential operators on a star-type graph

We study inverse nodal problems for the second order differential operators on a star-type graph satisfying the standard matching conditions at the interior vertex. We prove uniqueness theorems and obtain a constructive solution to the inverse problems of this class. Original Russian Text Copyright ? 2009 Yurko V. A. The author was supported by the Russian Foundation for Basic Research (Grant 07-01-00003) and the National Science Council of Taiwan (Grant 07-01-92000-NSC-a). __________ Saratov. Translated from Sibirskiĭ Matematicheskiĭ Zhurnal, Vol. 50, No. 2, pp. 469–475, March–April, 2009.     

On maxima of partial samples in Gaussian sequences with pseudo-stationary trends

We consider a Gaussian stationary sequence added by a pseudo-stationary trend and prove a limit theorem for joint distribution of its maximum and maximum of its subsequence. Supported by RFFI grants 07-01-00077 and 06-01-00454. Published in Lietuvos Matematikos Rinkinys, Vol. 47, No. 1, pp. 58–67, January–March, 2007.     

On the uniqueness of Nash strategies for a class of analytic differential games

The uniqueness of Nash equilibria is shown for the case where the data of the problem are analytic functions and the admissible strategy spaces are restricted to analytic functions of the current state and time.This work was supported in part by the Joint Services Electronics Program (US Army, US Navy, and US Air Force) under Contract No. DAAB-07-72-C-0259, in part by the National Science Foundation under Grant No. ENG-74-20091, and in part by the Department of Energy, Electric Energy Systems Division under Contract No. US ERDA EX-76-C-01-2088.     

The number of periodic solutions of polynomial differential equations

We estimate the number of periodic solutions for special classes ofnth-order ordinary differential equations with variable coefficients. Translated fromMatematicheskie Zametki, Vol. 64, No. 5, pp. 720–727, November, 1998. The author thanks Yu. S. Il'yashenko for setting the problems, permanent advice, and overall support. The author is also thankful to D. A. Panov for numerous discussions. This research was supported by the CRDF Foundation under grant MR1-220, by the INTAS Foundation under grant No. 93-05-07, and by the Russian Foundation for Basic Research under grant No. 95-01-01258.     

Semigroup Varieties with 1.5-Permutable Fully Invariant Congruences on their Free Objects

We describe semigroup varieties on whose free objects the product of any two fully invariant congruences coincides with their set-theoretical union. The work was supported by the Russian Foundation of Basic Research (Grant 01-01-00258) and by the program Russian Universities – Basic Research of the Ministry of Education of the Russian Federation (project No. 04.01.59).Mathematics Subject Classifications (2000) 20M07, 20M05, 08B15.     

A splitting type algorithm for multi-valued complementarity problems

We consider a generalized complementarity problem whose cost mapping is multi-valued and is the sum of upper Z and antitone mappings. We suggest a simple splitting type algorithm which utilizes an extended Jacobi iteration. Its convergence is proved under mild assumptions. Preliminary results of numerical experiments confirm efficiency of the algorithm presented. This work was supported by RFBR–NNSF Grant No. 07-01-92101.     

Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints

We discuss possible scenarios of behaviour of the dual part of sequences generated by primal-dual Newton-type methods when applied to optimization problems with nonunique multipliers associated to a solution. Those scenarios are: (a) failure of convergence of the dual sequence; (b) convergence to a so-called critical multiplier (which, in particular, violates some second-order sufficient conditions for optimality), the latter appearing to be a typical scenario when critical multipliers exist; (c) convergence to a noncritical multiplier. The case of mathematical programs with complementarity constraints is also discussed. We illustrate those scenarios with examples, and discuss consequences for the speed of convergence. We also put together a collection of examples of optimization problems with constraints violating some standard constraint qualifications, intended for preliminary testing of existing algorithms on degenerate problems, or for developing special new algorithms designed to deal with constraints degeneracy. Research of the first author is supported by the Russian Foundation for Basic Research Grants 07-01-00270, 07-01-00416 and 07-01-90102-Mong, and by RF President’s Grant NS-9344.2006.1 for the support of leading scientific schools. The second author is supported in part by CNPq Grants 301508/2005-4, 490200/2005-2 and 550317/2005-8, by PRONEX–Optimization, and by FAPERJ Grant E-26/151.942/2004.     

Solutions for the prescribing mean curvature equation

By variational methods, for a kind of Yamabe problem whose scalar curvature vanishes in the unit ball BN and on the boundary S^N-1 the mean curvature is prescribed, we construct multi-peak solutions whose maxima are located on the boundary as the parameter tends to 0^＋ under certain assumptions. We also obtain the asymptotic behaviors of the solutions.     

Exact L 2-Small Ball Asymptotics of Gaussian Processes and the Spectrum of Boundary-Value Problems

We sharpen a classical result on the spectral asymptotics of boundary-value problems for self-adjoint ordinary differential operator. Using this result, we obtain the exact L ₂-small ball asymptotics for a new class of zero-mean Gaussian processes. This class includes, in particular, the integrated generalized Slepian process, integrated centered Wiener process, and integrated centered Brownian bridge. Partially supported by RFFR grant No.07-01-00159 and by grant NSh-227.2008.1.     

Conjugacies between rational maps and extremal quasiconformal maps

We show that two rational maps which are -quasiconformally combinatorially equivalent are -quasiconformally conjugate. We also study the relationship between the boundary dilatation of a combinatorial equivalence and the dilatation of a conjugacy.

     

On Differential Equations with Retarded Argument

We study the limit properties of solutions to one class of systems of differential equations as the number of equations and some parameters tend to infinity. We establish a close connection between solutions to these systems and differential equations with retarded argument. Our convergence theorems provide a new method for approximation of solutions to nonlinear differential equations with retarded argument.Original Russian Text Copyright © 2005 Demidenko G. V. and Likhoshvai V. A.The authors were supported by the Russian Foundation for Basic Research (Grants 03-01-00328, 03-04-48506, 03-04-48829, 03-07-96833, 04-01-00458, 05-04-49068, and 05-07-90274), the Integration Grant of the Siberian Branch of the Russian Academy of Sciences (No. 119 and 148), the Program Development of the Scientific Potential of Higher School of the Ministry for Education of the Russian Federation (Grant 8273), and NSF:FIBR (Grant EF-0330786).__________Translated from Sibirskii Matematicheskii Zhurnal, Vol. 46, No. 3, pp. 538–552, May–June, 2005.     

The Basis Digraphs of <Emphasis Type="Italic">p</Emphasis>-schemes

It is proved that association schemes with bipartite basis graphs are exactly 2-schemes. This result follows from a characterization of p-schemes for an arbitrary prime p in terms of basis digraphs. Second author work was partially supported by RFFI Grants 07-01-00485, 08-01-00379 and 08-01-00640. First author was visiting the Euler Institute of Mathematics, St. Petersburg, Russia during the time a part of this paper was written and he thanks the Euler Institute for its hospitality     

On boundedness of solutions of reaction-diffusion equations with nonlinear boundary conditions

We give conditions on the nonlinearities of a reaction-diffusion equation with nonlinear boundary conditions that guarantee that any solution starting at bounded initial data is bounded locally around a certain point of the boundary, uniformly for all positive time. The conditions imposed are of a local nature and need only to hold in a small neighborhood of the point .

     

Mathematical Programs with Vanishing Constraints: Optimality Conditions,Sensitivity, and a Relaxation Method

We consider a class of optimization problems with switch-off/switch-on constraints, which is a relatively new problem model. The specificity of this model is that it contains constraints that are being imposed (switched on) at some points of the feasible region, while being disregarded (switched off) at other points. This seems to be a potentially useful modeling paradigm, that has been shown to be helpful, for example, in optimal topology design. The fact that some constraints “vanish” from the problem at certain points, gave rise to the name of mathematical programs with vanishing constraints (MPVC). It turns out that such problems are usually degenerate at a solution, but are structurally different from the related class of mathematical programs with complementarity constraints (MPCC). In this paper, we first discuss some known first- and second-order necessary optimality conditions for MPVC, giving new very short and direct justifications. We then derive some new special second-order sufficient optimality conditions for these problems and show that, quite remarkably, these conditions are actually equivalent to the classical/standard second-order sufficient conditions in optimization. We also provide a sensitivity analysis for MPVC. Finally, a relaxation method is proposed. For this method, we analyze constraints regularity and boundedness of the Lagrange multipliers in the relaxed subproblems, derive a sufficient condition for local uniqueness of solutions of subproblems, and give convergence estimates. Research of the first author was supported by the Russian Foundation for Basic Research Grants 07-01-00270, 07-01-00416 and 07-01-90102-Mong, and by RF President’s Grant NS-9344.2006.1 for the support of leading scientific schools. The second author was supported in part by CNPq Grants 301508/2005-4, 490200/2005-2 and 550317/2005-8, by PRONEX-Optimization, and by FAPERJ.     

The , octonions and the triality principle

We show that the existence of a dual pair of type in leads to a definition of the product of octonions on a specific -dimensional subspace of . This product is expressed only in terms of the Lie bracket of . The well known triality principle becomes an easy consequence of this definition, and acting by the adjoint action is shown to be the algebra of derivations of the octonions. The real octonions are obtained from two specific real forms of .

     

Identities for Lie superalgebras with a nilpotent commutator subalgebra

It is proved that the exponential growth rate of identities in any superalgebra with a nilpotent commutator subalgebra over a field of zero characteristic is an integer. Supported by RFBR (project Nos. 07-01-00080 and 06-01-00485) and by the Council for Grants (under RF President) and State Aid of Leading Scientific Schools (grant NSh-1983.2008.1). Translated from Algebra i Logika, Vol. 47, No. 5, pp. 617–645, September–October, 2008.     

Wadge Reducibility and Infinite Computations

This is a survey of results about Wadge reducibility in some spaces and its relation to the study of infinite (non-terminating) computations. We also discuss the related techniques and directions of future research. Supported by DFG-RFBR Grant 06-01-04002 and by RFBR grant 07-01-00543a.     

On the Index of Solvability for Variational Inequalities in Banach Spaces

We define the index of solvability, a topological characteristic, whose difference from zero provides the existence of a solution for variational inequalities of Stampacchia’s type with S ⁺-type and pseudo-monotone multimaps on reflexive separable Banach spaces. Some applications to a minimization problem and to a problem of economical dynamics are presented. The work is supported by the Russian FBR Grants 05-01-00100 and 07-01-00137 and by the NATO Grant ICS.NR.CLG 981757.