Quantitative recurrence properties for beta-dynamical system

This note is concerned with the quantitative recurrence properties of beta dynamical system ([0,1],Tβ) for general β>1; the size of points with the prescribed recurrence rate is determined. More precisely, Hausdorff dimensions of the sets and are obtained completely, where ψ is a positive function defined on N and f is a positive continuous function on [0,1]. Besides, the pressure function P(f,Tβ) with a continuous potential f is proven to be continuous with respect to β.     

Dynamic programming for stochastic target problems and geometric flows

Given a controlled stochastic process, the reachability set is the collection of all initial data from which the state process can be driven into a target set at a specified time. Differential properties of these sets are studied by the dynamic programming principle which is proved by the Jankov-von Neumann measurable selection theorem. This principle implies that the reachability sets satisfy a geometric partial differential equation, which is the analogue of the Hamilton-Jacobi-Bellman equation for this problem. By appropriately choosing the controlled process, this connection provides a stochastic representation for mean curvature type geometric flows. Another application is the super-replication problem in financial mathematics. Several applications in this direction are also discussed. Received October 24, 2000 / final version received July 24, 2001?Published online November 27, 2001     

Lipschitz拟伪压缩映像族的收缩投影算法

在Hilbert空间中设计了一种关于Lipschitz拟伪压缩映像族的收缩投影算法,并利用所提出的算法证明了Lipschitz拟伪压缩映像族的公共不动点的强收敛定理,所得结果改进和推广了一些最新文献的相关结果.     

Risk minimising strategies for revenue management problems with target values

Consider a risk-averse decision maker in the setting of a single-leg dynamic revenue management problem with revenue controlled by limiting capacity for a fixed set of prices. Instead of focussing on maximising the expected revenue, the decision maker has the main objective of minimising the risk of failing to achieve a given target revenue. Interpreting the revenue management problem in the framework of finite Markov decision processes, we augment the state space of the risk-neutral problem definition and change the objective function to the probability of failing a certain specified target revenue. This enables us to obtain a dynamic programming solution that generates the policy minimising the risk of not attaining this target revenue. We compare this solution with recently proposed risk-sensitive policies in a numerical study and discuss advantages and limitations.     

Instantaneous Shrinking of Supports for Nonlinear Reaction-convection Equations

Support analysis is performed for solutions of nonlinear reaction-convection equations in which both singular flux and source term are included. The positivity versus instantaneous shrinking for the solutions is determined by the relative strength of the flux and the source, as well as the decay rate at infinity of initial value of solutions. As an application of the analysis, the case of power-type nonlinearities is checked in details.     

A stochastic target formulation for optimal switching problems in finite horizon

We consider a general optimal switching problem for a controlled diffusion and show that its value coincides with the value of a well-suited stochastic target problem associated to a diffusion with jumps. The proof consists in showing that the Hamilton–Jacobi–Bellman equations of both problems are the same and in proving a comparison principle for this equation. This provides a new family of lower bounds for the optimal switching problem, which can be computed by Monte-Carlo methods. This result has also a nice economical interpretation in terms of a firm's valuation.     

A second-order dynamical system for equilibrium problems

Numerical Algorithms - We consider a second-order dynamical system for solving equilibrium problems in Hilbert spaces. Under mild conditions, we prove existence and uniqueness of strong global...     

A fortran programming system for computational problems

The article describes an approach to the design of a programming support system for the construction of modular computational programs. The system automates generation of programs for simulation of multiparameter mathematical models. Translated from Chislennye Metody v Matematicheskoi Fizike, Published by Moscow University, Moscow, 1996, pp. 52–57.     

Some boundary value problems for a fourth-order system

We obtain sufficient conditions for the existence of a solution of some boundary value problems for a fourth-order system.     

Interior point models for power system stability problems

In this paper, a detailed analysis of the use of optimization techniques in the study of voltage stability problems, leading to the incorporation of voltage stability criteria in traditional Optimal Power Flow (OPF) formulations is presented. Optimal power flow problems are highly nonlinear programming problems that are used to find the optimal control settings in electrical power systems. The relationship between the Lagrangian Multipliers of the OPF problem and the classification of the maximum loading point level of the system is given. Finally, the paper presents a sequential OPF technique to enhance voltage stability using reactive power and voltage rescheduling with no increase in real (active) generation cost.     

Robust control problems for the multilayer quasi-geostrophic system

In this article, we study some robust control problems associated with the multilayer quasi-geostrophic equations of the ocean and related to data assimilation in oceanography. We consider higher norms (compared to [T. Tachim Medjo, Robust control problems associated with the multilayer quasi-geostrophic equations of the ocean, Appl. Math. Optim. 51(3) (2005) 333–360]) in the definition of the cost functionals. We prove the existence and uniqueness of solutions. The result relies on better a priori estimates on the solutions to the multilayer quasi-geostrophic system obtained using a new formulation that we introduce for the multilayer quasi-geostrophic equation of the ocean. The new formulation replaces the non-homogenous boundary conditions (and the non-local constraint) on the stream-function by a simple homogenous Dirichlet boundary condition.     

Shrinking gradient descent algorithms for total variation regularized image denoising

Total variation regularization introduced by Rudin, Osher, and Fatemi (ROF) is widely used in image denoising problems for its capability to preserve repetitive textures and details of images. Many efforts have been devoted to obtain efficient gradient descent schemes for dual minimization of ROF model, such as Chambolle’s algorithm or gradient projection (GP) algorithm. In this paper, we propose a general gradient descent algorithm with a shrinking factor. Both Chambolle’s and GP algorithm can be regarded as the special cases of the proposed methods with special parameters. Global convergence analysis of the new algorithms with various step lengths and shrinking factors are present. Numerical results demonstrate their competitiveness in computational efficiency and reconstruction quality with some existing classic algorithms on a set of gray scale images.     

A No Shrinking Breather Theorem for Noncompact Harmonic Ricci Flows

In this paper,we construct an ancient solution by using a given shrinking breather and prove a no shrinking breather theorem for noncompact harmonic Ricci flow under the condition that ■ is bounded from below.     

Boundary-value problems with parameters for a multifrequency oscillation system

By using the averaging method, we prove the solvability of boundary-value problems with parameters for nonlinear oscillation systems. We obtain estimates for the deviation of solutions of averaged problems from solutions of original problems.