Inertial Gradient-Like Dynamical System Controlled by a Stabilizing Term

Let H be a real Hilbert space and let be a function that we wish to minimize. For any potential and any control function which tends to zero as t+, we study the asymptotic behavior of the trajectories of the following dissipative system:

On the existence of value in the Varaiya-Lin sense in differential games of pursuit and evasion

This paper is strictly related to Ref. 1. A pursuit-evasion game described in part by the system and is considered. The state variablesx andy are restricted, in the sense that (x(t),t) N ₁ and (y(t),t) N ₂. The existence of a value in the sense of Varaiya and Lin is proved under the assumption that the sets of all admissible trajectories for the two players are compact and the lower value is not greater than the upper value.     

An Erdős-Révész type law of the iterated logarithm for stationary Gaussian processes

Summary Let {X(t),t 0} be a stationary Gaussian process withEX(t)=0,EX ²(t)=1 and covariance function satisfying (i)r(t) = 1 2212;C |t | + o (|t|)ast0 for someC>0, 0<2; (ii)r(t)=0(t ^–2) as t for some >0 and (iii) sup_ts|r(t)|<1 for eachs>0. Put (t)= sup {s:0 s t,X(s) (2logs)^1/2}. The law of the iterated logarithm implies a.s. This paper gives the lower bound of (t) and obtains an Erds-Rèvèsz type LIL, i.e., a.s. if 0<<2 and . Applications to infinite series of independent Ornstein-Uhlenbeck processes and to fractional Wiener processes are also given.Research supported by the Fok Yingtung Education Foundation of China and by Charles Phelps Taft Postdoctoral Fellowship of the University of Cincinnati     

Theorems of the Alternative and Duality

This paper investigates the relations between theorems of the alternative and the minimum norm duality theorem. A typical theorem of the alternative is associated with two systems of linear inequalities and/or equalities, a primal system and a dual one, asserting that either the primal system has a solution, or the dual system has a solution, but never both. On the other hand, the minimum norm duality theorem says that the minimum distance from a given point z to a convex set is equal to the maximum of the distances from z to the hyperplanes separating z and . We consider the theorems of Farkas, Gale, Gordan, and Motzkin, as well as new theorems that characterize the optimality conditions of discrete l ₁-approximation problems and multifacility location problems. It is shown that, with proper choices of , each of these theorems can be recast as a pair of dual problems: a primal steepest descent problem that resembles the original primal system, and a dual least–norm problem that resembles the original dual system. The norm that defines the least-norm problem is the dual norm with respect to that which defines the steepest descent problem. Moreover, let y solve the least norm problem and let r denote the corresponding residual vector. If r=0, which means that z , then y solves the dual system. Otherwise, when r0 and z , any dual vector of r solves both the steepest descent problem and the primal system. In other words, let x solve the steepest descent problem; then, r and x are aligned. These results hold for any norm on . If the norm is smooth and strictly convex, then there are explicit rules for retrieving x from r and vice versa.     

Conditions of Local Asymptotic Normality for Gaussian Stationary Processes

Let {\bold x}[] be a stationary Gaussian process with zero mean and spectral density f, let be the -algebra induced by the random variables {\bold x}[], D(R¹), and let _t, t > 0, be the -algebra induced by the random variables x[],supp [-t,t]. Denote by (f) the Gaussian measure on generated by {\bold x}. Let _t(f) be the restriction of (f) to _t. Let f and g be nonnegative functions such that the measures _t(f) and _t(g) are absolutely continuous. Put

On Interpolation Sequences of One Class of Functions, Analytic in the Half-Plane

A new criterion of solvability of the interpolation problem f( _n )=b_n in the class of functions f, analytic in the right half-plane and such that there exists c ₁(0;+) such that |f(z)|c ₁exp((c₁|z|)) for all z , where is a positive increasing continuous differentiable function on [0;+), for which (t)+ as t+ and there exists c ₂(0;+) such that

General technique for solving nonlinear,two-point boundary-value problems via the method of particular solutions

In this paper, a general technique for solving nonlinear, two-point boundary-value problems is presented; it is assumed that the differential system has ordern and is subject top initial conditions andq final conditions, wherep+q=n. First, the differential equations and the boundary conditions are linearized about a nominal functionx(t) satisfying thep initial conditions. Next, the linearized system is imbedded into a more general system by means of a scaling factor , 01, applied to each forcing term. Then, themethod of particular solutions is employed in order to obtain the perturbation x(t)=A(t) leading from the nominal functionx(t) to the varied function (t); this method differs from the adjoint method and the complementary function method in that it employs only one differential system, namely, the nonhomogeneous, linearized system.The scaling factor (or stepsize) is determined by a one-dimensional search starting from =1 so as to ensure the decrease of the performance indexP (the cumulative error in the differential equations and the boundary conditions). It is shown that the performance index has a descent property; therefore, if is sufficiently small, it is guaranteed that <P. Convergence to the desired solution is achieved when the inequalityP is met, where is a small, preselected number.In the present technique, the entire functionx(t) is updated according to (t)=x(t)+A(t). This updating procedure is called Scheme (a). For comparison purposes, an alternate procedure, called Scheme (b), is considered: the initial pointx(0) is updated according to (0)=x(0)+A(0), and the new nominal function (t) is obtained by forward integration of the nonlinear differential system. In this connection, five numerical examples are presented; they illustrate (i) the simplicity as well as the rapidity of convergence of the algorithm, (ii) the importance of stepsize control, and (iii) the desirability of updating the functionx(t) according to Scheme (a) rather than Scheme (b).This research, supported by the National Science Foundation, Grant No. GP-18522, is based on Ref. 1. The authors are indebted to Mr. A. V. Levy for computational assistance.     

The product of finitely based varieties of lattice-ordered groups

The question as to whether a product of two finitely based varieties of lattice-ordered groups is finitely based is considered. It is proved that varieties and are finitely based; here is a variety of lattice-ordered groups defined by identities [x ⁿ,y ⁿ] =e and [[x,y] z, [x ₁,y ₁] z ₁] =e; is a variety of lattice-ordered nilpotent groups of class s, defined by an identity [x ₁,x ₂,...,x _(s+1)] =e; V is an arbitrary finitely based variety of lattice-ordered groups. Translated fromAlgebra i Logika, Vol. 33, No. 3, pp. 255–263, May–June, 1994.Supported by the Russian Foundation for Fundamental Research, grant No. 93-011-1524.     

On Codes Identifying Sets of Vertices in Hamming Spaces

A code is called (t, 2)-identifying if for all the words x, y(x y) and the sets (B _t (x) B _t (y)) C and are nonempty and different. Constructions of such codes and a lower bound on the cardinality of these codes are given. The lower bound is shown to be sharp in some cases. We also discuss a more general notion of -identifying codes and introduce weakly identifying codes.     

New Quasi-Newton Equation and Related Methods for Unconstrained Optimization

In unconstrained optimization, the usual quasi-Newton equation is B _k+1 s _k=y _k, where y _k is the difference of the gradients at the last two iterates. In this paper, we propose a new quasi-Newton equation, , in which is based on both the function values and gradients at the last two iterates. The new equation is superior to the old equation in the sense that better approximates ² f(x _k+1)s _k than y _k. Modified quasi-Newton methods based on the new quasi-Newton equation are locally and superlinearly convergent. Extensive numerical experiments have been conducted which show that the new quasi-Newton methods are encouraging.     

Editorial Policy

Consider the parametric linear complementarity problem w=Mz+q+p, w0, z0, w ^T z=0, where p0, 0q0, and 0. We show that a necessary condition for every complementary map z() to be isotone for every nonzero q0 and every p is that M be either a P-matrix or a -matrix. The Cottle necessary and sufficient conditions for strong and uniform isotonicity for P-matrices are restated, with slight modifications, for -matrices.     

Steepest Descent with Curvature Dynamical System

Let H be a real Hilbert space and let <..,.> denote the corresponding scalar product. Given a function that is bounded from below, we consider the following dynamical system:

On the Projections of Multivalued Maps

This paper considers analogues of the Helmholtz projections of the set of selections of a piecewise smooth multivalued map , n2. It is shown that, for mn–1 (m=1), the closure of the projection of on the subspace of gradient fields (solenoidal vector fields) is a convex set. For the general case, there are given point-wise conditions on the values of the map which ensure that the closure of the projection of contains the zero element. Possible applications to optimal control problems are discussed.     

On the maximum of a Wiener process and its location

Summary Consider a Wiener process {W(t),t0}, letM(t)=max |W(s)| andv(t) be the location of the maximum of the absolute value of in [0,t] i.e.|W(v(t))|=M(t). We study the limit points of ( _t M(t), _t v(t)) ast where _t and _t are positive, decreasing normalizing constants. Moreover, a lim inf result is proved for the length of the longest flat interval ofM(t).Research supported by Hungarian National Foundation for Scientific Research Grant n. 1808     

First Exit Time from a Bounded Interval for a Certain Class of Additive Functionals of Brownian Motion

Let (B _t) _t0 be standard Brownian motion starting at y, X _t = x + ^t ₀ V(B _s) ds for x (a, b), with V(y) = y if y0, V(y)=–K(–y) if y0, where >0 and K is a given positive constant. Set _ab=inf{t>0: X _t(a, b)} and ₀=inf{t>0: B _t=0}. In this paper we give several informations about the random variable _ab. We namely evaluate the moments of the random variables , and also show how to calculate the expectations . Then, we explicitly determine the probability laws of the random variables as well as the probability by means of special functions.     

Commutativity of Rings with Constraints Involving a Subset

Suppose that R is an associative ring with identity 1, J(R) the Jacobson radical of R, and N(R) the set of nilpotent elements of R. Let m 1 be a fixed positive integer and R an m-torsion-free ring with identity 1. The main result of the present paper asserts that R is commutative if R satisfies both the conditions(i) [x ^m, y ^m] = 0 for all and(ii) [(xy) ^m + y ^m x ^m, x] = 0 = [(yx) ^m + x ^m y ^m, x], for all This result is also valid if (i) and (ii) are replaced by (i) [x ^m, y ^m] = 0 for all and (ii) [(xy) ^m + y ^m x ^m, x] = 0 = [(yx) ^m + x ^m y ^m, x] for all Other similar commutativity theorems are also discussed.     

Eigenvalue distribution of some fractal semi-elliptic differential operators: Combinatorial approach

We obtain the sharp order of growth of the eigenvalue distribution function for the operator in the anisotropic Sobolev space , generated by the quadratic form _Q u² d, whereQ² is the unit square and is a probability self-affine fractal measure onQ. The geometry of Supp should be in a certain way consistent with the parameterst ₁ ,t ₂ .     

Singular perturbations in foliations

Summary We define a constraint system , [0,₀), which is a kind of family of vector fields on a manifold. This is a generalized version of the family of the equations , [0,₀),x ^m ,y ⁿ . Finally, we prove a singular perturbation theorem for the system , [0,₀).Dedicated to Professor Kenichi Shiraiwa on his 60th birthday     

On L_w^2 -quasi-derivatives for solutions of perturbed general quasi-differential equations

This paper is concerned with square integrable quasi-derivatives for any solution of a general quasi-differential equation of nth order with complex coefficients M[y] – wy = wf(t, y ^[0],... , y ^[n–1]), t [a, b) provided that all rth quasi-derivatives of solutions of M[y] – wy = 0 and all solutions of its normal adjoint are in and under suitable conditions on the function f.     

On a class of functions with equal infima over a domain and its boundary

In this paper, we present a class of functions:f:X such that inf _xX f(x)= , whereX is a nonempty, finitely compact and convex set in a vector space andB _x ={xX: y aff(X){x:[x, y]X={x}. Our main tool is a recent minimax theorem by Ricceri (Ref. 1).