Computational aspects of continuous–discrete extended Kalman-filtering

This paper elaborates how the time update of the continuous–discrete extended Kalman-filter (EKF) can be computed in the most efficient way. The specific structure of the EKF-moment differential equations leads to a hybrid integration algorithm, featuring a new Taylor–Heun-approximation of the nonlinear vector field and a modified Gauss–Legendre-scheme, generating positive semidefinite solutions for the state error covariance. Furthermore, the order of consistency and stability behavior of the outlined procedure is investigated. The results are incorporated into an algorithm with adaptive controlled step size, assuring a fixed numerical precision with minimal computational effort.     

A new sufficient condition for Hamiltonian graphs

The study of Hamiltonian graphs began with Dirac’s classic result in 1952. This was followed by that of Ore in 1960. In 1984 Fan generalized both these results with the following result: If G is a 2-connected graph of order n and max{d(u),d(v)}≥n/2 for each pair of vertices u and v with distance d(u,v)=2, then G is Hamiltonian. In 1991 Faudree–Gould–Jacobson–Lesnick proved that if G is a 2-connected graph and |N(u)∪N(v)|+δ(G)≥n for each pair of nonadjacent vertices u,v∈V(G), then G is Hamiltonian. This paper generalizes the above results when G is 3-connected. We show that if G is a 3-connected graph of order n and max{|N(x)∪N(y)|+d(u),|N(w)∪N(z)|+d(v)}≥n for every choice of vertices x,y,u,w,z,v such that d(x,y)=d(y,u)=d(w,z)=d(z,v)=d(u,v)=2 and where x,y and u are three distinct vertices and w,z and v are also three distinct vertices (and possibly |{x,y}∩{w,z}| is 1 or 2), then G is Hamiltonian.     

On sufficient conditions for the convergence of successive approximations

We obtain sufficient conditions for the convergence of successive approximations to the solution of operator equations. We show how these conditions can be used in the case of nonlinear integral Hammerstein-type equations. Translated fromMatematicheskie Zametki, Vol. 65, No. 6, pp. 854–859, June, 1999.     

Optimality and duality for a nonsmooth multiobjective optimization involving generalized type I functions

A nonsmooth multiobjective optimization problem involving generalized (F, α, ρ, d)-type I function is considered. Karush–Kuhn–Tucker type necessary and sufficient optimality conditions are obtained for a feasible point to be an efficient or properly efficient solution. Duality results are obtained for mixed type dual under the aforesaid assumptions.     

Right closure of martingale sequences in the sense of theA-integral

In this paper new sufficient (necessary and sufficient for martingales of special form) conditions for the martingale closure from the right in the sense of theA-integral are given. These results follow from the theorem about passing to the limit under theA-integral. The theorem is established using the criterion for transposing iterated limits with respect to the base. It is shown that the sufficient conditions thus obtained are stronger than those previously known. Translated fromMatematicheskie Zametki, Vol.68, No. 1, pp. 98–104, July, 2000.     

Bayes estimators for densities of sufficient statistics for the normal distribution and their statistical properties

In this paper the Bayes estimates are constructed for the distribution density of sufficient statistics in the case of a normal law. The asymptotic properties of these estimates are discussed. These estimates may be used for constructing classification rules which allow one to solve new classification problems. Translated fromStatisticheskie Metody Otsenivaniya i Proverki Gipotez, pp. 5–13, Perm, 1991.     

Dynamic allocation indices for restless projects and queueing admission control: a polyhedral approach

 This paper develops a polyhedral approach to the design, analysis, and computation of dynamic allocation indices for scheduling binary-action (engage/rest) Markovian stochastic projects which can change state when rested (restless bandits (RBs)), based on partial conservation laws (PCLs). This extends previous work by the author [J. Ni?o-Mora (2001): Restless bandits, partial conservation laws and indexability. Adv. Appl. Probab. 33, 76–98], where PCLs were shown to imply the optimality of index policies with a postulated structure in stochastic scheduling problems, under admissible linear objectives, and they were deployed to obtain simple sufficient conditions for the existence of Whittle's (1988) RB index (indexability), along with an adaptive-greedy index algorithm. The new contributions include: (i) we develop the polyhedral foundation of the PCL framework, based on the structural and algorithmic properties of a new polytope associated with an accessible set system -extended polymatroid}); (ii) we present new dynamic allocation indices for RBs, motivated by an admission control model, which extend Whittle's and have a significantly increased scope; (iii) we deploy PCLs to obtain both sufficient conditions for the existence of the new indices (PCL-indexability), and a new adaptive-greedy index algorithm; (iv) we interpret PCL-indexability as a form of the classic economics law of diminishing marginal returns, and characterize the index as an optimal marginal cost rate; we further solve a related optimal constrained control problem; (v) we carry out a PCL-indexability analysis of the motivating admission control model, under time-discounted and long-run average criteria; this gives, under mild conditions, a new index characterization of optimal threshold policies; and (vi) we apply the latter to present new heuristic index policies for two hard queueing control problems: admission control and routing to parallel queues; and scheduling a multiclass make-to-stock queue with lost sales, both under state-dependent holding cost rates and birth-death dynamics. Received: April 2000 / Accepted: October 2002 Published online: December 9, 2002 RID="★" ID="★" Work partly supported by the Spanish Ministry of Science and Technology (grant BEC2000-1027), NATO (Collaborative Linkage Grant PST.CLG.976568), and the Joint Spanish-US (Fulbright) Commission for Scientific and Technical Exchange (project 2000-20132) Key words. Markov decision process – restless bandits – polyhedral combinatorics – extended polymatroid – adaptive-greedy algorithm – dynamic allocation index – stochastic scheduling – threshold policy – index policy – Gittins index – Klimov index – Whittle index – control of queues – admission control – routing – make-to-stock – multiclass queue – finite buffers – conservation laws – achievable performance Mathematics Subject Classification (1991): (AMS 2000 Subject Classification): 90B36, 90B22, 90C40, 90C57, 90C08     

On short wave stability and sufficient conditions for stability in the extended Rayleigh problem of hydrodynamic stability

We consider the extended Rayleigh problem of hydrodynamic stability dealing with the stability of inviscid homogeneous shear flows in sea straits of arbitrary cross section. We prove a short wave stability result, namely, if k > 0 is the wave number of a normal mode then k > k _c (for some critical wave number k _c) implies the stability of the mode for a class of basic flows. Furthermore, if $ K(z) = \frac{{ - (U'_0 - T_0 U'_0 )}} {{U_0 - U_{0s} }} $ K(z) = \frac{{ - (U'_0 - T_0 U'_0 )}} {{U_0 - U_{0s} }} , where U ₀ is the basic velocity, T ₀ (a constant) the topography and prime denotes differentiation with respect to vertical coordinate z then we prove that a sufficient condition for the stability of basic flow is $ 0 < K(z) \leqslant \left( {\frac{{\pi ^2 }} {{D^2 }} + \frac{{T_0^2 }} {4}} \right) $ 0 < K(z) \leqslant \left( {\frac{{\pi ^2 }} {{D^2 }} + \frac{{T_0^2 }} {4}} \right) , where the flow domain is 0 ≤ z ≤ D.     

A necessary and sufficient condition for singular nonlinear second-order boundary value problems to have positive solutions

In this paper the following result is obtained: Suppose f(g,u,v) is nonnegative, continuous in (a, 6) ×R⁺ ×R ⁺ ; f may be singular at κ = a(and/or κ = b) and υ = 0; f is nondecreasing on u for each κ,υ,nonincreasing on υ for each κ,u; there exists a constant q ε (0,1) such that

A necessary and sufficient condition for a lower bound for fourth-order pseudodifferential operators

We give necessary and sufficient conditions for the lower bound {fx55-01} to hold for any compact setK ⊂X, an open set ofR ⁿ , andP =P* ∃ ψ _phg ⁴ (X) with p(x, ξ) ~ q ₂ ² + p₃ + p₂ + ..., q₂ beingtransversally elliptic with respect to the characteristic manifold Σ =q ₂ ^-1 (0).     

On sharp conditions for the global stability of a difference equation satisfying the Yorke condition

Continuing our previous investigations, we give simple sufficient conditions for the global stability of the zero solution of the difference equation x _n+1 = qx _n + ƒ_n(x _n, …, x _n−k), n ∈ ℤ, where the nonlinear functions ƒ_n satisfy the Yorke condition. For every positive integer k, we represent the interval (0, 1] as the union of [(2k + 2)/3] disjoint subintervals, and, for q from each subinterval, we present a global-stability condition in explicit form. The conditions obtained are sharp for the class of equations satisfying the Yorke condition. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 1, pp. 73–80, January, 2008.     

Weak convergence theorem for Lipschizian pseudocontraction semigroups in Banach spaces

The purpose of this paper is to study the weak convergence problems of the irnplicity iteration process for Lipschitzian pseudocontraction semigroups in general Banach spaces. The results presented in this paper extend and improve the corresponding results of Zhou [Nonlinear Anal., 68, 2977-2983 （2008）], Chen, et ah [J. Math. Anal. Appl., 314, 701 709 （2006）], Xu and Ori [Numer. Funct. Anal. Optim, 22, 767-773 （2001）] and Osilike [J. Math. Anal. Appl., 294, 73-81 （2004）]. Keywords     

Quadratic forms for a 1-form on an isolated complete intersection singularity

We consider a holomorphic 1-form ω with an isolated zero on an isolated complete intersection singularity (V,0). We construct quadratic forms on an algebra of functions and on a module of differential forms associated to the pair (V,ω). They generalize the Eisenbud–Levine–Khimshiashvili quadratic form defined for a smooth V. Partially supported by the DFG-programme 'Global methods in complex geometry' (Eb 102/4–3) grants RFBR–04–01–00762, NSh–1972.2003.1.     

On the mean square error of maximum likelihood estimates of the distribution density of sufficient statistics of the multivariate normal distribution

The extensive use of maximum likelihood estimates underscores the importance of the problem of statistical estimation of their errors. These estimates are of utmost importance in cases where the family of normal distributions and the families related to the normal distributions are considered [1, 2, 4]. The mean square errors of the maximum likelihood estimates of the normal density were investigated in the author's paper [3]. The mean square errors of statistical estimates of some families of densities related to the normal distributions were considered in the papers [4–6]. In the present paper, we obtain an asymptotic expansion of the mean square error of the maximum likelihood estimates of the densities of the joint distribution of sufficient statistics of the family of multivariate normal distributions. The results obtained allow us to construct the mean square errors of the maximum likelihood estimates for the chi-square density and Wishart's density. Translated fromStatisticheskie Metody Otsenivaniya i Proverki Gipotez, pp. 4–11, Perm. 1990.     

Multipoint Taylor formulæ

Summary. The main result of this paper is an abstract version of the Kowalewski–Ciarlet–Wagschal multipoint Taylor formula for representing the pointwise error in multivariate Lagrange interpolation. Several applications of this result are given in the paper. The most important of these is the construction of a multipoint Taylor error formula for a general finite element, together with the corresponding –error bounds. Another application is the construction of a family of error formul? for linear interpolation (indexed by real measures of unit mass) which includes some recently obtained formul?. It is also shown how the problem of constructing an error formula for Lagrange interpolation from a D–invariant space of polynomials with the property that it involves only derivatives which annihilate the interpolating space can be reduced to the problem of finding such a formula for a ‘simpler’ one–point interpolation map. Received March 29, 1996 / Revised version received November 22, 1996     

Delay-dependent stability of high order Runge–Kutta methods

This paper is concerned with the study of the delay-dependent stability of Runge–Kutta methods for delay differential equations. First, a new sufficient and necessary condition is given for the asymptotic stability of analytical solution. Then, based on this condition, we establish a relationship between τ(0)-stability and the boundary locus of the stability region of numerical methods for ordinary differential equations. Consequently, a class of high order Runge–Kutta methods are proved to be τ(0)-stable. In particular, the τ(0)-stability of the Radau IIA methods is proved.     

Solving monotone inclusions with linear multi-step methods

 In this paper a new class of proximal-like algorithms for solving monotone inclusions of the form T(x)∋0 is derived. It is obtained by applying linear multi-step methods (LMM) of numerical integration in order to solve the differential inclusion , which can be viewed as a generalization of the steepest decent method for a convex function. It is proved that under suitable conditions on the parameters of the LMM, the generated sequence converges weakly to a point in the solution set T ⁻¹ (0). The LMM is very similar to the classical proximal point algorithm in that both are based on approximately evaluating the resolvants of T. Consequently, LMM can be used to derive multi-step versions of many of the optimization methods based on the classical proximal point algorithm. The convergence analysis allows errors in the computation of the iterates, and two different error criteria are analyzed, namely, the classical scheme with summable errors, and a recently proposed more constructive criterion. Received: April 2001 / Accepted: November 2002 Published online: February 14, 2003 Key Words. proximal point algorithm – monotone operator – numerical integration – strong stability – relative error criterion Mathematics Subject Classification (1991): 20E28, 20G40, 20C20     

Error estimates of a linear decoupled Euler–FEM scheme for a mass diffusion model

We present error estimates of a linear fully discrete scheme for a three-dimensional mass diffusion model for incompressible fluids (also called Kazhikhov–Smagulov model). All unknowns of the model (velocity, pressure and density) are approximated in space by C ⁰-finite elements and in time an Euler type scheme is used decoupling the density from the velocity–pressure pair. If we assume that the velocity and pressure finite-element spaces satisfy the inf–sup condition and the density finite-element space contains the products of any two discrete velocities, we first obtain point-wise stability estimates for the density, under the constraint lim_(h,k)→0 h/k = 0 (h and k being the space and time discrete parameters, respectively), and error estimates for the velocity and density in energy type norms, at the same time. Afterwards, error estimates for the density in stronger norms are deduced. All these error estimates will be optimal (of order O(h+k){\mathcal{O}(h+k)}) for regular enough solutions without imposing nonlocal compatibility conditions at the initial time. Finally, we also study two convergent iterative methods for the two problems to solve at each time step, which hold constant matrices (independent of iterations).     

Convergence theorems for semigroup-type families of non-self mappings

Motivated by a paper Chidume and Zegeye [Strong convergence theorems for common fixed points of uniformly L-Lipschitzian pseudocontractive semi-groups, Applicable Analysis, 86 (2007), 353–366], we prove several strong convergence theorems for a family (not necessarily a semigroup) ℱ = {T(t): t ∈ G} of nonexpansive or pseudocontractive non-self mappings in a reflexive strictly convex Banach space with a uniformly Gateaux differentiable norm, where G is an unbounded subset of ℝ⁺. Our results extend and improve the corresponding ones byMatsushita and Takahashi [Strong convergence theorems for nonexpansive nonself-mappings without boundary conditions,Nonlinear Analysis, 68 (2008), 412–419],Morales and Jung [Convergence of paths for pseudo-contractive mappings in Banach spaces, Proceedings of American Mathematical Society, 128 (2000), 3411–3419], Song [Iterative approximation to common fixed points of a countable family of nonexpansive mappings, Applicable Analysis, 86 (2007), 1329–1337], Song and Xu [Strong convergence theorems for nonexpansive semigroup in Banach spaces, Journal of Mathematical Analysis and Applications, 338 (2008), 152–161], Wong, Sahu, and Yao [Solving variational inequalities involving nonexpansive type mappings, Nonlinear Analysis, (2007) doi:10.1016/j.na. 2007.11.025] in the context of a non-semigroup family of non-self mappings.      

Necessary and sufficient conditions for the strong law of large numbers

The well-known characterization indicated in the title involves the moving maximal dyadic averages of the sequence (X _k : k = 1, 2, …) of random variables in Probability Theory. In the present paper, we offer another characterization of the SLLN which does not require to form any maximum. Instead, it involves only a specially selected sequence of moving averages. The results are also extended for random fields (X _kℓ: k, ℓ = 1, 2, …).