Global well-posedness and twist-wave solutions for the inertial Qian–Sheng model of liquid crystals

We consider the inertial Qian–Sheng model of liquid crystals which couples a hyperbolic-type equation involving a second-order material derivative with a forced incompressible Navier–Stokes system. We study the energy law and prove a global well-posedness result. We further provide an example of twist-wave solutions, that is solutions of the coupled system for which the flow vanishes for all times.     

Regularized Lotka-Volterra Dynamical System as Continuous Proximal-Like Method in Optimization

We introduce and study a new type of dynamical system which combines the continuous gradient method with a nonlinear Lotka-Volterra (LV) type of differential system within a logarithmic-quadratic proximal scheme. We prove a global existence and viability result for the resulting trajectory which holds for a general smooth function. The asymptotic behavior of the produced trajectory is analyzed and global convergence of the trajectory to a minimizer of the convex minimization problem over the nonnegative orthant is established. The implicit discretization which is at the origin of the proposed continuous dynamical system is an interior proximal scheme for minimizing a closed proper convex function, and convergence results and properties of the resulting discrete scheme are also established. We show finally that the trajectories of the family of regularized Lotka-Volterra systems, parametrized by the positive parameter associated with the quadratic proximal term, are uniformly convergent to the solution of the classical LV-dynamical system, as the parameter associated with the proximal term approaches zero.     

Repeated Quantum Non-Demolition Measurements: Convergence and Continuous Time Limit

We analyze general enough models of repeated indirect measurements in which a quantum system interacts repeatedly with randomly chosen probes on which von Neumann direct measurements are performed. We prove, under suitable hypotheses, that the system state probability distribution converges after a large number of repeated indirect measurements, in a way compatible with quantum wave function collapse. We extend this result to mixed states and we prove similar results for the system density matrix. We show that the convergence is exponential with a rate given by some relevant mean relative entropies. We also prove that, under appropriate rescaling of the system and probe interactions, the state probability distribution and the system density matrix are solutions of stochastic differential equations modeling continuous-time quantum measurements. We analyze the large time behavior of these continuous time processes and prove convergence.     

Statistical characteristics of attainability set of controllable systems with random coefficients

For controllable systems with random coefficients we study a property of statistical invariance, satisfied with given probability. We obtain sufficient conditions for invariance of a set with respect to controllable system expressed in terms of Lyapunov functions and shift dynamic system. We study the statistical characteristics of attainability set of a controllable system which is parameterized by metric dynamic system.     

A tensor product matrix approximation problem in quantum physics

We consider a matrix approximation problem arising in the study of entanglement in quantum physics. This notion represents a certain type of correlations between subsystems in a composite quantum system. The states of a system are described by a density matrix, which is a positive semidefinite matrix with trace one. The goal is to approximate such a given density matrix by a so-called separable density matrix, and the distance between these matrices gives information about the degree of entanglement in the system. Separability here is expressed in terms of tensor products. We discuss this approximation problem for a composite system with two subsystems and show that it can be written as a convex optimization problem with special structure. We investigate related convex sets, and suggest an algorithm for this approximation problem which exploits the tensor product structure in certain subproblems. Finally some computational results and experiences are presented.     

Final state problem for a system of nonlinear Schrödinger equations with three wave interaction

We consider the asymptotic behavior of a solution to a system of quadratic nonlinear Schrödinger equations with three wave interaction in two dimensions. We construct a particular solution which has a mass transition phenomenon among three components periodically in time. This is based on the analysis for a system of ordinary differential equations which approximates the solution of the system of nonlinear Schrödinger equations.     

Stability and busy periods in a multiclass queue with state-dependent arrival rates

We introduce a multiclass single-server queueing system in which the arrival rates depend on the current job in service. The system is characterized by a matrix of arrival rates in lieu of a vector of arrival rates. Our proposed model departs from existing state-dependent queueing models in which the parameters depend primarily on the number of jobs in the system rather than on the job in service. We formulate the queueing model and its corresponding fluid model and proceed to obtain necessary and sufficient conditions for stability via fluid models. Utilizing the natural connection with the multitype Galton–Watson processes, the Laplace–Stieltjes transform of busy periods in the system is given. We conclude with tail asymptotics for the busy period for heavy-tailed service time distributions for the regularly varying case.     

Global existence for the full von Kármán system

We consider here the full system of dynamic von Kármán equations, taking into account the in-plane acceleration terms, which is a model for the vibrations of a nonlinear elastic plate. We prove global existence and uniqueness of strong solutions for this system with various boundary conditions possibly including feedback terms which are useful for stabilization purposes.     

Long-term coexistence for a competitive system of spatially varying gradient reaction–diffusion equations

Spatial distribution of interacting chemical or biological species is usually described by a system of reaction–diffusion equations. In this work we consider a system of two reaction–diffusion equations with spatially varying diffusion coefficients which are different for different species and with forcing terms which are the gradient of a spatially varying potential. Such a system describes two competing biological species. We are interested in the possibility of long-term coexistence of the species in a bounded domain. Such long-term coexistence may be associated either with a periodic in time solution (usually associated with a Hopf bifurcation), or with time-independent solutions. We prove that no periodic solution exists for the system. We also consider some steady states (the time-independent solutions) and examine their stability and bifurcations.     

State feedback for uncertain dynamical systems

We consider a linear dynamical system in which the system and input matrices, as well as the input, are uncertain. We present a control system consisting of a linear control to stabilize the nominal system, a nonlinear control to cope with the uncertainties, and an insensitive observer for the state estimation. Practical stability is guaranteed for uncertainties with known bounds. Furthermore, the control system is designed to achieve insensitivity against parameter variations. The theoretical results are illustrated by an application to the suspension control of a maglev vehicle.     

Isochronicity of centers in a switching Bautin system

In this paper isochronicity of centers is discussed for a class of discontinuous differential system, simply called switching system. We give some sufficient conditions for the system to have a regular isochronous center at the origin and, on the other hand, construct a switching system with an irregular isochronous center at the origin. We give a computation method for periods of periodic orbits near the center and use the method to discuss a switching Bautin system for center conditions and isochronous center conditions. We further find all of those systems which have an irregular isochronous center.     

Well-posedness of parabolic equations containing hysteresis with diffusive thresholds

We study complex systems arising, in particular, in population dynamics, developmental biology, and bacterial metabolic processes, in which each individual element obeys a relatively simple hysteresis law (a non-ideal relay). Assuming that hysteresis thresholds fluctuate, we consider the arising reaction-diffusion system. In this case, the spatial variable corresponds to the hysteresis threshold. We describe the collective behavior of such a system in terms of the Preisach operator with time-dependent measure which is a part of the solution for the whole system. We prove the well-posedness of the system and discuss the long-term behavior of solutions.     

Liouville theorem for higher-order elliptic systems of cordes type

We study a quasilinear elliptic system in a Euclidean space with a Douglis-Nirenberg structure. We introduce a cordesicity condition for a system which guarantees that Liouville theorem holds: if the rate of growth of the generalized solution of a system at infinity is les than the limit rate which depends on cordesicity indices, then this solution is a polynomial of a specific degree.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 2, pp. 199–205, February, 1991.     

Noncommutative Integrability from Classical to Quantum Mechanics

We propose in this work a definition of integrable quantum system, which is based upon the correspondence with the concept of noncommutative integrability for classical mechanical systems. We then determine sufficient conditions under which, given an integrable classical system, it is possible to construct an integrable quantum system by means of a quantization procedure based on the symmetrized product of operators. As a first example of application of such an approach, we will consider the possible cases of noncommutative integrability for systems with rotational symmetry in an n-dimensional Euclidean configuration space.     

An optimal switching approach toward cost‐effective control of a stand‐alone photovoltaic panel system under stochastic environment

The operation of a stand‐alone photovoltaic (PV) system ultimately aims for the optimization of its energy storage. We present a mathematical model for cost‐effective control of a stand‐alone system based on a PV panel equipped with an angle adjustment device. The model is based on viscosity solutions to partial differential equations, which serve as a new and mathematically rigorous tool for modeling, analyzing, and controlling PV systems. We formulate a stochastic optimal switching problem of the panel angle, which is here a binary variable to be dynamically controlled under stochastic weather condition. The stochasticity comes from cloud cover dynamics, which is modeled with a nonlinear stochastic differential equation. In finding the optimal control policy of the panel angle, switching the angle is subject to impulsive cost and reduces to solving a system of Hamilton‐Jacobi‐Bellman quasi‐variational inequalities (HJBQVIs). We show that the stochastic differential equation is well posed and that the HJBQVIs admit a unique viscosity solution. In addition, a finite‐difference scheme is proposed for the numerical discretization of HJBQVIs. A demonstrative computational example of the HJBQVIs, with emphasis on a stand‐alone experimental system, is finally presented with practical implications for its cost‐effective operation.     

Basic properties of solution of the non-steady Navier–Stokes equations with mixed boundary conditions in a bounded domain

In this paper we deal with the system of the non-steady Navier–Stokes equations with mixed boundary conditions. We study the existence and uniqueness of a solution of this system. Suppose that the system is solvable with some given data (the initial velocity and the right hand side). We prove that there exists a unique solution of this system for data which are small perturbations of the previous ones.     

A stochastic model for a vehicle in a dial-a-ride system

We consider a stochastic model for a system which can serve n customers concurrently, and each accepted and departing customer generates a service interruption. The proposed model describes a single vehicle in a dial-a-ride transport system and is closely related to Erlang’s loss system. We give closed-form expressions for the blocking probability, the acceptance rate, and the mean sojourn time, which are all shown to be insensitive with respect to the forms of the distributions defining the workload and interruption durations.     

Analysis of a single-server queue interacting with a fluid reservoir

We consider a single-server queueing system with Poisson arrivals in which the speed of the server depends on whether an associated fluid reservoir is empty or not. Conversely, the rate of change of the content of the reservoir is determined by the state of the queueing system, since the reservoir fills during idle periods and depletes during busy periods of the server. Our interest focuses on the stationary joint distribution of the number of customers in the system and the content of the fluid reservoir, from which various performance measures such as the steady-state sojourn time distribution of a customer may be obtained. We study two variants of the system. For the first, in which the fluid reservoir is infinitely large, we present an exact analysis. The variant in which the fluid reservoir is finite is analysed approximatively through a discretization technique. The system may serve as a mathematical model for a traffic regulation mechanism - a two-level traffic shaper - at the edge of an ATM network, regulating a very bursty source. We present some numerical results showing the effect of the mechanism. This revised version was published online in June 2006 with corrections to the Cover Date.     

An algorithm for repairable item inventory system with depot spares and general repair time distribution

We consider the problem of determining the initial spare inventory level for a multi-echelon repairable item inventory system. We extend the previous results to the system, which has an inventory at the central depot as well as at bases and with a general repair time distribution. We propose an algorithm which finds spare inventory level to minimize the total expected cost and simultaneously to satisfy a specified minimum service rate. Extensive computational experiments show that the algorithm is accurate and efficient.