Operator interpretation of the resonances generated by 2×2 matrix Hamiltonians

An analytic continuation of the transfer function for a 2×2 matrix Hamiltonian to unphysical sheets of the Riemann energy surface is considered. Nonselfadjoint operators are constructed such that their spectra reproduce certain parts of the transfer-function spectrum including resonances on the unphysical sheets nearest to the physical one. The basis property and completeness of the systems of transfer-function root vectors, which include resonance vectors, are established. Translated from Teoreticheskaya i Matematicheskaya Fizika. Vol. 116, No. 2, pp. 163–181, August, 1998.     

无穷积分余项与其被积函数比值的收敛阶

对一类函数的无穷积分余项与该函数的比值得到当x趋于无穷大时的收敛阶,这类函数是幂函数与指数函数的乘积函数,并将其应用到Mittag-Leffler函数.同时考虑了对应的级数情形.     

Transfer Function and the State Space Model Identification of a Funnel Shaped Piezoelectric Structure for the Controller Design Purposes

For the controller design purposes in order to suppress vibration magnitudes of a funnel shaped piezoelectric shell structure the mathematical model of the structure was identified in the form of the transfer function and the state space representation. The excitation of the structure with different signal types as well as the measurement of the responses were achieved using the piezoelectric actuator and sensor patches attached to the funnel. From the frequency responses obtained as a ratio of the Fast Fourier Transforms between the appropriate sensor and the actuator signals, discrete-time transfer functions were determined by best curve fitting of the model-based frequency response. For the state space model identification the subspace based identification approach was used. Obtained models were used for the optimal LQ controller design. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Temporal aggregation of Markov‐switching financial return models

In this paper we investigate the effects of temporal aggregation of a class of Markov‐switching models known as Markov‐switching normal (MSN) models. The growing popularity of the MSN processes in modelling financial returns can be attributed to their inherited flexibility characteristics, allowing for heteroscedasticity, asymmetry and excess kurtosis. The distributions of the process described by the basic MSN model and the model of the corresponding temporal aggregate data are derived. They belong to a general class of mixture normal distributions. The limiting behaviour of the aggregated MSN model, as the order of aggregation tends to infinity, is studied. We provide explicit formulae for the volatility, autocovariance, skewness and kurtosis of the aggregated processes. An application of measuring solvency risk with MSN models for horizons larger than 1 year and up to 10 years from the baseline U.S. S&P 500 stock market total return time series spanning about 50 years is given. Copyright © 2008 John Wiley & Sons, Ltd.     

MIMO capacity for deterministic channel models: sublinear growth

This is the second paper by the authors in a series concerned with the development of a deterministic model for the transfer matrix of a MIMO system. In our previous paper, we started from the Maxwell equations and described the generic structure of such a deterministic transfer matrix. In the current paper, we apply those results in order to study the (Shannon‐Foschini) capacity behavior of a MIMO system as a function of the deterministic spread function of the environment and the number of transmitting and receiving antennas. The antennas are assumed to fill in a given fixed volume. Under some generic assumptions, we prove that the capacity grows much more slowly than linearly with the number of antennas. These results reinforce previous heuristic results obtained from statistical models of the transfer matrix, which also predict a sublinear behavior. Copyright © 2012 John Wiley & Sons, Ltd.     

The first passage time density of Ornstein–Uhlenbeck process with continuous and impulsive excitations

The first passage time of the Ornstein–Uhlenbeck process plays a prototype role in various noise-induced escape problems. In order to calculate the first passage time density of the Ornstein–Uhlenbeck process modulated by continuous and impulsive periodic excitations using the second kind Volterra integral equation method, we adopt an approximation scheme of approaching Dirac delta function by alpha function to transform the involved discontinuous dynamical threshold into a smooth one. It is proven that the first passage time of the approximate model converges to the first passage time of the original model in probability as the approximation exponent alpha tends to infinity. For given parameters, our numerical realizations further demonstrate that good approximation effect can be achieved when the approximation exponent alpha is 10.     

On Wiener’s Theorem for functions periodic at infinity

We consider the functions periodic at infinity with values in a complex Banach space. The notions are introduced of the canonical and generalized Fourier series of a function periodic at infinity. We prove an analog of Wiener’s Theorem on absolutely convergent Fourier series for functions periodic at infinity whose Fourier series are summable with weight. The two criteria are given: for the function periodic at infinity to be the sum of a purely periodic function and a function vanishing at infinity and for a function to be periodic at infinity. The results of the article base on substantially use on spectral theory of isometric representations.     

CENTER CONDITIONS AND BIFURCATION OF LIMIT CYCLES FOR A CLASS OF FIFTH DEGREE SYSTEMS

The center conditions and bifurcation of limit cycles for a class of fifth degree systems are investigated. Two recursive formulas to compute singular quantities at infinity and at the origin are given. The first nine singular point quantities at infinity and first seven singular point quantities at the origin for the system are given in order to get center conditions and study bifurcation of limit cycles. Two fifth degree systems are constructed. One allows the appearance of eight limit cycles in the neighborhood of infinity,which is the first example that a polynomial differential system bifurcates eight limit cycles at infinity. The other perturbs six limit cycles at the origin.     

Bifurcation of limit cycles at the equator for a class of polynomial differential system

In this paper, center conditions and bifurcation of limit cycles from the equator for a class of polynomial system of degree seven are studied. The method is based on converting a real system into a complex system. The recursion formula for the computation of singular point quantities of complex system at the infinity, and the relation of singular point quantities of complex system at the infinity with the focal values of its concomitant system at the infinity are given. Using the computer algebra system Mathematica, the first 14 singular point quantities of complex system at the infinity are deduced. At the same time, the conditions for the infinity of a real system to be a center and 14 order fine focus are derived respectively. A system of degree seven that bifurcates 13 limit cycles from the infinity is constructed for the first time.     

Prevention of blow-up by fast diffusion in chemotaxis

In this paper, we study a strongly coupled parabolic system with cross diffusion term which models chemotaxis. The diffusion coefficient goes to infinity when cell density tends to an allowable maximum value. Such ‘fast diffusion’ leads to global existence of solutions in bounded domains for any given initial data irrespective of the spatial dimension, which is usually the goal of many modifications to the classical Keller–Segel model. The key estimates that make this possible have been obtained by a technique that uses ideas from Moser's iterations.     

一类五次多项式系统的奇点量与极限环分支

该文研究一类五次多项式微分系统在高次奇点与无穷远点的极限环分支问题. 该系统的原点是高次奇点, 赤道环上没有实奇点. 首先推导出计算高次奇点与无穷远点奇点量的代数递推公式,并用之计算系统原点、无穷远点的奇点量，然后分别讨论了系统原点、无穷远点中心判据. 给出了多项式系统在高次奇点分支出5个极限环同时在无穷远点分支出2个极限环的实例. 这是首次在同步扰动的条件下讨论高次奇点与无穷远点分支出极限环的问题.     

Nonnegative solutions of an elliptic equation and Harnack ends of Riemannian manifolds

In this paper, we give a barrier argument at infinity for solutions of an elliptic equation on a complete Riemannian manifold. By using the barrier argument, we can construct a nonnegative (bounded, respectively) solution of the elliptic equation, which takes the given data at infinity of each end. In particular, we prove that if a complete Riemannian manifold has finitely many ends, each of which is Harnack and nonparabolic, then the set of bounded solutions of the elliptic equation is finite dimensional, in some sense. We also prove that if a complete Riemannian manifold is roughly isometric to a complete Riemannian manifold satisfying the volume doubling condition, the Poincaré inequality and the finite covering condition on each end, then there exists a nonnegative solution of an elliptic equation taking the given data at infinity of each end of the manifold. These results generalize those of Yau, of Donnelly, of Grigor'yan, of Li and Tam, of Holopainen, and of the present authors, but with the barrier argument at infinity that enables one to overcome the obstacle due to the nonlinearity of solutions. Received: 11 November 1999     

The ε-algorithm for the identification of a transfer-function model: some applications

The aim of this paper is to apply an algorithm related to the rational approximation for the identification of the lag structure in a transfer-function model. In fact, we apply the -algorithm proposed by Berlinet [3–5] to determine the polynomial orders in univariate and multivariate ARMA models. Furthermore, it has been proposed by Berlinet [5], González and Cano [13, 14] and González et al. [15] for a transfer-function model with one input and multiple inputs, respectively.The main contribution in this paper concerns the study of the relative significance of the elements in the -algorithm table, in the same way as that given by Berlinet and Francq [7] for ARMA models, to confirm the pattern used to specify the model. Two examples will be considered, namely, the sales series M [8] and a simulated model [20].A comparison is also made between the results of the -algorithm and the corner method generally used in the econometric literature. Although the -algorithm requires a more advanced theory in Numerical Analysis, it can be applied in a more simple way than the corner method.     

The GARCH(1,1)-M model: results for the densities of the variance and the mean

This paper starts from the GARCH(1,1)-M model of Bollerslev [Generalized autoregressive conditional heteroskedasticity, Journal of Econometrics 31 (1986) 307–327], and investigates the limit diffusion form as it is presented in Nelson [ARCH models as diffusion approximations, Journal of Econometrics 45 (1990) 7–38]. The distribution for the conditional variance process is derived, and in the limit for t going to infinity is shown to coincide with the stationary distribution given in Nelson [ARCH models as diffusion approximations, Journal of Econometrics 45 (1990) 7–38]. In addition it is shown how the distribution for the complete model can be arrived at; explicit calculations are given in case the conditional variance is a martingale.     

Auxiliary model identification method for multirate multi-input systems based on least squares

This paper derives state-space models for multirate multi-input sampled-data systems. Based on the corresponding transfer function models, an auxiliary model based recursive least squares algorithm is presented to identify the parameters of the multirate systems from the multirate input–output data. Further, convergence properties of the proposed algorithm are analyzed. Finally, an illustrative example is given.     

On Padé-type model order reduction of J-Hermitian linear dynamical systems

A simple, yet powerful approach to model order reduction of large-scale linear dynamical systems is to employ projection onto block Krylov subspaces. The transfer functions of the resulting reduced-order models of such projection methods can be characterized as Padé-type approximants of the transfer function of the original large-scale system. If the original system exhibits certain symmetries, then the reduced-order models are considerably more accurate than the theory for general systems predicts. In this paper, the framework of J-Hermitian linear dynamical systems is used to establish a general result about this higher accuracy. In particular, it is shown that in the case of J-Hermitian linear dynamical systems, the reduced-order transfer functions match twice as many Taylor coefficients of the original transfer function as in the general case. An application to the SPRIM algorithm for order reduction of general RCL electrical networks is discussed.     

On necessary optimality conditions for infinite-horizon economic growth problems with locally unbounded instantaneous utility function

We consider a class of infinite-horizon optimal control problems that arise in studying models of optimal dynamic allocation of economic resources. In a typical problem of that kind the initial state is fixed, no constraints are imposed on the behavior of the admissible trajectories at infinity, and the objective functional is given by a discounted improper integral. Earlier, for such problems, S.M. Aseev and A.V. Kryazhimskiy in 2004–2007 and jointly with the author in 2012 developed a method of finite-horizon approximations and obtained variants of the Pontryagin maximum principle that guarantee normality of the problem and contain an explicit formula for the adjoint variable. In the present paper those results are extended to a more general situation where the instantaneous utility function need not be locally bounded from below. As an important illustrative example, we carry out a rigorous mathematical investigation of the transitional dynamics in the neoclassical model of optimal economic growth.     

Finding a fractional model from frequency and time responses

An existing method for identifying an integer model from frequency data, developed to be used when synthesising second-generation Crone controllers, is adapted to identify fractional order plants. The modification only allows models with poles but no zeros or zeros but no poles. Two application examples are given, one of them showing how the method can also be used when a time response, rather than a frequency response, is available.     

On the relation between ADM and Bondi energymomentaⅢ-perturbed radiative spatial infinity

In a vacuum spacetime equipped with the Bondi's radiating metric which is asymptotically flat at spatial infinity including gravitational radiation (Condition D),we establish the relation between the ADM total energy-momentum and the Bondi energy-momentum for perturbed radiative spatial infinity.The perturbation is given by defining the"real"time as the sum of the retarded time,the Euclidean distance and certain function f.     

On the relation between ADM and Bondi energy-momenta Ⅲ-perturbed radiative spatial infinity

In a vacuum spacetime equipped with the Bondi's radiating metric which is asymptotically flat at spatial infinity including gravitational radiation (Condition D), we establish the relation between the ADM total energy-momentum and the Bondi energy-momentum for perturbed radiative spatial infinity. The perturbation is given by defining the "real" time as the sum of the retarded time, the Euclidean distance and certain function f.