Lyapunov Sequences and a Turnpike Theorem without Convexity

A turnpike theorem is presented for a class of nonautonomous nonconvex difference inclusions defined by positively homogeneous increasing setvalued mappings. The proof involves a new concept of Lyapunov sequences based on Minkowski gauges of certain normal sets.     

Existence Results on the Second-Order Nonconvex Sweeping Processes with Perturbations

We prove several existence theorems for second-order differential inclusions of the form , when K and F are two convex or nonconvex set-valued mappings taking their values in a Hilbert space.     

Generalized z-Distributions and Related Stochastic Processes

The class of generalized z–distributions is defined and their properties are investigated. Ornstein–Uhlenbeck–type and self–similar generalized z–processes are constructed and described. Esscher transforms of the generalized z–processes and the mixed generalized z–processes are characterized. Finally, construction and some properties of generalized z–diffusions are also discussed.     

Parameter Dependence and Controllability of Convex Processes with Delay

This paper is concerned with the controllability of a delay-differential inclusion whose right-hand side is a parametric convex process and whose initial condition is described by a parametric convex cone.     

Generalized Convexity and Nonsmooth Problems of Vector Optimization

In this paper it is shown that every generalized Kuhn-Tucker point of a vector optimization problem involving locally Lipschitz functions is a weakly efficient point if and only if this problem is KT- pseudoinvex in a suitable sense. Under a closedness assumption (in particular, under a regularity condition of the constraint functions) it is pointed out that in this result the notion of generalized Kuhn–Tucker point can be replaced by the usual notion of Kuhn–Tucker point. Some earlier results in (Martin (1985), The essence of invexity, J. Optim. Theory Appl., 47, 65–76. Osuna-Gómez et al., (1999), J. Math. Anal. Appl., 233, 205–220. Osuna-GGómez et al., (1998), J. Optim. Theory Appl., 98, 651–661. Phuong et al., (1995) J. Optim. Theory Appl., 87, 579–594) results are included as special cases of ours. The paper also contains characterizations of HC-invexity and KT- invexity properties which are sufficient conditions for KT- pseudoinvexity property of nonsmooth problems.Mathematics Subject Classifications: 90C29, 26B25     

The Loop Shortening Property and Almost Convexity

We introduce the loop shortening property and the basepoint loop shortening property for finitely generated groups, and examine their relation to quadratic isoperimetric functions and almost convexity.     

Invex Functions and Generalized Convexity in Multiobjective Programming

Martin (Ref. 1) studied the optimality conditions of invex functions for scalar programming problems. In this work, we generalize his results making them applicable to vectorial optimization problems. We prove that the equivalence between minima and stationary points or Kuhn–Tucker points (depending on the case) remains true if we optimize several objective functions instead of one objective function. To this end, we define accurately stationary points and Kuhn–Tucker optimality conditions for multiobjective programming problems. We see that the Martin results cannot be improved in mathematical programming, because the new types of generalized convexity that have appeared over the last few years do not yield any new optimality conditions for mathematical programming problems.     

Function Spaces as Path Spaces of Feller Processes

Let {X_t}_{t ≥ 0} be a Feller process with infinitesimal generator (A, D(A)). If the test functions are contained in D(A), —A |C^∞_c (ℝⁿ) is a pseudo–differential operator p(x, D) withsymbol p(x, ξ). We investigate local and global regularity properties of the sample paths t ↦ X_t in terms of (weighted) Besov B^s_pq (ℝ, ρ) and Triebel–Lizorkin F^s_pq (ℝ, ρ) spaces. The parameters for these spaces are determined by certain indices that describe the asymptotic behaviour of the symbol p(x, ξ). Our results improve previous papers on Lévy [5, 9] and Feller processes [22].     

Delay Perturbed Sweeping Process

This paper is devoted to the study of a nonconvex perturbed sweeping process with time delay in the infinite dimensional setting. On the one hand, the moving subset involved is assumed to be prox-regular and to move in an absolutely continuous way. On the other hand, the perturbation which contains the delay is single-valued, separately measurable, and separately Lipschitz. We prove, without any compactness assumption, that the problem has one and only one solution.     

Some fixed point theorems for expansion onto mappings on cone metric spaces

This paper presents some fixed point theorems for expansion selfmaps on complete cone metric spaces.     

Polyhedral Sweeping Processes with Oblique Reflection in the Space of Regulated Functions

The Lipschitz continuity of the solution operator of a sweeping process with moving polyhedral characteristic and oblique reflection in the space of left-continuous vector-valued regulated functions with respect to the supremum norm is proved under the hypothesis of -paracontractivity and transversality of the associated projection system.     

On a Commutative Class of Search Directions for Linear Programming over Symmetric Cones

The commutative class of search directions for semidefinite programming was first proposed by Monteiro and Zhang (Ref. 1). In this paper, we investigate the corresponding class of search directions for linear programming over symmetric cones, which is a class of convex optimization problems including linear programming, second-order cone programming, and semidefinite programming as special cases. Complexity results are established for short-step, semilong-step, and long-step algorithms. Then, we propose a subclass of the commutative class for which we can prove polynomial complexities of the interior-point method using semilong steps and long steps. This subclass still contains the Nesterov–Todd direction and the Helmberg–Rendl–Vanderbei–Wolkowicz/Kojima–Shindoh–Hara/Monteiro direction. An explicit formula to calculate any member of the class is also given.     

General Existence Theorem of Zero Points

Let X be a nonempty, compact, convex set in and let be an upper semicontinuous mapping from X to the collection of nonempty, compact, convex subsets of . It is well known that such a mapping has a stationary point on X; i.e., there exists a point X such that its image under has a nonempty intersection with the normal cone of X at the point. In the case where, for every point in X, it holds that the intersection of the image under with the normal cone of X at the point is either empty or contains the origin 0 ⁿ , then must have a zero point on X; i.e., there exists a point in X such that 0 ⁿ lies in the image of the point. Another well-known condition for the existence of a zero point follows from the Ky Fan coincidence theorem, which says that, if for every point the intersection of the image with the tangent cone of X at the point is nonempty, the mapping must have a zero point. In this paper, we extend all these existence results by giving a general zero-point existence theorem, of which the previous two results are obtained as special cases. We discuss also what kind of solutions may exist when no further conditions are stated on the mapping . Finally, we show how our results can be used to establish several new intersection results on a compact, convex set.     

Cycle Range Distributions for Gaussian Processes Exact and Approximative Results

Wave cycles, i.e. pairs of local maxima and minima, play an important role in many engineering fields. Many cycle definitions are used for specific purposes, such as crest–trough cycles in wave studies in ocean engineering and rainflow cycles for fatigue life predicition in mechanical engineering. The simplest cycle, that of a pair of local maximum and the following local minimum is also of interest as a basis for the study of more complicated cycles. This paper presents and illustrates modern computational tools for the analysis of different cycle distributions for stationary Gaussian processes with general spectrum. It is shown that numerically exact but slow methods will produce distributions in almost complete agreement with simulated data, but also that approximate and quick methods work well in most cases. Of special interest is the dependence relation between the cycle average and the cycle range for the simple maximum–minimum cycle and its implication for the range distribution. It is observed that for a Gaussian process with rectangular box spectrum, these quantities are almost independent and that the range is not far from a Rayleigh distribution. It will also be shown that had there been a Gaussian process where exact independence hold then the range would have had an exact Rayleigh distribution. Unfortunately no such Gaussian process exists.This revised version was published online in March 2005 with corrections to the cover date.     

The Davey–Stewartson equation with sources derived from nonlinear variable separation method

In this paper, by taking the Davey–Stewartson equation as an example, a new construction procedure based on nonlinear variable separation method is presented to obtain nonlinear evolution equations with sources for the first time.     

Order Determination for Multivariate Autoregressive Processes Using Resampling Methods

LetX₁, …, X_nbe observations from a multivariate AR(p) model with unknown orderp. A resampling procedure is proposed for estimating the orderp. The classical criteria, such as AIC and BIC, estimate the orderpas the minimizer of the function[formula]wherenis the sample size,kis the order of the fitted model, Σ²_kis an estimate of the white noise covariance matrix, andC_nis a sequence of specified constants (for AIC,C_n=2m²/n, for Hannan and Quinn's modification of BIC,C_n=2m²(ln ln n)/n, wheremis the dimension of the data vector). A resampling scheme is proposed to estimate an improved penalty factorC_n. Conditional on the data, this procedure produces a consistent estimate ofp. Simulation results support the effectiveness of this procedure when compared with some of the traditional order selection criteria. Comments are also made on the use of Yule–Walker as opposed to conditional least squares estimations for order selection.     

Non-Differentiable Skew Convolution Semigroups and Related Ornstein–Uhlenbeck Processes

It is proved that a general non-differentiable skew convolution semigroup associated with a strongly continuous semigroup of linear operators on a real separable Hilbert space can be extended to a differentiable one on the entrance space of the linear semigroup. A càdlàg strong Markov process on an enlargement of the entrance space is constructed from which we obtain a realization of the corresponding Ornstein–Uhlenbeck process. Some explicit characterizations of the entrance spaces for special linear semigroups are given.     

Convergence of Empirical Processes for Interacting Particle Systems with Applications to Nonlinear Filtering

In this paper, we investigate the convergence of empirical processes for a class of interacting particle numerical schemes arising in biology, genetic algorithms and advanced signal processing. The Glivenko–Cantelli and Donsker theorems presented in this work extend the corresponding statements in the classical theory and apply to a class of genetic type particle numerical schemes of the nonlinear filtering equation.