Periodic solution to the time-inhomogeneous multi-server Poisson queue

We derive the periodic family of asymptotic distributions and the periodic moments for number in the queue for the multi-server queue with Poisson arrivals and exponential service for time-varying periodic arrival and departure rates, and time-varying periodic number of servers. The method is a straight-forward application of generating functions.     

Special functions as solutions to discrete Painlevé equations

We present results on special solutions of discrete Painlevé equations. These solutions exist only when one constraint among the parameters of the equation is satisfied and are obtained through the solutions of linear second-order (discrete) equations. These linear equations define the discrete analogues of special functions.     

Differentiability of solutions of second-order functional differential equations with unbounded delay

In this paper we study the differentiability of solutions of the second-order semilinear abstract retarded functional differential equation with unbounded delay, specially when the underlying space is reflexive or at least has the Radon–Nikodym property. We apply our results to characterize the infinitesimal generators of several strongly continuous semigroups of linear operators that arise in the theory of linear abstract retarded functional differential equations with unbounded delay on a phase space defined axiomatically.     

Non-singular Green’s functions for the unbounded Poisson equation in one,two and three dimensions

In this paper, we derive the non-singular Green’s functions for the unbounded Poisson equation in one, two and three dimensions using a spectral cut-off function approach to impose a minimum length scale in the homogeneous solution. The resulting non-singular Green’s functions are relevant to applications which are restricted to a minimum resolved length scale (e.g. a mesh size $h$) and thus cannot handle the singular Green’s function of the continuous Poisson equation. We furthermore derive the gradient vector of the non-singular Green’s function, as this is useful in applications where the Poisson equation represents potential functions of a vector field.     

Geometric ergodicity of the Gibbs sampler for the Poisson change-point model

Poisson change-point models have been widely used for modelling inhomogeneous time-series of count data. There are a number of methods available for estimating the parameters in these models using iterative techniques such as MCMC. Many of these techniques share the common problem that there does not seem to be a definitive way of knowing the number of iterations required to obtain sufficient convergence. In this paper, we show that the Gibbs sampler of the Poisson change-point model is geometrically ergodic. Establishing geometric ergodicity is crucial from a practical point of view as it implies the existence of a Markov chain central limit theorem, which can be used to obtain standard error estimates. We prove that the transition kernel is a trace-class operator, which implies geometric ergodicity of the sampler. We then provide a useful application of the sampler to a model for the quarterly driver fatality counts for the state of Victoria, Australia.     

On rotating axisymmetric solutions of the Euler–Poisson equations

We consider stationary axisymmetric solutions of the Euler–Poisson equations, which govern the internal structure of barotropic gaseous stars. We take the general form of the equation of states which cover polytropic gaseous stars indexed by $6/5<\gamma <2$ and also white dwarfs. A generic condition of the existence of stationary solutions with differential rotation is given, and the existence of slowly rotating configurations near spherically symmetric equilibria is shown. The problem is formulated as a nonlinear integral equation, and is solved by an application of the infinite dimensional implicit function theorem. Oblateness of star surface is shown and also relationship between the central density and the total mass is given.     

Stability of solutions of nonlinear systems with unbounded perturbations

We study systems of differential equations with perturbations that are unbounded functions of time. We suggest a method for constructing Lyapunov functions to determine conditions under which the perturbations do not affect the asymptotic stability of the solutions. Translated fromMatematicheskie Zametki, Vol. 63, No. 1, pp. 3–8, January, 1998.     

Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates

This paper attempts to study two-person nonzero-sum games for denumerable continuous-time Markov chains determined by transition rates,with an expected average criterion.The transition rates are allowed to be unbounded,and the payoff functions may be unbounded from above and from below.We give suitable conditions under which the existence of a Nash equilibrium is ensured.More precisely,using the socalled "vanishing discount" approach,a Nash equilibrium for the average criterion is obtained as a limit point of a sequence of equilibrium strategies for the discounted criterion as the discount factors tend to zero.Our results are illustrated with a birth-and-death game.     

Vector Lyapunov functions for practical stability of nonlinear impulsive functional differential equations

This paper studies the practical stability of the solutions of nonlinear impulsive functional differential equations. The obtained results are based on the method of vector Lyapunov functions and on differential inequalities for piecewise continuous functions. Examples are given to illustrate our results.     

On the comparison principle for unbounded solutions of elliptic equations with first order terms

We prove a comparison principle for unbounded weak sub/super solutions of the equation

$\lambda u?\text{div}(A(x)Du)=H(x,Du)\text{ in }\mathrm{\Omega }$

where $A(x)$ is a bounded coercive matrix with measurable ingredients, $\lambda \ge 0$ and $\xi ?H(x,\xi )$ has a super linear growth and is convex at infinity. We improve earlier results where the convexity of $H(x,?)$ was required to hold globally.     

On bounded solutions to convolution equations

Periodicity of bounded solutions for convolution equations on a separable abelian metric group is established, and related Liouville type theorems are obtained. A non-constant Borel and bounded harmonic function is constructed for an arbitrary convolution semigroup on any infinite-dimensional separable Hilbert space, generalizing a classical result by Goodman (1973).

     

On the stability of impulsive functional differential equations with infinite delays

In this paper, the stability problem of impulsive functional differential equations with infinite delays is considered. By using Lyapunov functions and the Razumikhin technique, some new theorems on the uniform stability and uniform asymptotic stability are obtained. The obtained results are milder and more general than several recent works. Two examples are given to demonstrate the advantages of the results. Copyright © 2014 John Wiley & Sons, Ltd.     

Approximation of average cost optimal policies for general Markov decision processes with unbounded costs

The aim of the paper is to show that Lyapunov-like ergodicity conditions on Markov decision processes with Borel state space and possibly unbounded cost provide the approximation of an average cost optimal policy by solvingn-stage optimization problems (n = 1, 2, ...). The used approach ensures the exponential rate of convergence. The approximation of this type would be useful to find adaptive procedures of control and to estimate stability of an optimal control under disturbances of the transition probability.Research supported in part by Consejo Nacional de Ciencia y Tecnologia (CONACYT) under grant 0635P-E9506.Research supported by Fondo del Sistema de Investigatión del Mar de Cortés under Grant SIMAC/94/CT-005.     

Method of Lyapunov functions for differential equations with piecewise constant delay

We address differential equations with piecewise constant argument of generalized type [5], [6], [7] and [8] and investigate their stability with the second Lyapunov method. Despite the fact that these equations include delay, stability conditions are merely given in terms of Lyapunov functions; that is, no functionals are used. Several examples, one of which considers the logistic equation, are discussed to illustrate the development of the theory. Some of the results were announced at the 14th International Congress on Computational and Applied Mathematics (ICCAM2009), Antalya, Turkey, in 2009.     

Weighted pseudo almost automorphic functions and WPAA solutions to semilinear evolution equations

In this paper, we reveal several basic properties about nonlinear vector-valued weighted pseudo almost automorphic functions, including equivalence, completeness, translation invariance, composition theorem, and convolution theorem of these functions. We also give some concrete examples to illustrate our results. Finally, we obtain a new existence theorem of nonlinear weighted pseudo almost automorphic solutions for semilinear evolution equations in Banach spaces.     

Periodic pattern repetition for unbounded solutions to finite difference equations

ABSTRACT

We study a large class of finite difference equations that exhibit a type of periodic pattern repetition in their solutions for certain choices of initial conditions and prove the existence of unbounded solutions.     

On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients

In this paper, we study the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion （GSDEs） with integral-Lipschitz coefficients.     

Asymptotic behavior for second order stochastic evolution equations with memory

In this paper, a general second order integro-differential evolution equation with memory driven by multiplicative noise is considered. We prove the existence of global mild solution and asymptotic stability of the zero solution using Lyapunov function techniques. Moreover, we discuss three examples to show that the asymptotic stability results can be applied to various partial differential equations.     

Existence of global weak solutions for Navier‐Stokes‐Poisson equations with quantum effect and convergence to incompressible Navier‐Stokes equations

In this paper, we consider a three dimensional quantum Navier‐Stokes‐Poisson equations. Existence of global weak solutions is obtained, and convergence toward the classical solution of the incompressible Navier‐Stokes equation is rigorously proven for well prepared initial data. Furthermore, the associated convergence rates are also obtained. Copyright © 2014 John Wiley & Sons, Ltd.     

On Markov Chain Approximations to Semilinear Partial Differential Equations Driven by Poisson Measure Noise

We consider the stochastic model of water pollution, which mathematically can be written with a stochastic partial differential equation driven by Poisson measure noise. We use a stochastic particle Markov chain method to produce an implementable approximate solution. Our main result is the annealed law of large numbers establishing convergence in probability of our Markov chains to the solution of the stochastic reaction-diffusion equation while considering the Poisson source as a random medium for the Markov chains.