Belief structures,weight generating functions and decision-making

We describe the Dempster–Shafer belief structure and provide some of its basic properties. We introduce the plausibility and belief measures associated with a belief structure. We note that these are not the only measures that can be associated with a belief structure. We describe a general approach for generating a class of measures that can be associated with a belief structure using a monotonic function on the unit interval, called a weight generating function. We study a number of these functions and the measures that result. We show how to use weight-generating functions to obtain dual measures from a belief structure. We show the role of belief structures in representing imprecise probability distributions. We describe the use of dual measures, other then plausibility and belief, to provide alternative bounding intervals for the imprecise probabilities associated with a belief structure. We investigate the problem of decision making under belief structure type uncertain. We discuss two approaches to this decision problem. One of which is based on an expected value of the OWA aggregation of the payoffs associated with the focal elements. The second approach is based on using the Choquet integral of a measure generated from the belief structure. We show the equivalence of these approaches.     

A free boundary problem for the Laplacian with a constant Bernoulli-type boundary condition

We study a free boundary problem for the Laplace operator, where we impose a Bernoulli-type boundary condition. We show that there exists a solution to this problem. We use A. Beurling’s technique, by defining two classes of sub- and super-solutions and a Perron argument. We try to generalize here a previous work of A. Henrot and H. Shahgholian. We extend these results in different directions.     

Nonequilibrium Statistical Operator Method and Generalized Kinetic Equations

We consider some principal problems of nonequilibrium statistical thermodynamics in the framework of the Zubarev nonequilibrium statistical operator approach. We present a brief comparative analysis of some approaches to describing irreversible processes based on the concept of nonequilibrium Gibbs ensembles and their applicability to describing nonequilibrium processes. We discuss the derivation of generalized kinetic equations for a system in a heat bath. We obtain and analyze a damped Schrödinger-type equation for a dynamical system in a heat bath. We study the dynamical behavior of a particle in a medium taking the dissipation effects into account. We consider the scattering problem for neutrons in a nonequilibrium medium and derive a generalized Van Hove formula. We show that the nonequilibrium statistical operator method is an effective, convenient tool for describing irreversible processes in condensed matter.     

Inverse problems for multi-valued quasi variational inequalities and noncoercive variational inequalities with noisy data

ABSTRACT

We study the inverse problem of identifying a variable parameter in variational and quasi-variational inequalities. We consider a quasi-variational inequality involving a multi-valued monotone map and give a new existence result. We then formulate the inverse problem as an optimization problem and prove its solvability. We also conduct a thorough study of the inverse problem of parameter identification in noncoercive variational inequalities which appear commonly in applied models. We study the inverse problem by posing optimization problems using the output least-squares and the modified output least-squares. Using regularization, penalization, and smoothing, we obtain a single-valued parameter-to-selection map and study its differentiability. We consider optimization problems using the output least-squares and the modified output least-squares for the regularized, penalized and smoothened variational inequality. We give existence results, convergence analysis, and optimality conditions. We provide applications and numerical examples to justify the proposed framework.     

Existence and structure results on almost periodic solutions of difference equations

We study the almost periodic solutions of Euler equations and of some more general Difference Equations. We consider two different notions of almost periodic sequences, and we establish some relations between them. We build suitable sequences spaces and we prove some properties of these spaces. We also prove properties of Nemytskii operators on these spaces. We build a variational approach to establish existence of almost periodic solutions as critical points, We obtain existence theorems fornonautonomous linear equations and for an Euler equation with a concave and coercive Lagrangian. We also use a Fixed Point approach to obtain existence results for quasi-linear Difference Equations.     

Numerical analysis of a model for phase separation of a multicomponent alloy

We consider a fully discrete implicit finite-element approximationof a model for the phase separation of a multi-component alloy.We prove existence, uniqueness and stability of the numericalsolution for a sufficiently small time step. We prove convergenceto the solution of the associated continuous problem. We performa linear stability analysis of the equation and describe somenumerical experiments.     

On Equilibria when Agents Have Multiple Priors

We discuss the existence and the qualitative properties of equilibria when agents have multiple priors and there is only one good in each state of the world. We first prove a general existence result in infinite dimension economies. We then fully describe the equilibria in two special cases. We first consider the case of CEU maximizers that have same capacities. We next consider the case of no aggregate uncertainty. We prove that if agents have non-random initial endowments and are uncertainty averse and maximize the minimal expected utility according to a set of possible priors, then the existence of a common prior is equivalent to the existence of a unique equilibrium, the no-trade equilibrium. We lastly give a mild assumption for indeterminacy of equilibria and compute the dimension of indeterminacy.     

An Interactive Algorithm for Multi-objective Route Planning

We address the route selection problem for Unmanned Air Vehicles (UAV) under multiple objectives. We consider a general case for this problem, where the UAV has to visit several targets and return to the base. We model this problem as a combination of two combinatorial problems. First, the path to be followed between each pair of targets should be determined. We model this as a multi-objective shortest path problem. Additionally, we need to determine the order of the targets to be visited. We model this as a multi-objective traveling salesperson problem (MOTSP). The overall problem is a combination of these two problems, which we define as a generalized MOTSP. We develop an exact interactive approach to identify the best paths and the best tour of a decision maker under a linear utility function.     

Kernel ideals and cokernel filters of a p-algebra

We discuss congruences of p-algebras. We characterize kernel ideals of a p-algebra. Indeed, we show that an ideal of a p-algebra is a p-ideal if and only if it is a kernel ideal. We study cokernel filters of a p-algebra. We construct a class of p-algebras in which every cokernel filter is a p-filter. We also give some characterizations of Boolean congruences of a p-algebra.     

Some problems of the theory of quantum statistical systems with an energy spectrum of the fractional-power type

We consider the problem of the effective interaction potential in a quantum many-particle system leading to the fractional-power dispersion law. We show that passing to fractional-order derivatives is equivalent to introducing a pair interparticle potential. We consider the case of a degenerate electron gas. Using the van der Waals equation, we study the equation of state for systems with a fractional-power spectrum. We obtain a relation between the van der Waals constant and the phenomenological parameter ??, the fractional-derivative order. We obtain a relation between energy, pressure, and volume for such systems: the coefficient of the thermal energy is a simple function of ??. We consider Bose??Einstein condensation in a system with a fractional-power spectrum. The critical condensation temperature for 1 < ?? < 2 is greater in the case under consideration than in the case of an ideal system, where ?? = 2.     

Duality in nonlinear programming

In this paper are defined new first- and second-order duals of the nonlinear programming problem with inequality constraints. We introduce a notion of a WD-invex problem. We prove weak, strong, converse, strict converse duality, and other theorems under the hypothesis that the problem is WD-invex. We obtain that a problem with inequality constraints is WD-invex if and only if weak duality holds between the primal and dual problems. We introduce a notion of a second-order WD-invex problem with inequality constraints. The class of WD-invex problems is strictly included in the class of second-order ones. We derive that the first-order duality results are satisfied in the second-order case.     

Deformation Quantization of Symplectic Fibrations

A symplectic fibration is a fibre bundle in the symplectic category (a bundle of symplectic fibres over a symplectic base with a symplectic structure group). We find the relation between the deformation quantization of the base and the fibre, and that of the total space. We consider Fedosov's construction of deformation quantization. We generalize the Fedosov construction to the quantization with values in a bundle of algebras. We find that the characteristic class of deformation of a symplectic fibration is the weak coupling form of Guillemin, Lerman, and Sternberg. We also prove that the classical moment map could be quantized if there exists an equivariant connection.     

A model for conjunctive use of ground and surface water with opportunity costs

In this study, we develop a multi-stage decision model for the conjunctive use of ground and surface water with an artificial recharge. We assume a certain supply and a random demand. We explicitly integrate opportunity costs for the unsatisfied demand. We also incorporate in the model the importance weight attributed by the decision-makers to the final groundwater level at the end of the planning horizon. We show, under some mild assumptions, that the problem can be formulated as a convex program with linear constraints. We illustrate the methodology through a hypothetical example, and discuss the optimal decision policy and its sensitivity to a number of factors.     

Complex classical fields: An example

We study complex, classical, scalar fields within a new framework introduced in a previous work. We replace the usual functional integral by a complex functional arising from a boosted Hamiltonian. We generalize the Feynman–Kac relation to this setting, and use it to establish the spectral condition on a cylinder. We consider also positive-temperature states.     

Tracking error: a multistage portfolio model

We study multistage tracking error problems. Different tracking error measures, commonly used in static models, are discussed as well as some problems which arise when we move from static to dynamic models. We are interested in dynamically replicating a benchmark using only a small subset of assets, considering transaction costs due to rebalancing and introducing a liquidity component in the portfolio. We formulate and solve a multistage tracking error model in a stochastic programming framework. We numerically test our model by dynamically replicating the MSCI Euro index. We consider an increasing number of scenarios and assets and show the superior performance of the dynamically optimized tracking portfolio over static strategies.     

On the extremal function of the modulus of a foliation

We investigate the properties of the modulus of a foliation on a Riemannian manifold. We give necessary and sufficient conditions for the existence of the extremal function and state some of its properties. We obtain an integral formula which, in a sense, combines the integral over the manifold with the integral over the leaves. We state a relation between the extremal function and the geometry of the distribution orthogonal to a foliation.     

Measure based representation of uncertain information

We discuss the use of monotonic set measures for the representation of uncertain information. We look at some important examples of measure-based uncertainty, specifically probability and possibility and necessity. Others types of uncertainty such as cardinality based and quasi-additive measures are discussed. We consider the problem of determining the representative value of a variable whose uncertain value is formalized using a monotonic set measure. We note the central role that averaging and particularly weighted averaging operations play in obtaining these representative values. We investigate the use of various integrals such as the Choquet and Sugeno for obtaining these required averages. We suggest ways of extending a measure defined on a set to the case of fuzzy sets and the power sets of the original set. We briefly consider the problem of question answering under uncertain knowledge.     

Partitions of Graphs into Cographs

Cographs from the minimal family of graphs containing K₁ which are closed with respect to complements and unions. We discuss vertex partitions of graphs into the smallest number of cographs, where the partition is as small as possible. We shall call the order of such a partition the c-chromatic number of the graph. We begin by axiomatizing several well-known graphical parameters as motivation for this function. We present several bounds on c-chromatic number in terms of well-known expressions. We show that if a graph is triangle-free, then its chromatic number is bounded between the c-chromatic number and twice this number. We show both bounds are sharp, for graphs with arbitrarily high girth. This provides an alternative proof to a result in [3]; there exist triangle-free graphs with arbitrarily large c-chromatic numbers. We show that any planar graph with girth at least 11 has a c-chromatic number of at most two. We close with several remarks on computational complexity. In particular, we show that computing the c-chromatic number is NP-complete for planar graphs.     

Scale transformations in phase space and stretched states of a harmonic oscillator

We consider scale transformations (q, p) → (λq, λp) in phase space. They induce transformations of the Husimi functions H(q, p) defined in this space. We consider the Husimi functions for states that are arbitrary superpositions of n-particle states of a harmonic oscillator. We develop a method that allows finding so-called stretched states to which these superpositions transform under such a scale transformation. We study the properties of the stretched states and calculate their density matrices in explicit form. We establish that the density matrix structure can be described using negative binomial distributions. We find expressions for the energy and entropy of stretched states and calculate the means of the number-ofstates operator. We give the form of the Heisenberg and Robertson–Schrödinger uncertainty relations for stretched states.