EWMA control charts for autoregressive processes

Many processes must be monitored by using observations that are correlated. An approach called algorithmic statistical process control can be employed in such situations. This involves fitting an autoregressive/moving average time series model to the data. Forecasts obtained from the model are used for active control, while the forecast errors are monitored by using a control chart. In this paper we consider using an exponentially weighted moving average (EWMA) chart for monitoring the residuals from an autoregressive model. We present a computational method for finding the out-of-control average run length (ARL) for such a control chart when the process mean shifts. As an application, we suggest a procedure and provide an example for finding the control limits of an EWMA chart for monitoring residuals from an autoregressive model that will provide an acceptable out-of-control ARL. A computer program for the needed calculations is provided via the World Wide Web.     

On the Smoothness of a Generalized Solution of the First Initial Boundary-Value Problem for Strongly Parabolic Systems in a Cylinder with Nonsmooth Base with Respect to Time Variable

We consider the first initial boundary-value problem for strongly parabolic systems in an infinite cylinder with nonsmooth boundary. We establish conditions for the existence of generalized solutions, an estimate for this solutions, and an estimate for the derivative of the solution.     

On a Generalized Dirichlet Problem for Analytic Family

In this paper, we give the Silov boundary for an analytic family on a bounded strictly pseudoconvex domain or an analytic polyhedron in Cn, and get a necessary and sufficient condition for a generalized Dirichlet problem to be solvable for an analytic family on a bounded holomorphic domain. Especially, we derive that this condition is just that the continuous real boundary value is prescribed on and only on the Silov boundary for an analytic family on a bounded strictly pseudoconvex domain or an analytic polyhedron.     

Bayesian policy support for adaptive strategies using computer models for complex physical systems

In this paper, we discuss combining expert knowledge and computer simulators in order to provide decision support for policy makers managing complex physical systems. We allow future states of the complex system to be viewed after initial policy is made, and for those states to influence revision of policy. The potential for future observations and intervention impacts heavily on optimal policy for today and this is handled within our approach. We show how deriving policy dependent system uncertainty using computer models leads to an intractable backwards induction problem for the resulting decision tree. We introduce an algorithm for emulating an upper bound on our expected loss surface for all possible policies and discuss how this might be used in policy support. To illustrate our methodology, we look at choosing an optimal CO₂ abatement strategy, combining an intermediate complexity climate model and an economic utility model with climate data.     

Optimality of Balanced Proper Orthogonal Decomposition for Data Reconstruction

Proper orthogonal decomposition (POD) finds an orthonormal basis yielding an optimal reconstruction of a given dataset. We consider an optimal data reconstruction problem for two general datasets related to balanced POD, which is an algorithm for balanced truncation model reduction for linear systems. We consider balanced POD outside of the linear systems framework, and prove that it solves the optimal data reconstruction problem. The theoretical result is illustrated with an example.     

Ambient connections realising conformal Tractor holonomy

For a conformal manifold we introduce the notion of an ambient connection, an affine connection on an ambient manifold of the conformal manifold, possibly with torsion, and with conditions relating it to the conformal structure. The purpose of this construction is to realise the normal conformal Tractor holonomy as affine holonomy of such a connection. We give an example of an ambient connection for which this is the case, and which is torsion free if we start the construction with a C-space, and in addition Ricci-flat if we start with an Einstein manifold. Thus, for a C-space this example leads to an ambient metric in the weaker sense of Čap and Gover, and for an Einstein space to a Ricci-flat ambient metric in the sense of Fefferman and Graham. Current address for first author: Erwin Schr?dinger International Institute for Mathematical Physics (ESI), Boltzmanngasse 9, 1090 Vienna, Austria Current address for second author: Department of Mathematics, University of Hamburg, Bundesstra?e 55, 20146 Hamburg, Germany     

Conditions for invertibility and Hurwitz stability

In a generalization of Fiedler’s theorem, a block condition for the invertibility of an operator and an estimate for the operator matrix of the inverse operator are presented. A block condition for an operator to be Hurwitz is also given, which contains an estimate of the spectral abscissa of the operator.     

Carleman estimates for second-order hyperbolic systems in anisotropic cases and applications. Part II: an inverse source problem

In this paper, we consider Carleman-type estimate and consider an inverse problem for second order hyperbolic systems in an anisotropic case. In the previous Part I paper, we established a Carleman-type estimate for hyperbolic systems in which the coefficient matrices satisfy suitable conditions. We apply a Carleman estimate in the previous Part I paper to an inverse source problem for second-order hyperbolic systems in an anisotropic case and prove an estimate of the Hölder type.     

Primal and dual predicted decrease approximation methods

We introduce the notion of predicted decrease approximation (PDA) for constrained convex optimization, a flexible framework which includes as special cases known algorithms such as generalized conditional gradient, proximal gradient, greedy coordinate descent for separable constraints and working set methods for linear equality constraints with bounds. The new scheme allows the development of a unified convergence analysis for these methods. We further consider a partially strongly convex nonsmooth model and show that dual application of PDA-based methods yields new sublinear convergence rate estimates in terms of both primal and dual objectives. As an example of an application, we provide an explicit working set selection rule for SMO-type methods for training the support vector machine with an improved primal convergence analysis.     

Auto-balancing of a rotor with an orthotropic elastic shaft

The self-balancing of a statically unbalanced orthotropic elastic rotor equipped with a ball auto-balancing device is investigated. Equations of motion in fixed and rotating systems of coordinates, as well as equations describing steady motions of the regular precession type, are derived using a simple model of a Jeffcott rotor. Formulae for calculating the amplitude-frequency and phase-frequency characteristics of the precessional motion of the rotor are obtained. It is established that the conditions for a steady balanced mode of motion for an orthotropic rotor to exist have the same form as for an isotropic rotor, but the stability region of such a mode for an orthotropic rotor is narrower than the stability region for an isotropic rotor. The unsteady modes of motion of the rotor in the case of rotation with constant angular velocity and in the case of passage through critical velocities with constant angular acceleration is investigated numerically. It is established that the mode of slow passage through the critical region for an orthotropic rotor is far more dangerous than the similar mode for an isotropic rotor.     

A saddle-point criterion for convex problems with infinite-dimensional equality constraints

In this paper, we develop a saddle-point criterion for convex optimization problems with infinite-dimensional equality constraints. The method used in the derivation of this criterion is based on the property of openness of the equality operator. As an application, we develop necessary and sufficient conditions for an optimal control problem under a suitable controllability assumption. Constructing an optimal solution for a production planning problem is used as an illustrative example.The authors would like to thank Professor R. T. Rockafellar for his suggestions which have resulted in an improved version of the paper.     

A boundary integral formulation for elastically deformable particles in a viscous fluid

This paper reports a formulation and implementation of a mixed (both direct and indirect) boundary element method using the double layer and its adjoint in a form suitable for solving Stokes flow problems involving elastically deformable particles. The formulation is essentially the Completed Double Layer Boundary Element Method for solving an exterior traction problem for the surrounding fluid or solid phase, followed by an interior displacement, and a mobility problem (if required) for the elastic particles. At the heart of the method is a deflation procedure that allows iterative solution strategies to be adopted, effectively opens the way for large-scale simulations of suspensions of deformable particles to be performed. Several problems are considered, to illustrate and benchmark the method. In particular, an analytical solution for an elastic sphere in an elongational flow is derived. The stresslet calculations for an elastic sphere in shear and elongational flows indicate that elasticity of the inclusions can potentially lead to positive second normal stress difference in shear flow, and an increase in the tensile resistance in elongational flow.This work is supported by a grant from the Australian Research Grant Council. X-J F wishes to acknowledge the support of the National Natural Science Foundation of China.     

On Identification of Memory Kernels in Linear Viscoelasticity

The inverse problem of identification of the memory kernel in the linear constitutive stress-strain-relation of Boltzmann type is reduced to an optimal control problem for an initial-boundary-value problem of the related wave equation for the displacement. For the control problem the existence of an optimal control is proved, where both classical and generalized solutions of the equation are dealt with. Further the existence and an expression for the gradient of the cost functional are derived.     

An internal language for autonomous categories

We present an internal language for symmetric monoidal closed (autonomous) categories analogous to the typed lambda calculus as an internal language for cartesian closed categories. The language we propose is the term assignment to the multiplicative fragment of Intuitionistic Linear Logic, which possesses exactly the right structure for an autonomous theory. We prove that this language is an internal language and show as an application the coherence theorem of Kelly and Mac Lane, which becomes straightforward to state and prove. Finally, we extend the language with the natural numbers and show that this corresponds to a weak Natural Numbers Object in an autonomous category.     

Pricing policies under direct vs. indirect channel competition and national vs. store brand competition

This paper analyzes channel pricing in multiple distribution channels under competition between a national brand (NB) and a store brand (SB), where an NB can be distributed both through a direct channel (e-channel) and an indirect channel (local stores) but an SB can be distributed only through an indirect channel. We first explore cross-brand and cross-channel pricing policies. Formulating the problem as a Nash pricing game, we reach two findings: (1) brand loyalty building is profitable for both an NB and an SB; and (2) marketing decisions are more restrictive for an NB channel than they are for the SB channel. We next assess supply chain coordination and reach two findings: (1) wholesale price change does not coordinate the supply chain and (2) an appropriate combination of markup and markdown prices can achieve both supply chain coordination and a win–win outcome for each channel.     

Optimalitätsbedingungen fü ein parabolisehes randsteuerproblem mit steuer- und zustaridsbeschränkungen

In this paper an optimal control problem for the heat equation with constrains on control and state is investigated. The state constraint is an upper bound for the temparature gradient within the heated solid. A minimum principle and bang-bang-type properties for an optimal control are proved.     

关于高维单形的两个性质

应用度量几何理论与解析方法,研究了n维欧氏空间En中n维单形的性质,将三角形内心与中线两个性质推广到n维单形,获得n维单形内心与中位面的两个性质.     

A Circumradius-Inradius Identity and an Identity Relating Volumes for a Simplex

We establish an identity for an n-dimensional simplex relating the circumradius and the inradius, and an identity relating its volume and the pedal volume. As applications, we derive some known inequalities for simplices and generalizations of such inequalities.     

New higher-order equiaffine invariants

We introduce new affine invariants for smooth convex bodies. Some sharp affine isoperimetric inequalities are established for the new invariants. Partially supported by an NSERC grant and an FRDP grant. Partially supported by an NSF grant, an FRG-NSF grant and a BSF grant.     

Effective bounds for very ample line bundles

Let be an ample line bundle on a non singular projective -fold . It is first shown that is very ample for . The proof develops an original idea of Y.T. Siu and is based on a combination of the Riemann-Roch theorem together with an improved Noetherian induction technique for the Nadel multiplier ideal sheaves. In the second part, an effective version of the big Matsusaka theorem is obtained, refining an earlier version of Y.T. Siu: there is an explicit polynomial bound of degree in the arguments, such that is very ample for . The refinement is obtained through a new sharp upper bound for the dualizing sheaves of algebraic varieties embedded in projective space. Oblatum 30-I-1995 & 18-V-1995