Solution of a class of stochastic linear-convex control problems using deterministic equivalents

In this paper, we identify a new class of stochastic linearconvex optimal control problems, whose solution can be obtained by solving appropriate equivalent deterministic optimal control problems. The term linear-convex is meant to imply that the dynamics is linear and the cost function is convex in the state variables, linear in the control variables, and separable. Moreover, some of the coefficients in the dynamics are allowed to be random and the expectations of the control variables are allowed to be constrained. For any stochastic linear-convex problem, the equivalent deterministic problem is obtained. Furthermore, it is shown that the optimal feedback policy of the stochastic problem is affine in its current state, where the affine transformation depends explicitly on the optimal solution of the equivalent deterministic problem in a simple way. The result is illustrated by its application to a simple stochastic inventory control problem.This research was supported in part by NSERC Grant A4617, by SSHRC Grant 410-83-0888, and by an INRIA Post-Doctoral Fellowship.     

On continuous preservation of norms and areas

Summary We give various properties, examples and equivalent conditions for mapsT of then-dimensional euclidean space into itself (n 2) satisfying the generalised orthogonality equation|Tx Ty| = |x y| for allx, y inR ⁿ , where stands for the usual dot product, and we prove that the only continuous maps verifying this condition are the orthogonal linear transformations.     

Hot electron transport in semiconductors

A recently derived model for stationary flow of energy and charge carriers in semiconductors—consisting of a coupled system of nonlinear elliptic equations—is analysed by the methods of singular perturbation theory. This analysis reveals the solution structure and justifies a modified version of the standard drift-diffusion approximation for charge carrier flow.

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Zusammenfassung Ein kürzlich hergeleitetes Modell für stationären Energie- und Ladungsträgerfluß in Halbleitern—bestehend aus einem gekoppelten System von nichtlinearen elliptischen Gleichungen—wird mit Methoden der singulären Störungstheorie analysiert. Daraus ergeben sich Aussagen über die Lösungsstruktur und eine Rechtfertigung einer modifizierten Version der klassischen Konvektions-Diffusions-Approximation für den Ladungsträgerfluß.

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The work of the second author was supported by Österreichischer Fonds zur Förderung der wissenschaftlichen Forschung.     

Intra- versus intermolecular hydrogen bonds in salicylamide derivatives

The crystal structures, solid-state infrared patterns, and thermal properties of two polymorphs of 4-nitrosalicylanilide are presented. In both polymorphs, intramolecular hydrogen bonds are found between the phenol oxygen and the amide proton, and intermolecular hydrogen bonds are found between the amide carbonyl oxygen and the phenol proton. These hydrogen bond patterns are compared to those found in other known salicylamide derivatives and an analysis is given of the factors contributing to preferences for intra- or intermolecular hydrogen bonds in these structures. Crystal data: polymorph, orthorhombic,Pbca,a=11.003(4),b=27.959(7),c=7.622(5) Å,Z=4,V=2345(3) ų, andR=0.038 (1351 reflections); polymorph, monoclinic,P2₁/a,a=28.36(1),b=11.64(1),c=7.293(8) Å,=90.68(6)°,Z=8,V=2408 ų, andR=0.043 (2425 reflections).     

Convolution quadrature and discretized operational calculus. I

Numerical methods are derived for problems in integral equations (Volterra, Wiener-Hopf equations) and numerical integration (singular integrands, multiple time-scale convolution). The basic tool of this theory is the numerical approximation of convolution integrals

Inversion of the exponential X-ray transform. I: Analysis

The exponential X-ray transform arises in single photon emission computed tomography and is defined on functions on ?ⁿ by , where μ is a constant. Approximate inversion, and inversion formulae of filtered back-projection type are derived for this operator in all dimensions. In particular, explicit formulae are given for convolution kernels (filters) K corresponding to a general point spread function E that can be used to invert the exponential X-ray transform via a filtered back-projection algorithm. The results extend and refine work of Tretiak and Metz¹⁷.     

Markov type properties for mixtures of probability measures

Summary We show that, given a general Markov type property M, and a finite dimensional set of probability measures , the set of elements of having M can be described by finitely many quadratic equations. We apply the result to the problem of the global Markov property for nonextremal Gibbs states.This work was prepared during the author's stay at the University of Hull, England, and supported by the Science and Engineering Research Council of Great Britatin     

Exact Solutions of the Space Charge Equation Using the Hodograph Method

In this paper we show that a hodograph method first introducedby Budd & Wheeler (1987) to develop a new numerical algorithmto solve the space charge equation •()=0 can be employedto derive all the known exact solutions, which have recentlybeen found by Smith (1988). All these solutions are shown tobe separable solutions of the equations resulting from the applicationof the hodograph transformation. We also briefly describe thisnew numerical method and use one of the exact solutions to demonstrateits accuracy.     

Linear fractional composition operators on H2

If ? is an analytic function mapping the unit diskD into itself, the composition operatorC _? is the operator onH ² given byC _?f=fo?. The structure of the composition operatorC _? is usually complex, even if the function ? is fairly simple. In this paper, we consider composition operators whose symbol ? is a linear fractional transformation mapping the disk into itself. That is, we will assume throughout that $$\varphi \left( z \right) = \frac{{az + b}}{{cz + d}}$$ for some complex numbersa, b, c, d such that ? maps the unit diskD into itself. For this restricted class of examples, we address some of the basic questions of interest to operator theorists, including the computation of the adjoint.     

A method to account for acoustic microstreaming when predicting bubble growth rates produced by rectified diffusion

A reinterpretation of existing theory for rectified diffusion, the process by which bubbles in a sound field may grow in radius, is presented in order to quantitate the effect of acoustic microstreaming on bubble growth rates. The 1/t term in the growth rate equation is defined as the "decay term" and t as the "decay time," the time required for the gas concentration in the liquid contacting the bubble to rise (or fall) from its initial to its final value. In the absence of microstreaming, t is the duration of sonification. In the presence of microstreaming, t may be calculated from the streaming velocity and the bubble radius. A comparison between theory and the experimental results of Eller [A. Eller, J. Acoust. Soc. Am. 46, 1246-1250 (1969)] and of Gould [R.K. Gould, J. Acoust. Soc. Am. 56, 1740-1746 (1974)] shows reasonable agreement in the low kHz range. Theoretical results in the frequency range of 1-10 MHz at 1 and 4 bar are also presented.