Variable sampling interval Shewhart control charts for monitoring the multivariate coefficient of variation

In many industrial manufacturing processes, the ratio of the variance to the mean of a quantity of interest is an important characteristic to ensure the quality of the processes. This ratio is called the coefficient of variation (CV). A lot of control charts have been designed for monitoring the CV of univariate quantity in the literature. However, the CV control charts for multivariate quantity have not received much attention yet. In this paper, we investigate a variable sampling interval (VSI) Shewhart control chart for monitoring multivariate CV. The time between two consecutive samples is allowed to vary according to the previous value of the multivariate CV, which will help the chart to detect the process shifts faster. The comparison with the fixed sampling interval Shewhart chart is implemented to highlight the advantage of the VSI method. Finally, an illustrative example is demonstrated on real data.     

Optimal Control of the Instationary Three Dimensional Navier-Stokes-Voigt Equations

We study an optimal control problem with quadratic objective functional for the three dimensional Navier-Stokes-Voigt equations in bounded domains. We show the existence of optimal solutions, the necessary optimality conditions and the sufficient optimality conditions. The second-order optimality conditions obtained in the article seem to be optimal.     

General financial market model defined by a liquidation value process

Financial market models defined by a liquidation value process generalize the conic models of Schachermayer and Kabanov where the transaction costs are proportional to the exchanged volumes of traded assets. The solvency set of all portfolio positions that can be liquidated without any debt is not necessary convex, e.g. in presence of proportional transaction costs and fixed costs. Therefore, the classical duality principle based on the Hahn–Banach separation theorem is not appropriate to characterize the prices super hedging a contingent claim. Using an alternative method based on the concepts of essential supremum and maximum, we provide a characterization of European and American contingent claim prices under the absence of arbitrage opportunity of the second kind.     

Hausdorff continuity of approximate solution maps to parametric primal and dual equilibrium problems

In this paper, we consider parametric primal and dual equilibrium problems in locally convex Hausdorff topological vector spaces. Sufficient conditions for the approximate solution maps to be Hausdorff continuous are established. We provide many examples to illustrate the essentialness of the imposed assumptions. As applications of these results, the Hausdorff continuity of the approximate solution maps for optimization problems, variational inequalities and fixed-point problems are derived.     

A new family of convex weakly compact valued random variables in Banach space and applications to laws of large numbers

We consider a new family of convex weakly compact valued integrable random sets which is called an adapted array of convex weakly compact valued integrable random variables of type p (1?p?2). By this concept, more general laws of large numbers will be established. Some illustrative examples are provided.     

On a backward problem for fractional diffusion equation with Riemann-Liouville derivative

In the present paper, we study the initial inverse problem (backward problem) for a two-dimensional fractional differential equation with Riemann-Liouville derivative. Our model is considered in the random noise of the given data. We show that our problem is not well-posed in the sense of Hadamard. A truncated method is used to construct an approximate function for the solution (called the regularized solution). Furthermore, the error estimate of the regularized solution in L² and H^τ norms is considered and illustrated by numerical example.     

The hit problem for the Dickson algebra

Let the mod 2 Steenrod algebra, , and the general linear group, , act on with in the usual manner. We prove the conjecture of the first-named author in Spherical classes and the algebraic transfer, (Trans. Amer. Math Soc. 349 (1997), 3893-3910) stating that every element of positive degree in the Dickson algebra is -decomposable in for arbitrary 2$">. This conjecture was shown to be equivalent to a weak algebraic version of the classical conjecture on spherical classes, which states that the only spherical classes in are the elements of Hopf invariant one and those of Kervaire invariant one.