Odd-Excited Binomial States of the Radiation Field and Some of Their Statistical Properties

In this paper a new state called odd-excited binomial state (OEBS) is introduced. It interpolates between the odd number state and the odd-excited coherent state. We discuss some statistical properties, such as the Glauber second-order correlation function and squeezing phenomenon (normal and amplitude-squared squeezing) for this state. The quasiprobability distribution functions (Husimi Q-function and Wigner W-function) are also examined.     

A detailed study of the generation of optically detectable watermarks using the logistic map

A digital watermark is a visible, or preferably invisible, identification code that is permanently embedded in digital media, to prove owner authentication and provide protection for documents. Given the interest in watermark generation using chaotic functions a detailed study of one chaotic function for this purpose is performed. In this paper, we present an approach for the generation of watermarks using the logistic map. Using this function, in conjunction with seed management, it is possible to generate chaotic sequences that may be used to create highpass or lowpass digital watermarks. In this paper we provide a detailed study on the generation of optically detectable watermarks and we provide some guidelines on successful chaotic watermark generation using the logistic map, and show using a recently published scheme, how care must be taken in the selection of the function seed.     

Global stability of the Armstrong-Frederick model with periodic biaxial inputs

The paper is concerned with the study of plasticity models described by differential equations with stop and play operators. We suggest sufficient conditions for the global stability of a unique periodic solution for the scalar models and for the vector models with biaxial inputs of a particular form, namely the sum of a uniaxial function and a constant term. For another class of simple biaxial inputs, we present an example of the existence of unstable periodic solutions. The paper was written during the research stay of D. Rachinskii at the Technical University Munich supported by the research fellowship from the Alexander von Humboldt Foundation. His work was partially supported by the Russian Science Support Foundation, Russian Foundation for Basic Research (Grant No. 01-01-00146, 03-01-00258), and the Grants of the President of Russia (Grant No. MD-87.2003.01, NS-1532.2003.1). The support is gratefully acknowledged.     

Sequential Importance Sampling Algorithms for Dynamic Stochastic Programming

This paper gives a comprehensive treatment of EVPI-based sequential importance sampling algorithms for dynamic (multistage) stochastic programming problems. Both theory and computational algorithms are discussed. Under general assumptions it is shown that both an expected value of perfect information (EVPI) process and the corresponding marginal EVPI process (the supremum norm of the conditional expectation of its generalized derivative) are nonanticipative nonnegative supermartingales. These processes are used as importance criteria in the class of sampling algorithms treated in the paper. When their values are negligible at a node of the current sample problem scenario tree, scenarios descending from the node are replaced by a single scenario at the next iteration. On the other hand, high values lead to increasing the number of scenarios descending from the node. Both the small sample and asymptotic properties of the sample problem estimates arising from the algorithms are established, and the former are evaluated numerically in the context of a financial planning problem. Finally, current and future research is described. Bibliography: 49 titles. __________ Published in Zapiski Nauchnykh Seminarov POMI, Vol. 312, 2004, pp. 94–129.     

Periodic Integrable Systems with Delta-Potentials

In this paper we study root system generalizations of the quantum Bose-gas on the circle with pair-wise delta-function interactions. The underlying symmetry structures are shown to be governed by the associated graded algebra of Cherednik's (suitably filtered) degenerate double affine Hecke algebra, acting by Dunkl-type differential-reflection operators. We use Gutkin's generalization of the equivalence between the impenetrable Bose-gas and the free Fermi-gas to derive the Bethe ansatz equations and the Bethe ansatz eigenfunctions.     

On f-injective modules

In this paper, the notions of f-injective and f^*-injective modules are introduced. Elementary properties of these modules are given. For instance, a ring R is coherent iff any ultraproduct of f-injective modules is absolutely pure. We prove that the class S^* \Sigma^* of f^*-injective modules is closed under ultraproducts. On the other hand, S^* \Sigma^* is not axiomatisable. For coherent rings R, S^* \Sigma^* is axiomatisable iff every c₀ \chi_0 -injective module is f^*-injective. Further, it is shown that the class S \Sigma of f-injective modules is axiomatisable iff R is coherent and every c₀ \chi_0 -injective module is f-injective. Finally, an f-injective module H, such that every module embeds in an ultraprower of H, is given.     

Unconditional Bases, the Matrix Muckenhoupt Condition, and Carleson Series in a Spectrum

Two families of functions constructed by a system of n scalar Muckenhoupt weights are studied. Criteria are given under which these families are unconditional bases. From the point of view of the spectral operator theory, the problem is reduced to the study of the structure of n-dimensional perturbations of the integration operator. Weighted estimates for the Hilbert transform in the spaces of vector-functions are applied to construct an operator mapping functions of the studied families to vector-valued rational functions. The concept of the Carleson series is used in the study of the following problem: when do vector-valued rational functions form an unconditional basis? Bibliography: 8 titles.     

Numerical solutions of the shallow water equations with discontinuous bed topography

A simple scheme is developed for treatment of vertical bed topography in shallow water flows. The effect of the vertical step on flows is modelled with the shallow water equations including local energy loss terms. The bed elevation is denoted with z_b^‐ for the left and z_b⁺ for the right values at each grid point, hence exactly representing a discontinuity in the bed topography. The surface gradient method (SGM) is generalized to reconstruct water depths at cell interfaces involving a vertical step so that the fluxes at the cell interfaces can accurately be calculated with a Riemann solver. The scheme is verified by predicting a surge crossing a step, a tidal flow over a step and dam‐break flows on wet/dry beds. The results have shown good agreements compared with analytical solutions and available experimental data. The scheme is efficient, robust, and may be used for practical flow calculations. Copyright © 2002 John Wiley & Sons, Ltd.