New efficient numerical procedures for solving stochastic variational problems with a priori maximum pointwise error estimates

In a previous paper we gave a new formulation and derived the Euler equations and other necessary conditions to solve strong, pathwise, stochastic variational problems with trajectories driven by Brownian motion. Thus, unlike current methods which minimize the control over deterministic functionals (the expected value), we find the control which gives the critical point solution of random functionals of a Brownian path and then, if we choose, find the expected value.This increase in information is balanced by the fact that our methods are anticipative while current methods are not. However, our methods are more directly connected to the theory and meaningful examples of deterministic variational theory and provide better means of solution for free and constrained problems. In addition, examples indicate that there are methods to obtain nonanticipative solutions from our equations although the anticipative optimal cost function has smaller expected value.In this paper we give new, efficient numerical methods to find the solution of these problems in the quadratic case. Of interest is that our numerical solution has a maximal, a priori, pointwise error of O(h3/2) where h is the node size. We believe our results are unique for any theory of stochastic control and that our methods of proof involve new and sophisticated ideas for strong solutions which extend previous deterministic results by the first author where the error was O(h²).We note that, although our solutions are given in terms of stochastic differential equations, we are not using the now standard numerical methods for stochastic differential equations. Instead we find an approximation to the critical point solution of the variational problem using relations derived from setting to zero the directional derivative of the cost functional in the direction of simple test functions.Our results are even more significant than they first appear because we can reformulate stochastic control problems or constrained calculus of variations problems in the unconstrained, stochastic calculus of variations formulation of this paper. This will allow us to find efficient and accurate numerical solutions for general constrained, stochastic optimization problems. This is not yet being done, even in the deterministic case, except by the first author.     

The Laplace transform on time scales revisited

In this work, we reexamine the time scale Laplace transform as defined by Bohner and Peterson [M. Bohner, A. Peterson, Dynamic Equations on Time Scales: An Introduction with Applications, Birkhäuser, Boston, 2001; M. Bohner, A. Peterson, Laplace transform and Z-transform: Unification and extension, Methods Appl. Anal. 9 (1) (2002) 155-162]. In particular, we give conditions on the class of functions which have a transform, develop an inversion formula for the transform, and further, we provide a convolution for the transform. The notion of convolution leads to considering its algebraic structure—in particular the existence of an identity element—motivating the development of the Dirac delta functional on time scales. Applications and examples of these concepts are given.     

Generalized optical logic elements - GOLEs

A Generalized Optical Logic Element or GOLE is device that performs any of the 16 Boolean logic operations on signals in an optical beam with very fast switching among functions. The advantages of a generalized or universal gate in manufacturing are obvious. Extremely flexible functioning becomes possible if the GOLE functionality is switched in response to earlier computations. Likewise Field Programmable Gate Arrays or FPGAs can be used to fix the GOLE functions, making one of the most powerful and flexible processor units ever designed - called a Field GOLE. Such systems can be made in bulk optics to utilize Spatial Light Modulator or SLM capabilities, but integrated optics on silicon will be the choice for most applications. GOLEs can be generalized in several ways to become Fredkin gates and generalized Fredkin gates. They can also be cascaded similarly to electronic gates.     

The probability of generating a soluble subgroup of a finite group

It is proved that for finite groups G, the probability thattwo randomly chosen elements of G generate a soluble subgrouptends to zero as the index of the largest soluble normal subgroupof G tends to infinity.     

Is life improbable?

E. P. Wigner's argument that the probability of the existence of self-reproducing units, e.g., organisms, is zero according to standard quantum theory is stated and analyzed. Theorems are presented which indicate that Wigner's mathematical result in fact should not be interpreted as asserting the improbability of self-reproducing units.     

Expedient synthesis of villosin and its isomer (E)-labda-8(17),12,14-trien-15(16)-olide

The synthesis of the title compounds has been achieved in concise, highly regiocontrolled fashion from commercially available (+)-sclareolide. In addition, we offer evidence that the structure of a newly reported natural product from Zingiber ottensii is incorrect.     

On then-cutset property

For a partially ordered setP and an elementx ofP, a subsetS ofP is called a cutset forx inP if every element ofS is noncomparable tox and every maximal chain ofP meets {x}∪S. We letc(P) denote the smallest integerk such that every elementx ofP has a cutsetS with ‖S‖?k: Ifc(P)?n we say thatP has then-cutset property. Our results bear on the following question: givenP, what is the smallestn such thatP can be embedded in a partially ordered set having then-cutset property? As usual, 2 ⁿ denotes the Boolean lattice of all subsets of ann-element set, andB _n denotes the set of atoms and co-atoms of 2 ⁿ . We establish the following results: (i) a characterization, by means of forbidden configurations, of whichP can be embedded in a partially ordered set having the 1-cutset property; (ii) ifP contains a copy of 2 ⁿ , thenc(P)?2^[n/2]?1; (iii) for everyn>3 there is a partially ordered setP containing 2 ⁿ such thatc(P)<c(2 ⁿ ); (iv) for every positive integern there is a positive integerN such that, ifB _m is contained in a partially ordered set having then-cutset property, thenm?N.