Stochastic control problems with delay

We consider optimal control problems for systems described by stochastic differential equations with delay. We state conditions for certain classes of such systems under which the stochastic control problems become finite-dimensional. These conditions are illustrated with three applications. First, we solve some linear quadratic problems with delay. Then we find the optimal consumption rate in a financial market with delay. Finally, we solve explicitly a deterministic fluid problem with delay which arises from admission control in ATM communication networks.     

Magnetic-Field-Dependent Electronic Relaxation of Gd3+ in Aqueous Solutions of the Complexes [Gd(H2O)8]3+, [Gd(propane-1,3-diamine-N,N,N′,N′-tetraacetate)(H2O)2]−, and [Gd(N,N′-bis[(N-methylcarbamoyl)methyl]-3-azapentane-1,5-diamine-3,N,N′-triacetate)(H2O)] of interest in magnetic-resonance imaging

EPR Spectra have been measured for aqueous solutions of a series of Gd³⁺ complexes at variable temperature and a range of magnetic fields; S-band (0.14 T), X-band (0.34 T), Q-band (1.2 T), and 2-mm-band (5.0 T). The major contribution to the observed line widths is magnetic-field-dependent and is interpreted as being due to the modulation of the zero-field splitting produced by distortion of the complexes from perfect symmetry. The transverse and longitudinal relaxation matrices for an ⁸S ion with such an interaction have been calculated using Redfield theory with vector-coupling methods, and diagonalised numerically to obtain relaxation rates and intensities for the degenerate transitions which contribute to the multiplet. The observed line width, which is inversely proportional to the magnetic field at low temperatures, is best described by the intensity-weighted mean transverse relaxation time for the four transitions with non-zero intensity. A least-squares fit of the data yields the square of the zero-field splitting tensor, Δ², and a correlation time, τ_v, with activation energy, E_v. The physical significance of these parameters and the extent of validity of the theoretical approach are considered. The parameters are used to predict the magnetic-field dependence of the longitudinal and transverse electronic relaxation times, which are discussed in the context of their relevance to ¹H-NMR relaxivity.     

Molecular addressing? Studies on light-induced reorientation in liquid-crystalline side chain polymers

Polarized light leads to an effective reorientation of the optic axis in the glassy state of liquid-crystalline side chain polymers containing azobenzene mesogenic groups, via a trans-cis and cis-trans isomerization. Using a combination of U V and IR dichroitic studies it is shown for copolymers consisting of chromophores (azobenzene) and non-chromophores (phenylbenzoate) that only the chromophores are reoriented by light as far as the glassy state is concerned. Individual chromophores are thus addressed by photoselection. Photoselection in the fluid nematic state, on the other hand, leads also to a reorientation of the non-chromophores.     

Critical branching in a highly fluctuating random medium

Summary A model of one-dimensional critical branching (superprocess) is constructed in a random medium fluctuating both in time and space. The medium describes a moving system of point catalysts, and branching occurs only in the presence of these catalysts. Although the medium has an infinite overall density, the clumping features of the branching model can be exhibited by rescaling time, space, and mass by an exactly calculated scaling power which is stronger than in the constant medium case. The main technique used is the asymptotic analysis of a generalized diffusion-reaction equation in the space-time random medium, which (given the medium) prescribes the evolution of the Laplace transition functional of the Markov branching process.