The Markov power moment problem in problems of controllability and frequency extinguishing for the wave equation on a half-axis

In this paper necessary and sufficient conditions of null-controllability and approximate null-controllability are obtained for the wave equation on a half-axis. Controls solving these problems are found explicitly. Moreover, bang-bang controls solving the approximate null-controllability problem are constructed with the aid of solutions of a frequency extinguishing problem in the restricted band (−a,a) for this equation and the Markov power moment problem.     

Non-linear Stability of Modulated Fronts¶for the Swift–Hohenberg Equation

We consider front solutions of the Swift–Hohenberg equation ∂ _t u= -(1+ ∂ _x ²)² u + ɛ² u -u ³. These are traveling waves which leave in their wake a periodic pattern in the laboratory frame. Using renormalization techniques and a decomposition into Bloch waves, we show the non-linear stability of these solutions. It turns out that this problem is closely related to the question of stability of the trivial solution for the model problem ∂ _t u(x,t) = ∂ _x ² u (x,t)+(1+tanh(x-ct))u(x,t)+u(x,t) ^p with p>3. In particular, we show that the instability of the perturbation ahead of the front is entirely compensated by a diffusive stabilization which sets in once the perturbation has hit the bulk behind the front. Received: 23 February 2001 / Accepted: 27 August 2001     

On c‐Bhaskar Rao designs with block size 4

Several new families of c‐Bhaskar Rao designs with block size 4 are constructed. The necessary conditions for the existence of a c‐BRD (υ,4,λ) are that: (1)λ_min=?λ/3 ≤ c ≤ λ and (2a) c≡λ (mod 2), if υ > 4 or (2b) c≡ λ (mod 4), if υ = 4 or (2c) c≠ λ ? 2, if υ = 5. It is proved that these conditions are necessary, and are sufficient for most pairs of c and λ; in particular, they are sufficient whenever λ?c ≠ 2 for c > 0 and whenever c ? λ_min≠ 2 for c < 0. For c < 0, the necessary conditions are sufficient for υ> 101; for the classic Bhaskar Rao designs, i.e., c = 0, we show the necessary conditions are sufficient with the possible exception of 0‐BRD (υ,4,2)'s for υ≡ 4 (mod 6). © 2002 Wiley Periodicals, Inc. J Combin Designs 10: 361–386, 2002; Published online in Wiley InterScience ( www.interscience.wiley.com ). DOI 10.1002/jcd.10009     

Characterization and Computation of Canonical Tight Windows for Gabor Frames

Let (\gnm)_{n,m ? \Zst}(\gnm)_{n,m\in\Zst} be a Gabor frame for \LtR\LtR for given window gg. We show that the window \ho = \SQI g\ho=\SQI g that generates the canonically associated tight Gabor frame minimizes ||g-h||\|g-h\| among all windows hh generating a normalized tight Gabor frame. We present and prove versions of this result in the time domain, the frequency domain, the time-frequency domain, and the Zak transform domain, where in each domain the canonical \ho\ho is expressed using functional calculus for Gabor frame operators. Furthermore, we derive a Wiener--Levy type theorem for rationally oversampled Gabor frames. Finally, a Newton-type method for a fast numerical calculation of \ho\ho is presented. We analyze the convergence behavior of this method and demonstrate the efficiency of the proposed algorithm by some numerical examples.     

Contact Interaction of Two Elastic Wedges

We consider the problem of contact of two elastic wedges and assume that only the vertices of the wedges touch before loading. After loading, the edges of both wedges come in contact near their common vertex. We reduce the constructed system of dual integral equations to a Fredholm integral equation of the second kind with difference kernel given on the semiaxis. We analytically solve the Fredholm equation by reducing it to the boundary-value Riemann problem for analytic functions. We obtain an analytic expression for contact stresses.     

Global and uniform convergence of subspace correction methods for some convex optimization problems

This paper gives some global and uniform convergence estimates for a class of subspace correction (based on space decomposition) iterative methods applied to some unconstrained convex optimization problems. Some multigrid and domain decomposition methods are also discussed as special examples for solving some nonlinear elliptic boundary value problems.

     

Signed graphs for portfolio analysis in risk management

We introduce the notion of structural balance for signed graphsin the context of portfolio analysis. A portfolio of securitiescan be represented as a signed graph with the nodes denotingthe securities and the edges representing the correlation betweenthe securities. With signed graphs, the characteristics of aportfolio from a risk management perspective can be uncoveredfor analysis purposes. It is shown that a portfolio characterizedby a signed graph of positive and negative edges that is structurallybalanced is characteristically more predictable. Investors whoundertake a portfolio position with all positively correlatedsecurities do so with the intention to speculate on the upside(or downside). If the portfolio consists of negative edges andis balanced, then it is likely that the position has a hedgingdisposition within it. On the other hand, an unbalanced signedgraph is representative of an investment portfolio which ischaracteristically unpredictable.     

Localization effects and measure source terms in numerical schemes for balance laws

This paper investigates the behavior of numerical schemes for nonlinear conservation laws with source terms. We concentrate on two significant examples: relaxation approximations and genuinely nonhomogeneous scalar laws. The main tool in our analysis is the extensive use of weak limits and nonconservative products which allow us to describe accurately the operations achieved in practice when using Riemann-based numerical schemes. Some illustrative and relevant computational results are provided.

     

Scale Invariance Properties in the Simulated Annealing Algorithm

The Boltzmann distribution used in the steady-state analysis of the simulated annealing algorithm gives rise to several scale invariant properties. Scale invariance is first presented in the context of parallel independent processors and then extended to an abstract form based on lumping states together to form new aggregate states. These lumped or aggregate states possess all of the mathematical characteristics, forms and relationships of states (solutions) in the original problem in both first and second moments. These scale invariance properties therefore permit new ways of relating objective function values, conditional expectation values, stationary probabilities, rates of change of stationary probabilities and conditional variances. Such properties therefore provide potential applications in analysis, statistical inference and optimization. Directions for future research that take advantage of scale invariance are also discussed.