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.     

Chaos and hyperchaos in a gyrotron

We study oscillation in a gyrotron with allowance for reflections from an output horn. Regions with different system behaviors, such as stationary oscillation, self-modulation, and complex-dynamics regimes are found in the parameter plane. The scenarios of appearance of chaotic oscillations are considered. It is shown that they can emerge via either a sequence of period-doubling bifurcations or destruction of quasiperiodic motion. For chaotic attractors, Lyapunov exponents are calculated and their dimensions are estimated on the basis of the Kaplan-Yorke formula. The dimension values turn out to be anomalously large, which is stipulated by the presence of a large number of high-Q eigenmodes in the gyrotron cavity due to operation near the cutoff frequency of an electrodynamic system. __________ Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 49, No. 10, pp. 887–899, October 2006.     

Effect of trapping centers of luminescent properties of bismuth orthogermanate

Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 54, No. 6, pp. 970–975, June, 1991.     

Strictly majorizing tests in problems with nuisance parameters

An existence theorem is proved for a strictly majorizing test of composite hypotheses. Statistical corollaries of the theorem are explored.Translated from Statisticheskie Metody Otsenivaniya i Proverki Gipotez, pp. 73–78, 1986.     

Free and nonsteady-state oscillations of elastic fluid-filled systems situated on an elastic base

We develop a method of computing the nonsteady-state and free oscillations of a framed elastic structure situated on an elastic base and containing an ideal compressible fluid. The solution uses the method of integral transforms in conjunction with the method of orthogonal polynomials. In the transform space the problem reduces to systems of linear algebraic equations. The Fourier transform is applied to return to the original space. Examples of the computation are given.Translated fromDinamicheskie Sistemy, No. 6, 1987, pp. 69–72.     

Isolation of singularities in the density and the kernel of a two-dimensional integral equation for complex boundary surfaces

We consider the solution of integral equations in problems of three-dimensional electromagnetic fields in piecewise-homogeneous media. An algorithm is proposed for analytical isolation of singularities in the kernel and the density of the integral equation of potential theory for the case of complex boundary surfaces.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 56, pp. 14–17, 1985     

Numerical analysis of near electromagnetic fields of a parabolic cylinder and a paraboloid of revolution

Translated from Chislennye Metody Resheniya Obratnykh Zadach Matematicheskoi Fiziki, pp. 119–127.     

Asymptotic description of solutions of the fourth Painlevé equations on the stokes rays analogs

The proof of the existence of classical solutions is given for the Painlevé type nonlinear ordinary differential equations. The solutions have asymptotic formulas, which can be obtained by the isomonodromic deformation method.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova, Vol. 179, pp. 101–109, 1989.