A partially observed control problem for Markov chains

A finite state, continuous time Markov chain is considered and the solution to the filtering problem given when the observation process counts the total number of jumps. The Zakai equation for the unnormalized conditional distribution is obtained and the control problem discussed in separated form with this as the state. A new feature is that, because of the correlation between the state and observation process, the control parameter appears in the diffusion coefficient which multiplies the Poisson noise in the Zakai equation. By introducing a Gâteaux derivative the minimum principle, satisfied by an optimal control, is derived. If the optimal control is Markov, a stochastic integrand can be obtained more explicitly and new forward and backward equations satisfied by the adjoint process are obtained.This research was partially supported by NSERC Grant A7964, the Air Force Office of Scientific Research, United States Air Force, under Contract AFOSR-86-0332, and the U.S. Army Research Office under Contract DAAL03-87-0102.     

Experiments in Solving Mixed Integer Programming Problems on a Small Array of Transputers

The time-consuming process of solving large-scale Mixed Integer Programming problems using the branch-and-bound technique can be speeded up by introducing a degree of parallelism into the basic algorithm. This paper describes the development and implementation of a parallel branch-and-bound algorithm created by adapting a commercial MIP solver. Inherent in the design of this software are certain ad hoc methods, the use of which are necessary in the effective solution of real problems. The extent to which these ad hoc methods can successfully be transferred to a parallel environment, in this case an array of at most nine transputers, is discussed. Computational results on a variety of real integer programming problems are reported.     

Harmonic maps with fixed singular sets

Suppose Ω is a smooth domain in R^m,N is a compact smooth Riemannian manifold, andZ is a fixed compact subset of Ω having finite (m − 3)-dimensional Minkowski content (e.g.,Z ism − 3 rectifiable). We consider various spaces of harmonic mapsu: Ω →N that have a singular setZ and controlled behavior nearZ. We study the structure of such spacesH and questions of existence, uniqueness, stability, and minimality under perturbation. In caseZ = 0,H is a Banach manifold locally diffeomorphic to a submanifold of the product of the boundary data space with a finite-dimensional space of Jacobi fields with controlled singular behavior. In this smooth case, the projection ofu εH tou |ϖΩ is Fredholm of index 0. R. H.’s research partially supported by the National Science Foundation.     

Correlations beyond the horizon

It is a fundamental feature of quantum field theory that correlations between observable quantities occur over all spacetime regions. In particular, in cosmological models with horizons, such correlations will be present in regions which lie outside of each other's horizon. Such correlations may play an important role in processes occurring in the early universe.This essay received the first award from the Gravity Research Foundation, 1992—Ed.     

Orthostructures from sesquilinear forms. A primer

We make a linkage with the ultimate generalization of Hilbert space, anR-module with an orthogonality relation, and certain constructs due to Foulis and Randall and other related structures suggested by Cattaneo, Franco, and Marino.     

Time decay for nonlinear wave equations in two space dimensions

The Cauchy Problem for the equation u_tt–u+|u|^p–1u=0 (x², t>0, >1) is studied. Smooth Cauchy data is prescribed, and no smallness condition is imposed. For >5, it is shown that the maximum amplitude of such a wave decays at the expected rate t^–1/2 as t. For 1+8<5, the maximum amplitude still decays, but at a slower rate. These results are then used to demonstrate the existence of the scattering operator when >_o, where _o is the root of the cubic equation ³-2²-7-8=0; thus _o4.15.Alfred P. Sloan Research Fellow     

Recurrence vs. transience for spatially inhomogeneous birth and death in a random environment

Summary We consider birth and death in a random environment, having probabilitiesp(,x) andq(,x) of a step to the right or left, respectively, from statex in environment. Under several sets of conditions involving the existence of limp(,x) and limq(,x) asx, we give conditions for certain extinction or escape to when 0 is absorbing, corresponding to recurrence or transience when 0 is reflecting. The environmental sequence is assumed to be stationary ergodic, and for some results stronger assumptions are required.     

Polymerization and polymers of silicic acid

Linear relationships among molecular weight, polymerization time, and gelation for the condensation of any monomer, including those of unknown size and functionality, are developed and applied to data on soluble silicic acids generated from tetraethyl silicate and from sodium silicate. The results suggest the formation of monomers containing ca. 12–15 ? OSi units with functionality of ca. 2.05 that condense with a rate constant of ca. 10^?4 liter/mole sec and an activation energy of 40–70 kJ/mole. One model compatible with these characteristics and the stoichiometry involved is a ladder polymer ca. 3 ? SiO units wide. Polymer isolation was achieved by replacing residual ? OH with (CH₃)₃Sio? , as well as by freezing of of aqueous solutions, which yielded fibers under special conditions. Solutions of the uncapped and capped polymers and melts of the latter had low viscosity even for fractions with M?_n ～100,000. This implies a coiled or globular nature for the polymers, which is supported by their limited propensity for film and fiber formation. Attemps to improve this situation by copolymerization, the use of other capping agents, and by the polymerization of precapped monomers were unsuccessful.     

Structure, 31P and 13C chemical shift anisotrophy of (CH3)3P, (CH3)3PO, (CH3)3PS and (CH3)3PSe as determined by liquid crystal NMR spectroscopy

The ¹³P and ¹³C spectra of the triply ¹³C labelled molecules (CH₃)₃P, (CH₃)₃PO, (CH₃)₃PS and (CH₃)₃PSe oriented in a nematic phase are reported. The CPC bond angles have been measured. The ¹³P chemical shift tensor shows a large anisotropy except in the case of (CH₃)₃P. The abnormal large value observed for the PSe bond length suggests a large anisotropy of the ¹J(PSe) spin coupling.