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.     

Periodic Integrable Systems with Delta-Potentials

In this paper we study root system generalizations of the quantum Bose-gas on the circle with pair-wise delta-function interactions. The underlying symmetry structures are shown to be governed by the associated graded algebra of Cherednik's (suitably filtered) degenerate double affine Hecke algebra, acting by Dunkl-type differential-reflection operators. We use Gutkin's generalization of the equivalence between the impenetrable Bose-gas and the free Fermi-gas to derive the Bethe ansatz equations and the Bethe ansatz eigenfunctions.     

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.     

Application of rainbow schlieren deflectometry to measure temperature and oxygen concentration in a laminar gas-jet diffusion flame

The quantitative rainbow schlieren deflectometry (RSD) technique was applied to measure temperature and oxygen concentration in an axisymmetric hydrogen gas-jet diffusion flame burning in quiescent air at fuel jet exit Reynolds number of 70. Schlieren measurements were compared with conventional measurements using a thermocouple and a gas-sampling probe. Good agreement between the two measurement techniques was achieved on the fuel-lean side of the flame.     

Proof of a conjecture on irredundance perfect graphs

Let ir(G) and γ(G) be the irredundance number and the domination number of a graph G, respectively. A graph G is called irredundance perfect if ir(H)=γ(H), for every induced subgraph H of G. In this article we present a result which immediately implies three known conjectures on irredundance perfect graphs. © 2002 Wiley Periodicals, Inc. J Graph Theory 41: 292–306, 2002     

Coxeter Transformation and Quasiquivers

Mathematical Notes -     

Unconditional Bases, the Matrix Muckenhoupt Condition, and Carleson Series in a Spectrum

Two families of functions constructed by a system of n scalar Muckenhoupt weights are studied. Criteria are given under which these families are unconditional bases. From the point of view of the spectral operator theory, the problem is reduced to the study of the structure of n-dimensional perturbations of the integration operator. Weighted estimates for the Hilbert transform in the spaces of vector-functions are applied to construct an operator mapping functions of the studied families to vector-valued rational functions. The concept of the Carleson series is used in the study of the following problem: when do vector-valued rational functions form an unconditional basis? Bibliography: 8 titles.     

An evolution operator in semiclassical electrodynamics

An evolution operatior is described, which acts on the operators of a problem to take it into the solutions of the corresponding problem of semiclassical electrodynamics.Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 12, pp. 66–69, November, 1981.     

Systematic investigations of the multi-element preconcentration from copper by precipitation of the matrix as copper(I) oxide and copper(I) thiocyanate

Two methods for multi-element preconcentration from copper by reductive matrix precipitation are presented. In systematic investigations on the coprecipitation behaviour of Ag, Al, Au, Bi, Cd, Co, Cr, Fe, Ga, In, Mn, Mo, NJ, Pb, Sb, Se, Sn, Te and Zn during precipitation of the copper matrix as Cu₂O or CuSCN, the separation parameters were optimized. By combination with a hexamethyleneammonium hexamethylenedithiocarbamate collector precipitation, a concentration of 8 elements (Cu₂O precipitation) or 13 elements (CuSCN precipitation) in a small volume was achieved. The limits of detection of the procedures are, depending on the element, 0.1–5 μg g^?1 for flame atomic absorption spectrometry (AAS) and 0.01–0.1 μg g^?1 for graphite furnace AAS. The relative standard deviations are about 3%. The analytical performance of the procedures is compared with that of an electrolytic copper separation.     

Effect of trapping centers of luminescent properties of bismuth orthogermanate

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