Martingale Approach to Stochastic Control with Discretionary Stopping

We develop a martingale approach for continuous-time stochastic control with discretionary stopping. The relevant Dynamic Programming Equation and Maximum Principle are presented. Necessary and sufficient conditions are provided for the optimality of a control strategy; these are analogues of the "equalization" and "thriftiness" conditions introduced by Dubins and Savage (1976) in a related, discrete-time context. The existence of a thrifty control strategy is established.     

General second-order covariance of Gaussian maximum likelihood estimates applied to passive source localization in fluctuating waveguides

A method is provided for determining necessary conditions on sample size or signal to noise ratio (SNR) to obtain accurate parameter estimates from remote sensing measurements in fluctuating environments. These conditions are derived by expanding the bias and covariance of maximum likelihood estimates (MLEs) in inverse orders of sample size or SNR, where the first-order covariance term is the Cramer-Rao lower bound (CRLB). Necessary sample sizes or SNRs are determined by requiring that (i) the first-order bias and the second-order covariance are much smaller than the true parameter value and the CRLB, respectively, and (ii) the CRLB falls within desired error thresholds. An analytical expression is provided for the second-order covariance of MLEs obtained from general complex Gaussian data vectors, which can be used in many practical problems since (i) data distributions can often be assumed to be Gaussian by virtue of the central limit theorem, and (ii) it allows for both the mean and variance of the measurement to be functions of the estimation parameters. Here, conditions are derived to obtain accurate source localization estimates in a fluctuating ocean waveguide containing random internal waves, and the consequences of the loss of coherence on their accuracy are quantified.     

Improved local convergence of Newton’s method under weak majorant condition

We provide a local convergence analysis for Newton’s method under a weak majorant condition in a Banach space setting. Our results provide under the same information a larger radius of convergence and tighter error estimates on the distances involved than before [14]. Special cases and numerical examples are also provided in this study.     

Perturbation and robust stability of autonomous singular linear matrix difference equations

In the perturbation theory of linear matrix difference equations, it is well known that the theory of finite and infinite elementary divisors of regular matrix pencils is complicated by the fact that arbitrarily small perturbations of the pencil can cause them to disappear. In this paper, the perturbation theory of complex Weierstrass canonical form for regular matrix pencils is investigated. By using matrix pencil theory and the Weierstrass canonical form of the pencil we obtain bounds for the finite elementary divisors of a perturbed pencil. Moreover we study robust stability of a class of linear matrix difference equations (of first and higher order) whose coefficients are square constant matrices.     

On twin and anti-twin words in the support of the free Lie algebra

Let ${\mathcal{L}}_{K}(A)$ be the free Lie algebra on a finite alphabet A over a commutative ring K with unity. For a word u in the free monoid A ^? let $\tilde{u}$ denote its reversal. Two words in A ^? are called twin (resp. anti-twin) if they appear with equal (resp. opposite) coefficients in each Lie polynomial. Let l denote the left-normed Lie bracketing and ?? be its adjoint map with respect to the canonical scalar product on the free associative algebra K??A??. Studying the kernel of ?? and using several techniques from combinatorics on words and the shuffle algebra , we show that, when K is of characteristic zero, two words u and v of common length n that lie in the support of ${\mathcal{L}}_{K}(A)$ ??i.e., they are neither powers a ⁿ of letters a??A with exponent n>1 nor palindromes of even length??are twin (resp. anti-twin) if and only if u=v or $u = \tilde{v}$ and n is odd (resp. $u =\tilde{v}$ and n is even).     

Conformations and fluorescence of encapsulated stilbene

Absorption and emission spectra of free and encapsulated stilbene in two different capsules were calculated using the DFT and the TDDFT methodology at the B3LYP, CAM-B3LYP, M06-2X, PBE0, and ωB97X-D/6-31G(d,p) levels of theory. The present work is directed toward the theoretical interpretation of recent experimental results on control of stilbene conformation and fluorescence in capsules [Ams, M. R.; et al. Beilstein J. Org. Chem. 2009, 5, 79]. The results of the calculations are in agreement with experiment and show that fluorescence of trans-stilbene persists in the large cage while it is quenched in the small one. It is found that the geometry of trans-stilbene in the ground as well as in the first excited singlet state is unaffected by encapsulation in the large cage, and consequently the absorption and emission spectra are similarly unaffected. In the small cage, the ground state of encapsulated trans-stilbene is distorted, with the two phenyl groups twisted, while the geometry of the excited state, after relaxation, lies at the conical intersection with the ground state. Consequently, there is no emission similar to that of free trans-stilbene, and the state decays nonradiatively to the ground state.     

Chimeras in random non-complete networks of phase oscillators

We consider the simplest network of coupled non-identical phase oscillators capable of displaying a "chimera" state (namely, two subnetworks with strong coupling within the subnetworks and weaker coupling between them) and systematically investigate the effects of gradually removing connections within the network, in a random but systematically specified way. We average over ensembles of networks with the same random connectivity but different intrinsic oscillator frequencies and derive ordinary differential equations (ODEs), whose fixed points describe a typical chimera state in a representative network of phase oscillators. Following these fixed points as parameters are varied we find that chimera states are quite sensitive to such random removals of connections, and that oscillations of chimera states can be either created or suppressed in apparent bifurcation points, depending on exactly how the connections are gradually removed.     

Elimination of motion and pulsation artifacts using BLADE sequences in knee MR imaging

The purpose of this study is to evaluate the ability of proton density (PD)-BLADE sequences in reducing or even eliminating motion and pulsatile flow artifacts in knee magnetic resonance imaging examinations. Eighty consecutive patients, who had been routinely scanned for knee examination, participated in the study. The following pairs of sequences with and without BLADE were compared: (a) PD turbo spin echo (TSE) sagittal (SAG) fat saturation (FS) in 35 patients, (b) PD TSE coronal (COR) FS in 19 patients, (c) T2 TSE axial in 13 patients and (d) PD TSE SAG in 13 patients. Both qualitative and quantitative analyses were performed based on the signal-to-noise ratio (SNR), contrast-to-noise ratio (CNR) and relative contrast (ReCon) measures of normal anatomic structures. The qualitative analysis was performed by experienced radiologists. Also, the presence of image motion and pulsation artifacts was evaluated. Based on the results of the SNR, CRN and ReCon for the different sequences and anatomical structures, the BLADE sequences were significantly superior in 19 cases, whereas the corresponding conventional sequences were significantly superior in only 6 cases. BLADE sequences eliminated motion artifacts in all the cases. However, motion artifacts were shown in (a) six PD TSE SAG FS, (b) three PD TSE COR FS, (c) three PD TSE SAG and (d) two T2 TSE axial conventional sequences. In our results, it was found that, in PD FS sequences (sagittal and coronal), the differences between the BLADE and conventional sequences regarding the elimination of motion and pulsatile flow artifacts were statistically significant. In all the comparisons, the PD FS BLADE sequences (coronal and sagittal) were significantly superior to the corresponding conventional sequences regarding the classification of their image quality. In conclusion, this technique appears to be capable to potentially eliminate motion and pulsatile flow artifacts in MR images.