A robust variant of the method of contracting compacta

There is presented a modified method of contracting compacta that gives an estimate of the error of approximate solutions of certain ill-posed problems in the case when all initial data are measured with a preassigned exactness.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 12, pp. 1693–1696, December, 1991.     

Bifurcation diagrams of a p-Laplacian Dirichlet problem with Allee effect and an application to a diffusive logistic equation with predation

We study bifurcation diagrams of positive solutions for the p-Laplacian Dirichlet problem

     

Hermite interpolation with symmetric polynomials

We study the Hermite interpolation problem on the spaces of symmetric bivariate polynomials. We show that the multipoint Berzolari-Radon sets solve the problem. We also give a Newton formula for the interpolation polynomial and use it to prove a continuity property of the interpolation polynomial with respect to the interpolation points.     

Asymptotic Solutions for Australian Options with Low Volatility

Abstract

In this paper we derive asymptotic expansions for Australian options in the case of low volatility using the method of matched asymptotics. The expansion is performed on a volatility scaled parameter. We obtain a solution that is of up to the third order. In case that there is no drift in the underlying, the solution provided is in closed form, for a non-zero drift, all except one of the components of the solutions are in closed form. Additionally, we show that in some non-zero drift cases, the solution can be further simplified and in fact written in closed form as well. Numerical experiments show that the asymptotic solutions derived here are quite accurate for low volatility.     

Extracting informative variables in the validation of two-group causal relationship

The validation of causal relationship between two groups of multivariate time series data often requires the precedence knowledge of all variables. However, in practice one finds that some variables may be negligible in describing the underlying causal structure. In this article we provide an explicit definition of “non-informative variables” in a two-group causal relationship and introduce various automatic computer-search algorithms that can be utilized to extract informative variables based on a hypothesis testing procedure. The result allows us to represent a simplified causal relationship by using minimum possible information on two groups of variables.     

Tangential extremal principles for finite and infinite systems of sets II: applications to semi-infinite and multiobjective optimization

This paper contains selected applications of the new tangential extremal principles and related results developed in Mordukhovich and Phan (Math Program 2011) to calculus rules for infinite intersections of sets and optimality conditions for problems of semi-infinite programming and multiobjective optimization with countable constraints.     

Decentralized model-reference adaptive control for a class of uncertain large-scale time-varying delayed systems with series nonlinearities

In this paper, the problem of model-reference adaptive control for large-scale time-varying delayed systems with series nonlinearities is investigated. By applying the theory of variable structure control, we propose an adaptive controller, which is both memoryless and decentralized, to derive the error subsystem between the local model state and plant state to zero. The proposed variable structure control is able to ensure the stability of a sliding manifold of the composite system even though the control input is nonlinear. The main difficulty for handling the effects of interconnected terms is well solved by a new proposed adaptation mechanism. Finally, a numerical example is illustrated to demonstrate the validity of the derived controller.     

Levitin–Polyak well-posedness for strong bilevel vector equilibrium problems and applications to traffic network problems with equilibrium constraints

In this paper we consider strong bilevel vector equilibrium problems and introduce the concepts of Levitin–Polyak well-posedness and Levitin–Polyak well-posedness in the generalized sense for such problems. The notions of upper/lower semicontinuity involving variable cones for vector-valued mappings and their properties are proposed and studied. Using these generalized semicontinuity notions, we investigate sufficient and/or necessary conditions of the Levitin–Polyak well-posedness for the reference problems. Some metric characterizations of these Levitin–Polyak well-posedness concepts in the behavior of approximate solution sets are also discussed. As an application, we consider the special case of traffic network problems with equilibrium constraints.     

Tight closure of parameter ideals in local rings F-rational on the punctured spectrum

Let $(R,\mathfrak{m},k)$ be an equidimensional excellent local ring of characteristic $p>0$. The aim of this paper is to show that ${?}_R({\mathfrak{q}}^{?}/\mathfrak{q})$ does not depend on the choice of parameter ideal $\mathfrak{q}$ provided R is an F-injective local ring that is F-rational on the punctured spectrum.