Space-Time Directional Lyapunov Exponents for Cellular Automata

Space-time directional Lyapunov exponents are introduced. They describe the maximal velocity of propagation to the right or to the left of fronts of perturbations in a frame moving with a given velocity. The continuity of these exponents as function of the velocity and an inequality relating them to the directional entropy is proved.     

Scaled-oscillation and regularity

We give sufficient conditions for Sobolev and Lipschitz functions in terms of their lower scaled-oscillation. The sharpness of these conditions is shown by examples. Our examples also show that a Stepanov-type differentiability theorem does not hold under the boundedness assumption of the lower scaled-oscillation.

     

CONCEPTUAL DESIGN STUDIES OF AN 84 GHz, 500 kW, CW GYROTRON

The feasibility of an 84 GHz, 500 kW, CW gyrotron for ECRH on an experimental tokamak will be presented in this paper. Mode competition and mode selection procedures are carefully investigated by considering various candidate modes and the TE_10,4 mode is chosen as the operating mode. A conventional cylindrical cavity resonator with weak input and output tapers and parabolic roundings is considered for interaction studies. Self-consistent, both single mode and time-dependent, calculations are carried out and power and efficiencies are computed for a typical set of beam parameters. The results show that an output power of well over 500 kW, CW and efficiency around 40% can be reached without a depressed collector.     

Odd-Excited Binomial States of the Radiation Field and Some of Their Statistical Properties

In this paper a new state called odd-excited binomial state (OEBS) is introduced. It interpolates between the odd number state and the odd-excited coherent state. We discuss some statistical properties, such as the Glauber second-order correlation function and squeezing phenomenon (normal and amplitude-squared squeezing) for this state. The quasiprobability distribution functions (Husimi Q-function and Wigner W-function) are also examined.     

A detailed study of the generation of optically detectable watermarks using the logistic map

A digital watermark is a visible, or preferably invisible, identification code that is permanently embedded in digital media, to prove owner authentication and provide protection for documents. Given the interest in watermark generation using chaotic functions a detailed study of one chaotic function for this purpose is performed. In this paper, we present an approach for the generation of watermarks using the logistic map. Using this function, in conjunction with seed management, it is possible to generate chaotic sequences that may be used to create highpass or lowpass digital watermarks. In this paper we provide a detailed study on the generation of optically detectable watermarks and we provide some guidelines on successful chaotic watermark generation using the logistic map, and show using a recently published scheme, how care must be taken in the selection of the function seed.     

Global stability of the Armstrong-Frederick model with periodic biaxial inputs

The paper is concerned with the study of plasticity models described by differential equations with stop and play operators. We suggest sufficient conditions for the global stability of a unique periodic solution for the scalar models and for the vector models with biaxial inputs of a particular form, namely the sum of a uniaxial function and a constant term. For another class of simple biaxial inputs, we present an example of the existence of unstable periodic solutions. The paper was written during the research stay of D. Rachinskii at the Technical University Munich supported by the research fellowship from the Alexander von Humboldt Foundation. His work was partially supported by the Russian Science Support Foundation, Russian Foundation for Basic Research (Grant No. 01-01-00146, 03-01-00258), and the Grants of the President of Russia (Grant No. MD-87.2003.01, NS-1532.2003.1). The support is gratefully acknowledged.     

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.