Probabilistic interpretation of a coupled system of Hamilton–Jacobi–Bellman equations

In this paper, we give a probabilistic interpretation for a coupled system of Hamilton–Jacobi–Bellman equations using the value function of a stochastic control problem. First we introduce this stochastic control problem. Then we prove that the value function of this problem is deterministic and satisfies a (strong) dynamic programming principle. And finally, the value function is shown to be the unique viscosity solution of the coupled system of Hamilton–Jacobi–Bellman equations.     

A conformal mapping algorithm for the Bernoulli free boundary value problem

We propose a new numerical method for the solution of the Bernoulli free boundary value problem for harmonic functions in a doubly connected domain D in where an unknown free boundary Γ₀ is determined by prescribed Cauchy data on Γ₀ in addition to a Dirichlet condition on the known boundary Γ₁. Our main idea is to involve the conformal mapping method as proposed and analyzed by Akduman, Haddar, and Kress for the solution of a related inverse boundary value problem. For this, we interpret the free boundary Γ₀ as the unknown boundary in the inverse problem to construct Γ₀ from the Dirichlet condition on Γ₀ and Cauchy data on the known boundary Γ₁. Our method for the Bernoulli problem iterates on the missing normal derivative on Γ₁ by alternating between the application of the conformal mapping method for the inverse problem and solving a mixed Dirichlet–Neumann boundary value problem in D. We present the mathematical foundations of our algorithm and prove a convergence result. Some numerical examples will serve as proof of concept of our approach. Copyright © 2015 John Wiley & Sons, Ltd.     

Huygens’ principle and iterative methods in inverse obstacle scattering

The inverse problem we consider in this paper is to determine the shape of an obstacle from the knowledge of the far field pattern for scattering of time-harmonic plane waves. In the case of scattering from a sound-soft obstacle, we will interpret Huygens’ principle as a system of two integral equations, named data and field equation, for the unknown boundary of the scatterer and the induced surface flux, i.e., the unknown normal derivative of the total field on the boundary. Reflecting the ill-posedness of the inverse obstacle scattering problem these integral equations are ill-posed. They are linear with respect to the unknown flux and nonlinear with respect to the unknown boundary and offer, in principle, three immediate possibilities for their iterative solution via linearization and regularization. In addition to presenting new results on injectivity and dense range for the linearized operators, the main purpose of this paper is to establish and illuminate relations between these three solution methods based on Huygens’ principle in inverse obstacle scattering. Furthermore, we will exhibit connections and differences to the traditional regularized Newton type iterations as applied to the boundary to far field map, including alternatives for the implementation of these Newton iterations.     

The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family

We here consider testing the hypothesis ofhomogeneity against the alternative of a two-component mixture of densities. The paper focuses on the asymptotic null distribution of 2 log _n , where _n is the likelihood ratio statistic. The main result, obtained by simulation, is that its limiting distribution appears pivotal (in the sense of constant percentiles over the unknown parameter), but model specific (differs if the model is changed from Poisson to normal, say), and is not at all well approximated by the conventional ₍₂₎ ² -distribution obtained by counting parameters. In Section 3, the binomial with sample size parameter 2 is considered. Via a simple geometric characterization the case for which the likelihood ratio is 1 can easily be identified and the corresponding probability is found. Closed form expressions for the likelihood ratio _n are possible and the asymptotic distribution of 2 log _n is shown to be the mixture giving equal weights to the one point distribution with all its mass equal to zero and the ²-distribution with 1 degree of freedom. A similar result is reached in Section 4 for the Poisson with a small parameter value (0.1), although the geometric characterization is different. In Section 5 we consider the Poisson case in full generality. There is still a positive asymptotic probability that the likelihood ratio is 1. The upper precentiles of the null distribution of 2 log _n are found by simulation for various populations and shown to be nearly independent of the population parameter, and approximately equal to the (1–2)100 percentiles of ₍₁₎ ² . In Sections 6 and 7, we close with a study of two continuous densities, theexponential and thenormal with known variance. In these models the asymptotic distribution of 2 log _n is pivotal. Selected (1–) 100 percentiles are presented and shown to differ between the two models.     

Dynamical Locality and Covariance: What Makes a Physical Theory the Same in all Spacetimes?

The question of what it means for a theory to describe the same physics on all spacetimes (SPASs) is discussed. As there may be many answers to this question, we isolate a necessary condition, the SPASs property, that should be satisfied by any reasonable notion of SPASs. This requires that if two theories conform to a common notion of SPASs, with one a subtheory of the other, and are isomorphic in some particular spacetime, then they should be isomorphic in all globally hyperbolic spacetimes (of given dimension). The SPASs property is formulated in a functorial setting broad enough to describe general physical theories describing processes in spacetime, subject to very minimal assumptions. By explicit constructions, the full class of locally covariant theories is shown not to satisfy the SPASs property, establishing that there is no notion of SPASs encompassing all such theories. It is also shown that all locally covariant theories obeying the time-slice property possess two local substructures, one kinematical (obtained directly from the functorial structure) and the other dynamical (obtained from a natural form of dynamics, termed relative Cauchy evolution). The covariance properties of relative Cauchy evolution and the kinematic and dynamical substructures are analyzed in detail. Calling local covariant theories dynamically local if their kinematical and dynamical local substructures coincide, it is shown that the class of dynamically local theories fulfills the SPASs property. As an application in quantum field theory, we give a model independent proof of the impossibility of making a covariant choice of preferred state in all spacetimes, for theories obeying dynamical locality together with typical assumptions.     

An ant colony algorithm for the pos/neg weighted p-median problem

Let a graph G = (V, E) with vertex set V and edge set E be given. The classical graph version of the p-median problem asks for a subset of cardinality p, so that the (weighted) sum of the minimum distances from X to all other vertices in V is minimized. We consider the semi-obnoxious case, where every vertex has either a positive or a negative weight. This gives rise to two different objective functions, namely the weighted sum of the minimum distances from X to the vertices in V\X and, differently, the sum over the minimum weighted distances from X to V\X. In this paper an Ant Colony algorithm with a tabu restriction is designed for both problems. Computational results show its superiority with respect to a previously investigated variable neighborhood search and a tabu search heuristic.This research has partially been supported by the Spezialforschungsbereich F 003 “Optimierung und Kontrolle”, Projektbereich Diskrete Optimierung.     

A note on anisotropic,inhomogeneous, poro‐elastic media

A modification of the material law associated with the well‐known Biot system as suggested by Murad and Cushman (Int. J. Eng. Sci. 1996; 34(3):313–338) and first investigated by Showalter (J. Math. Anal. Appl. 2000; 251(1):310–340) is reconsidered, generalized and analysed in the light of a new approach to a comprehensive class of evolutionary problems. The framework allows a uniform approach to problems involving general anisotropic, inhomogeneous, non‐smooth media thus covering, for example, transmission problems in layered materials. Copyright © 2009 John Wiley & Sons, Ltd.     

On a model of electromagnetic field propagation in ferroelectric media

The Maxwell system in an anisotropic, inhomogeneous medium with non-linear memory effect produced by a Maxwell type system for the polarization is investigated under low regularity assumptions on data and domain. The particular form of memory in the system is motivated by a model for electromagnetic wave propagation in ferromagnetic materials suggested by Greenberg, MacCamy and Coffman [J.M. Greenberg, R.C. MacCamy, C.V. Coffman, On the long-time behavior of ferroelectric systems, Phys. D 134 (1999) 362-383]. To avoid unnecessary regularity requirements the problem is approached as a system of space-time operator equation in the framework of extrapolation spaces (Sobolev lattices), a theoretical framework developed in [R. Picard, Evolution equations as space-time operator equations, Math. Anal. Appl. 173 (2) (1993) 436-458; R. Picard, Evolution equations as operator equations in lattices of Hilbert spaces, Glasnik Mat. 35 (2000) 111-136]. A solution theory for a large class of ferromagnetic materials confined to an arbitrary open set (with suitably generalized boundary conditions) is obtained.