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.     

Sampling with a String

Kramer's sampling theorem forms a bridge between the Whittaker-Shannon-Kotel'nikov sampling theorem and boundary-value problems. It has been shown that sampling expansions associated with Sturm-Liouville boundary-value problems are Lagrange-type sampling series, i.e., Lagrange series with infinitely many terms converging to entire functions. String theory as developed by Feller, Kac, and Krein, is a generalization of the Sturm-Liouville theory. We investigate sampling series associated with strings and compare them with those associated with Sturm-Liouville problems. We show that unlike sampling series associated with Sturm-Liouville problems, those associated with strings include not only Lagrange-type sampling series, but also Lagrange polynomial interpolation.     

Effect of the Parameters of Three-Mirror Resonators on the Spectral Characteristics of Single-Pulse Laser Generation with Self-Injection of Priming Radiation

Based on a semiclassical theory, investigations were made of the dynamics and spectral composition of pulsed generation with self-injection of priming radiation from the active part of a three-mirror linear resonator, the passive part of which contains an active loss modulator and serves as the output reflector of the laser. It is shown that there exists a range of resonator parameters at which pulsed lasing has virtually a single frequency irrespective of the detuning of the frequencies of the priming radiation and of the nearest eigenmode of the composite resonator. Considering graphically the phase conditions of generation, it is established that among pulsed lasers with self-injection of priming radiation which are constructed on the basis of three-mirror linear and branched resonators, the most efficient for creating single-frequency generation are those in which the length of the main resonator, where generation of the pulse occurs, is larger than the length of the additional one intended for forming the priming radiation. With an inverse ratio of the lengths of the resonators, the conditions of single-frequency pulsed generation becomes dependent on the priming radiation frequency.     

Velocity measurements in liquid sodium by means of ultrasound Doppler velocimetry

A successful application of ultrasound Doppler velocimetry in liquid sodium flows is described. To obtain sufficient Doppler signals, different problems had to be solved: the transmission of the ultrasonic beam through the channel wall made of stainless steel, the acoustic coupling between the transducer and the channel wall, and the wetting of the inner surface of the wall by the liquid metal, respectively. A sodium flow in a square duct exposed to a transverse magnetic field is investigated. In accordance with the existing knowledge about MHD channel flows, we found that the velocity profiles modified to a M-shape owing to the effect of an inhomogeneous magnetic field. Received: 12 June 2001/Accepted: 27 October 2001