Large Deviations of U-Statistics. I

We develop large-deviation results with explicit order terms and Cramér's series for nondegenerate U-statistics of degree m under Cramér-type conditions on the kernel. The method of the proof is based on the contraction technique of Keener, Robinson, and Weber [15], which is a natural generalization of the classical method of Cramér [10]. Other techniques used in the proofs include truncation, decoupling inequalities, Borell's inequality for Rademacher chaos, and a partitioning method to bound the degenerate remainder term.     

Constrained Minimum-Time-Oriented Feedback Control for the Stabilization of Nonholonomic Systems in Chained Form

In this paper, a discontinuous state-feedback law is proposed for the stabilization of nonholonomic systems in power form. The feedback law is based on a receding-horizon strategy in which the open-loop optimization problem is a minimum-time steering process. Suboptimal formulations are used explicitly to meet the real-time implementability requirements. Stability is established in a sampled-data context and illustrative simulations are given to show the effectiveness and the real-time implementability of the proposed scheme.     

Control of Stochastic Systems with Time-Varying Multiple Time Delays: LMI Approach

This paper deals with the class of continuous-time linear systems with Markovian jumps and multiple time delays. The systems that we are treating are assumed to have time-varying delays in their dynamics which can be different and also have uncertainties in the system parameters. The time-varying structure of the bounded uncertainties is considered. Delay-dependent conditions for stochastic stability and stochastic stabilizability and their robustness are considered. A design algorithm for a stabilizing memoryless controller is proposed. All the results are given in the LMI formalism.     

Large Deviations of Empirical Measures Under Symmetric Interaction

We prove the large deviation principle for the joint empirical measure of pairs of random variables which are coupled by a totally symmetric interaction. The rate function is given by an explicit bilinear expression, which is finite only on product measures and hence is non-convex.     

Parallel Newton Two-Stage Multisplitting Iterative Methods for Nonlinear Systems

Parallel Newton two-stage iterative methods to solve nonlinear systems are studied. These algorithms are based on both the multisplitting technique and the two-stage iterative methods. Convergence properties of these methods are studied when the Jacobian matrix is either monotone or an H-matrix. Furthermore, in order to illustrate the performance of the algorithms studied, computational results about these methods on a distributed memory multiprocessor are discussed.This revised version was published online in October 2005 with corrections to the Cover Date.     

微分代数多项式系统的可解集

本文对一般微分代数方程给出了几类可解集的概念，并讨论了多项式微分代数方程的可解集，得到子多项式系统具有唯一解。特别是有多于一个的解的条件，并得到了低次多项式在一定意义下的充分必要条件。     

具有非线性扰动的中立型系统的时滞相关稳定性

本研究了具有非线性扰动的中立型系统鲁棒稳定的时滞相关准则。基于LMI方法，并利用S—过程获得了依赖于时滞的鲁棒稳定性准则，所得结果优于已有结论。最后给出一个实例说明本方法的有效性。     

Asymptotic Expansion of the Distribution Density Function for the Sum of Random Variables in the Series Scheme in Large Deviation Zones

The work is designated for obtaining asymptotic expansions and determination of structures of the remainder terms that take into consideration large deviations both in the Cramer zone and Linnik power zones for the distribution density function of sums of independent random variables in a triangular array scheme. The result was obtained using general Lemma 6.1 of Saulis and Statuleviius in Limit Theorems for Large Deviations (Kluwer, 1991) and joining the methods of characteristic functions and cumulants. The work extends the theory of sums of random variables and in a special case, improves S. A.Book's results on sums of random variables with weights.     

Direct Shooting Method for the Numerical Solution of Higher-Index DAE Optimal Control Problems

A method for the numerical solution of state-constrained optimal control problems subject to higher-index differential-algebraic equation (DAE) systems is introduced. For a broad and important class of DAE systems (semiexplicit systems with algebraic variables of different index), a direct multiple shooting method is developed. The multiple shooting method is based on the discretization of the optimal control problem and its transformation into a finite-dimensional nonlinear programming problem (NLP). Special attention is turned to the mandatory calculation of consistent initial values at the multiple shooting nodes within the iterative solution process of (NLP). Two different methods are proposed. The projection method guarantees consistency within each iteration, whereas the relaxation method achieves consistency only at an optimal solution. An illustrative example completes this article.     

Separation of Variables in the Kovalevskaya–Goryachev–Chaplygin Gyrostat

We construct separation variables for the Kovalevskaya–Goryachev–Chaplygin gyrostat for arbitrary values of the parameters. We show that different separation variables can be constructed for the same integrable system if different integrals of motion are chosen.