The existence of smooth densities for the prediction filtering and smoothing problems

The qualitative behavior of buckled states of two different models of elastic beams is studied. It is assumed that random imperfections affect the governing nonlinear equations. It is shown that near the first critical value of the buckling load the stochastic bifurcation is described asymptotically by an algebraic equation whose coeffficients are Gaussian random variables. The corresponding asymptotic expansion for the displacement is to lowest order a Gaussian stochastic process.Work supported by NSF Grant No. DCR81-14726.Work supported by NSF Grant No. DMS87-01895.     

微型热驱动热声热机热端换热器的优化设计

该文基于热声环境,采用厘米级扁管和deltaE数值计算对微型热声换热器进行了优化设计。     

Eigenvalues of Two Parameter Polynomial Operator Pencils of Waveguide Type

The spectral structure of two parameter unbounded operator pencils of waveguide type is studied. Theorems on discreteness of the spectrum for a fixed parameter are proved. Variational principles for real eigenvalues in some parts of the root zones are established. In the case of n = 1 (quadratic pencils) domains containing the spectrum are described (see Fig. 1–3). Conditions in the definition of the pencils of waveguide type arise naturally from physical problems and each of them has a physical meaning. In particular a connection between the energetic stability condition and a perturbation problem for the coefficients is given.     

Cohomological properties of the quantum shuffle product and application to the construction of quasi-Hopf algebras

For a commutative algebra the shuffle product is a morphism of complexes. We generalize this result to the quantum shuffle product, associated to a class of non-commutative algebras (for example all the Hopf algebras). As a first application we show that the Hochschild-Serre identity is the dual statement of our result. In particular, we extend this identity to Hopf algebras. Secondly, we clarify the construction of a class of quasi-Hopf algebras.     

Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach

Edgeworth expansions for the distribution of a sequential least squares estimator in the random coefficient autoregressive (RCA) model are derived. The regenerative approach to second-order asymptotic analysis of Markov-type statistical models is developed.     

Extended non-abelian gauge symmetries in the classical WZNW model

Higher spin extensions of the non-Abelian gauge symmetries for the classical WZNW model are considered. Both linear and nonlinear realizations of the extended affine Kac-Moody algebra are obtained. It is a characteristic property of the WZNW model that it admits a higher spin linear realization of the extended affine Kac-Moody algebra which is equivalent to the corresponding higher spin nonlinear realization of the same algebra. However, in both cases, the higher spin Noether currents do not span an invariant space with respect to their generating transformations. Here, the current space is extended to an invariant space which allows us to gauge the symmetry.Supported by Bulgarian Foundation on Fundamental Research under contract Ph-318/93-95.     

Limits of parallelism in explicit ODE methods

Numerical methods for ordinary initial value problems that do not depend on special properties of the system are usually found in the class of linear multistage multivalue methods, first formulated by J.C. Butcher. Among these the explicit methods are easiest to implement. For these reasons there has been considerable research activity devoted to generating methods of this class which utilize independent function evaluations that can be performed in parallel. Each such group of concurrent function evaluations can be regarded as a stage of the method. However, it turns out that parallelism affords only limited opportunity for reducing the computing time with such methods. This is most evident for the simple linear homogeneous constant-coefficient test problem, whose solution is essentially a matter of approximating the exponential by an algebraic function. For a given number of stages and a given number of saved values, parallelism offers a somewhat enlarged set of algebraic functions from which to choose. However, there is absolutely no benefit in having the degree of parallelism (number of processors) exceed the number of saved values of the method. Thus, in particular, parallel one-step methods offer no speedup over serial one-step methods for the standard linear test problem. Although the implication of this result for general nonlinear problems is unclear, there are indications that dramatic speedups are not possible in general. Also given are some results relevant to the construction of methods.Work supported in part by National Science Foundation grants DMS 89 11410 and DMS 90 15533 and by US Department of Energy grant DOE DEFG02-87ER25026. Work of the second author was completed while at the University of Illinois.     

Algebraic models defined over Q of differential manifolds

Here we prove that every compact differential manifold has a smooth algebraic model defined over Q. In dimension 2 we find an algebraic model (may be singular) defined over Q and birational over Q to the projective plane.     

Finite-gap Solutions of the Fuchsian Equations

We find a new class of Fuchsian equations, with algebro-geometric solutions associated to a hyperelliptic curve. A method for calculating its arithmetic genus and branching points is suggested. Numerous examples are given.