Quasicomplete factorizations of rational matrix functions

It is shown that within the class ofn×n rational matrix functions which are analytic at infinity with valueW()=I _n, any rational matrix functionW is the productW=W ₁...W _p of rational matrix functionsW ₁,...,W _p of McMillan degree one. Furthermore, such a factorization can be established with a number of factors not exceeding 2(W)–1, where (W) denotes the McMillan degree ofW.     

Normal ordering and quantum groups

The irreducible R-matrices associated with the quantum Liouville and sine-Gordon equations were classified by the su(2) index l, 2l integer. We find that the associated quantum field theories must have the following equal time operator product expansions in the lattice approximation

Stabilization of linear systems by rotation

We introduce the concept of “stabilization by rotation” for deterministic linear systems with negative trace. This concept encompasses the well-known concept of “vibrational stabilization” introduced by Meerkov in the 1970s and is a deterministic version of ‘stabilization by noise’ for stochastic systems as introduced by Arnold and coworkers in the 1980s. It is shown that a linear system with negative trace can be stabilized by adding a skew-symmetric matrix, multiplied by a suitable scalar so-called “gain function” (possibly a constant) which is sufficiently large. To overcome the problem of what is “sufficiently large”, we also present a servo mechanism which tunes the gain function by learning from the trajectory until finally the trajectory tends to zero. This approach allows to show that one of Meerkov's assumptions for vibrational stabilization is superfluous. Moreover, while Meerkov as well as Arnold and coworkers assume that a stabilizing periodic function or the noise has sufficiently large frequency and amplitude, we also provide a servo mechanism to determine this function dynamically in a deterministic setup.     

Illuminating high-dimensional convex sets

A setL of points in thed-spaceE ^d is said toilluminate a familyF={S ₁, ...,S _n } ofn disjoint compact sets inE ^d if for every setS _i inF and every pointx in the boundary ofS _i there is a pointv inL such thatv illuminatesx, i.e. the line segment joiningv tox intersects the union of the elements ofF in exactly {x}.The problem we treat is the size of a setS needed to illuminate a familyF={S ₁, ...,S _n } ofn disjoint compact sets inE ^d . We also treat the problem of putting these convex sets in mutually disjoint convex polytopes, each one having at most a certain number of facets.     

Exit time and invariant measure asymptotics for small noise constrained diffusions

Constrained diffusions, with diffusion matrix scaled by small ?>0, in a convex polyhedral cone G⊂R^k, are considered. Under suitable stability assumptions small noise asymptotic properties of invariant measures and exit times from domains are studied. Let B⊂G be a bounded domain. Under conditions, an “exponential leveling” property that says that, as ?→0, the moments of functionals of exit location from B, corresponding to distinct initial conditions, coalesce asymptotically at an exponential rate, is established. It is shown that, with appropriate conditions, difference of moments of a typical exit time functional with a sub-logarithmic growth, for distinct initial conditions in suitable compact subsets of B, is asymptotically bounded. Furthermore, as initial conditions approach 0 at a rate ?² these moments are shown to asymptotically coalesce at an exponential rate.     

On linear, degenerate backward stochastic partial differential equations

In this paper we study the well-posedness and regularity of the adapted solutions to a class of linear, degenerate backward stochastic partial differential equations (BSPDE, for short). We establish new a priori estimates for the adapted solutions to BSPDEs in a general setting, based on which the existence, uniqueness, and regularity of adapted solutions are obtained. Also, we prove some comparison theorems and discuss their possible applications in mathematical finance. Received: 24 September 1997 / Revised version: 3 June 1998     

Maximum likelihood estimate for discontinuous parameter in stochastic hyperbolic systems

The purpose of this paper is to study the identification problem of a spatially varying discontinuous parameter in stochastic hyperbolic equations. In previous works, the consistency property of the maximum likelihood estimate (MLE) was explored and the generating algorithm for MLE proposed under the condition that an unknown parameter is in a sufficiently regular space with respect to spatial variables.In order to show the consistency property of the MLE for a discontinuous coefficient, we use the method of sieves, i.e. the admissible class of unknown parameters is projected into a finite-dimensional space. For hyperbolic systems, we cannot obtain a regularity property of the solution with respect to a parameter. So in this paper, the parabolic regularization technique is used. The convergence of the derived finite-dimensional MLE to the infinite-dimensional MLE is justified under some conditions.     

Existence and data dependence of fixed points for multivalued operators on gauge spaces

The purpose of this note is to present some fixed point and data dependence theorems in complete gauge spaces and in hyperconvex metric spaces for the so-called Meir-Keeler multivalued operators and admissible multivalued aα-contractions. Our results extend and generalize several theorems of Espínola and Kirk [R. Espínola, W.A. Kirk, Set-valued contractions and fixed points, Nonlinear Anal. 54 (2003) 485-494] and Rus, Petru?el, and Sînt?m?rian [I.A. Rus, A. Petru?el, A. Sînt?m?rian, Data dependence of the fixed point set of some multivalued weakly Picard operators, Nonlinear Anal. 52 (2003) 1947-1959].