Nonlinear Time Series Analysis Since 1990:Some Personal Reflections

Abstract I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five majorareas of development. These areas include the interface between nonlinear time series analysis and chaos,thenonparametric/semiparametric approach,nonlinear state space modelling,financial time series and nonlinearmodelling of panels of time series.     

A telescope illumination system for a wide-field endoscope

Endoscopic illumination systems conduct light down a built-in fibre-optic bundle to illuminate the object. Many modern endoscopes employ wide-field imaging optical systems and therefore require an illuminating beam of large divergence. This is commonly provided by placing a strong diverging lens at the far end of the fibre bundle, but it results in a poor uniformity of illumination in the object space. This paper describes the design of a telescopic illumination system to overcome this problem.     

时滞差分系统基于两种度量的稳定性分析

本文建立了一些关于时滞差分系统（h0,h）稳定性（一致稳定性，渐近稳定性，一致渐近稳定性）的判定准则。在所得到的定理中，去除了△V为常负的限制，特别地，△V甚至可以恒为正，从而大大改进了已有结果，并更加便于应用。     

Finite valued feedback laws and piecewise classical solutions

Often, in engineering literature, we find control systems in which the open loop inputs are piecewise constant and take values in a finite set. Such open loop inputs cause the system to have fairly regular solutions. On the other hand, when acting in closed loop, feedback laws taking values in a finite set may not be reinterpreted as open loop inputs of the considered type. In fact, pathological behaviours such as the accumulation of discontinuities may appear (Zeno phenomenon). We give some conditions which can be used as tools for building finite valued feedback laws not causing such pathological behaviours.     

Demonstration of Soliton Solutions of DNLS Equation by Liouville Theorem

In the inverse scattering transform (IST), the reflectionless Jost solutions are combined by their analytic properties in the complex spectrum parameter plane, and then can be shown to satisfy the two Lax equations indeed by Liouville theorem. So the corresponding soliton solutions certainly satisfy the nonlinear equation by compatibility condition. Especially the multi-soliton solutions of DNLS equation can be demonstrated in this way. PACS Numbers: 05.45.Yv, 02.30.-f, 11.10.Ef     

An Alternative Approach to Obtain the Exact Wave Functions of Time-Dependent Hamiltonian Systems Involving Quadratic, Inverse Quadratic, and (1/x)p+p(1/x) Terms

By using the Lewis-Riesenfeld theory and algebraic method, we present an alternative approach to obtain the exact solution of time-dependent Hamiltonian systems involving quadratic, inverse quadratic and (1/x)p+p(1/x) terms. This solution is discussed and compared with that obtained by Choi, J. R. (2003). International Journal of Theoretical Physics 42, 853]. PACS: 03.65Ge; 03.65Fd; 03.65Bz     

Density Correlations in the Two-Dimensional Coulomb Gas

We consider a two-dimensional Coulomb gas of positive and negative pointlike unit charges interacting via a logarithmic potential. The density (rather than the charge) correlation functions are studied. In the bulk, the form-factor theory of an equivalent sine-Gordon model is used to determine the density correlation length. At the surface of a rectilinear plain wall, the universality of the asymptotic behavior of the density correlations is suggested. A scaling analysis implies a local form of the compressibility sum rule near a hard wall. A symmetry of the Coulomb system with respect to the Möbius conformal transformation, which induces a gravitational source acting on the particle density, is established. Among the consequences, a universal term of the finite-size expansion of the grand potential is derived exactly for a disk geometry of the confining domain.     

Resolvent estimates in W−1,p related to strongly coupled‐linear parabolic systems with coupled nonsmooth capacities

We investigate linear parabolic systems with coupled nonsmooth capacities and mixed boundary conditions. We prove generalized resolvent estimates in W^{?1, p} spaces. The method is an appropriate modification of a technique introduced by Agmon to obtain L^p estimates for resolvents of elliptic differential operators in the case of smooth boundary conditions. Moreover, we establish an existence and uniqueness result. Copyright © 2007 John Wiley & Sons, Ltd.     

On the validity and utility of queueing models of human service systems

Based on observations made during an extensive study of police patrol operations in New York City, we examine the issues of the validity and utility of queueing models of service systems in which adaptive behavior by the (human) customers or servers is likely. We find that in addition to depending on the technical accuracy of its assumptions, the accuracy of such a model will also depend upon the level of managerial control of the system and adequacy of resources. We recommend that queueing models of human service systems be used in a normative fashion and incorporated in the management feedback loop.     

Learning Markov chains in fractal compression of image data

In a recent paper [17] we proposed a stochastic algorithm which generates optimal probabilities for the decompression of an image represented by the fixed point of an IFS system (SAOP). We show here that such an algorithm is in fact a non trivial example of Generalized Random System with Complete Connections. We also exhibit a generalization which could represent the solution to the inverse problem for an image with grey levels, if a fixed set of contraction maps is available. Received: 1 July 2002