Convergent Algorithm Based on Progressive Regularization for Solving Pseudomonotone Variational Inequalities

In this paper, we extend the Moreau-Yosida regularization of monotone variational inequalities to the case of weakly monotone and pseudomonotone operators. With these properties, the regularized operator satisfies the pseudo-Dunn property with respect to any solution of the variational inequality problem. As a consequence, the regularized version of the auxiliary problem algorithm converges. In this case, when the operator involved in the variational inequality problem is Lipschitz continuous (a property stronger than weak monotonicity) and pseudomonotone, we prove the convergence of the progressive regularization introduced in Refs. 1, 2.     

States and Structure of von Neumann Algebras

We summarize and deepen recent results on the interplay between properties of states and the structure of von Neumann algebras. We treat Jauch–Piron states and the concept of independence in noncommutative probability theory.     

Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors

We derive results on the asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. They appear in particular in delta–gamma models in financial risk management approximating portfolio returns. Quantile estimation corresponds to the estimation of the Value-at-Risk, which is a serious problem in high dimension.     

A new summation identity for the Srivastava-Singhal polynomials

In his recent investigations involving differential operators for some generalizations of the classical Laguerre polynomials, H. Bavinck [J. Phys. A Math. Gen. 29 (1996) L277-L279] encountered and proved a certain summation identity for the classical Laguerre polynomials. The main object of this sequel to Bavinck's work is to prove a generalization of this summation identity for the Srivastava-Singhal polynomials. The demonstration, which is presented here in the general case, differs markedly from the earlier proof given for the known special case. It is also indicated how the general summation identity can be applied to derive the corresponding result for one class of the Konhauser biorthogonal polynomials.     

Qualitative Theory and Identification of Dynamic System with One Degree of Freedom

Dynamic systems described by nonlinear differential equations of the second order are studied. It is assumed that certain preliminary information on the dissipative or elastic characteristics of systems is known. A new approach is demonstrated to obtaining full information on unknown or partially known characteristics of a system from measurements of not only displacements but also velocities and accelerations __________ Published in Prikladnaya Mekhanika, Vol. 41, No. 6, pp. 139–143, June 2005.     

Stress Distribution in an Elastic Body with a Periodically Curved Row of Fibers

Within the framework of a piecewise homogeneous body model, with the use of exact three-dimensional equations of elasticity theory for anisotropic bodies, a method is developed for investigating the stress distribution in an infinite elastic matrix containing a periodically curved row of cophasal fibers. It is assumed that fiber materials are the same and fiber midlines lie in the same plane. The self-balanced stresses arising in the interphase in uniaxial loading the composite along the fibers are investigated. The influences of problem parameters on these stresses are analyzed. The corresponding numerical results are presented.     

Comparison of volumes by means of the areas of central sections

The Busemann–Petty problem asks whether origin-symmetric convex bodies in Rⁿ with smaller areas of all central hyperplane sections necessarily have smaller n-dimensional volume. The solution was completed in the end of the 1990s, and the answer is affirmative if n4 and negative if n5. Since the answer is negative in most dimensions, it is natural to ask what information about the volumes of central sections of two bodies does allow to compare the n-dimensional volumes of these bodies in all dimensions. In this article we give an answer to this question in terms of certain powers of the Laplace operator applied to the section function of the body.     

The Ring of Invariants of Three (3 × 3)-Matrices over a Field of Prime Characteristic

We find a minimal system of generators and a homogeneous system of parameters for the algebra of invariants of three matrices of third order over a field of an arbitrary characteristic.     

Stein's idea and minimax admissible estimation of a multivariate normal mean

We consider estimation of a multivariate normal mean vector under sum of squared error loss.We propose a new class of minimax admissible estimator which are generalized Bayes with respect to a prior distribution which is a mixture of a point prior at the origin and a continuous hierarchical type prior. We also study conditions under which these generalized Bayes minimax estimators improve on the James–Stein estimator and on the positive-part James–Stein estimator.     

First order dynamic inclusions on time scales

In this paper, we study existence of solutions of first order dynamic inclusions on time scales with general boundary conditions. Both the ∇-derivative and Δ-derivative cases are considered. Examples are presented to illustrate that the Δ-derivative case needs more restrictive assumptions.