Summing the derivative expansion of the effective action

The derivative expansion of the effective action is a perturbative development in derivatives of the fields. The expansion breaks down when some of the derivatives are too large. We show how to sum exactly the first and second derivatives and treat perturbatively derivatives higher than second.     

Stochastic modelling of reservoir operations

The nature of hydrologic parameters in reservoir management models is uncertain. In mathematical programming models the uncertainties are dealt with either indirectly (sensitivity analysis of a deterministic model) or directly by applying a chance-constrained type of formulation or some of the stochastic programming techniques (LP and DP based models). Various approaches are reviewed in the paper. Moran's theory of storage is an alternative stochastic modelling approach to mathematical programming techniques. The basis of the approach and its application is presented. Reliability programming is a stochastic technique based on the chance-constrained approach, where the reliabilities of the chance constraints are considered as extra decision variables in the model. The problem of random event treatment in the reservoir management model formulation using reliability programming is addressed in this paper.     

WAVELET TRANSFORM IN FRACTAL IMAGE ENCODING

This paper presents some results of the relation between wavelet transform and fractal transform. The wavelet transform of the attractor of fractal transform posseses translational and scale invariance. So we speed the fractal image encoding by testing the invariance of the wavelet transform appropriate for image encoding. The classfication scheme of range blocks by wavelet transform is given in this paper.     

On a question of H. Kraljević

In this paper, assuming a certain set-theoretic hypothesis, a positive answer is given to a question of H. Kraljevi, namely it is shown that there exists a Lebesgue measurable subsetA of the real line such that the set {c R: A + cA contains an interval} is nonmeasurable. Here the setA + cA = {a + ca: a, a A}. Two other results about sets of the formA + cA are presented.     

The Binet-Pexider functional equation for rectangular matrices

IfK is a field of characteristic 0 then the following is shown. Iff, g, h: M _n (K) K are non-constant solutions of the Binet—Pexider functional equation

A new Pythagorean functional equation

The purpose of this paper is to solve the following Pythagorean functional equation:(e ^p(x,y) ) ² ) = q(x,y) ² + r(x, y) ², where each ofp(x,y), q(x, y) andr(x, y) is a real-valued unknown harmonic function of the real variablesx, y on the wholexy-planeR ².The result is as follows.     

Jacobi elliptic functions and change of variable in a convolution

We solve the functional equation

On the error of compound quadrature formulas forr-convex functions

LetC _m be a compound quadrature formula, i.e.C _m is obtained by dividing the interval of integration [a, b] intom subintervals of equal length, and applying the same quadrature formulaQ _n to every subinterval. LetR _m be the corresponding error functional. Iff ^(r) > 0 impliesR _m [f] > 0 (orR _m [f] < 0),=" then=" we=" say=">C _m is positive definite (or negative definite, respectively) of orderr. This is the case for most of the well-known quadrature formulas. The assumption thatf ^(r) > 0 may be weakened to the requirement that all divided differences of orderr off are non-negative. Thenf is calledr-convex. Now letC _m be positive definite or negative definite of orderr, and letf be continuous andr-convex. We prove the following direct and inverse theorems for the errorR _m [f], where , denotes the modulus of continuity of orderr:

Finding numerical solution of linear partial differential equations of first order with real coefficients

Applying Bittner's operational calculus we present a method to give approximate solutions of linear partial differential equations of first order