Near-Optimal Controls of Discrete-Time Dynamic Systems Driven by Singularly-Perturbed Markov Chains

This work is devoted to near-optimal controls of large-scale discrete-time nonlinear dynamic systems driven by Markov chains; the underlying problem is to minimize an expected cost function. Our main goal is to reduce the complexity of the underlying systems. To achieve this goal, discrete-time control models under singularly-perturbed Markov chains are introduced. Using a relaxed control representation, our effort is devoted to finding near-optimal controls. Lumping the states in each irreducible class into a single state gives rise to a limit system. Applying near-optimal controls of the limit system to the original system, near-optimal controls of the original system are derived.     

Rational Approximation of Analytic Functions Having Generalized Orders of Rate of Growth

Let f be holomorphic on a domain G C¯ and _n be the error in best approximation of f in the supremum norm on a compact set E G by rational functions of order n. We obtain results characterizing the degree of decrease of the best approximation _n in terms connected with the condenser (E,F), F=C¯ \ G¯, and the rate of growth of the maximum modulus of f(z). In particular, if f has a generalized order (, , f) in the domain G, thenlim sup_n (n)/ (log (1/log⁺((_{0 1} ....... _n)^1/n(n+1) ))) (, , f),where = exp (1/C(E,F)), C(E,F) is the capacity of the condenser (E,F).     

Prolongations of Vector Fields on Lie Groups and Homogeneous Spaces

We introduce the notion of the -prolongation of Lie algebras of differential operators on homogeneous spaces. The -prolongations are topological invariants that coincide with one-dimensional cohomologies of the corresponding Lie algebras in the case where V is a homogeneous space. We apply the obtained results to the spaces S ¹ (the Virasoro algebra) and .     

On Information Processes in Statistical Experiments with Distributed Observations

Using stochastic integration theory in topological vector spaces general formulas for the Hellinger processes are derived. Feynman–Kac type formulas are obtained for the related Hellinger integrals in terms of the Hellinger processes and the geometric mean measures. The expected logarithmic utility from data, characterized as the Shannon information, is also considered.     

On Solvability of a Boundary Value Problem for Singular Integral Equations

This paper deals with the solvability of boundary value problems for singular integral equations of the form (i)-(ii).By an algebraic method we reduce the problem (i)-(ii) to a system of linear algebraic equations which gives all solutions in a closed form.AMS Subject Classification: 47G05, 45GO5, 45E05     

Nonlinear Filtering for Diffusions in Random Environments

Suppose that the signal X to be estimated is a diffusion process in a random medium W and the signal is correlated with the observation noise. We study the historical filtering problem concerned with estimating the signal path up until the current time based upon the back observations. Using Dirichlet form theory, we introduce a filtering model for general rough signal X ^W and establish a multiple Wiener integrals representation for the unnormalized pathspace filtering process. Then, we construct a precise nonlinear filtering model for the process X itself and give the corresponding Wiener chaos decomposition.     

LENTICULAR NONCOMMUTATIVE TORI

All C*-algebras of sections of locally trivial C* -algebra bundles over ∏i=1sLki(ni) with fibres Aw Mc(C) are constructed, under the assumption that every completely irrational noncommutative torus Aw is realized as an inductive limit of circle algebras, where Lki (ni) are lens spaces. Let Lcd be a cd-homogeneous C*-algebra over whose cd-homogeneous C*-subalgebra restricted to the subspace Tr × T2 is realized as C(Tr) A1/d Mc(C), and of which no non-trivial matrix algebra can be factored out.The lenticular noncommutative torus Lpcd is defined by twisting in by a totally skew multiplier p on Tr+2 × Zm-2. It is shown that is isomorphic to if and only if the set of prime factors of cd is a subset of the set of prime factors of p, and that Lpcd is not stablyisomorphic to if the cd-homogeneous C*-subalgebra of Lpcd restricted to some subspace LkiLki (ni) is realized as the crossed product by the obvious non-trivial action of Zki on a cd/ki-homogeneous C*-algebra over S2ni+1 for ki an integer greater than     

A NOTE OF THE SPECTRUM OF HOMOGENEOUS COMPACT OPERATORS

In this paper, we present some counterexamples which show that there is no theory on the spectrum of homogeneous compact operators which parallels the Riesz-Schauder theory on the spectrum of linear compact operators. These counterexamples also illustrate that it is impossible to study in a unified setting the Fucik spectrum of the Laplacian: -△w = au+ - bu- inΩand u = 0 on (?)Ω, as well as the spectrum of the p-Laplacian: -div(|(?)u| p-2(?)u) = λ|u|p-2u and u = 0 on (?)Ω.     

TWO POSITIVE SOLUTIONS FOR A CLASS OF SINGULAR BOUNDARY VALUE PROBLEMS

An existence theorem of two positive solutions of the singular BVP1/(p(t))(p(t)y′(t))′+λα(t)f(y(t))=0,t∈(0,1),αy(0)-βp(t)y′(t)=0=γy(1)+δp(t)y′(t)was established by using topological degree theory.     

Existence of positive solutions of nonlinear fractional differential equations

Existence of positive solutions for the nonlinear fractional differential equation D^su(x)=f(x,u(x)), 0<s<1, has been studied (S. Zhang, J. Math. Anal. Appl. 252 (2000) 804-812), where D^s denotes Riemann-Liouville fractional derivative. In the present work we study existence of positive solutions in case of the nonlinear fractional differential equation:

L(D)u=f(x,u),u(0)=0,0<x<1,