求解P0函数互补问题的一种微分方程方法

本针对P0函数互补问题，给出了一种微方程方法，并且证明了P0函数互补问题的解是微分方程系统的渐进稳定平衡点。在适当的假设条件下，证明了所给出的算法具有二次收敛速度。几个数值例子表明了该算法的有效性。     

Structure of minimizers in linear-quadratic Bolza problems of optimal control

In this paper, we study intersections of extremals in a linear-quadratic Bolza problem of optimal control. The structure of the inter-sections is described. We show that this structure implies the semipositive definiteness of the quadratic cost functional. In addition, we derive necessary and sufficient conditions for the existence of minimizers.     

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??We study the linear quadratic optimal stochastic control problem which is jointly driven by Brownian motion and L\'{e}vy processes. We prove that the new affine stochastic differential adjoint equation exists an inverse process by applying the profound section theorem. Applying for the Bellman's principle of quasilinearization and a monotone iterative convergence method, we prove the existence and uniqueness of the solution of the backward Riccati differential equation. Finally, we prove that the optimal feedback control exists, and the value function is composed of the initial value of the solution of the related backward Riccati differential equation and the related adjoint equation.     

A locally computed suboptimal control strategy for a class of interconnected systems

In this paper, a locally computed suboptimal control strategy for a class of interconnected systems is introduced. First, optimal statefeedback control equations are derived for a finite-horizon quadratic cost. Then, the control for each subsystem is separated into two portions. The first portion stabilizes the isolated subsystem, and the second portion corresponds to the interactions. To achieve a locally calculable control, an approximation to the optimal control equations is introduced, and two iterative suboptimal control algorithms are developed. In the first algorithm, the initial conditions of subsystems are assumed to be known; in the second algorithm, this information is replaced by statistical distributions. The orders of errors in the iterations of the algorithm and in the suboptimality are given in terms of interconnections. An example with comparisons is also included to show the performance of the approach.     

The number of ideals in a quadratic field

LetK be a quadratic Geld, and letR(N) be the number of integer ideals inK with norm at most AT. Letx with conductork be the quadratic character associated withK. Then |R(N)−NL(1,x)|⩽Bk ^50/73 N ^23/73(logN)^461/146 forN ≥Ak, whereA andB are constants. ForN ≥Ak ^c,C sufficiently large, the factork ^50/73 may be replaced by (d(k))^4/73 k ^46/73. Dedicated to the memory of Professor K G Ramanathan     

球约束凸二次规划的一个新算法

首先利用Lagrange对偶 ,将球约束凸二次规划问题转化为无约束优化问题 ,然后运用单纯形法求解无约束优化问题 ,从而获得原问题的最优解     

A class of multivariate skew-normal models

The existing model for multivariate skew normal data does not cohere with the joint distribution of a random sample from a univariate skew normal distribution. This incoherence causes awkward interpretation for data analysis in practice, especially in the development of the sampling distribution theory. In this paper, we propose a refined model that is coherent with the joint distribution of the univariate skew normal random sample, for multivariate skew normal data. The proposed model extends and strengthens the multivariate skew model described in Azzalini (1985,Scandinavian Journal of Statistics,12, 171–178). We present a stochastic representation for the newly proposed model, and discuss a bivariate setting, which confirms that the newly proposed model is more plausible than the one given by Azzalini and Dalla Valle (1996,Biometrika,83, 715–726).     

Overpartitions and real quadratic fields

It is shown that counting certain differences of overpartition functions is equivalent to counting elements of a given norm in appropriate real quadratic fields.     

Path Integrals in Noncommutative Quantum Mechanics

We consider an extension of the Feynman path integral to the quantum mechanics of noncommuting spatial coordinates and formulate the corresponding formalism for noncommutative classical dynamics related to quadratic Lagrangians (Hamiltonians). The basis of our approach is that a quantum mechanical system with a noncommutative configuration space can be regarded as another effective system with commuting spatial coordinates. Because the path integral for quadratic Lagrangians is exactly solvable and a general formula for the probability amplitude exists, we restrict our research to this class of Lagrangians. We find a general relation between quadratic Lagrangians in their commutative and noncommutative regimes and present the corresponding noncommutative path integral. This method is illustrated with two quantum mechanical systems in the noncommutative plane: a particle in a constant field and a harmonic oscillator.     

Solving Nonlinear Programming Problems with Noisy Function Values and Noisy Gradients

An efficient algorithm for solving nonlinear programs with noisy equality constraints is introduced and analyzed. The unknown exact constraints are replaced by surrogates based on the bundle idea, a well-known strategy from nonsmooth optimization. This concept allows us to perform a fast computation of the surrogates by solving simple quadratic optimization problems, control the memory needed by the algorithm, and prove the differentiability properties of the surrogate functions. The latter aspect allows us to invoke a sequential quadratic programming method. The overall algorithm is of the quasi-Newton type. Besides convergence theorems, qualification results are given and numerical test runs are discussed.