A free boundary problem for a fluid flow in a heterogeneous porous medium

In this paper we study the problem of seepage of a fluid through a porous medium, assuming the flow governed by a nonlinear Darcy law and nonlinear leaky boundary conditions. We prove the continuity of the free boundary and the existence and uniqueness of minimal and maximal solutions. We also prove the uniqueness of theS ₃-connected solution in various situations.     

One-armed bandit models with continuous and delayed responses

One-armed bandit processes with continuous delayed responses are formulated as controlled stochastic processes following the Bayesian approach. It is shown that under some regularity conditions, a Gittins-like index exists which is the limit of a monotonic sequence of break-even values characterizing optimal initial selections of arms for finite horizon bandit processes. Furthermore, there is an optimal stopping solution when all observations on the unknown arm are complete. Results are illustrated with a bandit model having exponentially distributed responses, in which case the controlled stochastic process becomes a Markov decision process, the Gittins-like index is the Gittins index and the Gittins index strategy is optimal. Acknowledgement.We thank an anonymous referee for constructive and insightful comments, especially those related to the notion of the Gittins index.Both authors are funded by the Natural Sciences and Engineering Research Council (NSERC) of Canada.     

The Structure of the (Outer) Automorphism Group of a Bieberbach Group

Referring to Tits alternative, we develop a necessary and sufficient condition to decide whether the normalizer of a finite group of integral matrices is polycyclic-by-finite or is containing a non-Abelian free group. This result is of fundamental importance to conclude whether the (outer) automorphism group of a Bieberbach group is polycyclic-by-finite or has a non-cyclic free subgroup.     

Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter

In this work we study connections between various asymptotic properties of the nonlinear filter. It is assumed that the signal has a unique invariant probability measure. The key property of interest is expressed in terms of a relationship between the observation σ field and the tail σ field of the signal, in the stationary filtering problem. This property can be viewed as the permissibility of the interchange of the order of the operations of maximum and countable intersection for certain σ-fields. Under suitable conditions, it is shown that the above property is equivalent to various desirable properties of the filter such as

(a) uniqueness of invariant measure for the signal,

(b) uniqueness of invariant measure for the pair (signal, filter),

(c) a finite memory property of the filter,

(d) a property of finite time dependence between the signal and observation σ fields and

(e) asymptotic stability of the filter.

Previous works on the asymptotic stability of the filter for a variety of filtering models then identify a rich class of filtering problems for which the above equivalent properties hold.     

The Novikov Conjecture for Low Degree Cohomology Classes

We outline a twisted analogue of the Mishchenko–Kasparov approach to prove the Novikov conjecture on the homotopy invariance of the higher signatures. Using our approach, we give a new and simple proof of the homotopy invariance of the higher signatures associated to all cohomology classes of the classifying space that belong to the subring of the cohomology ring of the classifying space that is generated by cohomology classes of degree less than or equal to 2, a result that was first established by Connes and Gromov and Moscovici using other methods. A key new ingredient is the construction of a tautological C* _r (, )-bundle and connection, which can be used to construct a C* _r (, )-index that lies in the Grothendieck group of C* _r (, ), where is a multiplier on the discrete group corresponding to a degree 2 cohomology class. We also utilise a main result of Hilsum and Skandalis to establish our theorem.     

Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations

Let {X_k}_k?1 be a strictly stationary time series. For a strictly increasing sampling function g:?→? define Y_k=X_g(k) as the deterministic sub‐sampled time series. In this paper, the extreme value theory of {Y_k} is studied when X_k has representation as a moving average driven by heavy‐tailed innovations. Under mild conditions, convergence results for a sequence of point processes based on {Y_k} are proved and extremal properties of the deterministic sub‐sampled time series are derived. In particular, we obtain the limiting distribution of the maximum and the corresponding extremal index. Copyright © 2003 John Wiley & Sons, Ltd.     

非线性不适定问题一种双循环的牛顿型迭代格式

本文研究非线性算子方程F(x)=y的解,结合最速下降法,Newton-Landweber迭代格式及正则化思想,在F满足适当的条件下,构造出新的双循环迭代格式。本文对格式的收敛性进行了严格论证,并估计出迭代格式的收敛精度。     

一类非线性方程的激波解

该文是利用匹配条件讨论一类非线性方程激波解。得出了对应的激波解与边界条件的关系。     

REMARKS ON THE LIFESPAN FOR THE SOLUTION TO NONLINEAR WAVE EQUATIONS IN THREE SPACE DIMENSIONS

The authors consider the Cauchy problem for the following nonlinear wave equationswhere x ∈ R3, t ≥ 0, ε > 0 is a small parameter, and obtain the sharp bounds for the lifespan of solution to (0.1). Specially, it is proved that there exist two constants C1 and C2, which are independent of ε, then the lifespan T(ε) satisfies the folowing inequalities     

Oscillations of nonlinear partial difference systems

This paper studies the following two-dimensional nonlinear partial difference systems