A simple game with a singular focal line

We propose a simple game whose solution contains a singular focal line, i.e., a focal line reached by optimal trajectories in a nontangential fashion. We also provide a discussion of how the optimal discriminating strategy can be approximated by a pure feedback.This work was prepared while the first author was visiting at INRIA-Sophia Antipolis, Valbonne, France.     

Deterministic equivalent for a continuous-time linear-convex stochastic control problem

We consider a finite-horizon control model with additive input. There are two convex functions which describe the running cost and the terminal cost within the system. The cost of input is proportional to the input and can take both positive and negative values. It is shown that there exists a deterministic control problem whose optimal cost is the same as the one in the stochastic control problem. The optimal policy for the stochastic problem consists of keeping the process as close to the optimal deterministic trajectory as possible.This research is supported by NSERC Grant A4619, MRCO, NSF Grant DMS-86-01510, and AFOSR Grant 87-0278.     

变质量非线性非完整系统的Gibbs-Appell方程

本文首先将Gibbs-Appell方程推广到最一般的变质量非完整系统.得到变质量非线性非完整系统在广义坐标、准坐标下的Gibbs-Appell方程和积分变分原理,最后给出一个例子.     

波动方程反演问题的一种新的逼近方法

本文给出了一种求解波动方程反演问题的“多目标函数法”.这种方法简单、有效,并具有明确的物理意义.对于三维问题的程序化它有很强的优越性.     

里德伯钠原子经绝热快速通道的布居数跃迁相干控制

运用含时多态展开方法和B-样条函数研究了啁啾频率微波场中里德伯钠原子的量子态之间的布居数迁移.计算了里德伯钠原子n=70-77的开普勒频率.计算了在不同的微波场中六个态的布居数从n=70到n=77随时间的迁移,布居数跃迁到最终态n=77达到了98%,这可以通过连续的单光子跃迁来实现.结果表明,通过优化微波脉冲参数可以实现从低态到较高态的布居跃迁的相干控制.     

An optimal service rate in a Poisson arrival queue with two-stage service policy*

We consider a two-stage service policy for a Poisson arrival queueing system. The idle server starts to work with ordinary service rate when a customer arrives. If the number of customers in the system reaches N, the service rate gets faster and continues until the system becomes empty. Otherwise, the server finishes the busy period with ordinary service rate. After assigning various operating costs to the system, we show that there exists a unique fast service rate minimizing the long-run average cost per unit time.This work was supported by Korea Research Foundation Grant(KRF-2002-070-C00021).     

On Weak Solutions of an Integral Equation Driven by a p-Semimartingale of Special Type

We consider the integral equation driven by a standard Brownian motion and by a fractional Brownian motion. Sufficient conditions under which the equation has a weak solution are obtained.     

On Modular Forms Arising from a Differential Equation of Hypergeometric Type

Modular and quasimodular solutions of a specific second order differential equation in the upper-half plane, which originates from a study of supersingular j-invariants in the first author's work with Don Zagier, are given explicitly. Positivity of Fourier coefficients of some of the solutions as well as a characterization of the differential equation are also discussed.     

Constructing Solutions of an Ill-Posed Nonlinear Singularly Perturbed Problem for an Equation of Elliptic Type

Mathematical Notes -     

Invariant Simultaneous Solutions of Evolution Equations of Integrable Hierarchies

We construct classical point symmetry groups for joint pairs of evolution equations (systems of equations) of integrable hierarchies related to the auxiliary equation of the method of the inverse problem of second order. For the two cases: the hierarchy of Korteweg--de Vries (KdV) equations and of the systems of Kaup equations, we construct simultaneous solutions invariant with respect to the symmetry group. The problem of the construction of these solutions can be reduced, respectively, to the first and second Painlevé equations depending on a parameter. The Painlevé equations are supplemented by the linear evolution equations defining the deformation of the solution of the corresponding Painlevé equation.