Oscillation theorems for differential equations with a nonlinear damping term

In this paper, we are concerned with a class of nonlinear second-order differential equations with a nonlinear damping term. Passage to more general class of equations allows us to remove a restrictive condition usually imposed on the nonlinearity, and, as a consequence, our results apply to wider classes of nonlinear differential equations. Two illustrative examples are considered.     

Krylov-Bogolyubov averaging of asymptotically autonomous differential equations

We apply the Krylov and Bogolyubov asymptotic integration procedure to asymptotically autonomous systems. First, we consider linear systems with quasi-periodic coefficient matrix multiplied by a scalar factor vanishing at infinity. Next, we study the asymptotically autonomous Van-der-Pol oscillator.

     

一类二阶椭圆型微分方程振动性的判定

利用积分平均和完全平方技巧，给出了一类二阶椭圆型微分方程所有解在R^n的一个外区域Ω上均振动的新的充分条件。     

Analytic Feynman integrals of transforms of variation of cylinder type functions over Wiener paths in abstract Wiener space

In this paper, we evaluate various analytic Feynman integrals of first variation, conditional first variation, Fourier-Feynman transform and conditional Fourier-Feynman transform of cylinder type functions defined over Wiener paths in abstract Wiener space. We also derive the analytic Feynman integral of the conditional Fourier-Feynman transform for the product of the cylinder type functions which define the functions in a Banach algebra introduced by Yoo, with n linear factors.     

Ergodic theory and the Strong Law of Large Numbers on Riesz spaces

In [W.-C. Kuo, C.C.A. Labuschagne, B.A. Watson, Discrete-time stochastic processes on Riesz spaces, Indag. Math. (N.S.) 15 (3) (2004) 435-451], we introduced the concepts of conditional expectations, martingales and stopping times on Riesz spaces. Here we formulate and prove order theoretic analogues of the Birkhoff, Hopf and Wiener ergodic theorems and the Strong Law of Large Numbers on Riesz spaces (vector lattices).     

Exponential averaging for traveling wave solutions in rapidly varying periodic media

Reaction diffusion systems on cylindrical domains with terms that vary rapidly and periodically in the unbounded direction can be analyzed by averaging techniques. Here, using iterated normal form transformations and Gevrey regularity of bounded solutions, we prove a result on exponential averaging for such systems, i.e., we show that traveling wave solutions can be described by a spatially homogenous equation and exponentially small remainders. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Signal averaging in gas chromatography

Ensemble or signal averaging, and the use of the technique for the solution of some unique problems with minimum sample handling, have previously been reported. The capability of the technique has been evaluated with microbore gas chromatography for the fast handling of a large number of analyses: ca 20–30 replicate injections are easily attainable in a reasonable analysis time. The implementation of the signal averaging technique with other concentration techniques for improving detection limits is also demonstrated.     

Stationary remaining service time conditional on queue length

In Mandelbaum and Yechiali [The conditional residual service time in the M/G/1 queue, http://www.math.tau.ac.il/∼uriy/publications (No. 30a), 1979] and in Fakinos [The expected remaining service time in a single-server queue, Oper. Res. 30 (1982) 1014-1018] a simple formula is derived for the (stationary) expected remaining service time in a M/G/1 queue, conditional on the number of customers in the system. We give a short new proof of the formula using Rate Conservation Law, and generalize to handle higher moments.     

Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error

Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, applied probabilists have achieved considerable success in developing efficient algorithms for some such simple but fundamental tail probabilities. Usually, unbiased importance sampling estimators of such tail probabilities are developed and it is proved that these estimators are asymptotically efficient or even possess the desirable bounded relative error property. In this paper, as an illustration, we consider a simple tail probability involving geometric sums of heavy tailed random variables. This is useful in estimating the probability of large delays in M/G/1 queues. In this setting we develop an unbiased estimator whose relative error decreases to zero asymptotically. The key idea is to decompose the probability of interest into a known dominant component and an unknown small component. Simulation then focuses on estimating the latter ‘residual’ probability. Here we show that the existing conditioning methods or importance sampling methods are not effective in estimating the residual probability while an appropriate combination of the two estimates it with bounded relative error. As a further illustration of the proposed ideas, we apply them to develop an estimator for the probability of large delays in stochastic activity networks that has an asymptotically zero relative error.      

Averaged topological equations for dispersed two-phase flows

A general relationship between the volume fraction and the specific interfacial area for averaged dispersed two-phase flows is proposed. This relationship, expressed as a basic set of two scalar evolution equations and two vectorial non-uniformity state equations, is an analytical result obtained by a systematic approach using the derivatives of some generalized functions and a local volume-averaging technique. The proposed set of equations was expressed for measurable macroscopic parameters of the system and has the same generality as the averaged transport equations of two-phase flows. By combination of the basic set of equations, called the averaged topological equations (ATEs), second-order ATEs for the volume fraction were found. The second-order ATEs were expressed both by a Lagrangian formulation and by a Eulerian formulation. The importance and physical meaning of the ATEs developed in this study were clarified within the framework of the theory of kinematic waves.