A Class of Projection Methods for General Variational Inequalities

In this paper, we consider and analyze a new class of projection methods for solving pseudomonotone general variational inequalities using the Wiener-Hopf equations technique. The modified methods converge for pseudomonotone operators. Our proof of convergence is very simple as compared with other methods. The proposed methods include several known methods as special cases.     

A fluctuation theory for Markov chains

A fluctuation theory for Markov chains on an ordered countable state space is developed, using ladder processes. These are shown to be Markov renewal processes. Results are given for the joint distribution of the extremum (maximum or minimum) and the first time the extremum is achieved. Also a new classification of the states of a Markov chain is suggested. Two examples are given.     

Vibrations of a Floating Elastic Plate Due to Periodic Displacements of a Bottom Segment

The problem of the behavior of a floating elastic thin plate under periodic vibrations of a bottom segment is solved using a numerical procedure based on the Wiener-Hopf technique. The effects of the vibration frequency, the position of the vibrating bottom segment, and the fluid depth on the vibration frequencies of the fluid and plate are studied numerically.__________Translated from Prikladnaya Mekhanika i Tekhnicheskaya Fizika, Vol. 46, No. 5, pp. 166–179, September–October, 2005.     

Action of a Periodic Load on an Elastic Floating Plate

The problem of the behavior of an elastic floating plate in the form of a strip under the action of a periodic surface load is solved using the Wiener-Hopf technique. The shortwave approximation is found in explicit form. The effect of the frequency and nature of the acting load on the vibration amplitudes of the fluid and the plate is investigated numerically. It is found that for certain loads no waves propagate in the fluid and the vibrations of the plate are localized in the neighborhood of the acting load. Conditions under which local vibration can be realized are found.__________Translated from Izvestiya Rossiiskoi Academii Nauk, Mekhanika Zhidkosti i Gaza, No. 2, 2005, pp. 132–146.Original Russian Text Copyright © 2005 by Tkacheva.     

On the threshold dividend strategy for a generalized jump-diffusion risk model

In this paper, we generalize the Cramér-Lundberg risk model perturbed by diffusion to incorporate jumps due to surplus fluctuation and to relax the positive loading condition. Assuming that the surplus process has exponential upward and arbitrary downward jumps, we analyze the expected discounted penalty (EDP) function of Gerber and Shiu (1998) under the threshold dividend strategy. An integral equation for the EDP function is derived using the Wiener-Hopf factorization. As a result, an explicit analytical expression is obtained for the EDP function by solving the integral equation. Finally, phase-type downward jumps are considered and a matrix representation of the EDP function is presented.     

Surface wave scattering by a material filled rectangular impedance groove in a reactive plane

The problem of TE-polarized surface wave scattering from a rectangular impedance groove located on an infinite reactive plane which is filled with dielectric material is considered for a rather general case where the impedances of the horizontal and vertical sides of the groove have different values. The multiple interactions up to the second order between the edges of the groove are obtained to yield diffracted field. The diffraction problem is first reduced into a modified Wiener-Hopf equation and then solved approximately. The solution contains branch-cut integrals and two infinite sets of constants satisfying two infinite systems of linear algebraic equations. The approximate analytical evaluations of the corresponding integrals as well as the numerical solutions of the linear algebraic equation systems are obtained for various values of the parameters such as the surface reactance of the guiding plane, the vertical and horizontal wall impedances of the groove, the permittivity of the material loading, the width and the height of the groove which permit one to study the effect of these parameters on the diffraction phenomenon.     

Local asymptotics of a Markov modulated random walk with heavy-tailed increments

In this paper, we obtain sufficient and necessary conditions for local asymptotics for the maximum of a Markov modulated random walk with long-tailed increments and negative drifts, where the local asymptotics means asymptotic behaviour of P(· ∈ (x, x + z]) for each z > 0, as x→∞. Our results extend and improve the existing ones in the literature.     

Unified Solution of the Expected Maximum of a Discrete Time Random Walk and the Discrete Flux to a Spherical Trap

Two random-walk related problems which have been studied independently in the past, the expected maximum of a random walker in one dimension and the flux to a spherical trap of particles undergoing discrete jumps in three dimensions, are shown to be closely related to each other and are studied using a unified approach as a solution to a Wiener-Hopf problem. For the flux problem, this work shows that a constant c = 0.29795219 which appeared in the context of the boundary extrapolation length, and was previously found only numerically, can be derived analytically. The same constant enters in higher-order corrections to the expected-maximum asymptotics. As a byproduct, we also prove a new universal result in the context of the flux problem which is an analogue of the Sparre Andersen theorem proved in the context of the random walker's maximum.     

An improved model for noise barriers in a moving fluid

We study a problem of diffraction of a cylindrical acoustic wave from an absorbing half plane in a moving fluid introducing Myers' condition [M.K. Myers, On the acoustic boundary condition in the presence of flow, J. Sound Vibration 71 (1980) 429] and present an improved form of the analytic solution for the diffracted field. The importance of the work lies in the fact that Myers' condition (a generalization of Ingard's impedance condition) is now the accepted form of the boundary condition for impedance barriers with flow and hence yields a correct form of the field. The method of solution consists of Fourier transform, Wiener-Hopf technique and the modified method of stationary phase.     

Convexity properties,moment inequalities and asymptotic exponential approximations for delay distributions in G1/G/1 systems

Pollaczek distributions pervade the class of delay distibutions in G1/G/1 systems with concave service time distributions. When the service time distribution has finite support and the delay distribution is absolutely continuous on (0, ∞), one can find a distribution with a pure exponential tail that satisfies the corresponding Wiener-Hopf integral equation except for values of the argument that belong to the support in question or to a translate thereof. Again for an exponentially decaying delay distribution, one can formulate sufficient moment inequalities which ensure the existence of asymptotic upper and lower bounds derived from M/D/1 and M/M/1 delay distributions which agree with the former in terms of the first two moments.