A parallel algorithm is developed for the numerical solution of the diffusion equation ut = uxx, 0 < x < t < T, subject to u(x, 0) = f(x), ux(X, t) = g(t) and the specification of mass .

Consider a density-dependent birth-death process XN on a finite state space of size N. Let PN be the law (on D([0, T]) where T > 0 is arbitrary) of the density process XN/N and let πN be the unique stationary distribution (on[0,1]) of XN/N, if it exists. Typically, these distributions converge weakly to a degenerate distribution as N → ∞ so the probability of sets not containing the degenerate point will tend to 0; large deviations is concerned with obtaining the exponential decay rate of these probabilities. Friedlin-Wentzel theory is used to establish the large deviations behaviour (as N → ∞) of PN. In the one-dimensional case, a large deviations principle for the stationary distribution πN is obtained by elementary explicit computations. However, when the birth-death process has an absorbing state at 0 (so πN no longer exists), the same elementary computations are still applicable to the quasi-stationary distribution, and we show that the quasi-stationary distributions obey the same large deviations principle as in the recurrent case. In addition, we address some questions related to the estimated time to absorption and obtain a large deviations principle for the invariant distribution in higher dimensions by studying a quasi-potential.

In 1990 Gowda and Teboulle published the paper [16], making a comparison of several conditions ensuring the Fenchel-Rockafellar duality formula

inf{f(x) + g(Ax) | x ∈ X} = max{−f*(A*y*) − g*(− y*) | y* ∈ Y*}.

Probably the first comparison of different constraint qualification conditions was made by Hiriart-Urruty [17] in connection with ε-subdifferential calculus. Among them appears, as the basic sufficient condition, the formula for the conjugate of the corresponding function; such functions are: f1 + f2, g o A, max{fl,…, fn}, etc. In fact strong duality formulae (like the one above) and good formulae for conjugates are equivalent and they can be used to obtain formulae for ε-subdifferentials, using a technique developed in [17] and extensively used in [46].

A new version of Jensen's inequality is established for probability distributions on the non-negative real numbers which are characterized by moments higher than the first. We deduce some new sharp bounds for Laplace-Stieltjes transforms of such distribution functions.

A continuous one-parameter set of binary operators on L2(R) called fractional convolution operators and which includes those of multiplication and convolution as particular cases is constructed by means of the Condon-Bargmann fractional Fourier transform. A fractional convolution theorem generalizes the standard Fourier convolution theorems and a fractional unit distribution generalizes the unit and delta distributions. Some explicit double-integral formulas for the fractional convolution between two functions are given and the induced operation between their corresponding Wigner distributions is found.

In this paper we consider the MAP/G/1 queueing system with infinite capacity. In analysis, we use the supplementary variable method to derive the double transform of the queue length and the remaining service time of the customer in service (if any) in the steady state. As will be shown in this paper, our method is very simple and elegant. As a one-dimensional marginal transform of the double transform, we obtain the generating function of the queue length in the system for the MAP/G/1 queue, which is consistent with the known result.

We investigate the strict lower subdifferentiability of a real-valued function on a closed convex subset of Rn. Relations between the strict lower subdifferential, lower subdifferential, and the usual convex subdifferential are established. Furthermore, we present necessary and sufficient optimality conditions for a class of quasiconvex minimization problems in terms of lower and strict lower subdifferentials. Finally, a descent direction method is proposed and global convergence results of the consequent algorithm are obtained.

This paper presents a method for the inverse fractional matching problem. We show that the dual of this inverse problem can be transformed into the circulation flow problem on a directed bipartite graph which can be solved easily. We also give an algorithm to obtain the primal optimum solution of the inverse problem from its dual optimum solution by solving a shortest path problem. Furthermore, we generalize this method to solve the inverse symmetric transportation problem.

We analyse the performance of the additive observable proportional navigation guidance system, which is well-suited for low-cost homing missiles with bearings-only measurements. Closed-form solutions are derived for both manoeuvring and non-manoeuvring targets. Guidelines on how to select the navigation constants of the control law are presented. We show that the additive observable proportional navigation guidance system can cover a larger capture area than can a conventional proportional navigation system.

We present a method for solving a class of optimal control problems involving hyperbolic partial differential equations. A numerical integration method for the solution of a general linear second-order hyperbolic partial differential equation representing the type of dynamics under consideration is given. The method, based on the piecewise bilinear finite element approximation on a rectangular mesh, is explicit. The optimal control problem is thus discretized and reduced to an ordinary optimization problem. Fast automatic differentiation is applied to calculate the exact gradient of the discretized problem so that existing optimization algorithms may be applied. Various types of constraints may be imposed on the problem. A practical application arising from the process of gas absorption is solved using the proposed method.

In management science and system engineering, problems with two incommensurate objectives are often detected. Bicriterion optimization finds an optimal solution for the problems. In this paper it is shown that bicriterion discrete optimal control problems can be solved by using a parametric optimization technique with relaxed convexity assumptions. Some necessary optimality conditions for discrete optimal control problems subject to a linear state difference equation are derived. It is shown that in this case no adjoint equation is required.

A variety of approaches have been developed for the detection of features such as edges, lines, and corners in images. Many techniques presuppose the feature type, such as a step edge, and use the differential properties of the luminance function to detect the location of such features. The local energy model provides an alternative approach, detecting a variety of feature types in a single pass by analysing order in the phase components of the Fourier transform of the image. The local energy model is usually implemented by calculating the envelope of the analytic signal associated with the image function. Here we analyse the accuracy of such an implementation, and show that in certain cases the feature location is only approximately given by the local energy model. Orientation selectivity is another aspect of the local energy model, and we show that a feature is only correctly located at a peak of the local energy function when local energy has a zero gradient in two orthogonal directions at the peak point.

We propose the second-order time discretization scheme with the finite-element approximation for the partial integro-differential equations with a weakly singular kernel. The space discretization is based on the finite element method and the time discretization is based on the Crank-Nicolson scheme with a graded mesh. We show the stability of the scheme and obtain the second-order convergence result for the fully discretized scheme.

The influence of thermal buoyancy on neutral wave modes in Poiseuille-Couette flow is considered. We examine the modifications to the asymptotic structure first described by Mureithi, Denier & Stott [16], who demonstrated that neutral wave modes in a strongly thermally stratified boundary layer are localized at the position where the streamwise velocity attains its maximum value. The present work demonstrates that such a flow structure also holds for Poiseuille-Couette flow but that a new flow structure emerges as the position of maximum velocity approaches the wall (and which occurs as the level of shear, present as a consequence of the Couette component of the flow, is increased). The limiting behaviour of these wave modes is discussed thereby allowing us to identify the parameter regime appropriate to the eventual restabilization of the flow at moderate levels of shear.

In this paper, we present generalizations of the Jacobian matrix and the Hessian matrix to continuous maps and continuously differentiable functions respectively. We then establish second-order optimality conditions for mathematical programming problems with continuously differentiable functions. The results also sharpen the corresponding results for problems involving C1.1-functions.

The method suggested earlier for solving the problems of optimal design from a limited set of elastic materials is generalized to a viscoelasticity case. The computational experiment for the problem of free oscillations of a spherical shell shows that characteristics of a viscoelastic layered structure may be improved due to peculiarities of wave propagation through the boundaries of layers made of different materials.