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In this paper the probability of ruin is investigated under the influence of a premium rate which varies according to the intensity of claims, and the occurrence of claims is described by a Cox process in the considered risk model. The idea is originally enlightened by Jasiulewicz (2001). We make a slight modification on the model and a generalization on the intensity process. By a "backward differential argument" and the Markov property of the intensity process we strictly derive the integral equation satisfied by the probability of ruin. Further, we solve the equation when the intensity process is a homogeneous n -state Markov process by Laplace transforms. At the end of the paper, an example is given. [ABSTRACT FROM AUTHOR]

We here adapt an extended version of the adaptive cubic regularization method with dynamic inexact Hessian information for nonconvex optimization in Bellavia et al. [Adaptive cubic regularization methods with dynamic inexact hessian information and applications to finite-sum minimization. IMA Journal of Numerical Analysis. 2021;41(1):764–799] to the stochastic optimization setting. While exact function evaluations are still considered, this novel variant inherits the innovative use of adaptive accuracy requirements for Hessian approximations introduced in the just quoted paper and additionally employs inexact computations of the gradient. Without restrictions on the variance of the errors, we assume that these approximations are available within a sufficiently large, but fixed, probability and we extend, in the spirit of Cartis and Scheinberg [Global convergence rate analysis of unconstrained optimization methods based on probabilistic models. Math Program Ser A. 2018;159(2):337–375], the deterministic analysis of the framework to its stochastic counterpart, showing that the expected number of iterations to reach a first-order stationary point matches the well-known worst-case optimal complexity. This is, in fact, still given by O (ϵ − 3 / 2) , with respect to the first-order ϵ tolerance. Finally, numerical tests on nonconvex finite-sum minimization confirm that using inexact first- and second-order derivatives can be beneficial in terms of the computational savings. [ABSTRACT FROM AUTHOR]

A map that is defined on the set of all symmetric matrices over a field is rank-one nonincreasing if it maps the matrices of rank one to matrices of rank at most one. In the case of the fields with two or three elements nonstandard examples of such additive maps are known to exist. In this paper, all these maps are characterized. Moreover, the existence of nonstandard maps is understood in a geometric sense since they exist precisely in the two cases, where the whole n-dimensional vector space over can be written as a union of two hyperbolic/parabolic quadrics of low indices. This geometric interpretation enables us to realize that these weird examples represent just a tip of an iceberg that appears in an analogous problem on symmetric tensors, where nonstandard maps exist also over larger fields. A few open problems related to the multilinear analog and to homogeneous polynomials are posed. [ABSTRACT FROM AUTHOR]

Let T and S be two self-adjoint positive invertible operators of a complex Hilbert space H. In this paper, we investigate some inequalities involving the quadratic forms of the weighted arithmetic and harmonic means of T and S. Application for operator entropies is also discussed. [ABSTRACT FROM AUTHOR]

Stochastic differential equations with Markovian switching (SDEwMSs), one of the important classes of hybrid systems, have been used to model many physical systems that are subject to frequent unpredictable structural changes. The research in this area has been both theoretical and applied. Although the numerical methods for stochastic differential equations (SDEs) have been well studied, there are only a few results on the numerical solutions for SDEwMSs. By this manuscript we continue our series of papers on numerical solutions of SDEwMSs. The main aim of this paper is to investigate the stationary distributions of Euler-Maruyama-type stochastic difference equations with Markovian switching (EMSDEwMSs) and discuss their convergence. [ABSTRACT FROM AUTHOR]

Some preconditioners for accelerating the classical iterative methods are given in Zhang et al. [Y. Zhang and T.Z. Huang, A class of optimal preconditioners and their applications, Proceedings of the Seventh International Conference on Matrix Theory and Its Applications in China, 2006. Y. Zhang, T.Z. Huang, and X.P. Liu, Modified iterative methods for nonnegative matrices and M-matrices linear systems, Comput. Math. Appl. 50 (2005), pp. 1587-1602. Y. Zhang, T.Z. Huang, X.P. Liu, A class of preconditioners based on the (I+S(α))-type preconditioning matrices for solving linear systems, Appl. Math. Comp. 189 (2007), pp. 1737-1748]. Another kind of preconditioners approximating the inverse of a symmetric positive definite matrix was given in Simons and Yao [G. Simons, Y. Yao, Approximating the inverse of a symmetric positive definite matrix, Linear Algebra Appl. 281 (1998), pp. 97-103]. Zhang et al. 's preconditioners and Simons and Yao's are generalized in this paper. These preconditioners are all of low construction cost, which all could be taken as approximate inverse of M-matrices. Numerical experiments of these preconditioners applied with Krylov subspace methods show the effectiveness and performance, which also show that the preconditioners proposed in this paper are better approximate inverse for M-matrices than Simons'. [ABSTRACT FROM AUTHOR]

The convergence of the inexact Uzawa method for stabilized saddle point problems was analysed in a recent paper by Cao, Evans and Qin. We show that this method converges under conditions weaker than those stated in their paper. [ABSTRACT FROM AUTHOR]

This paper gives an explicit formula for the Hilbert series of algebras of Veronese type. [ABSTRACT FROM AUTHOR]

In this paper, analytical formulations are deduced to determine reflection points on cylinders and cones, and even cylinder-cone systems. With these analytical formulations, a parallel UTD code is developed based on MPI using domain decomposition method. Since no data exchanging is needed during the calculation, the parallel code has a relatively ideal speedup. Numerical results show the efficiency of analytical ray-tracing techniques and the parallel code. [ABSTRACT FROM AUTHOR]

This paper deals with a fully implicit time discretization scheme with variable time-step for a nonlinear system modelling phase transition and mechanical deformations in shape memory alloys. The model is studied in the non-stationary case and accounts for local microscopic interactions between the phases introducing the gradients of the phase parameters. The resulting initial-boundary value problem has already been studied by the author who proved existence, uniqueness and continuous dependence on data for a suitable weak solution along some regularity results. A careful and detailed investigation of the variable time-step discretization is the goal of this paper. Thus, we deduce some estimates for the discretization error. These estimates depend only on data, impose no constraints between consecutive time-steps and show an optimal order of convergence. Finally, we prove another regularity result for the solution under stronger regularity assumptions on data. [ABSTRACT FROM AUTHOR]

In this paper, we consider the problem of estimating the scale parameter of the inverse Rayleigh distribution based on general progressively Type-II censored samples and progressively Type-II censored samples. The pivotal quantity method is used to derive the estimator of the scale parameter. Besides, considering that the maximum likelihood estimator is tough to obtain for this distribution, we derive an explicit estimator of the scale parameter by approximating the likelihood equation with Taylor expansion. The interval estimation is also studied based on pivotal inference. Then we conduct Monte Carlo simulations and compare the performance of different estimators. We demonstrate that the pivotal inference is simpler and more effective. The further application of the pivotal quantity method is also discussed theoretically. Finally, two real data sets are analyzed using our methods. [ABSTRACT FROM AUTHOR]

The aim of this paper is to extend the concept of inverse of a matrix with fuzzy numbers as its elements, which may be used to model uncertain and imprecise aspects of real-world problems. We pursue two main ideas based on employing real scenarios and arithmetic operators. In each case, exact and inexact strategies are provided. In the first idea, we give some necessary and sufficient conditions for invertibility of fuzzy matrices based on regularity of their scenarios. And then Zadeh's extension principle and interpolation on Rohn's approach for inverting interval matrices are followed to compute fuzzy inverse. In the second idea, Dubois and Prade's arithmetic operators will be employed for the same purpose. But with respect to the inherent difficulties which are derived from the positivity restriction on spreads of fuzzy numbers, the concept of ε-inverse of a fuzzy matrix and its relaxation are generalized and some useful theorems will be revealed. Finally fuzzifying the defuzzified version of the original problem for introducing fuzzy inverse, which can be followed by each idea, will be presented. [ABSTRACT FROM AUTHOR]

In this paper, using critical point theory, some sufficient conditions are obtained for the existence of periodic solutions of a class of second order difference equation. [ABSTRACT FROM AUTHOR]

The paper discusses the interaction between intuitive biases of probabilistic thinking and mathematical knowledge. It would appear that students may answer numerical problems correctly but falter on simple descriptive solutions. Students appear to relinquish formal knowledge for simpler heuristics when attempting to describe the outcome of an event. This paper explores some possible theoretical causes of the dissociation between procedural and estimative abilities. [ABSTRACT FROM AUTHOR]

In this paper, we propose an inexact smoothing continuation method for mathematical problem with complementarity constraints. Under suitable conditions, we establish the convergence of the proposed method by showing that any accumulation point of the generated sequence is a B -stationary point of the problem. [ABSTRACT FROM AUTHOR]

In this paper, a mathematical program with complementarity constraints (MPCC) is reformulated as a nonsmooth constrained mathematical program via the Fischer–Burmeister function. Smooth penalty functions are used to treat this nonsmooth constrained program. Under linear independence constraint qualification, and upper level strict complementarity condition, together with some other mild conditions, we prove that the limit point of stationary points satisfying second-order necessary conditions of unconstrained penalized problems is a strongly stationary point, hence a B-stationary point of the original MPCC. Furthermore, this limit point also satisfies a second-order necessary condition of the original MPCC. Numerical results are presented to test the performance of this method. [ABSTRACT FROM AUTHOR]

The combination of geometrically nonlinear analysis with structural optimization against instability opens many possibilities for new formulations of the optimization problem. One of them is optimization against instability in the large. When a critical state does not exist and instability occurs at finite displacements either the lower critical loading is maximized or the generalized displacement for that load is minimized. This paper undertakes these new optimization problems providing formulations and numerical solutions for selected elements. The simple finite dimensional model is analysed first showing characteristic features of the problem, and then a real elastic element is optimized. [ABSTRACT FROM AUTHOR]

In the paper, a new trust region algorithm is given for nonlinear inequality constrained optimization problems. Motivated by a dual problem introduced by Han and Mangasarian [Han, S. P., Mangasarian, O. L. (1983). A dual differentiable exact penalty function. Math. Programming 25:293-306], which is a nonnegatively constrained maximization problem, we construct a trust region algorithm for solving the dual problem. At each iteration, we only need to minimize a quadratic subproblem with simple bound constraints. Under the condition that the iterate sequence generated by the algorithm is contained in some bounded closed set, any accumulation point of the sequence is a Karush- Kuhn-Tucker point of the original problem. [ABSTRACT FROM AUTHOR]

The aim of this paper is to generalize the results of Yamada et al. [Yamada, I., Ogura, N., Yamashita, Y., Sakaniwa, K. (1998). Quadratic approximation of fixed points of nonexpansive mappings in Hilbert spaces. Numer. Funct. Anal. Optimiz. 19(l):165-190], and to provide complementary results to those of Deutsch and Yamada [Deutsch, F., Yamada, I. (1998). Minimizing certain convex functions over the intersection of the fixed point sets of nonexpansive mappings. Numer. Funct. Anal. Optim. 19(1&2):33-56] in which they consider the minimization of some function d over a closed convex set F, the nonempty intersection of N fixed point sets. We start by considering a quadratic function θ and providing a relaxation of conditions of Theorem 1 of Yamada et al. (1998) to obtain a sequence of fixed points of certain contraction maps, converging to the unique minimizer of θ over F. We then extend Theorem 2 and obtain a complementary result to Theorem 3 of Yamada et al. (1998) by replacing the condition lim n → ∞ (λn - λn+1)/λ²n+1 = 0 on the parameters by the more general condition lim n → ∞ λn / λn+1 = 1. We next look at minimizing a more general function θ than a quadratic function which was proposed by Deutsch and Yamada (1998) and show that the sequence of fixed points of certain maps converge to the unique minimizer of 9 over F. Finally, we prove a complementary result to that of Deutsch and Yamada (1998) by using the alternate condition on the parameters. [ABSTRACT FROM AUTHOR]

In many wavelets applications, a scalar product of given function with the scaling function has to be calculated. For deriving effective one point quadrature formulas, the relation among the first scaling moment and the second one is crucial. In this paper, new relations among scaling moments are deduced. [ABSTRACT FROM AUTHOR]

This paper presents a method for carrying out the calculus of the risk priority of failures in Failure Mode and Effect Analysis (FMEA). The novelty of the method consists of new management of data provided by the design team, normally given on qualitative scales, without necessitating an arbitrary and artificial numerical conversion. The practical effects of these issues are shown in an application example. [ABSTRACT FROM AUTHOR]

In this paper, we study the existence of analytic invariant curves of an iterative equationwhich is from Pielou's equation. By reducing the equation with the Schröder transformation to an auxiliary equation, the author discusses not only that the constantat resonance, i.e. at a root of the unity, but also thosenear resonance under the Brjuno condition. [ABSTRACT FROM AUTHOR]

In this paper, we give a review on rigorous and numerical results for amplitude equations. We focus on the Swift-Hohenberg equation and the Burgers' equation in order to determine the quality of the approximation and the impact of degenerate noise on the approximating equation. [ABSTRACT FROM AUTHOR]

Huang and Liu [Generalized scrambling indices of primitive a digraph, Linear Algebra Appl. 433 (2010), pp. 1798–1808] gave the definitions of the generalized μ-scrambling indices and the generalized scrambling indices of a primitive digraph and also provided some exact lower and upper bounds for the generalized scrambling indices of various classes of primitive digraphs. In this paper, we give some exact lower and upper bounds for the generalized μ-scrambling indices of various classes of primitive digraphs. [ABSTRACT FROM PUBLISHER]

In this paper, a quadratic B-spline finite-element method is proposed for solving the coupled Schrodinger-Boussinesq equations numerically. A semi-discrete finite-element scheme is constructed for this system. The existence and uniqueness of the numerical solutions and the convergence of the discrete scheme are discussed. Numerical results indicate that the proposed method is accurate and efficient. [ABSTRACT FROM AUTHOR]

Kolodko and Schoenmakers (2006) and Bender and Schoenmakers (2006) introduced a policy iteration that allows the achievement of a tight lower approximations of the price for early exercise options via a nested Monte Carlo simulation in a Markovian setting. In this paper we enhance the algorithm by a scenario selection method. It is demonstrated by numerical examples that the scenario selection can significantly reduce the number of inner simulations actually performed, and thus can greatly speed up the method (by up to a factor of 15 in some examples). Moreover, it is shown that the modified algorithm retains the desirable properties of the original, such as the monotone improvement property, termination after a finite number of iteration steps, and numerical stability. [ABSTRACT FROM AUTHOR]

The Reissner-Mindlin plate model for calculation of functionally graded materials has been proposed in literature by using shear correction coefficient of homogeneous model. However, this use is a priori not appropriate for the gradient material. Identification of the transverse shear factors is thus investigated in this paper. The transverse shear stresses are derived by using energy considerations from the expression of membrane stresses. Using the obtained transverse shear factor, a numerical analysis is performed on a simply supported FG square plate whose elastic properties are isotropic at each point and vary through the thickness according to a power law distribution. The numerical results of a static analysis are compared with available solutions from previous studies. [ABSTRACT FROM AUTHOR]

This paper studies a fully adaptive splitting method for the numerical solution of two-dimensional quenching differential equations. The non-uniform adaptive mesh is established in space and time via standard arc-length formulations. We concentrate on the monotonic property of the numerical algorithm developed since the issue is fundamental for this type of nonlinear singular differential equations. Numerical examples are given to illustrate our computational results as well as the quenching phenomena approximated. [ABSTRACT FROM AUTHOR]

In this paper, we study the solution of a certain non-smooth eigenvalue problem, using operator-splitting methods to solve an equivalent, constrained minimization problem. We present the Marchuk-Yanenko and Peaceman-Rachford schemes for solving the problem and compare their performance numerically on some model problems. The Peaceman-Rachford scheme turns out to be superior to the Marchuk-Yanenko scheme in terms of accuracy and computational efficiency. [ABSTRACT FROM AUTHOR]

The aim of this paper is to introduce a new type of stochastic optimal topology design method where the loads are given randomly. The standard stochastic mathematical programming problem is based on penalized minimum weight design procedure subjected to a probabilistic compliance constraint due to the loading uncertainties. If the probability of the compliance constraint is given by the use of recommendation of Prekopa this probabilistic expression can be substituted with an equivalent one and used as a deterministic constraint in the original problem. In the numerical method, optimality criteria procedure is applied. The application is illustrated by numerical examples. [ABSTRACT FROM AUTHOR]

In this paper we investigated the asymptotic behaviour at 0 and infinity of the distributional wavelet transform. Assuming that the wavelet transform Wg f(b, a) has the ordinary asymptotic behaviour at 0 (resp. at infinity) with respect to both variables (resp. to the variable b), we obtained the result for the quasiasymptotic behaviour (resp. the S-asymptotics) at 0 (resp. at infinity) of the distribution f∈S'(). Additionally, we proved that the distribution [image omitted] has the S-asymptotics at infinity equal to zero if its wavelet transform Wg f(b, a) has the S-asymptotics at infinity with respect to the variable b. [ABSTRACT FROM AUTHOR]

This paper discusses the ‘continuity correction’ that should be applied to relate the prices of discretely sampled barrier options and their continuously-sampled equivalents. Using a matched asymptotic expansions approach it is shown that the correction of Broadie, Glasserman & Kou (Mathematical Finance 7, 325 (1997)) can be applied in a very wide variety of cases. The correction to higher order is calculated in terms of the expansion parameter (the scaled time between resets) and it is shown how to apply the correction in jump-diffusion and local volatility models. [ABSTRACT FROM AUTHOR]

The paper discusses the ‘continuity correction’ that should be applied to connect the prices of discretely sampled American put options (i.e. Bermudan options) and their continuously-sampled equivalents. Using a matched asymptotic expansions approach the correction is computed and related to that discussed by Broadie, Glasserman & Kou (1997) (Mathematical Finance, 7, p.325 for barrier options. In the Bermudan case, the continuity correction is an order of magnitude smaller than in the corresponding barrier problem. It is also shown that the optimal exercise boundary in the discrete case is slightly higher than in the continuously sampled case. [ABSTRACT FROM AUTHOR]

This paper is devoted to the study of the existence of extremal solutions to a first-order initial value problem on an interval of an arbitrary time scale. We prove the existence of extremal solutions for problems satisfying Carathéodory's conditions. Moreover, they are approximated uniformly by a sequence of lower and upper solutions to this problem, respectively. We also can warrant the existence and approximation of extremal solutions for the problem by relaxing their continuity properties. [ABSTRACT FROM AUTHOR]

This paper studies the stability properties of a nonstandard finite difference (NSFD) scheme used to simulate the dynamics of a mouse population model in hantavirus epidemics. It is shown that this difference scheme and the underlying system of differential equations have the same dynamics. The proof uses the fact that the total population obeys the logistic equation, as well as techniques from calculus, graphical analysis, and dynamical systems. [ABSTRACT FROM AUTHOR]

In this paper a Petrov–Galerkin method is used to derive a numerical solution for the K (2, 2) equation, where we have chosen cubic B-splines as test functions and piecewise linear functions as trial functions. The product approximation technique is applied to the nonlinear terms. A Crank–Nicolson scheme is used to discertize in time. A nonlinear pentadiagonal system is obtained. We solve this system by Newton’s method and a linearization technique. The accuracy and stability of the scheme have been investigated. The single compacton solution and the conserved quantities are used to assess the accuracy of the scheme. The interaction of two compactons are displayed and the numerical results have shown that this compacton exhibits a soliton-like solution. [ABSTRACT FROM AUTHOR]

The aim of our paper is to provide a new class of five-phase anti-lock brake algorithms (that use wheel deceleration logic-based switching) and a simple mathematical background that explains their behavior. First, we completely characterize the conditions required for our algorithm to work. Next, we explain how to compute analytically an approximation of the Poincaré map of the system (without using numerical integration) and show how to calibrate the algorithm’s parameters to obtain the most efficient limit cycle. [ABSTRACT FROM AUTHOR]

This paper presents a rationalization of a class of space B-spline curves whose base functions can be arbitrary (algebraic polynomial or non-algebraic polynomial). Based on the theory of the three-dimensional projective transform and the construction of an appropriate sequence of projective transforms, we perform a piecewise rationalization of this class of space B-spline curves such that the resulting generalized rational B-spline curves preserve piecewise geometric invariance in the sense of projective transform. By introducing a geometric point (called the weight centre) composed of weight coefficients and using it as the basic point and four control vertexes as coordinate points, a projective coordinate system is constructed piecewise. Thus a non-homogeneous coordinate ( i.e . rational coordinate) representation of the curve in the projective coordinate system is also obtained, where the weight coefficient groups are the gravity centre coordinates of the weight centre about the coordinate quadri-point figure and the base function groups are homogeneous projective coordinates of the curve. Furthermore, we give the curve’s projective coordinate sequence corresponding to a new weight coefficient sequence when the weight coefficients are changed, show that the new rational curve preserves piecewise projective invariance and finally conclude that space cubic non-uniform rational B-spline (NURBS) curves are special case of the above conclusions. [ABSTRACT FROM AUTHOR]

In this paper we develop some techniques to obtain global hyperbolicity for a certain class of endomorphisms of with This kind of endomorphisms are obtained from vectorial difference equations where the mapping defining these equations satisfy a circulant condition. In particular, we show that one-parameter families of these quadratic endomorphisms are hyperbolic for large values of the parameter. [ABSTRACT FROM AUTHOR]

In this paper consistency problems for multi-factor jump-diffusion models, where the jump parts follow multivariate point processes are examined. First the gap between jump-diffusion models and generalized Heath-Jarrow-Morton (HJM) models is bridged. By applying the drift condition for a generalized arbitrage-free HJM model, the consistency condition for jump-diffusion models is derived. Then a cause is considered in which the forward rate curve has a separable structure, and a specific version of the general consistency condition is obtained. In particular, a necessary and sufficient condition for a jump-diffusion model to be affine is provided. Finally the Nelson-Siegel type of forward curve structures is discussed. It is demonstrated that under regularity condition, there exists no jump-diffusion model consistent with the Nelson-Siegel curves. [ABSTRACT FROM AUTHOR]

Theon's ladder is an ancient algorithm for calculating rational approximations for . It features two columns of integers (called a ladder), in which the ratio of the two numbers in each row is an approximation to . It is remarkable for its simplicity. This algorithm can easily be generalized to find rational approximations to any square root. In this paper we show how Theon's original method is naturally generalized for the calculation of any root, , where 1

We consider the problem of efficiently breaking a graph into small components by removing edges. One measure of how easily this can be done is the edge-tenacity. Given a set of edges of G , the score of S is defined as sc( S )=[| S |+t ( G - S )]/[ w ( G - S )]. Formally, the edge-tenacity of a graph G is defined as T '( G )=min sc( S ), where the minimum is taken over all edge-sets S of G . A subset S of E ( G ) is said to be a T '-set of G if T '( G )=sc( S ). Note that if G is disconnected, the set S may be empty. For any graph G , t( G - S ) is the number of vertices in the largest component of G - S and w ( G - S ) is the number of components of G - S . The middle graph M ( G ) of a graph G is the graph obtained from G by inserting a new vertex into every edge of G and by joining by edges those pairs of these new vertices which lie on adjacent edges of G . In this paper, we give the edge-tenacity of the middle graph of specific families of graphs and its relationships with other parameters. [ABSTRACT FROM AUTHOR]

The p -centre problem is to locate p facilities on a network so as to minimize the largest distance from a demand point to its nearest facility. The problem is NP-complete for an arbitrary network. In this paper, genetic algorithms (GAs) to solve this problem are developed via two different representations. The nodes are taken as weighted, and the demand points are assumed to coincide with the nodes. Computational results obtained from the proposed GAs for different network sizes and different values of p are presented and compared for two different representations. [ABSTRACT FROM AUTHOR]

This paper is concerned with the analysis of the discontinuous Galerkin finite element method applied to the space semidiscretization of nonlinear nonstationary convection-diffusion problems. The attention is paid to the derivation of the method and the investigation of error estimates for schemes with a symmetric as well as nonsymmetric discretization of diffusion terms and with the interior and boundary penalty. The theoretical results are illustrated by numerical experiments. [ABSTRACT FROM AUTHOR]

Let p be a continuous seminorm on a real locally convex space X. The current paper is concerned with the problem of restricted p-centers in X. Characterizations of restricted p-centers and strongly unique restricted p-centers with respect to a “sun” are provided, and then some recent results due to Laurent and Pai [9] are extended and improved. [ABSTRACT FROM AUTHOR]

In the paper, a Frattini-like subgroup associated with a class ?? of simple groups is introduced and analyzed. The corresponding ??-saturated formations are exactly the ??-local ones introduced by Förster. Our techniques are also useful to highlight the properties and behavior of ?-local formations. In fact, extensions and improvements of several results of Shemetkov are natural consequences of our study. [ABSTRACT FROM AUTHOR]

The algebras M a , b ( E ) ? E and M a + b ( E ) are PI equivalent over a field of characteristic 0 where E is the infinite-dimensional Grassmann algebra. This result is a part of the well-known tensor product theorem. It was first proved by Kemer in 1984–1987 (see Kemer 1991); other proofs of it were given by Regev (1990), and in several particular cases, by Di Vincenzo (1992), and by the authors (2004). Using graded polynomial identities, we obtain a new elementary proof of this fact and show that it fails for the T-ideals of the algebras M 1, 1 ( E ) ? E and M 2 ( E ) when the base field is infinite and of characteristic p > 2. The algebra M a , a ( E ) ? E satisfies certain graded identities that are not satisfied by M 2 a ( E ). In another paper we proved that the algebras M 1, 1 ( E ) and E ? E are not PI equivalent in positive characteristic, while they do satisfy the same multilinear identities. [ABSTRACT FROM AUTHOR]

In the procedure of steady-state hierarchical optimization for large-scale industrial processes, it is often necessary that the control system responds to a sequence of step function-type control decisions with distinct magnitudes. In this paper a set of iterative learning controllers are de-centrally embedded into the procedure of the steady-state optimization. This generates upgraded sequential control signals and thus improves the transient performance of the discrete-time large-scale systems. The convergence of the updating law is derived while the intervention from the distinction of the scales is analysed. Further, an optimal iterative learning control scheme is also deduced by means of a functional derivation. The effectiveness of the proposed scheme and the optimal rule is verified by simulation. [ABSTRACT FROM AUTHOR]

There has been a considerable number of recent discussions on applications of different types of dynamic derivatives. The dynamic derivatives not only play a central role in time scales theory and methods, but also provide a remarkable way of approximations in mathematical modelling and computational applications. In this paper, we will explore connections between existing dynamic and conventional derivatives over the time scales used. We will show that while first order dynamic derivatives provide acceptable accuracies in approximating conventional derivatives, second order dynamic derivatives are in general inconsistent with conventional derivatives. It is evident that, before incorporating structures of particular time scales used into the dynamic derivative formulae properly, one needs to be prudential when bridging discrepancies between the differential and difference equations modelling similar applications by higher order dynamic derivatives. Numerical experiments are given to further illustrate our conclusions. [ABSTRACT FROM AUTHOR]

A right ideal I of a ring R is called a comparizer right ideal if for all right ideals A, B of R, either A ⊆ B or BI ⊆ A. For every ring R there exists the largest comparizer ideal C1(R) of R, and higher comparizer ideals Cα(R) can be defined inductively. In this paper, comparizer right ideals and relationships between the iterated comparizer ideal and some classical radicals of R are studied. Obtained results generalize some properties of right chain rings, right distributive rings, right Bezout rings and rings with comparability. [ABSTRACT FROM AUTHOR]