Stochastic differential games with multiple modes

We have studied two person stochastic differential games with multiple modes. For the zero-sum game we have established the existence of optimal strategies for both players. For the nonzero-sum case we have proved the existence of a Nash equilibrium.

Multicriterion differential games with applications to combat problems

In this paper a theory for two-person zero sum multicriterion differential games is presented. Various solution concepts based upon the notions of Pareto optimality (efficiency), security and equilibrium are defined. These are shown to have interesting applications in the formulation and analysis of two target or combat differential games. The methods for obtaining outcome regions in the state space, feedback strategies for the players and the mode of play has been discussed in the framework of bicriterion zero sum differential games. The treatment is conceptual rather than rigorous.

Bicriterion differential games with qualitative outcomes

Combat games are studied as bicriterion differential games with qualitative outcomes determined by threshold values on the criterion functions. Survival and capture strategies of the players are defined using the notion of security levels. Closest approach survival strategies (CASS) and minimum risk capture strategies (MRCS) are important strategies for the players identified as solutions to four optimization problems involving security levels. These are used, in combination with the preference orderings of the qualitative outcomes by the players, to delineate the win regions and the secured draw and mutual kill regions for the players. It is shown that the secured draw regions and the secured mutual kill regions for the two players are not necessarily the same. Simple illustrative examples are given.

Controlled Diffusions with Constraints, II

We consider the ergodic control for a controlled nondegenerate diffusion when m other (m finite) ergodic costs are required to satisfy prescribed bounds. Under a condition on the cost functions that penalizes instability, the existence of an optimal stable Markov control is established by convex analytic arguments.

Exact-Solutions Of Linear Partial-Differential Equations With Variable-Coefficients

Backlund transformations relating the solutions of linear PDE with variable coefficients to those of PDE with constant coefficients are found, generalizing the study of Varley and Seymour [2]. Auto-Backlund transformations are also determined. To facilitate the generation of new solutions via Backlund transformation, explicit solutions of both classes of the PDE just mentioned are found using invariance properties of these equations and other methods. Some of these solutions are new.

Smoothed functional and Quasi-Newton algorithms for routing in multi-stage queueing network with constraints

We consider the problem of optimal routing in a multi-stage network of queues with constraints on queue lengths. We develop three algorithms for probabilistic routing for this problem using only the total end-to-end delays. These algorithms use the smoothed functional (SF) approach to optimize the routing probabilities. In our model all the queues are assumed to have constraints on the average queue length. We also propose a novel quasi-Newton based SF algorithm. Policies like Join Shortest Queue or Least Work Left work only for unconstrained routing. Besides assuming knowledge of the queue length at all the queues. If the only information available is the expected end-to-end delay as with our case such policies cannot be used. We also give simulation results showing the performance of the SF algorithms for this problem.

Unsteady Attachment Line Flow On A Flat-Plate With Attached Cylinder

The unsteady laminar incompressible boundary-layer attachment-line flow on a flat plate with attached cylinder with heat and mass transfer has been studied when the free stream velocity, mass transfer and surface wall temperature vary arbitrarily with time. The governing partial differential equations with three independent variables have been solved numerically using an implicit finite-difference scheme. The heat transfer was found to be strongly dependent on the Prandtl number, variation of wall temperature with time and dissipation parameter (for large times). However, the free stream velocity distribution and mass transfer affect both the heat transfer and skin friction.

Vibrations of a Beam in Variable Contact With a Flat Surface

We study small vibrations of cantilever beams contacting a rigid surface. We study two cases: the first is a beam that sags onto the ground due to gravity, and the second is a beam that sticks to the ground through reversible adhesion. In both cases, the noncontacting length varies dynamically. We first obtain the governing equations and boundary conditions, including a transversality condition involving an end moment, using Hamilton's principle. Rescaling the variable length to a constant value, we obtain partial differential equations with time varying coefficients, which, upon linearization, give the natural frequencies of vibration. The natural frequencies for the first case (gravity without adhesion) match that of a clamped-clamped beam of the same nominal length; frequencies for the second case, however, show no such match. We develop simple, if atypical, single degree of freedom approximations for the first modes of these two systems, which provide insights into the role of the static deflection profile, as well as the end moment condition, in determining the first natural frequencies of these systems. Finally, we consider small transverse sinusoidal forcing of the first case and find that the governing equation contains both parametric and external forcing terms. For forcing at resonance, w find that either the internal or the external forcing may dominate.

Unsteady three-dimensional boundary layer flow over a flat plate with attached cylinder

The unsteady laminar incompressible three-dimensional boundary layer flow and heat transfer on a flat plate with an attached cylinder have been studied when the free stream velocity components and wall temperature vary inversely as linear and quadratic functions of time, respectively. The governing semisimilar partial differential equations with three independent variables have been solved numerically using a quasilinear finite-difference scheme. The results indicate that the skin friction increases with parameter λ which characterizes the unsteadiness in the free stream velocity and the streamwise distance Image , but the heat transfer decreases. However, the skin friction and heat transfer are found to change little along Image . The effect of the Prandtl number on the heat transfer is found to be more pronounced when λ is small, whereas the effect of the dissipation parameter is more pronounced when λ is comparatively large.

The fully implicit stochastic-alpha method for stiff stochastic differential equations

A fully implicit integration method for stochastic differential equations with significant multiplicative noise and stiffness in both the drift and diffusion coefficients has been constructed, analyzed and illustrated with numerical examples in this work. The method has strong order 1.0 consistency and has user-selectable parameters that allow the user to expand the stability region of the method to cover almost the entire drift-diffusion stability plane. The large stability region enables the method to take computationally efficient time steps. A system of chemical Langevin equations simulated with the method illustrates its computational efficiency.

Semigroups on Frechet spaces and equations with infinite delays

In this paper, we show existence and uniqueness of a solution to a functional differential equation with infinite delay. We choose an appropriate Frechet space so as to cover a large class of functions to be used as initial functions to obtain existence and uniqueness of solutions.

Semigroups on Frechet spaces and equations with infinite delays

In this paper, we show existence and uniqueness of a solution to a functional differential equation with infinite delay. We choose an appropriate Frechet space so as to cover a large class of functions to be used as initial functions to obtain existence and uniqueness of solutions.

Unsteady mixed convection on the stagnation-point flow adjacent to a vertical plate with a magnetic field

An analysis is performed to study the unsteady combined forced and free convection flow (mixed convection flow) of a viscous incompressible electrically conducting fluid in the vicinity of an axisymmetric stagnation point adjacent to a heated vertical surface. The unsteadiness in the flow and temperature fields is due to the free stream velocity, which varies arbitrarily with time. Both constant wall temperature and constant heat flux conditions are considered in this analysis. By using suitable transformations, the Navier-Stokes and energy equations with four independent variables (x, y, z, t) are reduced to a system of partial differential equations with two independent variables (eta, tau). These transformations also uncouple the momentum and energy equations resulting in a primary axisymmetric flow, in an energy equation dependent on the primary flow and in a buoyancy-induced secondary flow dependent on both primary flow and energy. The resulting system of partial differential equations has been solved numerically by using both implicit finite-difference scheme and differential-difference method. An interesting result is that for a decelerating free stream velocity, flow reversal occurs in the primary flow after certain instant of time and the magnetic field delays or prevents the flow reversal. The surface heat transfer and the surface shear stress in the primary flow increase with the magnetic field, but the surface shear stress in the buoyancy-induced secondary flow decreases. Further the heat transfer increases with the Prandtl number, but the surface shear stress in the secondary flow decreases.

Unsteady mixed convection with double diffusion over a horizontal cylinder and a sphere within a porous medium

The combined effects of the permeability of the medium, magnetic field, buoyancy forces and dissipation on the unsteady mixed convection flow over a horizontal cylinder and a sphere embedded in a porous medium have been studied. The nonlinear coupled partial differential equations with three independent variables have been solved numerically using an implicit finite-difference scheme in combination with the quasilinearization technique. The skin friction, heat transfer and mass transfer increase with the permeability of the medium, magnetic field and buoyancy parameter. The heat and mass transfer continuously decrease with the stream-wise distance, whereas the skin friction increases from zero, attains a maximum and then decreases to zero. The skin friction, heat transfer and mass transfer are significantly affected by the free stream velocity distribution. The effect of dissipation parameter is found to be more pronounced on the heat transfer than on the skin friction and mass transfer