Probabilistic Approach to the Neumann Problem for a Symmetric Operator

2000 Mathematics Subject Classification: Primary 60J45, 60J50, 35Cxx; Secondary 31Cxx.

Dense Subdifferentiability and Trustworthiness for Arbitrary Subdifferentials

2000 Mathematics Subject Classification: 49J52, 49J50, 58C20, 26B09.

Viable solutions to nonautonomous inclusions without convexity

The existence of viable solutions is proven for nonautonomous upper semicontinuous differential inclusions whose right-hand side is contained in the Clarke subdifferential of a locally Lipschitz continuous function.

Random extremal solutions of differential inclusions

Given a Lipschitz continuous multifunction $F$ on ${\mathbb{R}}^{n}$, we construct a probability measure on the set of all solutions to the Cauchy problem $\dot x\in F(x)$ with $x(0)=0$. With probability one, the derivatives of these random solutions take values within the set $ext F(x)$ of extreme points for a.e.~time $t$. This provides an alternative approach in the analysis of solutions to differential inclusions with non-convex right hand side.

Some results on orbifold quotients and related objects

The quotient of a finite-dimensional Euclidean space by a finite linear group inherits different structures from the initial space, e.g. a topology, a metric and a piecewise linear structure. The question when such a quotient is a manifold leads to the study of finite groups generated by reflections and rotations, i.e. by orthogonal transformations whose fixed point subspace has codimension one or two. We classify such groups and thereby complete earlier results by M. A. Mikhaîlova from the 70s and 80s. Moreover, we show that a finite group is generated by reflections and) rotations if and only if the corresponding quotient is a Lipschitz-, or equivalently, a piecewise linear manifold (with boundary). For the proof of this statement we show in addition that each piecewise linear manifold of dimension up to four on which a finite group acts by piecewise linear homeomorphisms admits a compatible smooth structure with respect to which the group acts smoothly. This solves a challenge by Thurston and confirms a conjecture by Kwasik and Lee. In the topological category a counterexample to the above mentioned characterization is given by the binary icosahedral group. We show that this is the only counterexample up to products. In particular, we answer the question by Davis of when the underlying space of an orbifold is a topological manifold. As a corollary of our results we generalize a fixed point theorem by Steinberg on unitary reflection groups to finite groups generated by reflections and rotations. As an application thereof we answer a question by Petrunin on quotients of spheres.

Exact Solution of Bayes and Minimax Change-Detection Problems

The challenge of detecting a change in the distribution of data is a sequential decision problem that is relevant to many engineering solutions, including quality control and machine and process monitoring. This dissertation develops techniques for exact solution of change-detection problems with discrete time and discrete observations. Change-detection problems are classified as Bayes or minimax based on the availability of information on the change-time distribution. A Bayes optimal solution uses prior information about the distribution of the change time to minimize the expected cost, whereas a minimax optimal solution minimizes the cost under the worst-case change-time distribution. Both types of problems are addressed. The most important result of the dissertation is the development of a polynomial-time algorithm for the solution of important classes of Markov Bayes change-detection problems. Existing techniques for epsilon-exact solution of partially observable Markov decision processes have complexity exponential in the number of observation symbols. A new algorithm, called constellation induction, exploits the concavity and Lipschitz continuity of the value function, and has complexity polynomial in the number of observation symbols. It is shown that change-detection problems with a geometric change-time distribution and identically- and independently-distributed observations before and after the change are solvable in polynomial time. Also, change-detection problems on hidden Markov models with a fixed number of recurrent states are solvable in polynomial time. A detailed implementation and analysis of the constellation-induction algorithm are provided. Exact solution methods are also established for several types of minimax change-detection problems. Finite-horizon problems with arbitrary observation distributions are modeled as extensive-form games and solved using linear programs. Infinite-horizon problems with linear penalty for detection delay and identically- and independently-distributed observations can be solved in polynomial time via epsilon-optimal parameterization of a cumulative-sum procedure. Finally, the properties of policies for change-detection problems are described and analyzed. Simple classes of formal languages are shown to be sufficient for epsilon-exact solution of change-detection problems, and methods for finding minimally sized policy representations are described.

Homogenization of the p-Laplacian with nonlinear boundary condition on critical size particles: Identifying the strange term for the some non smooth and multivalued operators

We extend previous papers in the literature concerning the homogenization of Robin type boundary conditions for quasilinear equations, in the case of microscopic obstacles of critical size: here we consider nonlinear boundary conditions involving some maximal monotone graphs which may correspond to discontinuous or non-Lipschitz functions arising in some catalysis problems.

A functional representation of almost isometries

For each quasi-metric space X we consider the convex lattice SLip(1)(X) of all semi-Lipschitz functions on X with semi-Lipschitz constant not greater than 1. If X and Y are two complete quasi-metric spaces, we prove that every convex lattice isomorphism T from SLip(1)(Y) onto SLip(1)(X) can be written in the form Tf = c . (f o tau) + phi, where tau is an isometry, c > 0 and phi is an element of SLip(1)(X). As a consequence, we obtain that two complete quasi-metric spaces are almost isometric if, and only if, there exists an almost-unital convex lattice isomorphism between SLip(1)(X) and SLip(1) (Y).