A NEW PROOF OF OKAJI'S THEOREM FOR A CLASS OF SUM OF SQUARES OPERATORS

Let P be a linear partial differential operator with analytic coefficients. We assume that P is of the form ""sum of squares"", satisfying Hormander's bracket condition. Let q be a characteristic point; for P. We assume that q lies on a symplectic Poisson stratum of codimension two. General results of Okaji Show that P is analytic hypoelliptic at q. Hence Okaji has established the validity of Treves' conjecture in the codimension two case. Our goal here is to give a simple, self-contained proof of this fact.

Control charts for individual observations of a bivariate Poisson process

In this paper, three single-control charts are proposed to monitor individual observations of a bivariate Poisson process. The specified false-alarm risk, their control limits, and ARLs were determined to compare their performances for different types and sizes of shifts. In most of the cases, the single charts presented better performance rather than two separate control charts ( one for each quality characteristic). A numerical example illustrates the proposed control charts.

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

The Poisson-exponential lifetime distribution

In this paper we proposed a new two-parameters lifetime distribution with increasing failure rate. The new distribution arises on a latent complementary risk problem base. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulae for its reliability and failure rate functions, quantiles and moments, including the mean and variance. A simple EM-type algorithm for iteratively computing maximum likelihood estimates is presented. The Fisher information matrix is derived analytically in order to obtaining the asymptotic covariance matrix. The methodology is illustrated on a real data set. (C) 2010 Elsevier B.V. All rights reserved.

New Analytic Solution Related to the Richards, Philip, and Green-Ampt Equations for Infiltration

Based on physical laws of similarity, an analytic solution of the soil water potential form of the Richards equation was derived for water infiltration into a homogeneous sand. The derivation assumes a similarity between the soil water retention function and that of the soil water content profiles taken at fixed times. The new solution successfully described soil water content profiles experimentally measured for water infiltrating downward, upward, and horizontally into a homogeneous sand and agrees with that presented by Philip in 1957. The utility of this analysis is still to be verified, but it is expected to hold for soils that have a narrow pore-size distribution before wetting and that manifest a sharp increase of water content at the wetting front during infiltration. The effect of van Genuchten`s parameters alpha and n on the application of the solution to other porous media was investigated. The solution also improves and provides a more realistic description of the infiltration process than that pioneered by Green and Ampt in 1911.

Quantum noise in optical fibers. I. Stochastic equations

We analyze the quantum dynamics of radiation propagating in a single-mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known nonlinear effects and quantum-noise sources, including linear gain and loss. Both Markovian and frequency-dependent, non-Markovian reservoirs are treated. This treatment allows quantum Langevin equations, which have a classical form except for additional quantum-noise terms, to be calculated. In practical calculations, it is more useful to transform to Wigner or 1P quasi-probability operator representations. These transformations result in stochastic equations that can be analyzed by use of perturbation theory or exact numerical techniques. The results have applications to fiber-optics communications, networking, and sensor technology.

Elliptic Gaudin models and elliptic KZ equations

The Gaudin models based on the face-type elliptic quantum groups and the XYZ Gaudin models are studied. The Gaudin model Hamiltonians are constructed and are diagonalized by using the algebraic Bethe ansatz method. The corresponding face-type Knizhnik–Zamolodchikov equations and their solutions are given.

Periodic or Bounded Solutions of Carathéodory Systems of Ordinary Differential Equations

In this paper we extend the guiding function approach to show that there are periodic or bounded solutions for first order systems of ordinary differential equations of the form x1 =f(t,x), a.e. epsilon[a,b], where f satisfies the Caratheodory conditions. Our results generalize recent ones of Mawhin and Ward.

A demonstration of artificial dissipation effects in some finite volume solution methods for the Navier-Stokes equations

The artificial dissipation effects in some solutions obtained with a Navier-Stokes flow solver are demonstrated. The solvers were used to calculate the flow of an artificially dissipative fluid, which is a fluid having dissipative properties which arise entirely from the solution method itself. This was done by setting the viscosity and heat conduction coefficients in the Navier-Stokes solvers to zero everywhere inside the flow, while at the same time applying the usual no-slip and thermal conducting boundary conditions at solid boundaries. An artificially dissipative flow solution is found where the dissipation depends entirely on the solver itself. If the difference between the solutions obtained with the viscosity and thermal conductivity set to zero and their correct values is small, it is clear that the artificial dissipation is dominating and the solutions are unreliable.

On the graded quantum Yang-Baxter and reflection equations

We clarify the extra signs appearing in the graded quantum Yang-Baxter reflection equations, when they are written in a matrix form. We find the boundary K-matrix for the Perk-Schultz six-vertex model, thus give a general solution to the graded reflection equation associated with it.

New integrable boundary conditions for the q-deformed supersymmetric U model and Bethe ansatz equations

New classes of integrable boundary conditions for the q-deformed (or two-parameter) supersymmetric U model are presented. The boundary systems are solved by using the coordinate space Bethe ansatz technique and Bethe ansatz equations are derived. (C) 1998 Elsevier Science B.V.

Theory of multidimensional parametric band-gap simultons

Multidimensional spatiotemporal parametric simultons (simultaneous solitary waves) are possible in a nonlinear chi((2)) medium with a Bragg grating structure, where large effective dispersion occurs near two resonant band gaps for the carrier and second-harmonic field, respectively. The enhanced dispersion allows much reduced interaction lengths, as compared to bulk medium parametric simultons. The nonlinear parametric band-gap medium permits higher-dimensional stationary waves to form. In addition, solitons can occur with lower input powers than conventional nonlinear Schrodinger equation gap solitons. In this paper, the equations for electromagnetic propagation in a grating structure with a parametric nonlinearity are derived from Maxwell's equation using a coupled mode Hamiltonian analysis in one, two, and three spatial dimensions. Simultaneous solitary wave solutions are proved to exist by reducing the equations to the coupled equations describing a nonlinear parametric waveguide, using the effective-mass approximation (EMA). Exact one-dimensional numerical solutions in agreement with the EMA solutions are also given. Direct numerical simulations show that the solutions have similar types of stability properties to the bulk case, providing the carrier waves are tuned to the two Bragg resonances, and the pulses have a width in frequency space less than the band gap. In summary, these equations describe a physically accessible localized nonlinear wave that is stable in up to 3 + 1 dimensions. Possible applications include photonic logic and switching devices. [S1063-651X(98)06109-1].

Critical values for unit root and cointegration test statistics - the use of response surface equations

This note considers the value of surface response equations which can be used to calculate critical values for a range of unit root and cointegration tests popular in applied economic research.

Theory of modulational instability in Bragg gratings with quadratic nonlinearity

Modulational instability in optical Bragg gratings with a quadratic nonlinearity is studied. The electric field in such structures consists of forward and backward propagating components at the fundamental frequency and its second harmonic. Analytic continuous wave (CW) solutions are obtained, and the intricate complexity of their stability, due to the large number of equations and number of free parameters, is revealed. The stability boundaries are rich in structures and often cannot be described by a simple relationship. In most cases, the CW solutions are unstable. However, stable regions are found in the nonlinear Schrodinger equation limit, and also when the grating strength for the second harmonic is stronger than that of the first harmonic. Stable CW solutions usually require a low intensity. The analysis is confirmed by directly simulating the governing equations. The stable regions found have possible applications in second-harmonic generation and dark solitons, while the unstable regions maybe useful in the generation of ultrafast pulse trains at relatively low intensities. [S1063-651X(99)03005-6].

Vortices and solitons in Bose-condensates

The new science of nonlinear atom optics and atom lasers is evolving rapidly. There are similarities between many related areas in modern photonic and atom optics, particularly at the mean-field level. In both cases we can often use classical nonlinear wave equations to describe classical solitons, vortices, and other nonlinear structure. Atom-molecular coupling can be used to play the role of second-harmonic generation. This leads to novel types of soliton. In addition, quantum effects at low densities are likely to be readily observable.