On extremal solutions to stochastic control problems, II

The set of attainable laws of the joint state-control process of a controlled diffusion is analyzed from a convex analytic viewpoint. Various equivalence relations depending on one-dimensional marginals thereof are defined on this set and the corresponding equivalence classes are studied.

Extremal Solutions for a Class of Functional Differential Equations

We study, in Carathéodory assumptions, existence, continuation and continuous dependence of extremal solutions for an abstract and rather general class of hereditary differential equations. By some examples we prove that, unlike the nonfunctional case, solved Cauchy problems for hereditary differential equations may not have local extremal solutions.

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.

The geometry of optimal control solutions on some six dimensional lie groups

This paper examines optimal solutions of control systems with drift defined on the orthonormal frame bundle of particular Riemannian manifolds of constant curvature. The manifolds considered here are the space forms Euclidean space E-3, the spheres S-3 and the hyperboloids H-3 with the corresponding frame bundles equal to the Euclidean group of motions SE(3), the rotation group SO(4) and the Lorentz group SO(1,3). The optimal controls of these systems are solved explicitly in terms of elliptic functions. In this paper, a geometric interpretation of the extremal solutions is given with particular emphasis to a singularity in the explicit solutions. Using a reduced form of the Casimir functions the geometry of these solutions are illustrated.

Attractive holographic c-functions

Using the attractor mechanism for extremal solutions in N = 2 gauged supergravity, we construct a c-function that interpolates between the central charges of theories at ultraviolet and infrared conformal fixed points corresponding to anti-de Sitter geometries. The c-function we obtain is couched purely in terms of bulk quantities and connects two different dimensional CFTs at the stable conformal fixed points under the RG flow.

Integrating Hamiltonian systems defined on the Lie groups SO(4) and SO(1,3)

This paper examines optimal solutions of control systems with drift defined on the orthonormal frame bundle of particular Riemannian manifolds of constant curvature. The manifolds considered here are the space forms Euclidean space E³, the spheres S³ and the hyperboloids H³ with the corresponding frame bundles equal to the Euclidean group of motions SE(3), the rotation group SO(4) and the Lorentz group SO(1,3). The optimal controls of these systems are solved explicitly in terms of elliptic functions. In this paper, a geometric interpretation of the extremal solutions is given with particular emphasis to a singularity in the explicit solutions. Using a reduced form of the Casimir functions the geometry of these solutions is illustrated.

Superstrings in 2D backgrounds with R-R flux and new extremal black holes

The hybrid formalism is used to quantize the superstring compactified to two-dimensional target-space in a manifestly spacetime supersymmetric manner. A quantizable sigma model action is then constructed for the type II superstring in curved two-dimensional supergravity backgrounds which can include Ramond-Ramond flux. Such curved backgrounds include Calabi-Yau fourfold compactifications with Ramond-Ramond flux, and new extremal black hole solutions in two-dimensional dilaton supergravity theory. These black hole solutions are a natural generalization of the CGHS model and might be possible to describe using a supergroup version of the SL(2, R)/U(1) WZW model. We also study some dynamical aspects of the new black holes, such as formation and evaporation. (C) 2001 Published by Elsevier B.V. B.V.

Solutions for the flow of a micropolar fluid in a porous channel

How various additives can increase some cardio-vascular diseases and effects of transport for albumin and glucose through permeable membranes are some important studies in biomechanics. The rolling phenomena of the leucocytes gives rise to an inflammatory reaction along a vascular wall. Initiated by Eringen [5], a micropolar fluid is a satisfactory model for flows of fluids which contain micro-constituents which can undergo rotation.