It is shown that under some conditions a collection of continuous mappings gives rise to a set-valued dynamical system. Using this it is further shown that under some other conditions the system ẋ(t) ∈ F(x(t)) is equivalent to a set-valued dynamical system.

The characteristic function of a lognormal random variable is calculated in closed form as a rapidly convergent series of Hermite functions in a logarithmic variable. The series coefficients are Nielsen numbers, defined recursively in terms of Riemann zeta functions. Divergence problems are avoided by deriving a functional differential equation, solving the equation by a de Bruijn integral transform, expanding the resulting reciprocal Gamma function kernel in a series, and then invoking a convergent termwise integration. Applications of the results and methods to the distribution of a sum of independent, not necessarily identical lognormal variables are discussed. The result is that a sum of lognormals is distributed as a sum of products of lognormal distributions. The case of two lognormal variables is outlined in some detail.

By using the continuation theorem of coincidence degree theory, a sufficient condition is obtained for the existence of a positive periodic solution of a predator-prey diffusion system.

This work is devoted to numerical studies of nearly optimal controls of systems driven by singularly perturbed Markov chains. Our approach is based on the ideas of hierarchical controls applicable to many large-scale systems. A discrete-time linear quadratic control problem is examined. Its corresponding limit system is derived. The associated asymptotic properties and near optimality are demonstrated by numerical examples. Numerical experiments for a continuous-time hybrid linear quadratic regulator with Gaussian disturbances and a discrete-time Markov decision process are also presented. The numerical results have not only supported our theoretical findings but also provided insights for further applications.

In a previous paper the authors have shown that the classical barrier function has an O(r) rate of convergence unless the problem is degenerate when it reduces O(r½). In this paper a modified barrier function algorithm is suggested which does not suffer from this problem. It turns out to have superior scaling properties which make it preferable to the classical algorithm, even in the nondegenerate case, if extrapolation is to be used to accelerate convergence.

The problem of estimating the limit f∞ of a sequence fn converging as fn − f∞ = O(n−λ) as n → ∞, where λ > 0, is discussed. Using the generalization of the ε-algorithm proposed recently by Vanden Broeck and Schwartz, an acceleration scheme is developed. The method is illustrated on several test sequences and compared to other acceleration procedures.

Jensen's inequality for the expectation of a convex function of a random variable is proved for a wide class of convex functions defined on a space of probability measures. The result is applied to statistical experiments using the concept of Blackwell-sufficiency. In particular, we show a monotonicity result for the expected information of Poisson-experiments. As an application to economics we consider the introduction of new production technologies.

In this paper we introduce an impulsive control model of a rumour process. The spreaders are classified as subscriber spreaders, who receive an initial broadcast of a rumour and start spreading it, and nonsubscriber spreaders who change from being an ignorant to being a spreader after encountering a spreader. There are two consecutive broadcasts. The first starts the rumour process. The objective is to time the second broadcast so that the final proportion of ignorants is minimised. The second broadcast reactivates as spreaders either the subscriber stiflers (Scenario 1) or all individuals who have been spreaders (Scenario 2). It is shown that with either scenario the optimal time for the second broadcast is always when the proportion of spreaders drops to zero.

This paper studies the stability of large-scale impulsive delay differential systems and impulsive neutral systems. By developing some impulsive delay differential inequalities and a comparison principle, sufficient conditions are derived for the stability of both linear and nonlinear large-scale impulsive delay differential systems and impulsive neutral systems. Examples are given to illustrate the main results.

We consider the following model that describes the spread of n types of epidemics which are interdependent on each other:

Our aim is to establish criteria such that the above system has one or multiple constant-sign periodic solutions (u1, u2, …, un), that is, for each 1 ≤ i ≤ n, ui, is periodic and θiui ≥ 0 where θi, ε (1, −1) is fixed. Examples are also included to illustrate the results obtained.

Ronney and Sivashinsky [2] and Buckmaster and Lee [1] have proposed a certain non-autonomous first order ordinary differential equation as a simple model for an expanding spherical flame front in a zero-gravity environment. Here we supplement their preliminary numerical calculations with some analysis and further numerical work. The results show that the solutions either correspond to quenching, or to steady flame front propagation, or to rapid expansion of the flame front, depending on two control parameters. A crucial component of our analysis is the construction of a barrier orbit which divides the phase plane into two parts. The location of this barrier orbit then determines the fate of orbits in the phase plane.

A unified analysis involving the solution of multiple integral equations via a simple singular integral equation with a Cauchy type kernel is presented to handle problems of surface water wave scattering by vertical barriers. Some well known results are produced in a simple and systematic manner.

The minimization of signal distortion was one approach applied successfully in the theory of optimum signal detection for arrays [3]. The processors considered operated on the input as received.

In some applications it is desirable to clip the received signal before processing and the problem of optimum processing of such clipped signals then arises. Several approaches to this problem are being studied, but the present paper is concerned with that based on minimum signal distortion.

In this paper, we prove a new regularity criterion in terms of the direction of vorticity for the weak solution to 3-D incompressible Navier-Stokes equations. Under the framework of Constantin and Fefferman, a more relaxed regularity criterion in terms of the direction of vorticity is established.

The generalized conditional symmetry method is applied to study the reduction to finite-dimensional dynamical systems and construction of exact solutions for certain types of nonlinear partial differential equations which have many physically significant applications in physics and related sciences. The exact solutions of the resulting equations are derived via the compatibility of the generalized conditional symmetries and the considered equations, which reduces to solving some systems of ordinary differential equations. For some unsolvable systems of ordinary differential equations, the dynamical behavior and qualitative properties are also considered. To illustrate that the approach has wide application, the exact solutions of a number of nonlinear partial differential equations are also given. The method used in this paper also provides a symmetry group interpretation to some known results in the literature which cannot be obtained by the nonclassical symmetry method due to Bluman and Cole.

In a recent paper estimates of the solutions of two nonlinear differential equations were made by use of the hypercircie method. Here exact solutions are given which are compared with those estimates.

We study an optimal control problem for a quasilinear parabolic equation which has delays in the highest order spatial derivative terms. The cost functional is Lagrange type and some terminal state constraints are presented. A Pontryagin-type maximum principle is derived.