Applied Mathematics Commons^™

Identifiability, Sequentiality And Infinity, Jose L. Menaldi

Mathematics Faculty Research Publications

Abstract: A definition of identifiable-sets is used with sequential analysis to establish a realm of mathematics. Within this imaginary world, a specific consonant between infinite sets and sequentiality is reached.  This consonant allows some mathematical constructions to model pieces of the reality, based on dual philosophy and physics itself.  There is an effort made to render this understandable for the scientific community.

Finite Hybrid- And Semi-Markov Chains, Jose L. Menaldi, Maurice Robin

Mathematics Faculty Research Publications

The ergodic behaviour of finite Markov chains having also instantaneous transition are considered. Some estimates are obtained which complement our previous work [29]. Also, an optimal switching control model for semi-Markov chains is analysed, without any particular assumptions on the recurrent classes.

Ergodic Switching Control For Markov-Feller Processes Ii, Jose L. Menaldi, Maurice Robin

Mathematics Faculty Research Publications

This is the continuation of Part I [14], where we considered control problems with long term average (or ergodic) cost for Markov switching processes (zt , nt ), nt being a discrete component with values in a finite set N . The control acts only on this discrete component and consists of immediate switching actions. We solve the ergodic problem in several situations extending previous works, mainly when zt is a reflected diffusion with or without jumps and when the set of control values is strictly smaller than N . In this Part II, we conclude our theoretical analysis with …

Ergodic Switching Control For Markov-Feller Processes I, Jose L. Menaldi, Maurice Robin

Mathematics Faculty Research Publications

We consider control problems with long term average (or ergodic) cost for Markov switching processes (zt, nt ), nt being a discrete component with values in a finite set N . The control acts only on this discrete component and consists of immediate switching actions. We solve the ergodic problem in several situations extending previous works, mainly when zt is a reflected diffusion with or without jumps and when the set of control values is strictly smaller than N .

Study Of Bounds For Effective Moduli Of Polycrystals And Composites Using Variational Principle For Probabilistic Measures, Md. Tofiqul Islam

Wayne State University Dissertations

Tensors that are invariant with respect to subgroups of 3D group of rotations were constructed first by Lokhin and Sedov (J. Appl. Math. Mech. (PMM), 1963, 27, 597-629). In this paper we do one more step and derive formulas for the elastic modulus tensors for all symmetry groups from the Lokhin-Sedov results. The tensor basis obtained in this way has an advantage of being built upon the same tensors that are used in construction of nonlinear tensor functions. One consequence of the formulas derived is that the number of types of anisotropic elastic behaviors is ten. There is a long- …

The Gelfand Problem For The Infinity Laplacian, Fernando Charro, Byungjae Son, Peiyong Wang

Mathematics Faculty Research Publications

We study the asymptotic behavior as p → ∞ of the Gelfand problem

−Δ_pu = λe^u in Ω ⊂ Rⁿ, u = 0 on ∂Ω.

Under an appropriate rescaling on u and λ, we prove uniform convergence of solutions of the Gelfand problem to solutions of

min{|∇_u|−Λe^u, −Δ_∞u} = 0 in Ω, u = 0 on ∂Ω.

We discuss existence, non-existence, and multiplicity of solutions of the limit problem in terms of Λ.

Asymptotic Mean-Value Formulas For Solutions Of General Second-Order Elliptic Equations, Pablo Blanc, Fernando Charro, Juan J. Manfredi, Julio D. Rossi

Mathematics Faculty Research Publications

We obtain asymptotic mean-value formulas for solutions of second-order elliptic equations. Our approach is very flexible and allows us to consider several families of operators obtained as an infimum, a supremum, or a combination of both infimum and supremum, of linear operators. The families of equations that we consider include well-known operators such as Pucci, Issacs, and k-Hessian operators.

Sequences Of Random Matrices Modulated By A Discrete-Time Markov Chain, Huy Nguyen

Wayne State University Dissertations

In this dissertation, we consider a number of matrix-valued random sequences that are modulated by a discrete-time Markov chain having a finite space.Assuming that the state space of the Markov chain is large, our main effort in this work is devoted to reducing the complexity. To achieve this goal, our formulation uses time-scale separation of the Markov chain. The state-space of the Markov chain is split into subspaces. Next, the states of the Markov chain in each subspace are aggregated into a ``super'' state. Then we normalize the matrix-valued sequences that are modulated by the two-time-scale Markov chain. Under simple …

A C0 Finite Element Method For The Biharmonic Problem In A Polygonal Domain, Charuka Dilhara Wickramasinghe

Wayne State University Dissertations

This dissertation studies the biharmonic equation with Dirichlet boundary conditions in a polygonal domain. The biharmonic problem appears in various real-world applications, for example in plate problems, human face recognition, radar imaging, and hydrodynamics problems. There are three classical approaches to discretizing the biharmonic equation in the literature: conforming finite element methods, nonconforming finite element methods, and mixed finite element methods. We propose a mixed finite element method that effectively decouples the fourth-order problem into a system of one steady-state Stokes equation and one Poisson equation. As a generalization to the above-decoupled formulation, we propose another decoupled formulation using a …

Optimal Stopping Problems For A Family Of Continuous-Time Markov Processes, Héctor Jasso-Fuentes, Jose-Luis Menaldi, Fidel Vásquez-Rojas

Mathematics Faculty Research Publications

In this paper we study the well-know optimal stopping problem applied to a general family of continuous-time Markov process. The approach to follow is merely analytic and it is based on the characterization of stopping problems through the study of a certain variational inequality; namely one solution of this inequality will coincide with the optimal value of the stopping problem. In addition, by means of this characterization, it is possible to find the so-named continuation region, and as a byproduct obtaining the optimal stopping time. The most of the material is based on the semigroup theory, infinitesimal generators and resolvents. …

New Conforming Finite Elements Based On The De Rham Complexes For Some Fourth-Order Problems, Qian Zhang

Wayne State University Dissertations

In this dissertation, we discuss the conforming finite element discretization of high-order equations involving operators such as $(\curl\curl)^2$, $\grad\Delta\div$, and $-\curl\Delta\curl$. These operators appear in various models, such as continuum mechanics, inverse electromagnetic scattering theory, magnetohydrodynamics, and linear elasticity. Naively discretizing these operators and their corresponding eigenvalue problems using the existing $H^2$-conforming element would lead to spurious solutions in certain cases. Therefore, it is desirable to design conforming finite elements for equations containing these high-order differential operators.

The $\curl\curl$-conformity or $\grad\curl$-conformity requires that the tangential component of $\curl \bm u_h$ is continuous. Recall that the N\'ed\'elec element requires only the …

Basic Probability Theory, Jose Luis Menaldi

Mathematics Faculty Research Publications

Long title: Basic Probability Theory: Independent Random Variables and Sample Spaces. Chapters: Elementary Probability - Basic Probability - Canonical Sample Spaces - Working on Probability Spaces - A Solutions to Exercises.

Solving And Applications Of Multi-Facility Location Problems, Anuj Bajaj

Wayne State University Dissertations

This thesis is devoted towards the study and solving of a new class of multi-facility location problems. This class is of a great theoretical interest both in variational analysis and optimization while being of high importance to a variety of practical applications. Optimization problems of this type cannot be reduced to convex programming like, the much more investigated facility location problems with only one center. In contrast, such classes of multi-facility location problems can be described by using DC (difference of convex) programming, which are significantly more involved from both theoretical and numerical viewpoints.In this thesis, we present a new …

Mitigating Safety Concerns And Profit/Production Losses For Chemical Process Control Systems Under Cyberattacks Via Design/Control Methods, Helen Durand, Matthew Wegener

Chemical Engineering and Materials Science Faculty Research Publications

One of the challenges for chemical processes today, from a safety and profit standpoint, is the potential that cyberattacks could be performed on components of process control systems. Safety issues could be catastrophic; however, because the nonlinear systems definition of a cyberattack has similarities to a nonlinear systems definition of faults, many processes have already been instrumented to handle various problematic input conditions. Also challenging is the question of how to design a system that is resilient to attacks attempting to impact the production volumes or profits of a company. In this work, we explore a process/equipment design framework for …

Responsive Economic Model Predictive Control For Next-Generation Manufacturing, Helen Durand

Chemical Engineering and Materials Science Faculty Research Publications

There is an increasing push to make automated systems capable of carrying out tasks which humans perform, such as driving, speech recognition, and anomaly detection. Automated systems, therefore, are increasingly required to respond to unexpected conditions. Two types of unexpected conditions of relevance in the chemical process industries are anomalous conditions and the responses of operators and engineers to controller behavior. Enhancing responsiveness of an advanced control design known as economic model predictive control (EMPC) (which uses predictions of future process behavior to determine an economically optimal manner in which to operate a process) to unexpected conditions of these types …

Variational Analysis Of Composite Optimization, Ashkan Mohammadi

Wayne State University Dissertations

The dissertation is devoted to the study of the first- and second-order variational analysis of the composite functions with applications to composite optimization. By considering a fairly general composite optimization problem, our analysis covers numerous classes of optimization problems such as constrained optimization; in particular, nonlinear programming, second-order cone programming and semidefinite programming(SDP). Beside constrained optimization problems our framework covers many important composite optimization problems such as the extended nonlinear programming and eigenvalue optimization problem. In first-order analysis we develop the exact first-order calculus via both subderivative and subdifferential. For the second-order part we develop calculus rules via second-order subderivative …

Relaxation And Linear Programs On A Hybrid Control Model, Héctor Jasso-Fuentes, Jose-Luis Menaldi

Mathematics Faculty Research Publications

Some optimality results for hybrid control problems are presented. The hybrid model under study consists of two subdynamics, one of a standard type governed by an ordinary differential equation, and the other of a special type having a discrete evolution. We focus on the case when the interaction between the subdynamics takes place only when the state of the system reaches a given fixed region of the state space. The controller is able to apply two controls, each applied to one of the two subdynamics, whereas the state follows a composite evolution, of continuous type and discrete type. By the …

On Optimal Stopping And Impulse Control With Constraint, J. L. Menaldi, M. Robin

Mathematics Faculty Research Publications

The optimal stopping and impulse control problems for a Markov-Feller process are considered when the controls are allowed only when a signal arrives. This is referred to as control problems with constraint. In [28, 29, 30], the HJB equation was solved and an optimal control (for the optimal stopping problem, the discounted impulse control problem and the ergodic impulse control problem, respectively) was obtained, under suitable conditions, including a setting on a compact metric state space. In this work, we extend most of the results to the situation where the state space of the Markov process is locally compact.

Second-Order Generalized Differentiation Of Piecewise Linear-Quadratic Functions And Its Applications, Hong Do

Wayne State University Dissertations

The area of second-order variational analysis has been rapidly developing during the recent years with many important applications in optimization. This dissertation is devoted to the study and applications of the second-order generalized differentiation of a remarkable

class of convex extended-real-valued functions that is highly important in many aspects of nonlinear and variational analysis, specifically those related to optimization and stability.

The first goal of this dissertation is to compute the second-order subdifferential of the functions described above, which will be applied in the study of the stability of composite optimization problems associated with piecewise linear-quadratic functions, known as extended …

Switching Diffusions: Applications To Ecological Models, And Numerical Methods For Games In Insurance, Trang Thi-Huyen Bui

Wayne State University Dissertations

Recently, a class of dynamic systems called ``hybrid systems" containing both continuous dynamics and discrete events has been adapted to treat a wide variety of situations arising in many real-world situations. Motivated by such development, this dissertation is devoted to the study of dynamical systems involving a Markov chain as the randomly switching process. The systems studied include hybrid competitive Lotka-Volterra ecosystems and non-zero-sum stochastic differential games between two insurance companies with regime-switching.

The first part is concerned with competitive Lotka-Volterra model with Markov switching. A novelty of the contribution is that the Markov chain has a countable state space. …

On Some Ergodic Impulse Control Problems With Constraint, J. L. Menaldi, Maurice Robin

Mathematics Faculty Research Publications

This paper studies the impulse control of a general Markov process under the average (or ergodic) cost when the impulse instants are restricted to be the arrival times of an exogenous process, and this restriction is referred to as a constraint. A detailed setting is described, a characterization of the optimal cost is obtained as a solution of an HJB equation, and an optimal impulse control is identified.

Discrete-Time Hybrid Control In Borel Spaces: Average Cost Optimality Criterion, Héctor Jasso-Fuentes, José-Luis Menaldi, Tomás Prieto-Rumeau, Maurice Robin

Mathematics Faculty Research Publications

This paper addresses an optimal hybrid control problem in discrete-time with Borel state and action spaces. By hybrid we mean that the evolution of the state of the system may undergo deep changes according to structural modifications of the dynamic. Such modifications occur either by the position of the state or by means of the controller's actions. The optimality criterion is of a long-run ratio-average (or ratio-ergodic) type. We provide the existence of optimal average policies for this hybrid control problem by analyzing an associated dynamic programming equation. We also show that this problem can be translated into a standard …

Discrete-Time Hybrid Control In Borel Spaces, Héctor Jasso-Fuentes, José-Luis Menaldi, Tomás Prieto-Rumeau

Mathematics Faculty Research Publications

A discrete-time hybrid control model with Borel state and action spaces is introduced. In this type of models, the dynamic of the system is composed by two sub-dynamics affecting the evolution of the state; one is of a standard-type that runs almost every time and another is of a special-type that is active under special circumstances. The controller is able to use two different type of actions, each of them is applied to each of the two sub-dynamics, and the activations of these sub-dynamics are possible according to an activation rule that can be handled by the controller. The aim …

Sdes, Jumps And Estimates, Jose L. Menaldi

Mathematics Faculty Research Publications

Long Title: Stochastic Ordinary Differential Equations with Jumps: Theory and Estimates. Chapters: Stochastic Integrals - Initial Approach to SDEs - Estimates of SDEs - Other Formulations of SDEs - SDEs with Reflection - PDE Connections.

Switching Diffusion Systems With Past-Dependent Switching Having A Countable State Space, Hai Dang Nguyen

Wayne State University Dissertations

Emerging and existing applications in wireless communications, queueing networks, biological models, financial engineering, and social networks demand the

mathematical modeling and analysis of hybrid models in which continuous dynamics and discrete events coexist.

Assuming that the systems are in continuous times,

stemming from stochastic-differential-equation-based models and random discrete events,

switching diffusions come into being. In such systems, continuous states and discrete events

(discrete states)

coexist and interact.

A switching diffusion is a two-component process $(X(t),\alpha(t))$, a continuous component and a discrete component taking values in a discrete set (a set consisting of isolated points).

When the discrete component takes a …

Monotonicity Of Set-Valued Mappings And Full Stability Of General Parametrical Variational Systems, Dat Pham

Wayne State University Dissertations

The dissertation introduces and studies the notions of Lipschitzian and Holderian full stability of solutions to three-parametric variational systems described in the generalized equation formalism involving nonsmooth base mappings and partial subgradients of prox-regular functions acting in Hilbert spaces. Employing advanced tools and techniques of second-order variational analysis allows us to establish complete characterizations of, as well as directly variable sufficient conditions for, such full stability properties under mild assumptions. Furthermore, we derive exact formulas and effective quantitative estimates for the corresponding moduli.

Product Development Resilience Through Set-Based Design, Stephen H. Rapp

Wayne State University Dissertations

Often during a system Product Development program external factors or requirements change, forcing system design change. This uncertainty adversely affects program outcome, adding to development time and cost, production cost, and compromise to system performance. We present a development approach that minimizes the impacts, by considering the possibility of changes in the external factors and the implications of mid-course design changes. The approach considers the set of alternative designs and the burdens of a mid-course change from one design to another in determining the relative value of a specific design. The approach considers and plans parallel development of alternative designs …

On Some Impulse Control Problems With Constraint, Jose L. Menaldi, Maurice Robin

Mathematics Faculty Research Publications

The impulse control of a Markov–Feller process is considered when the impulses are allowed only when a signal arrives. This is referred to as an impulse control problem with constraint. A detailed setting is described, a characterization of the optimal cost is obtained using previous results of the authors on optimal stopping problems with constraint, and an optimal impulse control is identified.

On Some Optimal Stopping Problems With Constraint, J. L. Menaldi, M. Robin

Mathematics Faculty Research Publications

We consider the optimal stopping problem of a Markov process {x_t : t ≤ 0} when the controller is allowed to stop only at the arrival times of a signal, that is, at a sequence of instants {τ_n : n ≤ 1} independent of {x_t : t ≤ 0}. We solve in detail this problem for general Markov–Feller processes with compact state space when the interarrival times of the signal are independent identically distributed random variables. In addition, we discuss several extensions to other signals and to other cases of state spaces. These results …

The Mathematics Of Scientific Research: Scientometrics, Citation Metrics, And Impact Factors, Clayton Hayes

Library Scholarly Publications

This talk will consist of an introduction to the rationale behind the establishment of the field of Scientometrics, which attempts to measure and analyze the body of research done in the sciences. This is primarily through analyzing the connections between scientific journals, articles, and authors. I will cover the foundational works of Price and Garfield in the fields of citation networks and impact factor, respectively, and will give some historical context for these developments. I will also speak briefly on more recent developments in these areas, such as the Eigenfactor, author citation metrics, and (time permitting) alternative metrics.

Audience: …