Mathematics Commons^™

Full Stability In Optimization, Nghia Tran

Wayne State University Dissertations

The dissertation concerns a systematic study of full stability in general optimization models including its conventional Lipschitzian version as well as the new Holderian one. We derive various characterizations of both Lipschitzian and Holderian full stability in nonsmooth optimization, which are new in finite-dimensional and infinite-dimensional frameworks. The characterizations obtained are given in terms of second-order growth conditions and also via second-order generalized differential constructions of variational analysis. We develop effective applications of our general characterizations of full stability to

parametric variational systems including the well-known generalized equations and variational inequalities. Many relationships of full stability with the conventional notions …

Power Operations In The Kunneth And C_2-Equivariant Adams Spectral Sequences With Applications, Sean Michael Tilson

Wayne State University Dissertations

We construct Power operations in the K"unneth spectral sequence and the $C_2$ equivariant Adams spectral sequence. While the operations in the K"unneth spectral sequence are 0 in $Tor$, they still detect operations in the target of the spectral sequence. We then interpret these computations of the homotopy of relative smash products as being related to obstructions to having $E_infty$ ring maps. The operations in the $C_2$-equivariant Adams spectral sequence are a partial extension of the work of Bruner in cite{HRS} and have applications to motivic homotopy theory.

Discrete Littlewood-Paley-Stein Theory And Wolff Potentials On Homogeneous Spaces And Multi-Parameter Hardy Spaces, Yayuan Xiao

Wayne State University Dissertations

This dissertation consists of two parts:

In part I, We establish a new atomic decomposition of the multi-parameter Hardy spaces of homogeneous type and obtain the associated $H^p-L^p$ and $H^p-H^p$ boundedness criterions for singular integral operators. On the other hand, we compare the Wolff and Riesz potentials on spaces of homogenous type, followed by a Hardy-Littlewood-Sobolev type inequality. Then we drive integrability estimates of positive solutions to the Lane-Emden type integral systems on spaces of homogeneous type.

In part II, We establish a $(p,2)$-atomic decomposition of the Hardy space associated with different homogeneities for $0

Dg And Hdg Methods For Curved Structures, Li Fan

Wayne State University Dissertations

We introduce and analyze discontinuous Galerkin methods

for a Naghdi type arch model. We prove that, when the numerical traces are properly chosen, the methods display optimal convergence uniformly with respect to the thickness of the arch. These methods are thus free from membrane and shear locking.

We also prove that, when polynomials of degree $k$ are used,

{\em all} the numerical traces superconverge with a rate of order

h ^2k+1.

Based on the superconvergent phenomenon and we show how to

post-process them in an element-by-element fashion

to obtain a far better approximation. Indeed, we prove that,

if polynomials …

Qualitative Properties Of Solutions Of Fully Nonlinear Equations And Overdetermined Problems, Jiuyi Zhu

Wayne State University Dissertations

In section 2 of part I, We study the maximum principles and radial symmetry for viscosity solutions of fully nonlinear partial differential equations. We

obtain the radial symmetry and monotonicity properties for

nonnegative viscosity solutions of fully nonlinear equations under some asymptotic decay rate at infinity. Our symmetry and monotonicity results also

apply to Hamilton-Jacobi-Bellman or Isaccs equations. A new maximum

principle for viscosity solutions to fully nonlinear elliptic equations is established. In section 3, We establish Liouville-type theorems and decay estimates for viscosity solutions to a class of fully nonlinear elliptic equations or systems in half spaces without the …

Two-Time-Scale Systems In Continuous Time With Regime Switching And Their Applications, Yousef Talafha

Wayne State University Dissertations

This dissertation is focuses on near-optimal controls for stochastic differential equation with regime switching. The random switching is presented by a continuous-time Markov chain. We use the idea of relaxed control and mean of martingale formulation to show a weak convergence result.

The first chapter is devoted to the study of stochastic Li´enard equations with random switching. The motivation of our study stems from modeling of complex systems in which both continuous dynamics and discrete events are present. The continuous component is a solution of a stochastic Li´enard equation and the discrete component is a Markov chain with a finite …

Structure Borne Noise Analysis Using Helmholtz Equation Least Squares Based Forced Vibro Acoustic Components, Logesh Kumar Natarajan

Wayne State University Dissertations

This dissertation presents a structure-borne noise analysis technology that is focused on providing a cost-effective noise reduction strategy. Structure-borne sound is generated or transmitted through structural vibration; however, only a small portion of the vibration can effectively produce sound and radiate it to the far-field. Therefore, cost-effective noise reduction is reliant on identifying and suppressing the critical vibration components that are directly responsible for an undesired sound. However, current technologies cannot successfully identify these critical vibration components from the point of view of direct contribution to sound radiation and hence cannot guarantee the best cost-effective noise reduction.

The technology developed …

Nodal Geometry Of Eigenfunctions On Smooth Manifolds And Hardy-Littlewood-Sobolev Inequalities On The Heisenberg Group, Xiaolong Han

Wayne State University Dissertations

Part I: Let (M,g) be a n dimensional smooth, compact, and connected Riemannian manifold without boundary, consider the partial differential equation on M:

-Δu=Λu,

in which Δ is the Laplace-Beltrami operator. That is, u is an eigenfunction with eigenvalue Λ. We analyze the asymptotic behavior of eigenfunctions as Λ go to ∞ (i.e., limit of high energy states) in terms of the following aspects.

(1) Local and global properties of eigenfunctions, including several crucial estimates for further investigation.

(2) Write the nodal set of u as N={u=0}, estimate the size of N using Hausdorff measure. Particularly, surrounding the conjecture that …

S-Index: A Comprehensive Scholar Impact Index, Shlomo S. Sawilowsky

Theoretical and Behavioral Foundations of Education Faculty Publications

Limitations of impact indices to compare scholars across disciplines and time based only the number of publications and citations are discussed. The S-index, based on more comprehensive scholar impact factors, is proposed.

Spaces Of Sections Of Banach Algebra Bundles, Emmanuel Dror Farjoun, Claude Schochet

Mathematics Faculty Research Publications

Suppose that B is a G-Banach algebra over 𝔽 = ℝ or ℂ, X is a finite dimensional compact metric space, ζ : P → X is a standard principal G-bundle, and A_ζ = Γ(X,P x_G B) is the associated algebra of sections. We produce a spectral sequence which converges to π_∗(GL_oA_ζ) with

E_{_}²_p,q ≅ Ȟ^p(X ; π_q(GL_oB)).

A related spectral sequence converging to K_∗+1(A_ζ) (the real or complex topological …

Stabilization And Classification Of Poincare Duality Embeddings, John Whitson Peter

Wayne State University Dissertations

We define a space E(K,X) of Poincare Duality embeddings and show that such spaces admit a highly connected stabilization map.

This serves as a tool for classifying Poincare Duality embeddings in terms of the homotopy types of their complements. In

particular, a Poincare embedding gives rise to a fiberwise duality

map in the category of retractive spaces over X. We use this construction to obtain a highly connected classification map with target a moduli space of unstable complements for Poincare embeddings. As consequences, we obtain stabilization and classication results for

smooth embeddings.

Large Deviations Of Stochastic Systems And Applications, Qi He

Wayne State University Dissertations

This dissertation focuses on large deviations of stochastic systems with applications to optimal control and system identification. It encompasses analysis of two-time-scale Markov processes and system identification with regular and quantized data. First, we develops large deviations principles for systems driven by continuous-time Markov chains with twotime scales and related optimal control problems. A distinct feature of our setup is that the Markov chain under consideration is time dependent or inhomogeneous. The use of two time-scale formulation stems from the effort of reducing computational complexity in a wide variety of applications in control, optimization, and systems theory. Starting with a …

Consensus-Type Stochastic Approximation Algorithms, Yu Sun

Wayne State University Dissertations

This work is concerned with asymptotic properties of consensus-type algorithms for networked systems whose topologies switch randomly. The regime-switching process is modeled as a discrete-time Markov chain with a nite state space. The consensus control is achieved by designing stochastic approximation algorithms. In the setup, the regime-switching process (the Markov chain) contains a rate parameter

"Ε> 0 in the transition probability matrix that characterizes how frequently the topology switches. On the other hand, the consensus control algorithm uses a step-size Μ that denes how fast the network states are updated. Depending on their relative values, three distinct scenarios emerge. Under …

Second-Order Subdifferential Calculus With Applications To Tilt Stability In Optimization, Boris S. Mordukhovich, R T. Rockafellar

Mathematics Research Reports

The paper concerns the second-order generalized differentiation theory of variational analysis and new applications of this theory to some problems of constrained optimization in finitedimensional spaces. The main attention is paid to the so-called (full and partial) second-order subdifferentials of extended-real-valued functions, which are dual-type constructions generated by coderivatives of first-order sub differential mappings. We develop an extended second-order subdifferential calculus and analyze the basic second-order qualification condition ensuring the fulfillment of the principal secondorder chain rule for strongly and fully amenable compositions. The calculus results obtained in this way and computing the second-order subdifferentials for piecewise linear-quadratic functions and …

Finitely Presented Modules Over The Steenrod Algebra In Sage, Michael J. Catanzaro

Wayne State University Theses

No abstract provided.

Sensitivity Analysis For Two-Level Value Functions With Applications To Bilevel Programming, S Dempe, Boris S. Mordukhovich, B Zemkoho

Mathematics Research Reports

This paper contributes to a deeper understanding of the link between a now conventional framework in hierarchical optimization spread under the name of the optimistic bilevel problem and its initial more difficult formulation that we call here the original optimistic bilevel optimization problem. It follows from this research that, although the process of deriving necessary optimality conditions for the latter problem is more involved, the conditions themselves do not to a large extent differ from those known for the conventional problem. It has been already well recognized in the literature that for optimality conditions of the usual optimistic bilevel program …

Variational Analysis Of Marginal Functions With Applications To Bilevel Programming, Boris S. Mordukhovich, Nguyen Mau Nam, Hung M. Phan

Mathematics Research Reports

This paper pursues a twofold goal. First to derive new results on generalized differentiation in variational analysis focusing mainly on a broad class of intrinsically nondifferentiable marginal/value functions. Then the results established in this direction apply to deriving necessary optimality conditions for the optimistic version of bilevel programs that occupy a remarkable place in optimization theory and its various applications. We obtain new sets of optimality conditions in both smooth and smooth settings of finite-dimensional and infinite-dimensional spaces.

Several Approaches For The Derivation Of Stationary Conditions For Elliptic Mpecs With Upper-Level Control Constraints, M Hintermüller, Boris S. Mordukhovich, T Surowiec

Mathematics Research Reports

The derivation of multiplier-based optimality conditions for elliptic mathematical programs with equilibrium constraints (MPEC) is essential for the characterization of solutions and development of numerical methods. Though much can be said for broad classes of elliptic MPECs in both polyhedric and non-polyhedric settings, the calculation becomes significantly more complicated when additional constraints are imposed on the control. In this paper we develop three derivation methods for constrained MPEC problems: via concepts from variational analysis, via penalization of the control constraints, and via penalization of the lower-level problem with the subsequent regularization of the resulting nonsmoothness. The developed methods and obtained …

Directional Subdifferentials And Optimality Conditions, Ivan Ginchev, Boris S. Mordukhovich

Mathematics Research Reports

This paper is devoted to the introduction and development of new dual-space constructions of generalized differentiation in variational analysis, which combine certain features of subdifferentials for nonsmooth functions (resp. normal cones to sets) and directional derivatives (resp. tangents). We derive some basic properties of these constructions and apply them to optimality conditions in problems of unconstrained and constrained optimization.

Applications Of Variational Analysis To A Generalized Heron Problem, Boris S. Mordukhovich, Nguyen Mau Nam, Juan Salinas Jr

Mathematics Research Reports

This paper is a continuation of our ongoing efforts to solve a number of geometric problems and their extensions by using advanced tools of variational analysis and generalized differentiation. Here we propose and study, from both qualitative and numerical viewpoints, the following optimal location problem as well as its further extensions: on a given nonempty subset of a Banach space, find a point such that the sum of the distances from it to n given nonempty subsets of this space is minimal. This is a generalized version of the classical Heron problem: on a given straight line, find a point …

Statistical Reanalysis Of Jewish Priests’ And Non-Priests’ Haplotypes Using Exact Methods, Shlomo S. Sawilowsky

Theoretical and Behavioral Foundations of Education Faculty Publications

Researchers in an article appearing in Nature used asymptotic (i.e., large sample) chi-square tests in analyzing haplotypes of Y chromosomes using the polymerase chain reaction applied to genomic DNA from male Israeli, North American, and British Jews. The use of classical methods for analyzing extremely sparse contingency tables is frequently done, but with the advent of statistical software capable of conducting exact tests, researchers should certainly cease relying on outdated methods for small sample analyses. A reanalysis was conducted using modern statistical methods. Results and implications for using exact tests are discussed.

Constraint Qualifications And Optimality Conditions For Nonconvex Semi-Infinite And Infinite Programs, Boris S. Mordukhovich, T T. A. Nghia

Mathematics Research Reports

The paper concerns the study of new classes of nonlinear and nonconvex optimization problems of the so-called infinite programming that are generally defined on infinite-dimensional spaces of decision variables and contain infinitely many of equality and inequality constraints with arbitrary (may not be compact) index sets. These problems reduce to semi-infinite programs in the case of finite-dimensional spaces of decision variables. We extend the classical Mangasarian-Fromovitz and Farkas-Minkowski constraint qualifications to such infinite and semi-infinite programs. The new qualification conditions are used for efficient computing the appropriate normal cones to sets of feasible solutions for these programs by employing advanced …

Bias In Monte Carlo Simulations Due To Pseudo-Random Number Generator Initial Seed Selection, Jack C. Hill, Shlomo S. Sawilowsky

Theoretical and Behavioral Foundations of Education Faculty Publications

Pseudo-random number generators can bias Monte Carlo simulations of the standard normal probability distribution function with initial seeds selection. Five generator designs were initial-seeded with values from 10000HEX to 1FFFFHEX, estimates of the mean were calculated for each seed, the distribution of mean estimates was determined for each generator and simulation histories were graphed for selected seeds.

Rated Extremal Principles For Finite And Infinite Systems, Hung M. Phan, Boris S. Mordukhovich

Mathematics Research Reports

In this paper we introduce new notions of local extremality for finite and infinite systems of closed sets and establish the corresponding extremal principles for them called here rated extremal principles. These developments are in the core geometric theory of variational analysis. We present their applications to calculus and optimality conditions for problems with infinitely many constraints.

Quantitative Stability Of Linear Infinite Inequality Systems Under Block Perturbations With Applications To Convex Systems, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra

Mathematics Research Reports

The original motivation for this paper was to provide an efficient quantitative analysis of convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional (resp. finite-dimensional) Banach spaces and that are indexed by an arbitrary fixed set J. Parameter perturbations on the right-hand side of the inequalities are required to be merely bounded, and thus the natural parameter space is loo(J). Our basic strategy consists of linearizing the parameterized convex system via splitting convex inequalities into linear ones by using the Fenchel-Legendre conjugate. This approach yields that arbitrary bounded right-hand side perturbations of the convex system turn …

Complete Characterizations Of Local Weak Sharp Minima With Applications To Semi-Infinite Optimization And Complementarity, Boris S. Mordukhovich, Naihua Xiu, Jinchuan Zhou

Mathematics Research Reports

In this paper we identify a favorable class of nonsmooth functions for which local weak sharp minima can be completely characterized in terms of normal cones and subdifferentials, or tangent cones and subderivatives, or their mixture in finite-dimensional spaces. The results obtained not only significantly extend previous ones in the literature, but also allow us to provide new types of criteria for local weak sharpness. Applications of the developed theory are given to semi-infinite programming and to semi-infinite complementarity problems.

Tangential Extremal Principles For Finite And Infinite Systems Of Sets, Ii: Applications To Semi-Infinite And Multiobjective Optimization, Boris S. Mordukhovich, Hung M. Phan

Mathematics Research Reports

This paper contains selected applications of the new tangential extremal principles and related results developed in [20] to calculus rules for infinite intersections of sets and optimality conditions for problems of semi-infinite programming and multiobjective optimization with countable constraints.

Tangential Extremal Principles For Finite And Infinite Systems Of Sets, I: Basic Theory, Boris S. Mordukhovich, Hung M. Phan

Mathematics Research Reports

In this paper we develop new extremal principles in variational analysis that deal with finite and infinite systems of convex and nonconvex sets. The results obtained, unified under the name of tangential extremal principles, combine primal and dual approaches to the study of variational systems being in fact first extremal principles applied to infinite systems of sets. The first part of the paper concerns the basic theory of tangential extremal principles while the second part presents applications to problems of semi-infinite programming and multiobjective optimization.

Genus 0, 1, 2 Actions Of Some Almost Simple Groups Of Lie Rank 2, Xianfen Kong

Wayne State University Dissertations

Please see the paper.

Thanks.

Numerical Methods For Problems Arising In Risk Management And Insurance, Zhuo Jin

Wayne State University Dissertations

In this dissertation we investigate numerical methods for problems annuity purchasing and dividend optimization arising in risk management and insurance. We consider the models with Markov regime-switching process. The regime-switching model contains both continuous and discrete components in their evolution and is referred to as a hybrid system. The discrete events are used to model the random factors that cannot formulated by differential equations. The switching process between regimes is modulated as a finite state Markov chain.

As is widely recognized, this regime-switching model appears to be more versatile and more realistic. However, because of the regime switching and the …