The analysis of existing methods for modeling the elastic characteristics materials is carried out. It taken into account one-dimensional continuous inhomogeneity characteristics. In contrast to known monotone functional dependencies that describe distribution mechanical bodies along one direction, we propose models describing inhomogeneous properties are non-monotonically distributed coordinat...

We determine the convergence speed of a numerical scheme for approximating one-dimensional continuous strong Markov processes. The is based on construction certain chains whose laws can be embedded into process with sequence stopping times. Under mild condition process' measure we prove that converge at fixed times rate 1/4 respect to every p-th Wasserstein distance. For paths, any strictly sma...

This paper investigated a Subsample Time delay Estimation (STE) algorithm based on the amplitude of cross-correlation function to improve estimation accuracy. In this paper, rough time is applied traditional cross correlator, and fine achieved by approximating sampled sequence theoretical for linear frequency modulation (LFM) signal. Simulation results show that proposed outperforms existing me...

The problem of best simultaneous approximation has a long history and continues to generate much interest. The problem of approximating simultaneously two continuous functions on a finite closed interval was first studied by Dunham 1 . Since then, such problems have been extended extensively, see, for example, 1–7 and references therein. In particular, characterization and uniqueness results we...

Abstract In this paper, we consider stochastic optimal control of systems driven by differential equations with irregular drift coefficient. We establish a necessary and sufficient maximum principle. To achieve this, first derive an explicit representation the variation process (in Sobolev sense) controlled diffusion. Since coefficient is not smooth, given in terms local time state process. The...

Consider the problem of approximating the tail probability of randomly weighted sums ∑n i=1 ΘiXi and their maxima, where {Xi, i ≥ 1} is a sequence of identically distributed but not necessarily independent random variables from the extended regular variation class and {Θi, i ≥ 1} is a sequence of nonnegative random variables, independent of {Xi, i ≥ 1} and satisfying certain moment conditions. ...

In this paper, a new iteration approach is derived to solve the optimal strategies for quadratic zero-sum game of finite-horizon continuous-time nonaffine nonlinear system. Through iteration algorithm between two sequences which are a sequence of state trajectories of linear quadratic zero-sum games and a sequence of corresponding Riccati differential equations, the optimal strategies for the n...

This paper introduces a new averaged algorithm for finding a common fixed point of a countably infinite family of generalized k-strictly pseudocontractive multi-valued mappings. The new iterative sequence introduced is proved to be an approximating fixed point sequence for common fixed points of a countably infinite family of this class of mappings. Furthermore, under some mild assumptions, str...

We study the extension of coherent lower previsions from the set of bounded random variables to a larger set. An ad hoc method in the literature consists in approximating an unbounded random variable by a sequence of bounded ones. Its ‘extended’ lower prevision is then defined as the limit of the sequence of lower previsions of its approximations. We identify the random variables for which this...