On input-output linearization of discrete-time nonlinear systems

We consider a nonlinear discrete-time system of the form Σ: x(t+1)=f(x(t), u(t)), y(t) =h(x(t)), where x ε R^N, u ε R^m, y ε R^q and f and h are analytic. Necessary and sufficient conditions for local input-output linearizability are given. We show that these conditions are also sufficient for a formal solution to the global input-output linearization problem. Finally, we show that zeros at infinity of ε can be obtained by the structure algorithm for locally input-output linearizable systems.     

Existence of triple positive solutions of two-point right focal boundary value problems on time scales

We consider the following boundary value problem, (−1)ⁿ⁻¹y^Δn(t)=(−1)^p+1F(t,y(σⁿ⁻¹(t))),t[a,b]∩T, y^Δn(a)=0,0≤i≤p−1, y^Δn(σ(b))=0,p≤i≤n−1,where n ≥ 2, 1 ≤ p ≤ n - 1 is fixed and T is a time scale. By applying fixed-point theorems for operators on a cone, existence criteria are developed for triple positive solutions of the boundary value problem. We also include examples to illustrate the usefulness of the results obtained.     

New explicit filters and smoothers for diffusions with nonlinear drift and measurements

The optimal least-squares filtering of a diffusion x(t) from its noisy measurements {y(τ); 0 τ t} is given by the conditional mean E[x(t)|y(τ); 0 τ t]. When x(t) satisfies the stochastic diffusion equation dx(t) = f(x(t)) dt + dw(t) and y(t) = ∫₀^tx(s) ds + b(t), where f(·) is a global solution of the Riccati equation /xf(x) + f(x)² = f(x)² = αx² + βx + γ, for some , and w(·), b(·) are independent Brownian motions, Benes gave an explicit formula for computing the conditional mean. This paper extends Benes results to measurements y(t) = ∫₀^tx(s) ds + ∫₀^t dx(s) + b(t) (and its multidimensional version) without imposing additional conditions on f(·). Analogous results are also derived for the optimal least-squares smoothed estimate E[x(s)|y(τ); 0 τ t], s < t. The methodology relies on Girsanov's measure transformations, gauge transformations, function space integrations, Lie algebras, and the Duncan-Mortensen-Zakai equation.     

Nonlinear eigenvalue problems for quasilinear systems

The paper deals with the existence of positive solutions for the quasilinear system (Φ(u'))' + λh(t)f(u) = 0,0 < t < 1 with the boundary condition u(0) = u(1) = 0. The vector-valued function Φ is defined by Φ(u) = (q(t)(p(t)u₁), …, q(t)(p(t)u_n)), where u = (u₁, …, u_n), andcovers the two important cases (u) = u and (u) = up > 1, h(t) = diag[h₁(t), …, h_n(t)] and f(u) = (f¹(u), …, fⁿ (u)). Assume that fⁱ and h_i are nonnegative continuous. For u = (u₁, …, u_n), let

, f₀ = maxf¹₀, …, fⁿ₀ and f_∞ = maxf¹_∞, …, fⁿ_∞. We prove that the boundary value problem has a positive solution, for certain finite intervals of λ, if one of f₀ and f_∞ is large enough and the other one is small enough. Our methods employ fixed-point theorem in a cone.     

The complexity of on-line simulations between multidimensional turing machines and random access machines

To study different implementations of arrays, we present four results on the time complexities of on-line simulations between multidimensional Turing machines and random access machines (RAMs). First, everyd-dimensional Turing machine of time complexityt can be simulated by a log-cost RAM running inO(t(logt)^1–(1/d)(log logt)^1/d) time. Second, everyd-dimensional Turing machine of time complexityt can be simulated by a unit-cost RAM running inO(t/(logt)^1/d) time, provided that the input length iso(t/(logt)^1/d). Third, there is a log-cost RAMR of time complexityO(n), wheren is the input length, such that, for anyd-dimensional Turing machineM that simulatesR on-line,M requires (n ^{1 + (1/d)})/(logn(log logn)^{1 + (1/d)})) time. Fourth, every unit-cost RAM of time complexityt can be simulated by ad-dimensional Turing machine inO(t ²(logt)^1/2) time ifd = 2, and inO(t ²) time ifd 3. This result uses the weight-balanced trees of Nievergelt and Reingold.This paper was prepared while M. C. Loui was visiting the National Science Foundation in Washington, DC, and the Institute for Advanced Computer Studies, University of Maryland, College Park, MD. The views, opinions, and conclusions in this paper are those of the authors and should not be construed as an official position of the National Science Foundation, Department of Defense, U.S. Air Force, or any other U.S. government agency. The research of M. C. Loui was supported by the National Science Foundation under Grant CCR-8922008.     

Analysis of space allocation in a generally fragmented linear store

Summary The space allocation process in a fragmented linear store with general fragmentation characteristics is analysed. For a given allocation requirement t, exact expression for the n-th moment of the allocation penalty for single block contiguous allocation is obtained, which for large t is shown to be O(¯F(t)^–n ), where ¯F(·) is the complementary distribution function of the free block sizes. For multiple block non-contiguous allocation, it is shown that the corresponding penalty can be approximated by an n-th degree polynomial and is O(t ⁿ) for large t. Compared with experimental values, the model results are able to achieve good agreement.     

Communication-Efficient Broadcasting in Complete Networks with Dynamic Faults

We consider the problem of message (and bit) efficient broadcasting in complete networks with dynamic faults. Despite the simplicity of the setting, the problem turned out to be surprisingly interesting from the algorithmic point of view. In this paper we show an Ω(n + t f ^{t/(t – 1)}) lower bound on the number of messages sent by any t-step broadcasting algorithm, where f is the number of faults per step. The core of the paper contains a constructive O(n + t f ^{(t + 1)/t} ) upper bound. The algorithms involved are of time complexity O(t), not strictly t. In addition, we present a bit-efficient algorithm of O(n log² n) bit and O(log n) time complexities. We also show that it is possible to achieve the same message complexity even if the nodes do not know the id’s of their neighbours, but instead have only a Weak Sense of Direction.     

On Parallel Selection and Searching in Partial Orders: Sorted Matrices

Parallel algorithms for the problems of selection and searching on sorted matrices are formulated. The selection algorithm takesO(lognlog lognlog*n) time withO(n/lognlog*n) processors on an EREW PRAM. This algorithm can be generalized to solve the selection problem on a set of sorted matrices. The searching algorithm takesO(log logn) time withO(n/log logn) processors on a Common CRCW PRAM, which is optimal. We show that no algorithm using at mostnlog^cnprocessors,c≥ 1, can solve the matrix search problem in time faster than Ω(log logn) and that Ω(logn) steps are needed to solve this problem on any model that does not allow concurrent writes.     

The μ-basis of a planar rational curve—properties and computation

A moving line L(x,y;t)=0 is a family of lines with one parameter t in a plane. A moving line L(x,y;t)=0 is said to follow a rational curve P(t) if the point P(t₀) is on the line L(x,y;t₀)=0 for any parameter value t₀. A μ-basis of a rational curve P(t) is a pair of lowest degree moving lines that constitute a basis of the module formed by all the moving lines following P(t), which is the syzygy module of P(t). The study of moving lines, especially the μ-basis, has recently led to an efficient method, called the moving line method, for computing the implicit equation of a rational curve [3 and 6]. In this paper, we present properties and equivalent definitions of a μ-basis of a planar rational curve. Several of these properties and definitions are new, and they help to clarify an earlier definition of the μ-basis [3]. Furthermore, based on some of these newly established properties, an efficient algorithm is presented to compute a μ-basis of a planar rational curve. This algorithm applies vector elimination to the moving line module of P(t), and has O(n²) time complexity, where n is the degree of P(t). We show that the new algorithm is more efficient than the fastest previous algorithm [7].     

Generalized dilations and the stabilization of uncertain systems via measurement feedback

We study the problem of semiglobally stabilizing uncertain nonlinear system

Full-size image

, with (A,B) in Brunowski form. We prove that if p₁(z,u,t)u and p₂(z,u,t)u are of order greater than 1 and 0, respectively, with “generalized” dilation δ_l(z,u)=(l¹⁻ⁿz₁,…,l⁻¹z_n−1,z_n,lu) and uniformly with respect to t, where z_i is the ith component of z, then we can achieve semiglobal stabilization via arbitrarily bounded linear measurement feedback.     

On the extension of solutions of linear constant-coefficient PDE

We solve the following over-determined boundary value problem (the “extension problem”): Let R(∂) be a matrix whose entries are linear partial differential operators, with constant coefficients. Let Ω be a non-empty, open, bounded, convex set. We consider the homogeneous system R(∂)f=0 in a neighborhood of , subject to the boundary condition f=g in a neighborhood of ∂Ω. For a given g, we give a criterion for the (unique) existence of a smooth solution f to this problem. There are two obvious necessary conditions: g is smooth and R(∂)g=0 in a neighborhood of ∂Ω. We characterize the class of differential operators R(∂) for which the problem is solvable for any g satisfying the necessary conditions. Finally, in the case where the solution is non-unique, we consider the possibility of obtaining uniqueness by fixing several components of the desired solution.     

Bisimulation equivalence of a BPP and a finite-state system can be decided in polynomial time

In this paper we consider the problem of deciding bisimulation equivalence of a BPP and a finite-state system. We show that the problem can be solved in polynomial time and we present an algorithm deciding the problem in time O(n⁴). The algorithm also constructs for each state of the finite-state system a ‘symbolic’ semilinear representation of the set of all states of the BPP system which are bisimilar with this state.     

Finding an Euclidean anti--centrum location of a set of points

An obnoxious facility is to be located inside a polygonal region of the plane, maximizing the sum of the k smallest weighted Euclidean distances to n given points, each protected by some polygonal forbidden region. For the unweighted case and k fixed an O(n²logn) time algorithm is presented. For the weighted case a thorough study of the relevant structure of the multiplicatively weighted order-k-Voronoi diagram leads to the design of an O(kn³+n³logn) time algorithm for finding an optimal solution to the anti-t-centrum problem for every t=1,…,k, simultaneously.     

Maximum flow and critical cutset as descriptors of multi-state systems with randomly capacitated components

Let G = (V, E, s, t) denote a directed network with node set V, arc set E = {1,…, n}, source node s and sink node t. Let Γ denote the set of all minimal s−t cutsets and b₁(τ), …, B_n(τ), the random arc capacities at time τ with known joint probability distribution function. Let Λ(τ) denote the maximum s−t flow at time τ and D(τ), the corresponding critical minimal s−t cutset. Let Ω denote a set of minimal s−t cutsets. This paper describes a comprehensive Monte Carlo sampling plan for efficiently estimating the probability that D(τ)εΩ-Γ and x<λ(τ)y at time τ and the probability that D(τ) Ω given that x < Λ(τ) y at time τ. The proposed method makes use of a readily obtainable upper bound on the probability that Λ(τ) > x to gain its computational advantage. Techniques are described for computing confidence intervals and credibility measures for assessing that specified accuracies have been achieved. The paper includes an algorithm for performing the Monte Carlo sampling experiment, an example to illustrate the technique and a listing of all steps needed for implementation.     

Filtering of some nonlinear diffusions satisfying the general Bene condition

Under some regularity assumptions and the following generalization of the well-known Bene condition [1]:

Full-size image

, where F(t,z) = g⁻²(t)∫f(t,z)dz, F_t, F_z, F_zz, are partial derivatives of F, we obtain explicit formulas for the unnormalized conditional density q_t(z, x) α Px_t ε dz| y_s, 0 st, where diffusion x_t on R¹ solves x₀ = x, dx_t = [β(t) + α(t)x_t + f(t, x_t] dt + g(t) dw₁, and observation y_t = ∫_o^th(s)x_s ds + ∫_o^t(s) dw_2t, with w = (w₁, w₂) a two-dimensional Wiener process.     

Stabilization and decay estimate for distributed bilinear systems

In this paper, we consider the problem of feedback stabilization for the distributed bilinear system y′(t)=Ay(t)+u(t)By(t). Here A is the infinitesimal generator of a linear C⁰ semigroup of contractions on a Hilbert space H and B:H→H is a linear bounded operator. A sufficient condition for feedback stabilization is given and explicit decay estimate is established. Applications to vibrating systems are presented.     

Stochastic stabilization and destabilization

It is shown in this paper that any nonlinear systems in ^d can be stabilized by Brownian motion provided |ƒ(x,t)| ≤ K|x| for some K > 0. On the other hand, this system can also be destabilized by Brownian motion if the dimension d ≥ 2. Similar results are also obtained for any given stochastic differential equation dx(t) = ƒ(x(t), t) + g(x(t), t) dW(t).     

One-step t-fault diagnosis for hypermesh optical interconnection multiprocessor systems

To maintain high reliability and availability, system-level diagnosis should be considered for the multiprocessor systems. The self-diagnosis problem of hypermesh, emerging potential optical interconnection networks for multiprocessor systems, is solved in this paper. We derive that the precise one-step diagnosability of kⁿ-hypermesh is n(k − 1). Based on the principle of cycle decomposition, a one-step t-fault diagnosis algorithm for kⁿ-hypermesh which runs in O(kⁿn(k − 1)) time also is described.     

Set multi-covering via inclusion–exclusion

Set multi-covering is a generalization of the set covering problem where each element may need to be covered more than once and thus some subset in the given family of subsets may be picked several times for minimizing the number of sets to satisfy the coverage requirement. In this paper, we propose a family of exact algorithms for the set multi-covering problem based on the inclusion–exclusion principle. The presented ESMC (Exact Set Multi-Covering) algorithm takes O^*((2t)ⁿ) time and O^*((t+1)ⁿ) space where t is the maximum value in the coverage requirement set (The O^*(f(n)) notation omits a polylog(f(n)) factor). We also propose the other three exact algorithms through different tradeoffs of the time and space complexities. To the best of our knowledge, this present paper is the first one to give exact algorithms for the set multi-covering problem with nontrivial time and space complexities. This paper can also be regarded as a generalization of the exact algorithm for the set covering problem given in [A. Björklund, T. Husfeldt, M. Koivisto, Set partitioning via inclusion–exclusion, SIAM Journal on Computing, in: FOCS 2006 (in press, special issue)].     

On the non-existence of stationary diffusions which satisfy the Bene condition

The one-dimensional diffusion x_t satisfying dx_t = f(x_t)dt + dw_t, where w_t is a standard Brownian motion and f(x) satisfies the Bene condition f′(x) + f²(x) = ax² + bx + c for all real x, is considered. It is shown that this diffusion does not admit a stationary probability measure except for the linear case f(x) = αx + β, α < 0.