Max-plus fundamental solution semigroups for a class of difference Riccati equations

Recently, a max-plus dual space fundamental solution semigroup for a class of difference Riccati equation (DRE) has been developed. This fundamental solution semigroup is represented in terms of the kernel of a specific max-plus linear operator that plays the role of the dynamic programming evolution operator in a max-plus dual space. In order to fully understand connections between this dual space fundamental solution semigroup and evolution of the value function of the underlying optimal control problem, a new max-plus primal space fundamental solution semigroup for the same class of difference Riccati equations is presented. Connections and commutation results between this new primal space fundamental solution semigroup and the recently developed dual space fundamental solution semigroup are established.Comment: 17 pages, 3 figure

Solution of Coulomb Path Integral in Momentum Space

The path integral for a point particle in a Coulomb potential is solved in momentum space. The solution permits us to give for the first time a negative answer to an old question of quantum mechanics in curved spaces raised in 1957 by DeWitt, whether the Hamiltonian of a particle in a curved space contains an additional term proportional to the curvature scalar $R$. We show that this would cause experimentally wrong level spacings in the hydrogen atom. Our solution also gives a first experimental confirmation of the correctness of the measure of integration in path integrals in curved space implied by a recently discovered nonholonomic mapping principle.Comment: Author Information under http://www.physik.fu-berlin.de/~kleinert/institution.html . Latest update of paper also at http://www.physik.fu-berlin.de/~kleinert/kleiner_re/27

Spectrally accurate space-time solution of Hamiltonian PDEs

Recently, the numerical solution of multi-frequency, highly-oscillatory Hamiltonian problems has been attacked by using Hamiltonian Boundary Value Methods (HBVMs) as spectral methods in time. When the problem derives from the space semi- discretization of (possibly Hamiltonian) partial differential equations (PDEs), the resulting problem may be stiffly-oscillatory, rather than highly-oscillatory. In such a case, a different implementation of the methods is needed, in order to gain the maximum efficiency.Comment: 17 pages, 3 figure

Hilbert Space Structures on the Solution Space of Klein-Gordon Type Evolution Equations

We use the theory of pseudo-Hermitian operators to address the problem of the construction and classification of positive-definite invariant inner-products on the space of solutions of a Klein-Gordon type evolution equation. This involves dealing with the peculiarities of formulating a unitary quantum dynamics in a Hilbert space with a time-dependent inner product. We apply our general results to obtain possible Hilbert space structures on the solution space of the equation of motion for a classical simple harmonic oscillator, a free Klein-Gordon equation, and the Wheeler-DeWitt equation for the FRW-massive-real-scalar-field models.Comment: 29 pages, slightly revised version, accepted for publication in Class. Quantum Gra

On space-time quasiconcave solutions of the heat equation

In this paper we first obtain a constant rank theorem for the second fundamental form of the space-time level sets of a space-time quasiconcave solution of the heat equation. Utilizing this constant rank theorem, we can obtain some strictly convexity results of the spatial and space-time level sets of the space-time quasiconcave solution of the heat equation in a convex ring. To explain our ideas and for completeness, we also review the constant rank theorem technique for the space-time Hessian of space-time convex solution of heat equation and for the second fundamental form of the convex level sets for harmonic function

Weak solutions of backward stochastic differential equations with continuous generator

We prove the existence of a weak solution to a backward stochastic differential equation (BSDE) Y_t=\xi+\int_t^T f(s,X_s,Y_s,Z_s)\,ds-\int_t^T Z_s\,d\wien_s in a finite-dimensional space, where $f(t,x,y,z)$ is affine with respect to $z$, and satisfies a sublinear growth condition and a continuity condition This solution takes the form of a triplet $(Y,Z,L)$ of processes defined on an extended probability space and satisfying Y_t=\xi+\int_t^T f(s,X_s,Y_s,Z_s)\,ds-\int_t^T Z_s\,d\wien_s-(L_T-L_t) where $L$ is a continuous martingale which is orthogonal to any \wien. The solution is constructed on an extended probability space, using Young measures on the space of trajectories. One component of this space is the Skorokhod space D endowed with the topology S of Jakubowski

The complexity of the normal surface solution space

Normal surface theory is a central tool in algorithmic three-dimensional topology, and the enumeration of vertex normal surfaces is the computational bottleneck in many important algorithms. However, it is not well understood how the number of such surfaces grows in relation to the size of the underlying triangulation. Here we address this problem in both theory and practice. In theory, we tighten the exponential upper bound substantially; furthermore, we construct pathological triangulations that prove an exponential bound to be unavoidable. In practice, we undertake a comprehensive analysis of millions of triangulations and find that in general the number of vertex normal surfaces is remarkably small, with strong evidence that our pathological triangulations may in fact be the worst case scenarios. This analysis is the first of its kind, and the striking behaviour that we observe has important implications for the feasibility of topological algorithms in three dimensions.Comment: Extended abstract (i.e., conference-style), 14 pages, 8 figures, 2 tables; v2: added minor clarification