Finite Difference Methods for the Hamilton–Jacobi–Bellman Equations Arising in Regime Switching Utility Maximization

For solving the regime switching utility maximization, Fu et al. (Eur J Oper Res 233:184–192, 2014) derive a framework that reduce the coupled Hamilton–Jacobi–Bellman (HJB) equations into a sequence of decoupled HJB equations through introducing a functional operator. The aim of this paper is to develop the iterative finite difference methods (FDMs) with iteration policy to the sequence of decoupled HJB equations derived by Fu et al. (2014). The convergence of the approach is proved and in the proof a number of difficulties are overcome, which are caused by the errors from the iterative FDMs and the policy iterations. Numerical comparisons are made to show that it takes less time to solve the sequence of decoupled HJB equations than the coupled ones.

ℱ(P) quantum mechanics

We explore the possibility to extend the Heisenberg’s uncertainty principle to a nonlinear extension of the quantum algebra related to a functional operator of the momenta as [Formula: see text]. We show that such an extension of quantum mechanics is intimately connected to the non-commutative space-time algebra and the Lorentz symmetry deformations. We show that a large class of [Formula: see text] models can introduce superluminal modes in the quantized theories. We also show that the Hořava–Lifshitz theory is related to a large class of [Formula: see text] Quantum Mechanics.

BLOW-UP PHENOMENA PROFILE FOR HADAMARD FRACTIONAL DIFFERENTIAL SYSTEMS IN FINITE TIME

The main purpose of this paper is to investigate the weak singularity of solutions for some nonlinear Hadamard fractional differential systems (HFDSs). By constructing proper Banach space and employing lower and upper solutions technique, we prove the existence of the blow-up solutions for a class of HFDSs. In addition, we establish a more general condition than the classical Lipschitz condition which is employed to guarantee the equivalence between the solutions to HFDS and the corresponding functional operator. Also several examples are presented to verify our theoretical results.

VOLTERRA FUNCTIONAL-OPERATOR EQUATIONS AND DISTRIBUTED OPTIMIZATION PROBLEMS

A survey of the results obtained in the theory of optimization of distributed systems by the method of Volterra functional-operator equations is given. Topics are considered: the conditions for preserving the global solvability of controllable initial-boundary value problems, optimality conditions, singular controlled systems in the sense of J.L. Lions, singular optimal controls, numerical optimization methods substantiation and others.

Correspondence analysis for strong three-valued logic

I apply Kooi and Tamminga’s (2012) idea of correspondence analysis for many-valued logics to strong three-valued logic (K3). First, I characterize each possible single entry in the truth-table of a unary or a binary truth-functional operator that could be added to K3 by a basic inference scheme. Second, I define a class of natural deduction systems on the basis of these charac- terizing basic inference schemes and a natural deduction system for K3. Third, I show that each of the resulting natural deduction systems is sound and complete with respect to its particular semantics. Among other things, I thus obtain a new proof system for _ukasiewicz’s three-valued logic.