The regulator equation is the fundamental equation whose solution must be found in order to solve the output regulation problem. It is a system of first-order partial differential equations (PDE) combined with an algebraic equation. The classical approach to its solution is to use the Taylor series with undetermined coefficients. In this contribution, another path is followed: the equation is solved using the finite-element method which is, nevertheless, suitable to solve PDE part only. This paper presents two methods to handle the algebraic condition: the first one is based on iterative minimization of a cost functional defined as the integral of the square of the algebraic expression to be equal to zero. The second method converts the algebraic-differential equation into a singularly perturbed system of partial differential equations only. Both methods are compared and the simulation results are presented including on-line control implementation to some practically motivated laboratory models.
Let $\tilde{f}$, $\tilde{g}$ be ultradistributions in $\mathcal Z^{\prime }$ and let $\tilde{f}_n = \tilde{f} * \delta _n$ and $\tilde{g}_n = \tilde{g} * \sigma _n$ where $\lbrace \delta _n \rbrace $ is a sequence in $\mathcal Z$ which converges to the Dirac-delta function $\delta $. Then the neutrix product $\tilde{f} \diamond \tilde{g}$ is defined on the space of ultradistributions $\mathcal Z^{\prime }$ as the neutrix limit of the sequence $\lbrace {1 \over 2}(\tilde{f}_n \tilde{g} + \tilde{f} \tilde{g}_n)\rbrace $ provided the limit $\tilde{h}$ exist in the sense that \[ \mathop {\mathrm N\text{-}lim}_{n\rightarrow \infty }{1 \over 2} \langle \tilde{f}_n \tilde{g} +\tilde{f} \tilde{g}_n, \psi \rangle = \langle \tilde{h}, \psi \rangle \] for all $\psi $ in $\mathcal Z$. We also prove that the neutrix convolution product $f \mathbin {\diamondsuit \!\!\!\!*\,}g$ exist in $\mathcal D^{\prime }$, if and only if the neutrix product $\tilde{f} \diamond \tilde{g}$ exist in $\mathcal Z^{\prime }$ and the exchange formula \[ F(f \mathbin {\diamondsuit \!\!\!\!*\,}g) = \tilde{f} \diamond \tilde{g} \] is then satisfied.
We define various ring sequential convergences on $\mathbb{Z}$ and $\mathbb{Q}$. We describe their properties and properties of their convergence completions. In particular, we define a convergence $\mathbb{L}_1$ on $\mathbb{Z}$ by means of a nonprincipal ultrafilter on the positive prime numbers such that the underlying set of the completion is the ultraproduct of the prime finite fields $\mathbb{Z}/(p)$. Further, we show that $(\mathbb{Z}, \mathbb{L}^\ast _1)$ is sequentially precompact but fails to be strongly sequentially precompact; this solves a problem posed by D. Dikranjan.
In this paper an original algorithm for tlie choice of a relevaiit
belief formula is presented. Belief forinulas are treated as external representations of internal States of cognition directed at an ontologically existing atom object. This algorithrn is based on the idea of intentional semantics and uses soft methods based on the theory of consensus and choice.
For any d≥11 we construct graphs of degree d, diameter 2, and order 825d2+O(d), obtained as lifts of dipoles with voltages in cyclic groups. For Cayley Abelian graphs of diameter two a slightly better result of 925d2+O(d) has been known \cite{MSS} but it applies only to special values of degrees d depending on prime powers.
In this paper we use cohomology of Lie algebras to study the variety of laws associated with filiform Lie algebras of a given dimension. As the main result, we describe a constructive way to find a small set of polynomials which define this variety. It allows to improve previous results related with the cardinal of this set. We have also computed explicitly these polynomials in the case of dimensions 11 and 12.
In this paper a problem of consumption and investment is presented as a model of a discounted Markov decision process with discrete-time. In this problem, it is assumed that the wealth is affected by a production function. This assumption gives the investor a chance to increase his wealth before the investment. For the solution of the problem there is established a suitable version of the Euler Equation (EE) which characterizes its optimal policy completely, that is, there are provided conditions which guarantee that a policy is optimal for the problem if and only if it satisfies the EE. The problem is exemplified in two particular cases: for a logarithmic utility and for a Cobb-Douglas utility. In both cases explicit formulas for the optimal policy and the optimal value function are supplied.
We show that a Pettis integrable function from a closed interval to a Banach space is Henstock-Kurzweil integrable. This result can be considered as a continuous version of the celebrated Orlicz-Pettis theorem concerning series in Banach spaces.
Any given increasing [0,1]2→[0,1] function is completely determined by its contour lines. In this paper we show how each individual uninorm property can be translated into a property of contour lines. In particular, we describe commutativity in terms of orthosymmetry and we link associativity to the portation law and the exchange principle. Contrapositivity and rotation invariance are used to characterize uninorms that have a continuous contour line.