Projected Dynamical Systems And Variational Inequalities With Applications

Equilibrium is a concept used in operations research and economics to understand the interplay of factors and problems arising from competitive systems in the economic world. The problems in this area are large and complex and have involved a variety of mathematical methodologies. In this monograph, the authors have widened the scope of theoretical work with a new approach, `projected dynamical systems theory', to previous work in variational inequality theory. While most classical work in this area is static, the introduction to the theory of projected dynamical systems will allow many real-life dynamic situations and problems to be handled and modeled. This monograph includes: a new theoretical approach, `projected dynamical system', which allows the researcher to model real-life situations more accurately; new mathematical methods allowing researchers to combine other theoretical approaches with the projected dynamical systems approach; a framework in which research can adequately model natural, financial and human (real life) situations in competitive equilibrium problems; the computational and numerical methods for the implementation of the methods and theory discussed in the book; stability analysis, algorithms and computational procedures are offered for each set of applications.

Equilibrium is a concept used in operations research and economics to understand the interplay of factors and problems arising from competitive systems in the economic world. The problems in this area are large and complex and have involved a variety of mathematical methodologies. In this monograph, the authors have widened the scope of theoretical work with a new approach, `projected dynamical systems theory', to previous work in variational inequality theory. While most classical work in this area is static, the introduction to the theory of projected dynamical systems will allow many real-life dynamic situations and problems to be handled and modeled. This monograph includes: a new theoretical approach, `projected dynamical system', which allows the researcher to model real-life situations more accurately; new mathematical methods allowing researchers to combine other theoretical approaches with the projected dynamical systems approach; a framework in which research can adequately model natural, financial and human (real life) situations in competitive equilibrium problems; the computational and numerical methods for the implementation of the methods and theory discussed in the book; stability analysis, algorithms and computational procedures are offered for each set of applications.

'Since the extraordinary impact of networks is self-evident today both in the field of telecommunications and transportation as well as in the field of economic and financial equilibria, the scientific work carried out by Patrizia Daniele appears as an outstanding resource. The author employs with uncommon competence mathematical topics that are at the forefront of the science, while at the same time enabling the reader to understand the matter treated without any difficulty. Moreover the reader is fascinated by the clarity, depth and soundness with which the evolutionary equilibria problems are studied and by the original efficient computational procedures which allow for the solving of many significant examples and concrete problems. Without any doubt the book represents a shining light and a necessary tool for scholars of pure and applied mathematics, for economists and engineers as well as for practitioners, general managers and managing directors.' - Antonino Maugeri, Università di Catania, Italy This book offers a comprehensive analysis of dynamic networks and evolutionary variational inequalities, a topic of growing prominence in the study of networks. The extraordinary importance of networks in finance, mathematics, computer science and other areas is well known but the relatively new concept of 'dynamic' networks is less well understood. They become dynamic when the constitutive elements of the phenomena associated with the fixed geometry of networks are considered to be evolving over time. Patrizia Daniele offers many numerical examples to illustrate the issues discussed and provides a broad appendix to enrich this challenging but deeply informative book.

This volume presents a broad discussion of computational methods and theories on various classical and modern research problems from pure and applied mathematics. Readers conducting research in mathematics, engineering, physics, and economics will benefit from the diversity of topics covered. Contributions from an international community treat the following subjects: calculus of variations, optimization theory, operations research, game theory, differential equations, functional analysis, operator theory, approximation theory, numerical analysis, asymptotic analysis, and engineering. Specific topics include algorithms for difference of monotone operators, variational inequalities in semi-inner product spaces, function variation principles and normed minimizers, equilibria of parametrized N-player nonlinear games, multi-symplectic numerical schemes for differential equations, time-delay multi-agent systems, computational methods in non-linear design of experiments, unsupervised stochastic learning, asymptotic statistical results, global-local transformation, scattering relations of elastic waves, generalized Ostrowski and trapezoid type rules, numerical approximation, Szász Durrmeyer operators and approximation, integral inequalities, behaviour of the solutions of functional equations, functional inequalities in complex Banach spaces, functional contractions in metric spaces.

This book discusses a new discipline, variational analysis, which contains the calculus of variations, differential calculus, optimization, and variational inequalities. To such classic branches of mathematics, variational analysis provides a uniform theoretical base that represents a powerful tool for the applications. The contributors are among the best experts in the field. Audience The target audience of this book includes scholars in mathematics (especially those in mathematical analysis), mathematical physics and applied mathematics, calculus of variations, optimization and operations research, industrial mathematics, structural engineering, and statistics and economics.

Financial analysis is concerned with the study of capital flows over time and space. This book presents a new theory of multi-sector, multi-instrument financial systems based on the visualization of such systems as networks. The framework is both qualitative and computational and depends crucially on the methodologies of finite-dimensional variational inequality theory for the study of statics and equilibrium states and on projected dynamical systems for the study of dynamics and disequilibrium behavior. Moreover, it adds a graphical dimension to the fundamental economic structure of financial systems and their evolution through time.

The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".

This book develops a methodology for designing feedback control laws for dynamic traffic assignment (DTA) exploiting the introduction of new sensing and information-dissemination technologies to facilitate the introduction of real-time traffic management in intelligent transportation systems. Three methods of modeling the traffic system are discussed: partial differential equations representing a distributed-parameter setting; continuous-time ordinary differential equations (ODEs) representing a continuous-time lumped-parameter setting; and discreet-time ODEs representing a discrete-time lumped-parameter setting. Feedback control formulations for reaching road-user-equilibrium are presented for each setting and advantages and disadvantage of using each are addressed. The closed-loop methods described are proposed expressly to avoid the counter-productive shifting of bottlenecks from one route to another because of driver over-reaction to routing information. The second edition of Feedback Control Theory for Dynamic Traffic Assignment has been thoroughly updated with completely new chapters: a review of the DTA problem and emphasizing real-time-feedback-based problems; an up-to-date presentation of pertinent traffic-flow theory; and a treatment of the mathematical solution to the traffic dynamics. Techinques accounting for the importance of entropy are further new inclusions at various points in the text. Researchers working in traffic control will find the theoretical material presented a sound basis for further research; the continual reference to applications will help professionals working in highway administration and engineering with the increasingly important task of maintaining and smoothing traffic flow; the extensive use of end-of-chapter exercises will help the graduate student and those new to the field to extend their knowledge.