Substructure lattices and almost minimal end extensions of models of Peano arithmetic

This paper concerns intermediate structure lattices Lt(??/??), where ?? is an almost minimal elementary end extension of the model ?? of Peano Arithmetic. For the purposes of this abstract only, let us say that ?? attains L if L ? Lt(??/??) for some almost minimal elementary end extension of ??. If T is a completion of PA and L is a finite lattice, then: (A) If some model of T attains L, then every countable model of T does. (B) If some rather classless, ?₁‐saturated model of T attains L, then every model of T does. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Amenability and Phase Transition in the Ising Model

We consider the Ising model with external field h and coupling constant J on an infinite connected graph G with uniformly bounded degree. We prove that if G is nonamenable, then the Ising model exhibits phase transition for some h0 and some J<. On the other hand, if G is amenable and quasi-transitive, then phase transition cannot occur for h0. In particular, a group is nonamenable if and only if the Ising model on one (all) of its Cayley graphs exhibits a phase transition for some h0 and some J<.     

Order restricted inference for sequential k-out-of-n systems

Sequential order statistics have been introduced to model sequential k-out-of-n systems which, as an extension of k-out-of-n systems, allow the failure of some components of the system to influence the remaining ones. Based on an independent sample of vectors of sequential order statistics, the maximum likelihood estimators of the model parameters of a sequential k-out-of-n system are derived under order restrictions. Special attention is paid to the simultaneous maximum likelihood estimation of the model parameters and the distribution parameters for a flexible location-scale family. Furthermore, order restricted hypothesis tests are considered for making the decision whether the usual k-out-of-n model or the general sequential k-out-of-n model is appropriate for a given data.     

ANALYSIS OF THE STICK-SLIP PROBLEM FOR NON-NEWTONIAN FLOWS

In this paper we consider the stick-slip problem for non-Newtonian flows: the fluid emerges from a 2-dimensional bounded strip {(x, y); ?N < x < 0, |y| < 1} into the space {0 < x < N} and its free boundary is linearized to {x > 0; |y| = 1}. The fluids we consider are a class of Oldroyd models, excluding some special models such as the upper convected Maxwell model. We are not studying the full non-Newtonian flow, but rather the simpler problem where, in some terms of the constitutive equations of the model, the underlying velocity is assumed given, and Newtonian-like.     

Nearest-neighbour modelling of reciprocal chains

This paper focuses on the class of finite-state, discrete-index, reciprocal processes (reciprocal chains). Such a class of processes seems to be a suitable setup in many applications and, in particular, it appears well-suited for image-processing. While addressing this issue, the aim is 2-fold: theoretic and practical. As to the theoretic purpose, some new results are provided: first, a general stochastic realization result is provided for reciprocal chains endowed with a known, arbitrary, distribution. Such a model has the form of a fixed-degree, nearest-neighbour polynomial model. Next, the polynomial model is shown to be exactly linearizable, which means it is equivalent to a nearest-neighbour linear model in a different set of variables. The latter model turns out to be formally identical to the Levi–Frezza–Krener linear model of a Gaussian reciprocal process, although actually non-linear with respect to the chain's values. As far as the practical purpose is concerned, in order to yield an example of application an estimation issue is addressed: a suboptimal (polynomial-optimal) solution is derived for the smoothing problem of a reciprocal chain partially observed under non-Gaussian noise. To this purpose, two kinds of boundary conditions (Dirichlet and Cyclic), specifying the reciprocal chain on a finite interval, are considered, and in both cases the model is shown to be well-posed, in a ‘wide-sense’. Under this view, some well-known representation results about Gaussian reciprocal processes extend, in a sense, to a ‘non-Gaussian’ case.     

On a Class of Operators of Finite Type

This paper studies some class of pure operators A with finite rank self-commutators satisfying the condition that there is a finite dimensional subspace containing the image of the self-commutator and invariant with respect to A*. Besides, in this class the spectrum of operator A is covered by the projection of a union of quadrature domains in some Riemann surfaces. In this paper the analytic model, the mosaic and some kernel related to the eigenfunctions are introduced which are the analogue of those objects in the theory of subnormal operators.     

On the geometry of model almost complex manifolds with boundary

We study some special almost complex structures on strictly pseudoconvex domains in ℝ^{2 n} . They appear naturally as limits under a nonisotropic scaling procedure and play a role of model objects in the geometry of almost complex manifolds with boundary. We determine explicitely some geometric invariants of these model structures and derive necessary and sufficient conditions for their integrability. As applications we prove a boundary extension and a compactness principle for some elliptic diffeomorphisms between relatively compact domains.     

On pure subnormal operators with finite rank self-commutators and related operator tuples

In this paper, we study the model of a pure subnormal operator with finite rank self-commutator and of the relatedn-tuple of commuting linear bounded operators. We also give some applications of the model to the theory ofn-tuples of commuting operators with trace class self-commutators.This work is supported in part by a NSF grant no. DMS-9400766.     

Gδ‐pieces of canonical partitions of G‐spaces

Generalizing model companions from model theory we define companions of pieces of canonical partitions of Polish G‐spaces. This unifies several constructions from logic. The central problem of the paper is the existence of companions which form a G‐orbit which is a G_δ‐set. We describe companions of some typical G‐spaces. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Twisted Extensions of Spin Models

A spin model is one of the statistical mechanical models which were introduced by V.F.R. Jones to construct invariants of links. In this paper, we give a new construction of spin models of size 4n from a given spin model of size n. The process is similar to taking tensor product with a spin model of size four, but we add some sign exchange. This construction also gives symmetric four-weight spin models of the type introduced by E. Bannai and E. Bannai.     

Generic cuts in models of arithmetic

We present some general results concerning the topological space of cuts of a countable model of arithmetic given by a particular indicator Y. The notion of “indicator” is de.ned in a novel way, without initially specifying what property is indicated and is used to de.ne a topological space of cuts of the model. Various familiar properties of cuts (strength, regularity, saturation, coding properties) are investigated in this sense, and several results are given stating whether or not the set of cuts having the property is comeagre. A new notion of “generic cut” is introduced and investigated and it is shown in the case of countable arithmetically saturated models M ? PA that generic cuts exist, indeed the set of generic cuts is comeagre in the sense of Baire, and furthermore that two generic cuts within the same “small interval” of the model are conjugate by an automorphism of the model.The paper concludes by outlining some applications to constructions of cuts satisfying properties incompatible with genericity, and discussing in model‐theoretic terms those properties for which there is an indicator Y. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

The Minimal LM(3,4) Lattice Model and the Two-Dimensional Ising Model with Cylindrical Boundary Conditions

We consider an integrable XXZ model with some special open boundary conditions and one-dimensional Ising quantum chains with four different boundary conditions. We show that each of the Ising chains coincides with the minimal LM(3,4) lattice model resulting from the quantum group reduction of the XXZ model and the number of nodes in the former model is determined by the type of boundary conditions. The relation between the two-dimensional Ising model with four different types of boundary conditions and the LM(3,4) model is established.     

A comprehensive note on: An inventory model under two levels of trade credit and limited storage space derived without derivatives

In 2006, Huang proposed an inventory model with two warehouses when the supplier offers the retailer a permissible delay of M periods, and the retailer also provides its customers a permissible delay of N periods. He then solved it without derivatives. In this note, we extend his model to complement the shortcomings of his model. In contrast to the complicated and tedious quadratic–algebraic method suggested by Huang, we propose a simple arithmetic–geometric method to solve the inventory problem. Finally, we run computer programs for several numerical examples to illustrate the proposed model and obtain some managerial implications.     

Some results on the proportional reversed hazards model

The proportional reversed hazards model consists in describing random failure times by a family {[F(x)]^θ, θ>0} of distribution functions, where F(x) is a baseline distribution function. We show various results on this model related to some topics in reliability theory, including ageing notions of random lifetimes, comparisons based on stochastic orders, and relative ageing of distributions.     

A Graphical Method of Exploring the Mean Structure in Longitudinal Data Analysis

Abstract

In a longitudinal study, individuals are observed over some period of time. The investigator wishes to model the responses over this time as a function of various covariates measured on these individuals. The times of measurement may be sparse and not coincident across individuals. When the covariate values are not extensively replicated, it is very difficult to propose a parametric model linking the response to the covariates because plots of the raw data are of little help. Although the response curve may only be observed at a few points, we consider the underlying curve y(t). We fit a regression model y(t) = x ^Tβ(t) + ε(t) and use the coefficient functions β(t) to suggest a suitable parametric form. Estimates of y(t) are constructed by simple interpolation, and appropriate weighting is used in the regression. We demonstrate the method on simulated data to show its ability to recover the true structure and illustrate its application to some longitudinal data from the Panel Study of Income Dynamics.     

Increasing and Lipschitz continuous minimizers in one-dimensional linear-convex systems without constraints: The continuous and the discrete case

We consider a stochastic control model with linear transition law and arbitrary convex cost functions, a far-reaching generalization of the familiar linear quadratic model. Firstly conditions are given under which the continuous state version has minimizersf _n at each stagen which are increasing and in addition either right continuous or continuous or Lipschitz continuous with explicitly given Lipschitz constant. For the computationally important discrete version we verify some analogous properties under stronger assumptions.     

Least Frobenius norm updating of quadratic models that satisfy interpolation conditions

Quadratic models of objective functions are highly useful in many optimization algorithms. They are updated regularly to include new information about the objective function, such as the difference between two gradient vectors. We consider the case, however, when each model interpolates some function values, so an update is required when a new function value replaces an old one. We let the number of interpolation conditions, m say, be such that there is freedom in each new quadratic model that is taken up by minimizing the Frobenius norm of the second derivative matrix of the change to the model. This variational problem is expressed as the solution of an (m+n+1)×(m+n+1) system of linear equations, where n is the number of variables of the objective function. Further, the inverse of the matrix of the system provides the coefficients of quadratic Lagrange functions of the current interpolation problem. A method is presented for updating all these coefficients in ({m+n}²) operations, which allows the model to be updated too. An extension to the method is also described that suppresses the constant terms of the Lagrange functions. These techniques have a useful stability property that is investigated in some numerical experiments.     

Stability and convergence for a complete model of mass diffusion

We propose a fully discrete scheme for approximating a three-dimensional, strongly nonlinear model of mass diffusion, also called the complete Kazhikhov–Smagulov model. The scheme uses a C⁰ finite-element approximation for all unknowns (density, velocity and pressure), even though the density limit, solution of the continuous problem, belongs to H². A first-order time discretization is used such that, at each time step, one only needs to solve two decoupled linear problems for the discrete density and the velocity–pressure, separately.We extend to the complete model, some stability and convergence results already obtained by the last two authors for a simplified model where λ²-terms are not considered, λ being the mass diffusion coefficient. Now, different arguments must be introduced, based mainly on an induction process with respect to the time step, obtaining at the same time the three main properties of the scheme: an approximate discrete maximum principle for the density, weak estimates for the velocity and strong ones for the density. Furthermore, the convergence towards a weak solution of the density-dependent Navier–Stokes problem is also obtained as λ→0 (jointly with the space and time parameters).Finally, some numerical computations prove the practical usefulness of the scheme.     

Bounded orbits and measures on a group

We consider a definable group G acting on the space of complete types over G, in a monster model of a theory T. We discuss the notion of a bounded orbit of this action. We prove that some boundedness assumptions imply definable amenability of G.