Subspaces and quotients of Banach spaces with shrinking unconditional bases

The main result is that a separable Banach space with the weak* unconditional tree property is isomorphic to a subspace as well as a quotient of a Banach space with a shrinking unconditional basis. A consequence of this is that a Banach space is isomorphic to a subspace of a space with a shrinking unconditional basis if and only if it is isomorphic to a quotient of a space with a shrinking unconditional basis, which solves a problem dating to the 1970s. The proof of the main result also yields that a uniformly convex space with the unconditional tree property is isomorphic to a subspace as well as a quotient of a uniformly convex space with an unconditional finite dimensional decomposition.     

The stress state of an elastic composite cone with centre of rotation at the apex

The torsion of a composite cone that has a centre of rotation at its apex is investigated in a spherical system of coordinates. A composite cone is a cone with one shear modulus, inserted into a conical funnel having another shear modulus and with ideal mechanical contact between its surface and the inner surface of the conical funnel. The auxiliary problem of a composite cone with its apex truncated by a spherical surface is considered first. The outer surface of such a conical body is not loaded, but a load that reduces to a torque is applied to its spherical surface. The auxiliary problem is reduced to a one-dimensional discontinuous boundary-value problem using a specially constructed integral transformation. The exact solution of this boundary-value problem is constructed. The limit is then taken in the solution obtained as the radius of the spherical surface tends to zero for the purpose of obtaining an exact solution of the problem of the torsion of a composite cone that has a centre of rotation at the apex.     

Harmonic and pulse excitations of multiply connected cylindrical bodies

The three-dimensional problem of the theory of elasticity of the harmonic oscillations of cylindrical bodies (a layer with several tunnel cavities on a cylinder of finite length) is considered for uniform mixed boundary conditions on its bases. Using the Φ-solutions constructed, the boundary-value problems are reduced to a system of well-known one-dimensional singular integral equations. The solution of the problem of the pulse excitation of a layer on the surface of a cavity is “assembled” from a packet of corresponding harmonic oscillations using an integral Fourier transformation with respect to time. The results of calculations of the dynamic stress concentration in a layer (a plate) weakened by one and two openings of different configuration are given, as well as the amplitude-frequency characteristics for a cylinder of finite length with a transverse cross section in the form of a square with rounded corners, and data of calculations for a trapeziform pulse, acting on the surface of a circular cavity, are presented.     

A Priori and A Posteriori: A Bootstrapping Relationship

The distinction between a priori and a posteriori knowledge has been the subject of an enormous amount of discussion, but the literature is biased against recognizing the intimate relationship between these forms of knowledge. For instance, it seems to be almost impossible to find a sample of pure a priori or a posteriori knowledge. In this paper, it will be suggested that distinguishing between a priori and a posteriori is more problematic than is often suggested, and that a priori and a posteriori resources are in fact used in parallel. We will define this relationship between a priori and a posteriori knowledge as the bootstrapping relationship. As we will see, this relationship gives us reasons to seek for an altogether novel definition of a priori and a posteriori knowledge. Specifically, we will have to analyse the relationship between a priori knowledge and a priori reasoning, and it will be suggested that the latter serves as a more promising starting point for the analysis of aprioricity. We will also analyse a number of examples from the natural sciences and consider the role of a priori reasoning in these examples. The focus of this paper is the analysis of the concepts of a priori and a posteriori knowledge rather than the epistemic domain of a posteriori and a priori justification.     

The mathematical theory of growing bodies. Finite deformations

The fundamentals of the mathematical theory of accreting bodies for finite deformations are explained using the concept of the bundle of a differentiable manifold that enables one to construct a clear classification of the accretion processes. One of the possible types of accretion, as due to the continuous addition of stressed material surfaces to a three-dimensional body, is considered. The complete system of equations of the mechanics of accreting bodies is presented. Unlike in problems for bodies of constant composition, the tensor field of the incompatible distortion, which can be found from the equilibrium condition for the boundary of growth, that is, a material surface in contact with a deformable three-dimensional body, enters into these equations. Generally speaking, a growing body does not have a stress-free configuration in three-dimensional Euclidean space. However, there is such a configuration on a certain three-dimensional manifold with a non-Euclidean affine connectedness caused by a non-zero torsion tensor that is a measure of the incompatibility of the deformation of the growing body. Mathematical models of the stress-strain state of a growing body are therefore found to be equivalent to the models of bodies with a continuous distribution of the dislocations.     

A Barrier Function Method for the Nonconvex Quadratic Programming Problem with Box Constraints

In this paper a barrier function method is proposed for approximating a solution of the nonconvex quadratic programming problem with box constraints. The method attempts to produce a solution of good quality by following a path as the barrier parameter decreases from a sufficiently large positive number. For a given value of the barrier parameter, the method searches for a minimum point of the barrier function in a descent direction, which has a desired property that the box constraints are always satisfied automatically if the step length is a number between zero and one. When all the diagonal entries of the objective function are negative, the method converges to at least a local minimum point of the problem if it yields a local minimum point of the barrier function for a sequence of decreasing values of the barrier parameter with zero limit. Numerical results show that the method always generates a global or near global minimum point as the barrier parameter decreases at a sufficiently slow pace.     

Preservation of the existence of fixed and coincidence points under homotopy of mappings of ordered sets

In problems of topology and analysis, well-known theorem on the preservation by any continuous homotopy of the property of a mapping to have a fixed point and the property of a pair of mappings to have a coincidence point are extensively applied. Thus, for contraction mappings and some of their generalizations, Frigon’s results on the preservation of the property to have a fixed point by a homotopy of a special type are known. This paper presents theorems on the preservation by order homotopy of the property of a pair of mappings to have a coincidence point. As a corollary, conditions under which such a homotopy preserves the property of a mapping to have a fixed point are obtained.     

Mini-Maximizers for Reaction-Diffusion Systems with Skew-Gradient Structure

A reaction-diffusion system with skew-gradient structure is a sort of activator-inhibitor system that consists of two gradient systems coupled in a skew-symmetric way. Any steady state of such a system corresponds to a critical point of some functional. The aim of this paper is to study the relation between a stability property as a steady state of the reaction-diffusion system and a mini-maximizing property as a critical point of the functional. It is shown that a steady state of the skew-gradient system is stable regardless of time constants if and only if it is a mini-maximizer of the functional. It is also shown that the mini-maximizing property is closely related with the diffusion-induced instability. Moreover, by using the property that any mini-maximizer on a convex domain is spatially homogeneous, quite a general instability criterion is obtained for some activator-inhibitor systems. These results are applied to the diffusive FitzHugh-Nagumo system and the Gierer-Meinhardt system.     

Stochastic Control Methods: Hedging in a Market Described by Pure Jump Processes

This paper considers the asset price movements in a financial market with a risky asset and a bond. The dynamics of the risky asset, modeled by a marked point process, depend on a stochastic factor, modeled also by a marked point process. The possibility of common jump times with the price is allowed. The problem studied is to determine a strategy maximizing the expected value of a utility function of the hedging error. Two different approaches are considered: an Hamilton Jacobi Bellmann equation is studied for a simplified model and a contraction technique is introduced for a more general model.     

Kripke submodels and universal sentences

We define two notions for intuitionistic predicate logic: that of a submodel of a Kripke model, and that of a universal sentence. We then prove a corresponding preservation theorem. If a Kripke model is viewed as a functor from a small category to the category of all classical models with (homo)morphisms between them, then we define a submodel of a Kripke model to be a restriction of the original Kripke model to a subcategory of its domain, where every node in the subcategory is mapped to a classical submodel of the corresponding classical model in the range of the original Kripke model. We call a sentence universal if it is built inductively from atoms (including ? and ⊥) using ∧, ∨, ?, and →, with the restriction that antecedents of → must be atomic. We prove that an intuitionistic theory is axiomatized by universal sentences if and only if it is preserved under Kripke submodels. We also prove the following analogue of a classical model‐consistency theorem: The universal fragment of a theory Γ is contained in the universal fragment of a theory Δ if and only if every rooted Kripke model of Δ is strongly equivalent to a submodel of a rooted Kripke model of Γ. Our notions of Kripke submodel and universal sentence are natural in the sense that in the presence of the rule of excluded middle, they collapse to the classical notions of submodel and universal sentence. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Developing and Maintaining an Equity Index Fund

An index fund is a portfolio of shares designed to replicate the investment performance of a market index. The index represents the behaviour of the market as a whole. This paper describes the selection of an index fund which minimizes expected tracking error. Using a multivariate model of returns on shares, a development of a univariate model by Taylor, the selection problem is formulated as a quadratic programme. The effects of various constraints on tracking error are demonstrated. Several policies for the readjustment of a fund are examined in the context of the differing objectives of fund managers. As a general rule, regular readjustment is shown to be a more expensive policy than irregular updating.     

Partially isometric dilations of noncommuting -tuples of operators

Given a row contraction of operators on a Hilbert space and a family of projections on the space that stabilizes the operators, we show there is a unique minimal joint dilation to a row contraction of partial isometries that satisfy natural relations. For a fixed row contraction the set of all dilations forms a partially ordered set with a largest and smallest element. A key technical device in our analysis is a connection with directed graphs. We use a Wold decomposition for partial isometries to describe the models for these dilations, and we discuss how the basic properties of a dilation depend on the row contraction.

     

Construction of a CPA contraction metric for periodic orbits using semidefinite optimization

A Riemannian metric with a local contraction property can be used to prove existence and uniqueness of a periodic orbit and determine a subset of its basin of attraction. While the existence of such a contraction metric is equivalent to the existence of an exponentially stable periodic orbit, the explicit construction of the metric is a difficult problem.In this paper, the construction of such a contraction metric is achieved by formulating it as an equivalent problem, namely a feasibility problem in semidefinite optimization. The contraction metric, a matrix-valued function, is constructed as a continuous piecewise affine (CPA) function, which is affine on each simplex of a triangulation of the phase space. The contraction conditions are formulated as conditions on the values at the vertices.The paper states a semidefinite optimization problem. We prove on the one hand that a feasible solution of the optimization problem determines a CPA contraction metric and on the other hand that the optimization problem is always feasible if the system has an exponentially stable periodic orbit and the triangulation is fine enough. An objective function can be used to obtain a bound on the largest Floquet exponent of the periodic orbit.     

A generalized duality and applications

The aim of this paper is to present a nonconvex duality with a zero gap and its connection with convex duality. Since a convex program can be regarded as a particular case of convex maximization over a convex set, a nonconvex duality can be regarded as a generalization of convex duality. The generalized duality can be obtained on the basis of convex duality and minimax theorems. The duality with a zero gap can be extended to a more general nonconvex problems such as a quasiconvex maximization over a general nonconvex set or a general minimization over the complement of a convex set. Several applications are given.On leave from the Institute of Mathematics, Hanoi, Vietnam.     

A partial differential equation connected to option pricing with stochastic volatility: Regularity results and discretization

This paper completes a previous work on a Black and Scholes equation with stochastic volatility. This is a degenerate parabolic equation, which gives the price of a European option as a function of the time, of the price of the underlying asset, and of the volatility, when the volatility is a function of a mean reverting Orstein-Uhlenbeck process, possibly correlated with the underlying asset. The analysis involves weighted Sobolev spaces. We give a characterization of the domain of the operator, which permits us to use results from the theory of semigroups. We then study a related model elliptic problem and propose a finite element method with a regular mesh with respect to the intrinsic metric associated with the degenerate operator. For the error estimate, we need to prove an approximation result.

     

The limit cycles of a second-order system of differential equations: The method of small forms

In this paper we investigate the existence of limit cycles of a system of the second-order differential equations with a vector parameter.We propose a method for representing a solution as a sum of forms with respect to the initial value and the parameter; we call this technique the method of small forms. We establish the conditions under which a sufficiently small neighborhood of the equilibrium point contains no limit cycles. We construct a polynomial, whose positive roots of odd multiplicity define the lower bound for the number of cycles, and simple positive roots (other positive roots do not exist) define the number of limit cycles in a sufficiently small neighborhood of the equilibrium point.We prove theorems, whose conditions guarantee that a positive root of odd multiplicity defines a unique limit cycle, but a positive root of even multiplicity defines exactly two limit cycles.We propose a method for defining the type of the stability of limit cycles.     

Slice theorem and orbit type stratification in infinite dimensions

We establish a general slice theorem for the action of a locally convex Lie group on a locally convex manifold, which generalizes the classical slice theorem of Palais to infinite dimensions. We discuss two important settings under which the assumptions of this theorem are fulfilled. First, using Glöckner's inverse function theorem, we show that the linear action of a compact Lie group on a Fréchet space admits a slice. Second, using the Nash–Moser theorem, we establish a slice theorem for the tame action of a tame Fréchet Lie group on a tame Fréchet manifold. For this purpose, we develop the concept of a graded Riemannian metric, which allows the construction of a path-length metric compatible with the manifold topology and of a local addition. Finally, generalizing a classical result in finite dimensions, we prove that the existence of a slice implies that the decomposition of the manifold into orbit types of the group action is a stratification.     

Modeling of a discrete dynamic system using a modified Petri net

Together with the proposed modification connected with the introduction of a time-dependent net, we define a criterion for optimality of a sequence of initiations of transitions, and study a method of obtaining such a sequence. We given the construction of a model of a discrete dynamic system having finite parameters. to describe it we introduce a modification of the Petri net using a determination of the state of the positions, time delay of the transitions, and variation of the conditions and rules for initiating transitions. Translated fromDinamicheskie Sistemy, No. 13, 1994. pp. 39–50.     

Countable spaces and common priors

We show that the no betting characterisation of the existence of common priors over finite type spaces extends only partially to improper priors in the countably infinite state space context: the existence of a common prior implies the absence of a bounded agreeable bet, and the absence of a common improper prior implies the existence of a bounded agreeable bet. However, a type space that lacks a common prior but has a common improper prior may or may not have a bounded agreeable bet. As a side-benefit of the proofs here, we also obtain a constructive proof of the no betting characterisation in finite spaces.     

Semirings and path spaces

This paper develops a unified algebraic theory for a class of path problems such as that of finding the shortest or, more generally, the k shortest paths in a network; the enumeration of elemementary or simple paths in a graph. It differs from most earlier work in that the algebraic structure appended to a graph or a network of a path problem is not axiomatically given as a starting point of the theory, but is derived from a novel concept called a “path space”. This concept is shown to provide a coherent framework for the analysis of path problems, and hence the development of algebraic methods for solving them.