The explicit solution of the profit maximization problem with box-constrained inputs

In this paper we study the profit-maximization problem, considering maximum constraints for the general case of m-inputs and using the Cobb-Douglas model for the production function. To do so, we previously study the firm’s cost minimization problem, proposing an equivalent infimal convolution problem for exponential-type functions. This study provides an analytical expression of the production cost function, which is found to be a piece-wise potential. Moreover, we prove that this solution belongs to class C¹. Using this cost function, we obtain the explicit expression of maximum profit. Finally, we illustrate the results obtained in this paper with an example.     

Explicit Expressions for Timelike and Spacelike Observables of Quantum Chromodynamics in Analytic Perturbation Theory

We study the possibility of expressing the invariant QCD coupling function (i.e., the effective coupling constant) in an explicit analytic form in two- and three-loop approximations as well as in the case of the Padé-transformed -function. Both the timelike and spacelike domains are investigated. Technical aspects of the Shirkov–Solovtsov analytic perturbation theory are considered. Explicit expressions for the two- and three-loop effective coupling functions in the timelike domain are obtained. In the last case, we apply a new method of expanding functions represented in an arbitrary loop order of perturbation theory in powers of the two-loop function. The comparison with numerical data in the infrared region shows that the obtained explicit expressions for the three-loop functions agree fully with the exact numerical results.     

On a Generalization from Ruin to Default in a Lévy Insurance Risk Model

In a variety of insurance risk models, ruin-related quantities in the class of expected discounted penalty function (EDPF) were known to satisfy defective renewal equations that lead to explicit solutions. Recent development in the ruin literature has shown that similar defective renewal equations exist for a more general class of quantities than that of EDPF. This paper further extends the analysis of this new class of functions in the context of a spectrally negative Lévy risk model. In particular, we present an operator-based approach as an alternative analytical tool in comparison with fluctuation theoretic methods used for similar quantities in the current literature. The paper also identifies a sufficient and necessary condition under which the classical results from defective renewal equation and those from fluctuation theory are interchangeable. As a by-product, we present a series representation of scale function as well as potential measure in terms of compound geometric distribution.     

Persistence and global stability of Bazykin predator–prey model with Beddington–DeAngelis response function

In this article, a predator–prey model of Beddington–DeAngelis type with discrete delay is proposed and analyzed. The essential mathematical features of the proposed model are investigated in terms of local, global analysis and bifurcation theory. By analyzing the associated characteristic equation, it is found that the Hopf bifurcation occurs when the delay parameter τ crosses some critical values. In this article, the classical Bazykin’s model is modified with Beddington–DeAngelis functional response. The parametric space under which the system enters into Hopf bifurcation for both delay and non-delay cases are investigated. Global stability results are obtained by constructing suitable Lyapunov functions for both the cases. We also derive the explicit formulae for determining the stability, direction and other properties of bifurcating periodic solutions by using normal form and central manifold theory. Our analytical findings are supported by numerical simulations. Biological implication of the analytical findings are discussed in the conclusion section.     

On a Dirichlet Problem Involving an Ornstein–Uhlenbeck Operator

We consider an elliptic Dirichlet problem which involves Ornstein–Uhlenbeck operators of special form in a half space of R ⁿ . We obtain necessary and sufficient conditions under which global Schauder estimates in spaces of Hölder continuous and bounded functions hold. For this purpose we use analytical tools, in particular semigroups and interpolation theory. Moreover we extend a theorem on the analiticity of subordinated semigroups (see Carasso and Kato; Trans. Amer. Math. Soc. 327 (1990, 867–877)) to a class of Markov type semigroups. We also provide explicit formulas for the Poisson kernels.     

Ramification of valuations

In this paper we develop a very explicit theory of ramification of general valuations in algebraic function fields. In characteristic zero and arbitrary dimension, we obtain the strongest possible generalization of the classical ramification theory of local Dedekind domains. We further develop a ramification theory of algebraic functions fields of dimension two in positive characteristic. We prove that local monomialization and simultaneous resolution hold under very mild assumptions, and give pathological examples.     

Interpolation problems,extensions of symmetric operators and reproducing kernel spaces II

The aim of part I and this paper is to study interpolation problems for pairs of matrix functions of the extended Nevanlinna class using two different approaches and to make explicit the various links between them. In part I we considered the approach via the Kreîn-Langer theory of extensions of symmetric operators. In this paper we adapt Dym's method to solve interpolation problems by means of the de Branges theory of Hilbert spaces of analytic functions. We also show here how the two solution methods are connected.     

Propagation of nonlinear thermoelastic waves in porous media within the theory of heat conduction with memory: physical derivation and exact solutions

In this paper, we study a mathematical model of nonlinear thermoelastic wave propagation in fluid‐saturated porous media, considering memory effect in the heat propagation. In particular, we derive the governing equations in one dimension by using the Gurtin–Pipkin theory of heat flux history model and specializing the relaxation function in such a way to obtain a fractional Erdélyi–Kober integral. In this way, we obtain a nonlinear model in the framework of time‐fractional thermoelasticity, and we find an explicit analytical solution by means of the invariant subspace method. A second memory effect that can play a significant role in this class of models is parametrized by a generalized time‐fractional Darcy law. We study the equations obtained also in this case and find an explicit traveling wave type solution. Copyright © 2016 John Wiley & Sons, Ltd.     

Set-valued functions,Lebesgue extensions and saturated probability spaces

Recent advances in the theory of distributions of set-valued functions have been shaped by counterexamples which hinge on the non-existence of measurable selections with requisite properties. These examples, all based on the Lebesgue interval, and initially circumvented by Sun in the context of Loeb spaces, have now led Keisler and Sun (KS) to establish a comprehensive theory of the distributions of set-valued functions on saturated probability spaces (introduced by Hoover and Keisler). In contrast, we show that a countably-generated extension of the Lebesgue interval suffices for an explicit resolution of these examples; and furthermore, that it does not contradict the KS necessity results. We draw the fuller implications of our theorems for integration of set-valued functions, for Lyapunov's result on the range of vector measures and for the theory of large non-anonymous games.     

Frames and oversampling formulas for band limited functions

In this article, we obtain families of frames for the space B _ω of functions with band in [?ω, ω] by using the theory of shift-invariant spaces. Our results are based on the Gramian analysis of Ron and Shen and a variant, due to Bownik, of their characterization of families of functions whose shifts form frames or Riesz bases. We give necessary and sufficient conditions for the translates of a finite number of functions (generators) to be a frame or a Riesz basis for B _ω . We also give explicit formulas for the dual generators, and we apply them to Hilbert transform sampling and derivative sampling. Finally we provide numerical experiments that support the theory.     

The algebra of set functions II: An enumerative analogue of Hall’s theorem for bipartite graphs

Triesch (1997) [25] conjectured that Hall’s classical theorem on matchings in bipartite graphs is a special case of a phenomenon of monotonicity for the number of matchings in such graphs. We prove this conjecture for all graphs with sufficiently many edges by deriving an explicit monotonic formula counting matchings in bipartite graphs.This formula follows from a general duality theory which we develop for counting matchings. Moreover, we make use of generating functions for set functions as introduced by Lass [20], and we show how they are useful for counting matchings in bipartite graphs in many different ways.     

Concentration for multidimensional diffusions and their boundary local times

We prove that probability laws of certain multidimensional semimartingales which includes time-inhomogenous diffusions, under suitable assumptions, satisfy quadratic transportation cost inequality under the uniform metric. From this we derive concentration properties of Lipschitz functions of process paths that depend on the entire history. In particular, we estimate concentration of boundary local time of reflected Brownian motions on a polyhedral domain. We work out explicit applications of consequences of measure concentration for the case of Brownian motion with rank-based drifts.     

Generalised elliptic functions

We consider multiply periodic functions, sometimes called Abelian functions, defined with respect to the period matrices associated with classes of algebraic curves. We realise them as generalisations of the Weierstraß ?-function using two different approaches. These functions arise naturally as solutions to some of the important equations of mathematical physics and their differential equations, addition formulae, and applications have all been recent topics of study.The first approach discussed sees the functions defined as logarithmic derivatives of the σ-function, a modified Riemann θ-function. We can make use of known properties of the σ-function to derive power series expansions and in turn the properties mentioned above. This approach has been extended to a wide range of non hyperelliptic and higher genus curves and an overview of recent results is given.The second approach defines the functions algebraically, after first modifying the curve into its equivariant form. This approach allows the use of representation theory to derive a range of results at lower computational cost. We discuss the development of this theory for hyperelliptic curves and how it may be extended in the future. We consider how the two approaches may be combined, giving the explicit mappings for the genus 3 hyperelliptic theory. We consider the problem of generating bases of the functions and how these decompose when viewed in the equivariant form.     

A Differentiation Theory for Itô's Calculus

Abstract

A peculiar feature of Itô's calculus is that it is an integral calculus that gives no explicit derivative with a systematic differentiation theory counterpart, as in elementary calculus. So, can we define a pathwise stochastic derivative of semimartingales with respect to Brownian motion that leads to a differentiation theory counterpart to Itô's integral calculus? From Itô's definition of his integral, such a derivative must be based on the quadratic variation process. We give such a derivative in this note and we show that it leads to a fundamental theorem of stochastic calculus, a generalized stochastic chain rule that includes the case of convex functions acting on continuous semimartingales, and the stochastic mean value and Rolle's theorems. In addition, it interacts with basic algebraic operations on semimartingales similarly to the way the deterministic derivative does on deterministic functions, making it natural for computations. Such a differentiation theory leads to many interesting applications, some of which we address in an upcoming article.     

A best-response approach for equilibrium selection in two-player generalized Nash equilibrium problems

ABSTRACT

In this paper, we propose a best-response approach to select an equilibrium in a two-player generalized Nash equilibrium problem. In our model we solve, at each of a finite number of time steps, two independent optimization problems. We prove that convergence of our Jacobi-type method, for the number of time steps going to infinity, implies the selection of the same equilibrium as in a recently introduced continuous equilibrium selection theory. Thus the presented approach is a different motivation for the existing equilibrium selection theory, and it can also be seen as a numerical method. We show convergence of our numerical scheme for some special cases of generalized Nash equilibrium problems with linear constraints and linear or quadratic cost functions.     

A New Self-Dual Embedding Method for Convex Programming

In this paper we introduce a conic optimization formulation to solve constrained convex programming, and propose a self-dual embedding model for solving the resulting conic optimization problem. The primal and dual cones in this formulation are characterized by the original constraint functions and their corresponding conjugate functions respectively. Hence they are completely symmetric. This allows for a standard primal-dual path following approach for solving the embedded problem. Moreover, there are two immediate logarithmic barrier functions for the primal and dual cones. We show that these two logarithmic barrier functions are conjugate to each other. The explicit form of the conjugate functions are in fact not required to be known in the algorithm. An advantage of the new approach is that there is no need to assume an initial feasible solution to start with. To guarantee the polynomiality of the path-following procedure, we may apply the self-concordant barrier theory of Nesterov and Nemirovski. For this purpose, as one application, we prove that the barrier functions constructed this way are indeed self-concordant when the original constraint functions are convex and quadratic. We pose as an open question to find general conditions under which the constructed barrier functions are self-concordant.     

The spaces of meromorphic Prym differentials on a finite Riemann surface

In the previous articles the second author started constructing a general theory of multiplicative functions and Prym differentials on a compact Riemann surface for arbitrary characters. Function theory on compact Riemann surfaces differs substantially from that on finite Riemann surfaces. In this article we start constructing a general function theory on variable finite Riemann surfaces for multiplicative meromorphic functions and differentials. We construct the forms of all elementary Prym differentials for arbitrary characters and find the dimensions of, and also construct explicit bases for, two important quotient spaces of Prym differentials. This yields the dimension of and a basis for the first holomorphic de Rham cohomology group of Prym differentials for arbitrary characters.     

Hypersingular kernel integration in 3D Galerkin boundary element method

We consider Cauchy singular and Hypersingular boundary integral equations associated with 3D potential problems defined on polygonal domains, whose solutions are approximated with a Galerkin boundary element method, related to a given triangulation of the boundary. In particular, for constant and linear shape functions, the most frequently used basis functions, we give explicit results of the analytical inner integrations and suggest suitable quadrature schemes to evaluate the outer integrals required to form the Galerkin matrix elements. These numerical indications are given after an analysis of the singularities arising in the whole integration process, which is valid also for shape functions of higher degrees.     

On a class of degenerate elliptic operators arising from Fleming-Viot processes

We are dealing with the solvability of an elliptic problem related to a class of degenerate second order operators which arise from the theory of Fleming-Viot processes in population genetics. In the one dimensional case the problem is solved in the space of continuous functions. In higher dimension we study the problem in spaces with respect to an explicit measure which, under suitable assumptions, can be taken invariant and symmetrizing for the operators. We prove the existence and uniqueness of weak solutions and we show that the closure of the operator in such spaces generates an analytic -semigroup. Received December 4, 2000; accepted December 9, 2000.     

On the Fock space of metaanalytic functions

We develop the theory on the Fock space of metaanalytic functions, a generalization of some recent results on the Fock space of polyanalytic functions. We show that the metaanalytic Bargmann transform is a unitary mapping between vector-valued Hilbert spaces and metaanalytic Fock spaces. A reproducing kernel of the metaanalytic Fock space is derived in an explicit form. Furthermore, we establish a complete characterization of all lattice sampling and interpolating sequence for the Fock space of metaanalytic functions.