Representation of attraction elements in abstract attainability problems with asymptotic constraints

We consider an abstract attainability problem with asymptotic constraints in a topological space. We construct an extension in the class of ultrafilters of widely interpreted measurable spaces. We study an example of a static problem on the asymptotic attainability in the class of layer functions.     

A note on optimal stopping of diffusions with a two-sided optimal rule

We consider a class of optimal stopping problems of diffusions with a two-sided optimal rule. We propose an approach for finding and characterizing the solution. We establish that the optimal stopping rule can be associated with the unique fixed point of an auxiliary function. The results are illustrated with an explicit example.     

On the distribution tail of an integrated risk model: A numerical approach

We consider an insurance risk process with the possibility to invest the capital reserve into a portfolio consisting of a risky asset and a riskless asset. The stock price is modelled by an exponential Lévy process and the riskless interest rate is assumed to be constant. We aim at the risk assessment of the integrated risk process in terms of a high quantile or the far out distribution tail. We indicate an application to an optimal investment strategy of an insurer.     

Estimates on the Distribution of the Condition Number of Singular Matrices

We exhibit some new techniques to study volumes of tubes about algebraic varieties in complex projective spaces. We prove the existence of relations between volumes and Intersection Theory in the presence of singularities. In particular, we can exhibit an average Bezout Equality for equidimensional varieties. We also state an upper bound for the volume of a tube about a projective variety. As a main outcome, we prove an upper bound estimate for the volume of the intersection of a tube with an equidimensional projective algebraic variety. We apply these techniques to exhibit upper bounds for the probability distribution of the generalized condition number of singular complex matrices.     

Formula for the number of eigenvalues of a three-particle Schrödinger operator on a lattice

We consider a system of three arbitrary quantum particles on a three-dimensional lattice that interact via short-range attractive potentials. We obtain a formula for the number of eigenvalues in an arbitrary interval outside the essential spectrum of the three-particle discrete Schrödinger operator and find a sufficient condition for the discrete spectrum to be finite. We give an example of an application of our results.     

Infinitesimal affine transformations of the second order tangent bundle with horizontal lift connection

We obtain the canonical expansion of an infinitesimal affine transformation of the second order tangent bundle with horizontal lift connection. We establish necessary and sufficient conditions under which a vector field is an infinitesimal affine transformation. We also construct the horizontal lift of a linear connection to a second order Weil bundle.     

Using a Conic Formulation for Finding Steiner Minimal Trees

We present a new mathematical programming formulation for the Steiner minimal tree problem. We relax the integrality constraints on this formulation and transform the resulting problem (which is convex, but not everywhere differentiable) into a standard convex programming problem in conic form. We consider an efficient computation of an ε-optimal solution for this latter problem using an interior-point algorithm.     

Cauchy problem for the beam vibration equation

We study a problem on the vibrations of an infinite beam at an arbitrary time after an initial perturbation. We obtain sufficient conditions for the existence of a solution, which is constructed in explicit form.     

Equations with Random Gaussian Operators with Unbounded Mean Value

We consider an equation in a Hilbert space with a random operator represented as a sum of a deterministic, closed, densely defined operator and a Gaussian strong random operator. We represent a solution of an equation with random right-hand side in terms of stochastic derivatives of solutions of an equation with deterministic right-hand side. We consider applications of this representation to the anticipating Cauchy problem for a stochastic partial differential equation.     

Fractal methods and the problem of estimating scaling exponents: A new approach based on upper and lower linear bounds

The characterization of irregular objects with fractal methods often leads to the estimation of the slope of a function which is plotted versus a scale parameter. The slope is usually obtained with a linear regression. The problem is that the fit is usually not acceptable from the statistical standpoint. We propose a new approach in which we use two straight lines to bound the data from above and from below. We call these lines the upper and lower linear bounds. We propose to define these bounds as the solution of an optimization problem. We discuss the solution of this problem and we give an algorithm to obtain its solution. We use the difference between the upper and lower linear bounds to define a measure of the degree of linearity in the scaling range. We illustrate our method by analyzing the fluctuations of the variogram in a microresistivity well log from an oil reservoir in the North Sea.     

Elementary operators and the Aluthge transform

We characterize essential normality for certain elementary operators acting on the Hilbert-Schmidt class. We find the Aluthge transform of an elementary operator of length one. We show that the Aluthge transform of an elementary 2-isometry need not be a 2-isometry. We also characterize hermitian elementary operators of length 2.     

Invariants of Characteristics of Some Systems of Partial Differential Equations

We introduce the notion of an invariant of characteristics for a system of first-order partial differential equations. We prove that the existence of invariants is connected with passiveness of some systems. We describe a few methods for construction of new invariants from those already known. We give a scheme for application of the invariants to reduction and integration of systems of partial differential equations. As an application we consider the equation of gas dynamics.     

Automorphism groups of polycyclic-by-finite groups and arithmetic groups

We show that the outer automorphism group of a polycyclic-by-finite group is an arithmetic group. This result follows from a detailed structural analysis of the automorphism groups of such groups. We use an extended version of the theory of the algebraic hull functor initiated by Mostow. We thus make applicable refined methods from the theory of algebraic and arithmetic groups. We also construct examples of polycyclic-by-finite groups which have an automorphism group which does not contain an arithmetic group of finite index. Finally we discuss applications of our results to the groups of homotopy self-equivalences of K(Γ,1)-spaces and obtain an extension of arithmeticity results of Sullivan in rational homotopy theory.     

Liquidity Costs: A New Numerical Methodology and an Empirical Study

We consider rate swaps which pay a fixed rate against a floating rate in the presence of bid-ask spread costs. Even for simple models of bid-ask spread costs, there is no explicit strategy optimizing an expected function of the hedging error. We here propose an efficient algorithm based on the stochastic gradient method to compute an approximate optimal strategy without solving a stochastic control problem. We validate our algorithm by numerical experiments. We also develop several variants of the algorithm and discuss their performances in terms of the numerical parameters and the liquidity cost.     

The dynamics of the chaplygin ball with a fluid-filled cavity

We consider the problem of rolling of a ball with an ellipsoidal cavity filled with an ideal fluid, which executes a uniform vortex motion, on an absolutely rough plane. We point out the case of existence of an invariant measure and show that there is a particular case of integrability under conditions of axial symmetry.     

0-dialgebras with bar-unity and nonassociative Rota-Baxter algebras

We describe all homogeneous structures of Rota-Baxter algebras on a 0-dialgebra with associative bar-unity and give a corollary on the structure of a Rota-Baxter algebra on an arbitrary associative dialgebra with bar-unity as well as a unital associative conformal algebra. We prove that an arbitrary alternative dialgebra may be embedded into an alternative dialgebra with associative barunity. We suggest the definition of variety of dialgebras in the sense of Eilenberg which is equivalent to that introduced earlier by Kolesnikov.     

Enumerating bases of self-dual matroids

We define involutively self-dual matroids and prove that an enumerator for their bases is the square of a related enumerator for their self-dual bases. This leads to a new proof of Tutte's theorem that the number of spanning trees of a central reflex is a perfect square, and it solves a problem posed by Kalai about higher dimensional spanning trees in simplicial complexes. We also give a weighted version of the latter result.We give an algebraic analogue relating to the critical group of a graph, a finite abelian group whose order is the number of spanning trees of the graph. We prove that the critical group of a central reflex is a direct sum of two copies of an abelian group, and conclude with an analogous result in Kalai's setting.     

The Picard Group of Corings

We introduce and study the Picard group of a coring. We give an exact sequence relating the Picard group of a coring and its automorphisms generalizing the known exact sequences associated to an algebra and a coalgebra over a field. We also extend to corings the Aut–Pic property and we give some new corings satisfying this property.     

On surface radiation conditions for an ellipse

We compare several On Surface Radiation Boundary Conditions in two dimensions, for solving the Helmholtz equation exterior to an ellipse. We also introduce a new boundary condition for an ellipse based on a modal expansion in Mathieu functions. We compare the OSRC to a finite difference method.