Comments on purification in continuum games

It is pointed out that Corollary 1 in a recent paper by Khan et al. (Int J Game Theory 34:91–104, 2006), presented there as an extension of the Dvoretzky–Wald–Wolfowitz theorem, is a special case of Lyapunov’s theorem for Young measures (Balder in Rend Instit Mat Univ Trieste 31 Suppl. 1:1–69) It is also pointed out that Theorems 1–4 in Khan et al. (Int J Game Theory 34:91–104, 2006) follow from a single strong purification per se result that is already contained, as an implementation of that Lyapunov theorem for Young measures, in the proof of Theorem 2.2.1 in Balder (J Econ Theory 102:437–470, 2002).     

Visualizing hypothesis tests in multivariate linear models: the heplots package for R

Hypothesis-error (or “HE”) plots, introduced by Friendly (J Stat Softw 17(6):1–42, 2006a; J Comput Graph Stat 16:421–444, 2006b), permit the visualization of hypothesis tests in multivariate linear models by representing hypothesis and error matrices of sums of squares and cross-products as ellipses. This paper describes the implementation of these methods in the heplots package for R, as well as their extension, for example from two to three dimensions and by scaling hypothesis ellipses and ellipsoids in a natural manner relative to error. This is a paper for the proceedings of the Directions in Statistical Computing conference.     

One-dimensional chemotaxis kinetic model

In this paper, we study a variation of the equations of a chemotaxis kinetic model and investigate it in one dimension. In fact, we use fractional diffusion for the chemoattractant in the Othmar–Dunbar–Alt system (Othmer in J Math Biol 26(3):263–298, 1988). This version was exhibited in Calvez in Amer Math Soc, pp 45–62, 2007 for the macroscopic well-known Keller–Segel model in all space dimensions. These two macroscopic and kinetic models are related as mentioned in Bournaveas, Ann Inst H Poincaré Anal Non Linéaire, 26(5):1871–1895, 2009, Chalub, Math Models Methods Appl Sci, 16(7 suppl):1173–1197, 2006, Chalub, Monatsh Math, 142(1–2):123–141, 2004, Chalub, Port Math (NS), 63(2):227–250, 2006. The model we study here behaves in a similar way to the original model in two dimensions with the spherical symmetry assumption on the initial data which is described in Bournaveas, Ann Inst H Poincaré Anal Non Linéaire, 26(5):1871–1895, 2009. We prove the existence and uniqueness of solutions for this model, as well as a convergence result for a family of numerical schemes. The advantage of this model is that numerical simulations can be easily done especially to track the blow-up phenomenon.     

Kreĭn–Saakyan and Trace Formulas for a Pair of Canonical Differential Operators

An analog of the Kreĭn–Saakyan formula is derived for any pair of relatively prime self-adjoint extensions of a minimal symmetric canonical differential operator. This allows us to deduce a trace formula in the matrix case. I am grateful to Sh. Saakyan for his interest in this work and lively discussion. Received: December 8, 2006. Accepted: December 30, 2006.     

Minimality of totally geodesic submanifolds in Finsler geometry

Using the symplectic definition of the Holmes-Thompson volume we prove that totally geodesic submanifolds of a Finsler manifold are minimal for this volume. Thanks to well suited technics the minimality of totally geodesic hypersurfaces (see álvarez Paiva and Berck in Adv Math 204(2):647–663, 2006) and 2-dimensional totally geodesic surfaces (see álvarez Paiva and Berck in Adv Math 204(2):647–663, 2006, Ivanov in Algebra i Analiz 13(1)26–38, 2001) had already been proved. However the corresponding statement for the Hausdorff measure is known to be wrong even in the simplest case of totally geodesic 2-dimensional surfaces in a 3-dimensional Finsler manifold (see álvarez Paiva and Berck in Adv Math 204(2):647–663, 2006).     

Processing second-order stochastic dominance models using cutting-plane representations

Second-order stochastic dominance (SSD) is widely recognised as an important decision criterion in portfolio selection. Unfortunately, stochastic dominance models are known to be very demanding from a computational point of view. In this paper we consider two classes of models which use SSD as a choice criterion. The first, proposed by Dentcheva and Ruszczyński (J Bank Finance 30:433–451, 2006), uses a SSD constraint, which can be expressed as integrated chance constraints (ICCs). The second, proposed by Roman et al. (Math Program, Ser B 108:541–569, 2006) uses SSD through a multi-objective formulation with CVaR objectives. Cutting plane representations and algorithms were proposed by Klein Haneveld and Van der Vlerk (Comput Manage Sci 3:245–269, 2006) for ICCs, and by Künzi-Bay and Mayer (Comput Manage Sci 3:3–27, 2006) for CVaR minimization. These concepts are taken into consideration to propose representations and solution methods for the above class of SSD based models. We describe a cutting plane based solution algorithm and outline implementation details. A computational study is presented, which demonstrates the effectiveness and the scale-up properties of the solution algorithm, as applied to the SSD model of Roman et al. (Math Program, Ser B 108:541–569, 2006).     

Minkowski Dimension and Cauchy Transform in Clifford Analysis

In the present paper we provide some conditions of a geometrical character for continuous extendibility of the Clifford–Cauchy transform to the boundary of a domain in the Euclidean space of higher dimensions if its density satisfies a H?lder condition. The criterion obtained in this work is an extension to a very general class of domains of a result, which has already become classical, obtained by Viorel Iftimie, who proved in 1965, for the case of a domain with compact Liapunov boundary, that the Clifford–Cauchy transform has H?lder–continuous limit values for any H?lder–continuous density. Received: August 15, 2006. Accepted: November 2, 2006.     

The HVZ Theorem for a Pseudo-Relativistic Operator

The localization of the essential spectrum of a relativistic two-electron ion is provided. The analysis is performed with the help of the pseudo-relativistic Brown–Ravenhall operator which is the restriction of the Coulomb–Dirac operator to the electrons’ positive spectral subspace. Submitted: September, 2005. Revised: March 27, 2006. Accepted: August 3, 2006.     

On the Notion of the Bochner–Martinelli Integral for Domains with Rectifiable Boundary

In this paper we discuss the notion of the Bochner–Martinelli kernel for domains with rectifiable boundary in , by expressing the kernel in terms of the exterior normal due to Federer (see [17,18]). We shall use the above mentioned kernel in order to prove both Sokhotski–Plemelj and Plemelj–Privalov theorems for the corresponding Bochner–Martinelli integral, as well as a criterion of the holomorphic extendibility in terms of the representation with Bochner–Martinelli kernel of a continuous function of two complex variables. Explicit formula for the square of the Bochner–Martinelli integral is rediscovered for more general surfaces of integration extending the formula established first by Vasilevski and Shapiro in 1989. The proofs of all these facts are based on an intimate relation between holomorphic function theory of two complex variables and some version of quaternionic analysis. Submitted: September 6, 2006. Accepted: November 1, 2006.     

Two modified Dai-Yuan nonlinear conjugate gradient methods

In this paper, we propose two modified versions of the Dai-Yuan (DY) nonlinear conjugate gradient method. One is based on the MBFGS method (Li and Fukushima, J Comput Appl Math 129:15–35, 2001) and inherits all nice properties of the DY method. Moreover, this method converges globally for nonconvex functions even if the standard Armijo line search is used. The other is based on the ideas of Wei et al. (Appl Math Comput 183:1341–1350, 2006), Zhang et al. (Numer Math 104:561–572, 2006) and possesses good performance of the Hestenes-Stiefel method. Numerical results are also reported. This work was supported by the NSF foundation (10701018) of China.