Estimates for multilinear singular integral operators with nonsmooth kernels

Let (, d, μ) be a space of homogeneous type in the sense of Coifman and Weiss. In this paper, we consider the behavior on × ⋯ × for the m-linear singular integral operators with nonsmooth kernels which were first introduced by Duong, Grafakos and Yan.     

On-line construction of position heaps

We propose a simple linear-time on-line algorithm for constructing a position heap for a string (Ehrenfeucht et al., 2011 [8]). Our definition of position heap differs slightly from the one proposed in Ehrenfeucht et al. (2011) [8] in that it considers the suffixes ordered in the descending order of length. Our construction is based on classic suffix pointers and resembles Ukkonenʼs algorithm for suffix trees (Ukkonen, 1995 [17]). Using suffix pointers, the position heap can be extended into the augmented position heap that allows for a linear-time string matching algorithm (Ehrenfeucht et al., 2011 [8]).     

Numerical solution of a linear elliptic partial differential equation with variable coefficients: A complex variable boundary element approach

This article presents a complex variable boundary element method for the numerical solution of a second order elliptic partial differential equation with variable coefficients. To assess the validity and accuracy of the method, it is applied to solve some specific problems with known solutions. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

On quantum cluster algebras of finite type

We extend the definition of a quantum analogue of the Caldero-Chapoton map defined by D. Rupel. When Q is a quiver of finite type, we prove that the algebra (Q) generated by all cluster characters is exactly the quantum cluster algebra (Q).     

Technical Note: A note on the selection of the penalty parameter for discontinuous Galerkin finite element schemes

We obtain a computable lower bound on the value of the interior penalty parameters sufficient for the existence of a unique discontinuous Galerkin finite element approximation of a second order elliptic problem. The bound obtained is valid for meshes containing an arbitrary number of hanging nodes and elements of arbitrary nonuniform polynomial order. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

The IVP for the Benjamin–Ono equation in weighted Sobolev spaces II

In this work we continue our study initiated in Fonseca and Ponce (2011) [11] on the uniqueness properties of real solutions to the IVP associated to the Benjamin–Ono (BO) equation. In particular, we shall show that the uniqueness results established in Fonseca and Ponce (2011) [11] do not extend to any pair of non-vanishing solutions of the BO equation. Also, we shall prove that the uniqueness result established in Fonseca and Ponce (2011) [11] under a hypothesis involving information of the solution at three different times cannot be relaxed to two different times.     

A simplified analytical approach for pricing discretely-sampled variance swaps with stochastic volatility

Pricing variance swaps under stochastic volatility with discretely-sampled realized variance has been a hot subject pursued recently; quite a few papers have already been published (Zhu and Lian (2009, 2011, [11], [4]); Swishchuk and Li (2011) [5]). In this paper, we present a simplified approach to price discretely-sampled variance swaps. Compared with the approach presented by Zhu and Lian (2011) [4], an important feature of our approach is that there is no need for the introduction of a new state variable and the utilization of the generalized Fourier transform. This has significantly simplified the solution procedure and will thus enable researchers to view this type of problems from a different angle.     

An optimization technique based on a vector autoregression model with state space representation: application to Ukrainian cargo transport data

This paper proposes to forecast indicators of the Ukrainian cargo transport system, taking into account their relations with macroeconomic indicators. Increased forecast accuracy at a priori information uncertainty is attained through an optimization technique, starting with a Vector Autoregression (VAR) model of observed multiple time series, its state space representation and subsequent adaptive filtering. The adaptive filter, earlier proposed by the authors, minimizes forecasting errors. Under an optimization criterion, the information divergence of Kullback–Leibler between probability distributions of real values and their estimations is established. The main advantage of the proposed technique is connected with the opportunity to estimate future values of multiple time series even in presence of structural breaks (describing the changes of the status ‘before crisis’ / ‘after crisis’). The observations are available from 2003:1–2011:12, the analysis is performed for the period 2003:1–2011:9. In-sample forecasting of multiple time series of cargo volumes transferred by different transport modes and two macro indicators is compared with the forecast based on a VAR model. In-sample forecast is realized for the last three months 2011:10–2011:12.     

Pension scheme redesign and wealth redistribution between the members and sponsor: The USS rule change in October 2011

The redesign of defined benefit pension schemes usually results in a substantial redistribution of wealth between age cohorts of members, pensioners, and the sponsor. This is the first study to quantify the redistributive effects of a rule change by a real world scheme (the Universities Superannuation Scheme, USS) where the sponsor underwrites the pension promise. In October 2011 USS closed its final salary scheme to new members, opened a career average revalued earnings (CARE) section, and moved to ‘cap and share’ contribution rates. We find that the pre-October 2011 scheme was not viable in the long run, while the post-October 2011 scheme is probably viable in the long run, but faces medium term problems. In October 2011 future members of USS lost 65% of their pension wealth (or roughly £100,000 per head), equivalent to a reduction of roughly 11% in their total compensation, while those aged over 57 years lost almost nothing. The riskiness of the pension wealth of future members increased by a third, while the riskiness of the present value of the sponsor’s future contributions reduced by 10%. Finally, the sponsor’s wealth increased by about £32.5 billion, equivalent to a reduction of 26% in their pension costs.     

基于ARMA模型的股价分析与预测的实证研究

利用ARMA模型对招商银行(600036)的股票日开盘价(2010/10/13-2011/4/8)数据进行分析,并预测出未来3天(2011/4/11-2011/4/13)的股票开盘价数据.与实际数据相对照,模型预测误差小,说明ARMA模型非常适合于短期预测.     

A penalty method for numerically handling dispersive equations with incompatible initial and boundary data

This article is the numerical counterpart of a theoretical work in progress Qin and Teman, Applicable Anal (2011), 1–19, related to the approximation of evolution hyperbolic equations with incompatible data. The Korteweg‐de Vries and Schrödinger equations with incompatible initial and boundary data are considered here. For hyperbolic equations, the lack of regularity (compatibility) is known to produce large numerical errors which propagate throughout the spatial domain, destroying convergence. In this article, we numerically test the effectiveness of the penalty‐based method proposed in Qin and Teman, Applicable Anal (2011), 1–19, which replaces the hyperbolic equations with incompatible data by a system with compatible data. We observe that convergence is increased. As explained in the text, in the case of the Schrödinger equation, the impact of incompatible (nonregular) data is most severe, and the authors are not aware of any other method that can handle such severe incompatible data. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2011     

A hypergraph blow‐up lemma

We obtain a hypergraph generalisation of the graph blow‐up lemma proved by Komlós, Sarközy and Szemerédi, showing that hypergraphs with sufficient regularity and no atypical vertices behave as if they were complete for the purpose of embedding bounded degree hypergraphs. © 2011 Wiley Periodicals, Inc. Random Struct. Alg., 39, 275–376, 2011     

The weight distributions of a class of cyclic codes

Recently, the weight distributions of the duals of the cyclic codes with two zeros have been obtained for several cases in Ma et al. (2011) [14], Ding et al. (2011) [5], Wang et al. (2011) [20]. In this paper we provide a slightly different approach toward the general problem and use it to solve one more special case. We make extensive use of standard tools in number theory such as characters of finite fields, the Gauss sums and the Jacobi sums to transform the problem of finding the weight distribution into a problem of evaluating certain character sums over finite fields, which on the special case is related with counting the number of points on some elliptic curves over finite fields. Other cases are also possible by this method.     

Contributions to Mathematical Psychology: the 2011 Meeting of the EMPG

This issue of ENDM gathers selected, peer-reviewed, short papers that were presented at the 2011 Meeting of the European Mathematical Psychology Group (EMPG) which was held during August 29-31, 2011, in Paris, France.     

The Kramer–Mesner method with tactical decompositions: some new unitals on 65 points

We propose a combination of two known computational methods for the construction of designs with prescribed groups of automorphisms: the Kramer–Mesner method and the method of tactical decompositions. This combined method is used to construct new unitals with parameters 2‐(65, 5, 1). © 2011 Wiley Periodicals, Inc. J Combin Designs 19:290‐303, 2011     

Cohomology of a flag variety as a Bethe algebra

We interpret the equivariant cohomology H_GLn ^*H_{GL_n }^* (ℱ _λ ,ℂ) of a partial flag variety ℱ _λ parametrizing chains of subspaces 0 = F ₀ ⊂ F ₁ ⊂ … ⊂ F _N = ℂ ⁿ , dimF _i /F _i−1 = λ _i , as the Bethe algebra of the -weight subspace of a [t]-module .     

A Bessel collocation method for numerical solution of generalized pantograph equations

This article is concerned with a generalization of a functional differential equation known as the pantograph equation which contains a linear functional argument. In this article, we introduce a collocation method based on the Bessel polynomials for the approximate solution of the pantograph equations. The method is illustrated by studying the initial value problems. The results obtained are compared by the known results. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

Addendum to: A hybrid conjugate gradient method based on a quadratic relaxation of Dai–Yuan hybrid conjugate gradient parameter

Here, necessary corrections on computing the hybridization parameter of the quadratic hybrid conjugate gradient method of Babaie-Kafaki [S. Babaie-Kafaki, A hybrid conjugate gradient method based on a quadratic relaxation of Dai-Yuan hybrid conjugate gradient parameter, Optimization, DOI: 10.1080/02331934.2011.611512, 2011] are stated in brief. Throughout, we use the same notations and equation numbers as in Babaie-Kafaki (2011).     

基于两阶段DEA方法的中国商业银行效率评价

本文考虑商业银行吸收存款和发放贷款的两阶段特点,引入“顾客满意度”这一产出指标,应用两阶段DEA模型计算了我国15家商业银行在2008年和2011年的服务质量效率和盈利效率,结果显示我国商业银行的盈利效率显著高于服务质量效率。进而综合考虑服务和盈利指标,分析了各银行的综合效率,并通过计算各银行Malmquist指数研究我国商业银行2008年到2011年间的效率变化。结果表明:各商业银行从2008年到2011年的效率整体呈上升趋势,各商业银行的技术效率以及整个银行业的效率都有一定的提高。最后,应用Tobit模型分析了影响银行效率的因素,结果显示银行的贷存比、资产利润率和不良贷款率对效率影响显著。     

Decomposing complete multipartite graphs into closed trails of arbitrary even lengths

We prove that any complete multipartite graph with parts of even size can be decomposed into closed trails with prescribed even lengths. Copyright © 2011 Wiley Periodicals, Inc. J Combin Designs 19:455‐462, 2011