Strong and weak orders in averaging for SPDEs

We show an averaging result for a system of stochastic evolution equations of parabolic type with slow and fast time scales. We derive explicit bounds for the approximation error with respect to the small parameter defining the fast time scale. We prove that the slow component of the solution of the system converges towards the solution of the averaged equation with an order of convergence 1/2 in a strong sense–approximation of trajectories–and 1 in a weak sense–approximation of laws. These orders turn out to be the same as for the SDE case.     

An algebraic geometric classification of superintegrable systems in the Euclidean plane

We prove that the set of non-degenerate second order maximally superintegrable systems in the complex Euclidean plane carries a natural structure of a projective variety, equipped with a linear isometry group action. This is done by deriving an explicit system of homogeneous algebraic equations. We then solve these equations and give a detailed analysis of the algebraic geometric structure of the corresponding projective variety. This naturally associates a unique planar line triple arrangement to every superintegrable system, providing a geometric realisation of this variety and an intrinsic labelling scheme. In particular, our results confirm the known classification by independent, purely algebraic means.     

On the wave equation with a large rough potential

We prove an optimal dispersive L^∞ decay estimate for a three-dimensional wave equation perturbed with a large nonsmooth potential belonging to a particular Kato class. The proof is based on a spectral representation of the solution and suitable resolvent estimates for the perturbed operator.     

Improved radial basis function methods for multi-dimensional option pricing

In this paper, we have derived a radial basis function (RBF) based method for the pricing of financial contracts by solving the Black–Scholes partial differential equation. As an example of a financial contract that can be priced with this method we have chosen the multi-dimensional European basket call option. We have shown numerically that our scheme is second-order accurate in time and spectrally accurate in space for constant shape parameter. For other non-optimal choices of shape parameter values, the resulting convergence rate is algebraic. We propose an adapted node point placement that improves the accuracy compared with a uniform distribution. Compared with an adaptive finite difference method, the RBF method is 20–40 times faster in one and two space dimensions and has approximately the same memory requirements.     

Origin and infinity manifolds for mechanical systems with homogeneous potentials

We study manifolds describing the behavior of motions close to the origin and at infinity of configuration space, for mechanical systems with homogeneous potentials. We find an inversion between these behaviors when the sign of the degree of homogeneity is changed. In some cases, the blow up equations can be written in canonical form, by first reducing to a contact structure. A motivation for the use of blow-up techniques is given, and some examples are studied in detail.Research partially supported by CONACyT (Mexico), under grants PCCBNAL 790178 and PCCBBNA 022553.Member of CIFMA (Mexico). On sabbatical leave at the University of Barcelona during the year 1987–88.     

On the ruin time distribution for a Sparre Andersen process with exponential claim sizes

We derive a closed-form (infinite series) representation for the distribution of the ruin time for the Sparre Andersen model with exponentially distributed claims. This extends a recent result of Dickson et al. [Dickson, D.C.M., Hughes, B.D., Zhang, L., 2005. The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims. Scand. Actuar. J., 358–376] for such processes with Erlang inter-claim times. The derivation is based on transforming the original boundary crossing problem to an equivalent one on linear lower boundary crossing by a spectrally positive Lévy process. We illustrate our result in the cases of gamma, mixed exponential and inverse Gaussian inter-claim time distributions.     

Perfect Matchings Versus Odd Cuts

We give a simple proof for an important result of Edmonds, Lovász and Pulleyblank, stating that a brick has no non-trivial tight cuts. Our proof relies on some results on almost critical graphs. The introduction of these graphs is the second aim of the present paper.     

Asymptotic analysis for a downside risk minimization problem under partial information

We give an analytic characterization of a large-time “downside risk” probability associated with an investor’s wealth. We assume that risky securities in our market model are affected by “hidden” economic factors, which evolve as a finite-state Markov chain. We formalize and prove a duality relation between downside risk minimization and the related risk-sensitive optimization. The proof is based on an analysis of an ergodic-type Hamilton–Jacobi–Bellman equation with large (exponentially growing) drift.     

Generic singular configurations of linkages

We study the topological and differentiable singularities of the configuration space C(Γ) of a mechanical linkage Γ in Rd, defining an inductive sufficient condition to determine when a configuration is singular. We show that this condition holds for generic singularities, provide a mechanical interpretation, and give an example of a type of mechanism for which this criterion identifies all singularities.     

The inverse problem for Lagrangian systems with certain non-conservative forces

We discuss two generalizations of the inverse problem of the calculus of variations, one in which a given mechanical system can be brought into the form of Lagrangian equations with non-conservative forces of a generalized Rayleigh dissipation type, the other leading to Lagrangian equations with so-called gyroscopic forces. Our approach focusses primarily on obtaining coordinate-free conditions for the existence of a suitable non-singular multiplier matrix, which will lead to an equivalent representation of a given system of second-order equations as one of these Lagrangian systems with non-conservative forces.     

On herstein's constructions relating jordan and associative superalgebras

We investigate the Jordan structure of a prime associative superalgebra and the Jordan structure of the symmetric elements of a *-prime associative superalgebra with superinvolution.     

The Lagrange-D’Alembert-Poincaré equations and integrability for the Euler’s disk

Nonholonomic systems are described by the Lagrange-D’Alembert’s principle. The presence of symmetry leads, upon the choice of an arbitrary principal connection, to a reduced D’Alembert’s principle and to the Lagrange-D’Alembert-Poincaré reduced equations. The case of rolling constraints has a long history and it has been the purpose of many works in recent times. In this paper we find reduced equations for the case of a thick disk rolling on a rough surface, sometimes called Euler’s disk, using a 3-dimensional abelian group of symmetry. We also show how the reduced system can be transformed into a single second order equation, which is an hypergeometric equation.     

Fourier-Jacobi type spherical functions for principal series representations of Sp(2, R)

In this paper, we study the Fourier-Jacobi type spherical functions on Sp(2, R) for irreducible principal series representations. We give the multiplicity theorem and an explicit formula for this function.     

Ruin probability in the Cramér-Lundberg model with risky investments

We consider the Cramér-Lundberg model with investments in an asset with large volatility, where the premium rate is a bounded nonnegative random function c_t and the price of the invested risk asset follows a geometric Brownian motion with drift a and volatility σ>0. It is proved by Pergamenshchikov and Zeitouny that the probability of ruin, ψ(u), is equal to 1, for any initial endowment u≥0, if ρ?2a/σ²≤1 and the distribution of claim size has an unbounded support. In this paper, we prove that ψ(u)=1 if ρ≤1 without any assumption on the positive claim size.     

Maximal Thurston-Bennequin numbers of alternating links

We show that the upper bound of the maximal Thurston-Bennequin number for an oriented alternating link given by the Kauffman polynomial is sharp. As an application, we confirm a question of Ferrand. We also give a formula of the maximal Thurston-Bennequin number for all two-bridge links. Finally, we introduce knot concordance invariants derived from the Thurston-Bennequin number and the Maslov number of a Legendrian knot.     

A point-wise criterion for quasi-periodic motions in the KAM theory

We consider initial value problems for nearly integrable Hamiltonian systems. We formulate a sufficient condition for each initial value to admit the quasi-periodic solution with a Diophantine frequency vector, without any nondegeneracy of the integrable part. We reconstruct the KAM theorem under Rüssmann’s nondegeneracy by the measure estimate for the set of initial values satisfying this sufficient condition. Our point-wise version is of the form analogous to the corresponding problems for the integrable case. We compare our framework with the standard KAM theorem through a brief review of the KAM theory.     

Long-time behavior of solutions to a nonlinear hyperbolic relaxation system

We study the large time behavior of solutions of a one-dimensional hyperbolic relaxation system that may be written as a nonlinear damped wave equation. First, we prove the global existence of a unique solution and their decay properties for sufficiently small initial data. We also show that for some large initial data, solutions blow-up in finite time. For quadratic nonlinearities, we prove that the large time behavior of solutions is given by the fundamental solution of the viscous Burgers equation. In some other cases, the convection term is too weak and the large time behavior is given by the linear heat kernel.     

Decomposition into pairs-of-pants for complex algebraic hypersurfaces

It is well-known that a Riemann surface can be decomposed into the so-called pairs-of-pants. Each pair-of-pants is diffeomorphic to a Riemann sphere minus 3 points. We show that a smooth complex projective hypersurface of arbitrary dimension admits a similar decomposition. The n-dimensional pair-of-pants is diffeomorphic to minus n+2 hyperplanes.Alternatively, these decompositions can be treated as certain fibrations on the hypersurfaces. We show that there exists a singular fibration on the hypersurface with an n-dimensional polyhedral complex as its base and a real n-torus as its fiber. The base accommodates the geometric genus of a hypersurface V. Its homotopy type is a wedge of h^n,o(V) spheres Sⁿ.     

Nonlinear stability of the equilibria in a double-bar rotating system

We study the nonlinear stability of the equilibria corresponding to the motion of a particle orbiting around a two finite orthogonal straight segment. The potential is a logarithmic function and may be considered as an approximation to the one generated by irregular celestial bodies. Using Arnold’s theorem for non-definite quadratic forms we determine the nonlinear stability of the equilibria, for all values of the parameter of the problem. Moreover, the resonant cases are determined and the stability is investigated.     

An isochore versal deformation theorem

We introduce a cohomological approach to isochore deformation problems. We use this formulation in order to prove an isochore versal deformation theorem for holomorphic function germs.