A Regularized Hybrid Steepest Descent Method for Variational Inclusions

This article is concerned with a generalization of the hybrid steepest descent method from variational inequalities to the multivalued case. This will be reached by replacing the multivalued operator by its Yosida approximate, which is always Lipschitz continuous. It is worth mentioning that the hybrid steepest descent method is an algorithmic solution to variational inequality problems over the fixed point set of certain nonexpansive mappings and has remarkable applicability to the constrained nonlinear inverse problems like image recovery and MIMO communication systems (see, e.g., [9 I. Yamada , M. Yukawa , and M. Yamagishi ( 2011 ). Minimizing the moreau envelope of nonsmooth convex functions over the fixed point set of certain quasi-nonexpansive mappings . In Fixed Point Algorithms for Inverse Problems in Science and Engineering ( H.H. Bauschke , R. Burachik , P.L. Combettes , V. Elser , D.R. Luke , and H. Wolkowicz , eds.), Springer-Verlag , New York , Chapter 17 , pp. 343 – 388 . [Google Scholar], 10 I. Yamada , Ogura , and N. Shirakawa ( 2002 ). A numerically robust hybrid steepest descent method for the convexly constrained generalized inverse problems . In Inverse Problems, Image Analysis and Medical Imaging. Contemporary Mathematics ( Z. Nashed and O. Scherzer , eds.), American Mathematical Society , Providence , RI , Vol. 313 , pp. 269 – 305 . [Google Scholar]]).     

Non–existence of theta–shaped self–similarly shrinking networks moving by curvature

We prove that there are no networks homeomorphic to the Greek “Theta” letter (a double cell) embedded in the plane with two triple junctions with angles of 120 degrees, such that under the motion by curvature they are self–similarly shrinking.

This fact completes the classification of the self–similarly shrinking networks in the plane with at most two triple junctions, see [5 Chen, X., Guo, J.-S. (2007). Self-similar solutions of a 2-D multiple-phase curvature flow. Phys. D. 229(1):22–34.[Crossref], [Web of Science ®] , [Google Scholar], 10 Hättenschweiler, J. (2007). Mean curvature flow of networks with triple junctions in the plane. Master’s thesis. ETH Zürich. [Google Scholar], 25 Schnürer, O. C., Azouani, A., Georgi, M., Hell, J., Nihar, J., Koeller, A., Marxen, T., Ritthaler, S., Sáez, M., Schulze, F., Smith, B. (2011). Evolution of convex lens–shaped networks under the curve shortening flow. Trans. Am. Math. Soc. 363(5):2265–2294.[Crossref], [Web of Science ®] , [Google Scholar], 2 Baldi, P., Haus, E., Mantegazza, C. (2016). Networks self-similarly moving by curvature with two triple junctions. Networks self-similarly moving by curvature with two triple junctions. 28(2017):323–338. [Google Scholar]].     

Semilocal Convergence of Steffensen-Type Algorithms for Solving Nonlinear Equations

In this article, we provide a semilocal analysis for the Steffensen-type method (STTM) for solving nonlinear equations in a Banach space setting using recurrence relations. Numerical examples to validate our main results are also provided in this study to show that STTM is faster than other methods ([7 I. K. Argyros , J. Ezquerro , J. M. Gutiérrez , M. Hernández , and S. Hilout ( 2011 ). On the semilocal convergence of efficient Chebyshev-Secant-type methods . J. Comput. Appl. Math. 235 : 3195 – 3206 .[Crossref], [Web of Science ®] , [Google Scholar], 13 J. A. Ezquerro and M. A. Hernández ( 2009 ). An optimization of Chebyshev's method . J. Complexity 25 : 343 – 361 .[Crossref], [Web of Science ®] , [Google Scholar]]) using similar convergence conditions.     

Algebraic Entropy of Generalized Shifts on Direct Products

For a set Γ, a function λ: Γ → Γ and a nontrivial abelian group K, the \emphgeneralized shift σ_λ: K ^Γ → K ^Γ is defined by (x _i ) _i∈Γ ? (x _λ(i)) _i∈Γ [3 Ayatollah Zadeh Shirazi , F. , Heidari Ardi , F. , Karami Kabir , N. ( 2008 ). A note on shift theory . Math. Pannon. 19 : 187 – 195 . [Google Scholar]]. In this article we compute the algebraic entropy of σ_λ; it is either zero or infinite, depending exclusively on the properties of λ. This solves two problems posed in [2 Akhavin , M. , Ayatollah Zadeh Shirazi , F. , Dikranjan , D. , Giordano Bruno , A. , Hosseini , A. ( 2009 ). Algebraic entropy of shift endomorphisms on abelian groups . Quaest. Math. 32 : 529 – 550 .[Crossref], [Web of Science ®] , [Google Scholar]].     

Rigorous Derivation of a Nonlinear Diffusion Equation as Fast-Reaction Limit of a Continuous Coagulation-Fragmentation Model with Diffusion

Weak solutions of the spatially inhomogeneous (diffusive) Aizenmann–Bak model of coagulation-breakup within a bounded domain with homogeneous Neumann boundary conditions are shown to converge, in the fast reaction limit, towards local equilibria determined by their mass. Moreover, this mass is the solution of a nonlinear diffusion equation whose nonlinearity depends on the (size-dependent) diffusion coefficient. Initial data are assumed to have integrable zero order moment and square integrable first order moment in size, and finite entropy. In contrast to our previous result [5 Carrillo , J. A. , Desvillettes , L. , Fellner , K. ( 2008 ). Fast-reaction limit for the inhomogeneous aizenman-bak model . Kinetic and Related Models 1 : 127 – 137 . [Google Scholar]], we are able to show the convergence without assuming uniform bounds from above and below on the number density of clusters.     

Global Existence for a Kinetic Model of Chemotaxis via Dispersion and Strichartz Estimates

We investigate further the existence of solutions to kinetic models of chemotaxis. These are nonlinear transport-scattering equations with a quadratic nonlinearity which have been used to describe the motion of bacteria since the 80's when experimental observations have shown they move by a series of ‘run and tumble’. The existence of solutions has been obtained in several papers Chalub et al. (2004 Chalub , F. A. C. C. , Markowich , P. A. , Perthame , B. , Schmeiser , C. ( 2004 ). Kinetic models for chemotaxis and their drift-diffusion limits . Monatsh. Math. 142 : 123 – 141 .[Crossref], [Web of Science ®] , [Google Scholar]), Hwang et al. (2005a Hwang , H. J. , Kang , K. , Stevens , A. ( 2005a ). Global solutions of nonlinear transport equations for chemosensitive movement . SIAM J. Math. Anal. 36 ( 4 ): 1177 – 1199 . [Google Scholar] b Hwang , H. J. , Kang , K. , Stevens , A. ( 2005b ). Drift-diffusion limits of kinetic models for chemotaxis: a generalization . Discrete Contin. Dyn. Syst. Ser. B 5 ( 2 ): 319 – 334 . [Google Scholar]) using direct and strong dispersive effects.

Here, we use the weak dispersion estimates of Castella and Perthame (1996 Castella , F. , Perthame , B. ( 1996 ). Estimations de Strichartz pour les équations de transport cinétique. [Strichartz’ estimates for kinetic transport equations.] C. R. Acad. Sci. Paris Sér. I 322 ( 6 ): 535 – 540 . [Google Scholar]) to prove global existence in various situations depending on the turning kernel. In the most difficult cases, where both the velocities before and after tumbling appear, with the known methods, only Strichartz estimates can give a result, with a smallness assumption.     

Unifying strongly clean power series rings

It is unknown whether a power series ring over a strongly clean ring is, itself, always strongly clean. Although a number of authors have shown that the above statement is true in certain special cases, the problem remains open, in general. In this article, we look at a class of strongly clean rings, which we call the optimally clean rings, over which power series are strongly clean. This condition is motivated by work in [10 Diesl, A. J., Dorsey, T. J., Garg, S., Khurana, D. (2012). A note on completeness and strongly clean rings, preprint. [Google Scholar]] and [11 Diesl, A. J., Dorsey, T. J., Iberkleid, W., LaFuente-Rodriguez, R., McGovern, W (2013). Strongly clean triangular matrices over abelian rings, preprint. [Google Scholar]]. We explore the properties of optimally clean rings and provide many examples, highlighting the role that this new class of rings plays in investigating the question of strongly clean power series.     

On the Characterization of f-Ideals

In this paper, we give the characterization of unmixed f-ideals of degree d ≥ 2 generalizing the results given in [1 Abbasi , G. Q. , Ahmad , S. , Anwar , I. , Baig , W. A. ( 2012 ). f-Ideals of degree 2. Algebra Colloquium 19 (Spec 1):921–926 . [Google Scholar]].     

Feebly Baer Rings and Modules

A right module M over a ring R is called feebly Baer if, whenever xa = 0 with x ∈ M and a ∈ R, there exists e² = e ∈ R such that xe = 0 and ea = a. The ring R is called feebly Baer if R_R is a feebly Baer module. These notions are motivated by the commutative analog discussed in a recent paper by Knox, Levy, McGovern, and Shapiro [6 Knox , M. L. , Levy , R. , McGovern , W. Wm. , Shapiro , J. ( 2009 ) Generalizations of complemented rings with applications to rings of functions. . J. Alg. Appl. 8 ( 1 ): 17 – 40 .[Crossref] , [Google Scholar]]. Basic properties of feebly Baer rings and modules are proved, and their connections with von Neumann regular rings are addressed.     

The Cauchy Problem for the Klein–Gordon–Schrödinger System in Low Dimensions Below the Energy Space

ABSTRACT

We show that the Klein–Gordon–Schrödinger system in one, two, and three dimensions has a global solution below the energy space. The proof uses the I-method recently introduced by Colliander et al. (2001 Colliander , J. , Keel , M. , Staffilani , G. , Takaoka , H. , Tao , T. ( 2001 ). Global well-posedness for Schrödinger equations with derivative . SIAM J. Math. Anal. 33 ( 3 ): 649 – 669 . [CROSSREF]  [Google Scholar]) and mixed type Strichartz estimates for the solutions of Schrödinger and Klein–Gordon equations, respectively.     

Mass-Selection in Alignment Models with Non-Deterministic Effects

In this paper we consider a kinetic model for alignment of cells or filaments with probabilistic turning. For this equation existence of solutions is known, see [6 Kang , K. , Perthame , B. , Stevens , A. , Velazquez , J. J. L. ( 2009 ). An integro- differential equation model for alignment and orientational aggregation . J. Diff Equations 246 : 1387 – 1421 . [Google Scholar]]. To understand its qualitative behavior, especially with respect to the selection of orientations and mass distributions for long times, the model is approximated by a diffusion equation in the limit of small deviations of the interactions between the cell bundles. For this new equation existence of steady states is shown. In contrast to the kinetic equation discussed in [6 Kang , K. , Perthame , B. , Stevens , A. , Velazquez , J. J. L. ( 2009 ). An integro- differential equation model for alignment and orientational aggregation . J. Diff Equations 246 : 1387 – 1421 . [Google Scholar]] with deterministic turning, where local stability of two opposite orientations was shown but no selection of mass could be observed, for the new approximating problem with probabilistic turning additionally mass selection takes place. In the limit of small diffusion, steady states can only be constructed, if the aligning masses are either equal or the total mass is concentrated in one direction. By numerical simulations we tested stability of these steady states and for situations with 4 symmetrically placed smooth distributions of alignment. Convergence of the numerical code was proved. The simulations suggest, that only the 2- and the 1-peak steady states can be stable, whereas the 4 peak steady state is always unstable. We conjecture that the noise in the system is responsible for this final selection of masses. There exist other steady states with an arbitrary number of aligned bundles of cells or filaments, but we suspect that, as numerically shown for the 4 peak case, these multi-peak states are all unstable.     

Conjugacy Classes of P-Cycles of Type D in Alternating Groups

We classify the conjugacy classes of p-cycles of type D in alternating groups. This finishes the open cases in [3 Andruskiewitsch , N. , Fantino , F. , Graña , M. , Vendramin , L. ( 2011 ). Finite-dimensional pointed Hopf algebras with alternating groups are trivial . Ann. Mat. Pura Appl 190 : 225 – 245 .[Web of Science ®] , [Google Scholar]]. Also we determine all the subracks of those conjugacy classes which are not of type D.     

Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic Setting

Some asymptotic properties of a Brownian motion in multifractal time, also called multifractal random walk, are established. We show the almost sure and L ¹ convergence of its structure function. This is an issue directly connected to the scale invariance and multifractal property of the sample paths. We place ourselves in a mixed asymptotic setting where both the observation length and the sampling frequency may go together to infinity at different rates. The results we obtain are similar to the ones that were given by Ossiander and Waymire [19 Ossiander , M. , and Waymire , E.C. 2000 . Statistical estimation for multiplicative cascades . Ann. Stat. 28 : 1533 – 1560 .[Crossref], [Web of Science ®] , [Google Scholar]] and Bacry et al. [1 Bacry , E. , Gloter , A. , Hoffmann , M. , and Muzy , J.F. Multifractal analysis in a mixed asymptotic framework . Ann. Appl. Prob. (to appear) . [Google Scholar]] in the simpler framework of Mandelbrot cascades.     

Splitting of operations for alternative and Malcev structures

In this paper, we define pre-Malcev algebras and alternative quadri-algebras and prove that they generalize pre-Lie algebras and quadri-algebras, respectively, to the alternative setting. We use the results and techniques from [4 Bai, C., Bellier, O., Guo, L., Ni, X. (2013). Splitting of operations, Manin products, and Rota-Baxter operators. Int. Math. Res. Not. 2013(3):485–524. [Google Scholar], 14 Gubarev, V. Y., Kolesnikov, P. S. (2013). Embedding of dendriform algebras into Rota-Baxter algebras. Cent. Eur. J. Math. 11(2):226–245.[Crossref], [Web of Science ®] , [Google Scholar]] to discuss and give explicit computations of different constructions in terms of bimodules, splitting of operations, and Rota–Baxter operators.     

Multi-Scale Time-Changed Birth Processes for Pricing Multi-Name Credit Derivatives

Abstract

We develop two parsimonious models for pricing multi-name credit derivatives. We derive closed form expression for the loss distribution, which then can be used in determining the prices of tranche and index swaps and more exotic derivatives on these contracts. Our starting point is the model of Ding et al., 2008, which takes the loss process as a time-changed birth process. We introduce stochastic parameter variations into the intensity of the loss process and use the multi-time scale approach of Fouque et al., 2003 Fouque, J.-P., Papanicolaou, G., Sircar, R. and Solna, K. 2003. Multiscale stochastic volatility asymptotics. SIAM Journal of Multiscale Modeling and Simulation, 2(1): 22–42.  [Google Scholar] and obtain explicit perturbation approximations to the loss distribution. We demonstrate the competence of our approach by calibrating it to the CDX index data.     

A Note on the Dimension Theory of ℤ n -Graded Rings

In this note we want to generalize some of the results in [1 Brewer , J. , Montgomery , P. , Rutter E. , Heinzer , W. ( 1973 ). Krull dimension of polynomial rings in “Conference on Commutative Algebra, Lawrence 1972.” . Springer Lecture Notes in Mathematics 311 : 26 – 45 .[Crossref] , [Google Scholar]] from polynomial rings in several indeterminates to arbitrary ? ⁿ -graded commutative rings. We will prove an analogue of Jaffard's Special Chain Theorem and a similar result for the height of a prime ideal 𝔭 over its graded core 𝔭*.     

On Power-Associative Nilalgebras of Dimension N and Nilindex N-1

Whether or not a finite-dimensional, commutative, power-associative nilalgebra is solvable is a well-known open problem. In this paper, we describe commutative, power-associative nilalgebras of dimension n ≥ 6 and nilindex n ? 1 based on the condition that n ? 4 ≤ dim 𝔄³ ≤ n ? 3. This paper is a continuation of [10 Fernadez , J. C. G. , Garcia , C. I. , Montoya , M. L. R. ( 2013 ). On power-associative nilalgebras of nilindex and dimension n . Revista Colombiana de Matemáticas 47 : 1 – 11 . [Google Scholar]], where we describe commutative power-associative nilalgebras of dimension and nilindex n. We observe that the Jordan case was obtained by L. Elgueta and A. Suazo in [2 Elgueta , L. , Suazo , A. ( 2002 ). Jordan nilalgebras of nilindex n and dimension n + 1 . Comm. Algebra 30 : 5547 – 5561 .[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]].     

GRADINGS OF SIMPLE JORDAN ALGEBRAS AND THEIR RELATION TO THE GRADINGS OF SIMPLE ASSOCIATIVE ALGEBRAS

In this paper we describe all group gradings of the simple Jordan algebra of a non-degenerate symmetric form on a vector space over a field of characteristic different from 2. If we use the notion of the Clifford algebra, then we are able to recover some of the gradings on matrix algebras obtained in an entirely different way in [BSZ] Bahturin, Y., Seghal, S. and Zaicev, M. in press. Group Gradings of Associative Algebras. J. Algebra, [Web of Science ®] , [Google Scholar].