Global weak solutions to the relativistic BGK equation

Abstract

In this paper, the global existence of weak solutions to the relativistic BGK model for the relativistic Boltzmann equation is analyzed. The proof relies on the strong compactness of the density, velocity, and temperature under minimal assumptions on the control of some moments of the initial condition together with the initial entropy.     

Exploiting term sparsity in noncommutative polynomial optimization

We provide a new hierarchy of semidefinite programming relaxations, called NCTSSOS, to solve large-scale sparse noncommutative polynomial optimization problems. This hierarchy features the exploitation of term sparsity hidden in the input data for eigenvalue and trace optimization problems. NCTSSOS complements the recent work that exploits correlative sparsity for noncommutative optimization problems by Klep et al. (MP, 2021), and is the noncommutative analogue of the TSSOS framework by Wang et al. (SIAMJO 31: 114–141, 2021, SIAMJO 31: 30–58, 2021). We also propose an extension exploiting simultaneously correlative and term sparsity, as done previously in the commutative case (Wang in CS-TSSOS: Correlative and term sparsity for large-scale polynomial optimization, 2020). Under certain conditions, we prove that the optima of the NCTSSOS hierarchy converge to the optimum of the corresponding dense semidefinite programming relaxation. We illustrate the efficiency and scalability of NCTSSOS by solving eigenvalue/trace optimization problems from the literature as well as randomly generated examples involving up to several thousand variables.

     

Spectral analysis of pseudodifferential operators

The subject of this paper is the spectral analysis of pseudodifferential operators in the framework of perturbation theory. We build up a closed extension (the closure, or the Friedrichs extension) of the perturbed operator. We also prove Weyl-type theorems on the invariance of the essential spectrum of the unperturbed operator. In the case when the perturbed operator is symmetric we obtain a self-adjoint extension. Finally, we consider the case of the relativistic, spin-zero Hamiltonian, with a large class of interactions containing both local potentials, like the Coulomb and Yukawa, and nonlocal ones.     

Hierarchies of higher order kernels

Summary Recent literature on functional estimation has shown the importance of kernels with vanishing moments although no general framework was given to build kernels of increasing order apart from some specific methods based on moment relationships. The purpose of the present paper is to develop such a framework and to show how to build higher order kernels with nice properties and to solve optimization problems about kernels. The proofs given here, unlike standard variational arguments, explain why some hierarchies of kernels do have optimality properties. Applications are given to functional estimation in a general context. In the last section special attention is paid to density estimates based on kernels of order (m, r), i.e., kernels of orderr for estimation of derivatives of orderm. Convergence theorems are easily derived from interpretation by means of projections inL ² spaces.     

Book reveiw

VAK GELDROP, J. H.:A Mathematical Theory of Pure Exchange Economics without the No-Critical-Point Hypothesis. Mathernatical Centre tracts, 140. Mat.hemabisch Ce ntrum Amsterdam 1981, 108 S., 10 Abb., Dfl. 13.65.

J. K. SENGUPTA: Optimal Decisions under Uncertainty. Lecture Notes in Economics and Mathematical Systems, Vol. 193, Brosch., Springer-Verlag, Berlin, Heidelberg, New York, 1981, 156 S., DM 28.

LANGROCK, P.;W. JAHN:Einführung in die 'I'heorie der MARKOWSchen Ketten und ihre Anwendungen, Mathematisch-Naturwissenschaftliche Bibliothek Bd. 49. B. G. Teubner Verlagsgesellschaft Leipzig 1979, 268 S., 29,-M.

REETZ, D.A.:Kontrahierende endliehe MARKovscbe Entseheldungsprozesse. M + M Wissenschaftsverlag Berlin 1980, 262 S.

ROLSKI, T.: Stationary Random Processes Associated with Point Processes. Lecture Notes in Statistics, VoL 5. Berlin, New York 1981, VI + 139 S., DM 25.

GILL, P.E.;W. MURRAY, M.M. WRIGHT:Practical Optimization. Academic Press New York, London 1981, XVI + 402 S., ;£ 19.20.     

Book reviews

Griffiths, D.F. (ed.):Numerical Analysis. Proceedings of the 10th Biennial Conference held at Dundee, Scotland, Jun 28-Juli 1, 1983. Lecture Notes in Mathematics. Vol. 1066. SpringerVerlag Berlin, Heidelberg, New York, Tokyo 1984, XI, 275 p. DM 33.50, ISBN 2-540-13344-5.

Gross, D.; C.M. Harris:Fundamentals of Queueing Theory. 2. Ed. John Wiley & Sons Limited New York, Chichester, Brisbane, Toronto 1985, XII, 587 p., £ 43.95, ISBN0-471-89067-7.

Miklosöko.; J.E.Kotov (eds.):Algorithms, Software and Hardware of Parallel Computers. Springer-Verlag Berlin, Heidelberg, New York, Tokyo 1984, 181 figs., 380 p., DM 89,-,ISBN 3-540-13657-6.

Dolcetta, I.C.; W.H. Fleming; T.Zolezzr (eds.):Recent Mathematical Methods in Dynamic Programming. Proceedings Corti. Rome, Mar 26-28, 1984. Lecture Notes in Mathematics. Vol. 1119. Springer-Verlag Berlin, Heidelberg, New York, Tokyo 1985, VI, 202 S.DM 31,50, ISBN 3-540-15217-2.

Demyanov, V.F.; D.Pallaschke (eds.):Nondifferentiable Optimization:Motivations and Applications. Proceedings, Sopron, Hungary 1984. Lecture Notes in Economics and Mathematical Systems. Vol. 255. Springer-Verlag Berlin, Heidelberg, New York, Tokyo 1985, VI, 349 S.

Kiwiel, K.C.:Methods of Descent for Nondifferentiable Optimization. Lecture Notes in Mathematics. VoL 1133. Springer-Verlag Berlin, Heidelberg, New York, Tokyo 1985, 'T1, 362 S., DM 51,50, ISBN 3-540-15642-9.

Remmert, R.:Funktionentheorie. Vol. 1. Grundwisaen Mat.hematik. Vol. 5. Springer-Verlag Berlin, Heidelberg, New York, Tokyo 1984, 65 Abb., XIII, 324 S., DM 44,-, ISBN:3;540-12782-8.

Walsh, G. R.:An Introduction to Linear Programming. 2. Ed. John Wiley & Sons Chichester, New York, Brisbane, Toronto, Singapore 1985, IX, 240 p., ISBN 0-471-90719-7.

Törnig, W.;M. Kaspar:Numerische Ldsung von partiellen Differentialgleichungen der Technik. Mathematische Methoden in der Technik.. Bd.. 1. B. G. Teubner Stuttgart 1985, 181 S., DM 34,-, ISBN 3-519-02613-9.

Neunzert, H.(ed.):Proceedings of the Conference JIathematics in Industry, Oct 24 - 28, 1983 Oberwolfach. B. G. Teubner Stuttgart 1984, 287 S., 52,- DM, ISBN 3-519-02610-4.

Lösch, M.:Fixpunkt-Schätzvertahren für Modelle mit rationaien Erwartungen.. Mathematical Systems in Economics:" Vol. 94. Verlagsgruppe Athenäum, Hain, Hanstein Königstein 1984; 312 S.,DM 68,-,ISBN 3-445-02387-5.

Bultheel, A.; P.Dewilde (eds.):Rational Approximation in Systems Engineering. Birkhäuser Verlag Basel 1983, 244 pp., sFr. 72,-. ISBN 3-7643-3159-3.

Harrison, J. M.:Brownian ])Iotion and Stochastic Flow Systems. John Wiley & Sons New York, Chichester, Brisbane 1985, XIX, 140 pp., 36.95 £ ISBN 471-81939-5.     

Modeling and numerical simulation of linear and nonlinear spacecraft attitude dynamics and gravity gradient moments: A comparative study

In this paper linear and nonlinear models of spacecraft attitude dynamics equations and gravity gradient moments are investigated. In addition, effects of gravity gradient moments on attitude dynamics of the satellite are studied. The purpose of this paper is to present a comparison between nonlinear and linear models of spacecraft attitude dynamics and gravity gradient moments in order to determine divergence of linear approximation from the nonlinear model. Simulation results indicate that designer of spacecraft attitude control subsystem should be meticulous in applying linear approximation of equations especially in low earth orbits. Consequently, finding an upper bound for small angle to keep the linear model valid and precise enough would be a vital part of using linear approximation. Results supported by numerical examples demonstrate various features of this study.     

James Mills Peirce and the cult of quaternions

Quaternions furnish an example of the rise and fall in popularity of a mathematical theory. Without attempting to trace its mathematical and sociological causes, this note highlights some moments in the history, of this phenomenon, as well as some of the scientists involved, especially the neglected mathematician, James Mills Peirce.     

Modelling total tail dependence along diagonals

An approach to modelling total tail dependence beyond the main diagonals is proposed. The concept introduced combines the principal and minor diagonals to describe total extreme dependence. A framework is introduced for the measurement of total tail dependence under model mixture. Illustrations are presented using empirical data on stock market indices and exchange rates. An extension is provided to the multivariate case and total tail dependence is considered for model mixtures.     

Book reviews

Devroye, L.; L. Györfi: Nonparametric Density Estimation: the L1 View. John Wiley & Sons New York, Chichester, Brisbane, Toronto, Singapore 1985, XI, 356 p., £ 45.90, ISBN 0-471816469

Gericke, H.: Mathematik in Antike und Orient. Springer-Verlag Berlin, Heidelberg, New York, Tokyo 1984, 140.Abb., 4 Kartenskizzen, XII, 292 S., DNI 98,-, ISBN 3-540-11647-8

K. ITö (ed.) StochasticAnalysis. Proceedings of the Traniguchi Internationaloal Symposium on Stochastic Analysis, Katata and Kyoto, 1982. North-Holland Mathematical Library, Vol. 32, North-Holland Publishing Company, Amsterdam 1984, 488 pages, Dfl. 250.- ISBN 0-444-87588-3

Weizenbaum, J.: Die Macht der Computer und dic Ohnmaeht der Vernuutt, Suhrkamp Taschenbuch Wissenschaf't 274. Suhrkamp Verlag Frankfurt/M. 1978, 368 S., DM 16,-, ISBN 3-518-27874-6

Krylov, N.V.; R. Sh. Lipiser; A.A Novikov (eds.): Statistics and Control of Stochastic Processes. Steklov Seminar, 1984. Springer-Verlag Berlin, Heidelberg, New York, Tokyo 1985, XIII, 507 S., DM 198, -, ISBN 3.540-96101-1

Sachs, H. (ed.): Graphs, Hypergraphs and Applications. Proceedings of the Conference on Graph Theory held in Eyba, Oct. 1984.. 'I'eubner-Texte zur Mathematik 73 Teubner Verlagsgesellschaft Leipzig 1985, 224 S., 23,-M, ISBN 666275-5

Bhat, U. Narayan; Elements of Applied Stochastic Processes. 2. Ed. Jonoh Wilet & Sons New York, Chichester, Brisbane, Toronto, Singapore 1984, IX, 685 p., £ 52.00, ISBN 0-471-87826-X

Methods of Operations Research. Bd, 66. Verlag Anton Hain Meisenheim, Königstein 1985, 410 S., DM 120,-, ISBN 3..445..02400..6

Maier, T.: Intervall-Input-Ontput-Rechnung. Mathernat.ical Systems in Economics. 101. Verlag Anton Rain, Meisenheim GmbH InigiteinTs. 1985, X, 338 S., DM 72,-, ISBN 3-445-02399-9.

Sawaragi, Y.; H. Nakayama; T. Tanino: Theory of Multi-objective Optimization. Mathematics in Science and Engineering. 176. Academic Press Orlando, San Diego, New York, London, Toronto 1985, 320 pp., $ 48.00, ISBN 0-12-620370-9.

Krämer, W.: Trend in ökonometrischen Modellen. Mathematical Systems in Economics. 93. Athenaum/Hain Konigstein 1985, 172 S., DM 48,-, ISBN 3-445-02386-7.     

Inference for a truncated positive normal distribution

The main object of this paper is to study an extension of the half normal distribution defined by adding a positive truncation to it. The new model is more flexible than the half-normal distribution and contains the half normal distribution as a special case. Properties of this distribution, such as moments, hazard function and entropy are studied and parameters estimation is dealt with by using moments and maximum likelihood. A real data application indicates good fit performance of the new model when compared to other competitors in literatures.     

Optimal Stopping Problems in Lévy Models with Random Observations

In the standard optimal stopping problems, actions are artificially restricted to the moments of observations of costs or benefits. In the standard experimentation and learning models based on two-armed Poisson bandits, it is possible to take an action between two sequential observations. The latter models do not recognize the fact that timing decisions depend not only on the rate of arrival of observations, but also on the stochastic dynamics of costs or benefits. We combine these two strands of literature and consider optimal stopping problems with random observations and updating. We formulate the dichotomy principle, an extension of the smooth pasting principle.

     

Book reviews

Desch, W.; F. Kappel; K. Kunisch: Estimation and Control of Distributed Parameter Systems. International Series of Numerical Mathematics. Vol. 100. Birkhauser Verlag AG Base1 1991, 396pp., DM 138, ISBN 3-7643-2676-X.

Klein, D. J.; M. RandiC: Mathematical Chemistry. Proceedings of the 3rd International Conference on Mathematical Chemistry, Galveston (USA) March 1989. VCH Weinheim 1990, 416pp., 59 fig., DM265,ISBN 3-527-28240-0.

Mezey, P. C.: Mathematical Modeling in Chemistry. VCH Weinheim 1991,416 pp., DM 265,ISBN 3-527-28292-0.

Lewandowski, A.; V. Volkovich (eds.): Multiobjective Problems of Mathematical Programming. Proceedings Yalta, USSR 1988. Lecture Notes in Economics and Mathematical Systems, Vol. 351. Springer-Verlag Berlin, Heidelberg, New York, London 1991, VII, 314 pp., Softcover, DM 61,- ISBN 3-540-532-6

Guddat, J.; F. Guerra Vasquez; H. Th. Jongen: Parametric Optimization: Singularities, Pathfollowing and Jumps. John Wiley & Sons Ltd. Baffins Lane, Chichester 1990, 216 pp., $80.40, ISBN 0-471-92807-0.

van der Geer, G.; F. Oort; J. Steenbrink (eds.): Arithmetic Algebraic Geometry. Progress in Mathematics, Vol. 89. Birkhauser Verlag Basel, Boston, Berlin l991, 446 pp., SFr. 78.-, ISBN 3-7643-3513-0.

Solomon, A.: PC Viruses-Detection, Analysis and Cure. Springer Verlag Berlin, Heidelberg, New York, Paris, London 1991, IX, 288 pp., DM 74,ISBN 3-540-19691-9.     

Method of Moments Using Monte Carlo Simulation

Abstract

We present a computational approach to the method of moments using Monte Carlo simulation. Simple algebraic identities are used so that all computations can be performed directly using simulation draws and computation of the derivative of the log-likelihood. We present a simple implementation using the Newton-Raphson algorithm with the understanding that other optimization methods may be used in more complicated problems. The method can be applied to families of distributions with unknown normalizing constants and can be extended to least squares fitting in the case that the number of moments observed exceeds the number of parameters in the model. The method can be further generalized to allow “moments” that are any function of data and parameters, including as a special case maximum likelihood for models with unknown normalizing constants or missing data. In addition to being used for estimation, our method may be useful for setting the parameters of a Bayes prior distribution by specifying moments of a distribution using prior information. We present two examples—specification of a multivariate prior distribution in a constrained-parameter family and estimation of parameters in an image model. The former example, used for an application in pharmacokinetics, motivated this work. This work is similar to Ruppert's method in stochastic approximation, combines Monte Carlo simulation and the Newton-Raphson algorithm as in Penttinen, uses computational ideas and importance sampling identities of Gelfand and Carlin, Geyer, and Geyer and Thompson developed for Monte Carlo maximum likelihood, and has some similarities to the maximum likelihood methods of Wei and Tanner.     

Information spreading in Delay Tolerant Networks based on nodes’ behaviors

Information spreading in DTNs (Delay Tolerant Networks) adopts a store–carry–forward method, and nodes receive the message from others directly. However, it is hard to judge whether the information is safe in this communication mode. In this case, a node may observe other nodes’ behaviors. At present, there is no theoretical model to describe the varying rule of the nodes’ trusting level. In addition, due to the uncertainty of the connectivity in DTN, a node is hard to get the global state of the network. Therefore, a rational model about the node’s trusting level should be a function of the node’s own observing result. For example, if a node finds k nodes carrying a message, it may trust the information with probability p(k). This paper does not explore the real distribution of p(k), but instead presents a unifying theoretical framework to evaluate the performance of the information spreading in above case. This framework is an extension of the traditional SI (susceptible-infected) model, and is useful when p(k) conforms to any distribution. Simulations based on both synthetic and real motion traces show the accuracy of the framework. Finally, we explore the impact of the nodes’ behaviors based on certain special distributions through numerical results.     

Exact solutions and conservation laws in dissipative fluid dynamics

In this paper the 1D Euler system with a source term is considered in the case of isentropic flows. Classes of exact solutions of the equations under interest have been determined within the framework of the differential constraint method and a Riemann problem was solved. Finally Conservation Laws of the system here considered have been determined following the Direct Method.

     

Stochastic contagion models without immunity: their long term behaviour and the optimal level of treatment

In this paper we analyze two stochastic versions of one of the simplest classes of contagion models, namely so-called SIS models. Several formulations of such models, based on stochastic differential equations, have been recently discussed in literature, mainly with a focus on the existence and uniqueness of stationary distributions. With applicability in view, the present paper uses the Fokker–Planck equations related to SIS stochastic differential equations, not only in order to derive basic facts, but also to derive explicit expressions for stationary densities and further characteristics related to the asymptotic behaviour. Two types of models are analyzed here: The first one is a version of the SIS model with external parameter noise and saturated incidence. The second one is based on the Kramers–Moyal approximation of the simple SIS Markov chain model, which leads to a model with scaled additive noise. In both cases we analyze the asymptotic behaviour, which leads to limiting stationary distributions in the first case and limiting quasistationary distributions in the second case. Finally, we use the derived properties for analyzing the decision problem of choosing the cost-optimal level of treatment intensity.