Equivalence constants for certain matrix norms II

We give an almost complete solution of a problem posed by Klaus and Li [A.-L. Klaus, C.-K. Li, Isometries for the vector (p, q) norm and the induced (p, q) norm, Linear and Multilinear Algebra 38 (1995) 315–332]. Klaus and Li’s problem, which arose during their investigations of isometries, was to relate the Frobenius (or Hilbert–Schmidt) norm of a matrix to various operator norms of that matrix. Our methods are based on earlier work of Feng [B.Q. Feng, Equivalence constants for certain matrix norms, Linear Algebra Appl. 374 (2003) 247–253] and Tonge [A. Tonge, Equivalence constants for matrix norms: a problem of Goldberg, Linear Algebra Appl. 306 (2000) 1–13], but introduce as a new ingredient some techniques developed by Hardy and Littlewood [G.H. Hardy, J.E. Littlewood, Bilinear forms bounded in space [p, q], Quart. J. Math. (Oxford) 5 (1934) 241–254].     

Strange distributionally chaotic triangular maps II

The notion of distributional chaos was introduced by Schweizer and Smítal [Measures of chaos and a spectral decomposition of dynamical systems on the interval, Trans Am Math Soc 1994;344:737–854] for continuous maps of the interval. For continuous maps of a compact metric space three mutually non-equivalent versions of distributional chaos, DC1–DC3, can be considered. In this paper we study distributional chaos in the class of triangular maps of the square which are monotone on the fibres. The main results: (i) If has positive topological entropy then F is DC1, and hence, DC2 and DC3. This result is interesting since similar statement is not true for general triangular maps of the square [Smítal and Štefánková, Distributional chaos for triangular maps, Chaos, Solitons & Fractals 2004;21:1125–8]. (ii) There are which are not DC3, and such that not every recurrent point of F₁ is uniformly recurrent, while F₂ is Li and Yorke chaotic on the set of uniformly recurrent points. This, along with recent results by Forti et al. [Dynamics of homeomorphisms on minimal sets generated by triangular mappings, Bull Austral Math Soc 1999;59:1–20], among others, make possible to compile complete list of the implications between dynamical properties of maps in , solving a long-standing open problem by Sharkovsky.     

Unimodularity of the Clar number problem

We study the generalization to bipartite and 2-connected plane graphs of the Clar number, an optimization model proposed by Clar [E. Clar, The Aromatic Sextet, John Wiley & Sons, London, 1972] to compute indices of benzenoid hydrocarbons. Hansen and Zheng [P. Hansen, M. Zheng, The Clar number of a benzenoid hydrocarbon and linear programming, J. Math. Chem. 15 (1994) 93–107] formulated the Clar problem as an integer program and conjectured that solving the linear programming relaxation always yields integral solutions. We establish their conjecture by proving that the constraint matrix of the Clar integer program is always unimodular. Interestingly, in general these matrices are not totally unimodular. Similar results hold for the Fries number, an alternative index for benzenoids proposed earlier by Fries [K. Fries, Uber Byclische Verbindungen und ihren Vergleich mit dem Naphtalin, Ann. Chem. 454 (1927) 121–324].     

Fourteen limit cycles in a cubic Hamiltonian system with nine-order perturbed term

We study limit cycles of the following system:

with a>c>0, ac>1, 0<1, m,l,λ are real parameters and n is a positive integer. When n=2, J.B. Li and Z.R. Liu [Publ. Math. 35 (1991) 487] showed that the system has 11 limit cycles. When n=6, H.J. Cao, Z.R. Liu and Z.J. Jing [Chaos, Solitons & Fractals 11 (2000) 2293] showed the system has 13 limit cycles. Using the same method of detection function, we first show that the system and others four systems have the same bifurcation diagrams of limit cycle. Then we demonstrate that any one of the five systems has 14 limit cycles for n=8. The positions of the 14 limit cycles are given by numerical exploration.     

Global existence of periodic solutions on a simplified BAM neural network model with delays

A simplified n-dimensional BAM neural network model with delays is considered. Some results of Hopf bifurcations occurring at the zero equilibrium as the delay increases are exhibited. Global existence of periodic solutions are established using a global Hopf bifurcation result of Wu [Wu J. Symmetric functional-differential equations and neural networks with memory. Trans Am Math Soc 1998;350:4799–838], and a Bendixson criterion for higher dimensional ordinary differential equations due to Li and Muldowney [Li MY, Muldowney J. On Bendixson’s criterion. J Differ Equations 1994;106:27–39]. Finally, computer simulations are performed to illustrate the analytical results found.     

Interest rate option pricing and volatility forecasting: An application to Brazil

Assessing the markets perception of future interest and inflation rate volatility is of crucial importance to assess the evolution of expectations in an inflation targeting framework. This article aims to evaluate the information content of implied volatilities extracted from a Brazilian interest-rate call option. We compared the predictive performance of three different approaches: one using the traditional [Black F. The pricing of commodity contracts. J Financ Econ 1976;3:167–79] method, another one using the extended-Vasicek model, and in the third approach, we use a GARCH(2, 1) model. The empirical evidence was more favorable to the extended-Vasicek method. Moreover, extended-Vasicek’s implied volatilities could predict around 33% (adjusted R²) of the variations in realized volatility. Further research could test for the predictive content of long memory options such as those suggested in Wang et al. [Wang X-T, Qiu W-Y, Ren F-Y. Option pricing of fractional version of the Black–Scholes model with Hurst exponent H being in . Chaos, Solitons & Fractals 2001;12:599–608; Wang X-T, Ren F-Y, Liang X-Q. A fractional version of the Merton model. Chaos, Solitons & Fractals 2003;15:455–63].     

Asymptotic relations between the Hahn-type polynomials and Meixner–Pollaczek, Jacobi, Meixner and Krawtchouk polynomials

It has been shown in Ferreira et al. [Asymptotic relations in the Askey scheme for hypergeometric orthogonal polynomials, Adv. in Appl. Math. 31(1) (2003) 61–85], López and Temme [Approximations of orthogonal polynomials in terms of Hermite polynomials, Methods Appl. Anal. 6 (1999) 131–146; The Askey scheme for hypergeometric orthogonal polynomials viewed from asymptotic analysis, J. Comput. Appl. Math. 133 (2001) 623–633] that the three lower levels of the Askey table of hypergeometric orthogonal polynomials are connected by means of asymptotic relations. In Ferreira et al. [Limit relations between the Hahn polynomials and the Hermite, Laguerre and Charlier polynomials, submitted for publication] we have established new asymptotic connections between the fourth level and the two lower levels. In this paper, we continue with that program and obtain asymptotic expansions between the fourth level and the third level: we derive 16 asymptotic expansions of the Hahn, dual Hahn, continuous Hahn and continuous dual Hahn polynomials in terms of Meixner–Pollaczek, Jacobi, Meixner and Krawtchouk polynomials. From these expansions, we also derive three new limits between those polynomials. Some numerical experiments show the accuracy of the approximations and, in particular, the accuracy in the approximation of the zeros of those polynomials.     

A simple moving mesh method for one- and two-dimensional phase-field equations

A simple moving mesh method is proposed for solving phase-field equations. The numerical strategy is based on the approach proposed in Li et al. [J. Comput. Phys. 170 (2001) 562–588] to separate the mesh-moving and PDE evolution. The phase-field equations are discretized by a finite-volume method, and the mesh-moving part is realized by solving the conventional Euler–Lagrange equations with the standard gradient-based monitors. Numerical results demonstrate the accuracy and effectiveness of the proposed algorithm.     

A note on k-generalized projections

In this note, we investigate characterizations for k-generalized projections (i.e., A^k = A^*) on Hilbert spaces. The obtained results generalize those for generalized projections on Hilbert spaces in [Hong-Ke Du, Yuan Li, The spectral characterization of generalized projections, Linear Algebra Appl. 400 (2005) 313–318] and those for matrices in [J. Benítez, N. Thome, Characterizations and linear combinations of k-generalized projectors, Linear Algebra Appl. 410 (2005) 150–159].     

Testing diffusion processes for non-stationarity

Financial data are often assumed to be generated by diffusions. Using recent results of Fan et al. (J Am Stat Assoc, 102:618–631, 2007; J Financ Econometer, 5:321–357, 2007) and a multiple comparisons procedure created by Benjamini and Hochberg (J R Stat Soc Ser B, 59:289–300, 1995), we develop a test for non-stationarity of a one-dimensional diffusion based on the time inhomogeneity of the diffusion function. The procedure uses a single sample path of the diffusion and involves two estimators, one temporal and one spatial. We first apply the test to simulated data generated from a variety of one-dimensional diffusions. We then apply our test to interest rate data and real exchange rate data. The application to real exchange rate data is of particular interest, since a consequence of the law of one price (or the theory of purchasing power parity) is that real exchange rates should be stationary. With the exception of the GBP/USD real exchange rate, we find evidence that interest rates and real exchange rates are generally non-stationary. The software used to implement the estimation and testing procedure is available on demand and we describe its use in the paper.     

Quasi-cycles and sensitive dependence on seed values in edge of chaos behaviour in a class of self-evolving maps

In a recent paper [Melby P, Kaidel J, Weber N, Hubler A. Adaptation to the edge of chaos in the self-adjusting logistic map. Phys Rev Lett 2000;84:5991–3], Melby et al. attempted to understand edge of chaos behaviour through a very simple model. Based on our exhaustive numerical experiments, here we show that the model, with the definition of the edge of chaos given in the paper, cannot unequivocally support the idea of adaptation to the edge of chaos, let alone allow a conjecture of its generic presence in systems having the same characteristic features.     

Robust control for Takagi–Sugeno fuzzy systems with time-varying state and input delays

The paper investigates the robust control for uncertain Takagi–Sugeno (T–S) fuzzy systems with time-varying state and input delays. Delay-dependent stabilization criterion is proposed to guarantee the asymptotic stabilization of fuzzy systems with parametric uncertainties. The result of [Lee HJ, Park JB, Joo YH. Robust control for uncertain Takagi–Sugeno fuzzy systems with time-varying input delay. ASME J Dyn Syst Meas Control 2005;127:302–6] is extended to uncertain fuzzy systems with time-varying state and input delays. Simulations show that significant improvement over the previous results can be obtained.     

Estimating the ultimate bound and positively invariant set for the Lorenz system and a unified chaotic system

To estimate the ultimate bound and positively invariant set for a dynamic system is an important but quite challenging task in general. In this paper, we attempt to investigate the ultimate bound and positively invariant set for two specific systems, the Lorenz system and a unified chaotic system. We derive an ellipsoidal estimate of the ultimate bound and positively invariant set for the Lorenz system, for all the positive values of its parameters a, b and c, and obtain the minimum value of volume for the ellipsoid. Comparing with the best results in the current literature [D. Li, J. Lu, X. Wu, G. Chen, Estimating the bounds for the Lorenz family of chaotic systems, Chaos Solitons Fractals 23 (2005) 529-534; X. Liao, On the global basin of attraction and positively invariant set for the Lorenz chaotic system and its application in chaos control and synchronization, Sci. China Ser. E 34 (2004) 1404-1419], our new results fill up the gap of the estimate for the cases of 0<a<1 and 0<b<2 [X. Liao, On the global basin of attraction and positively invariant set for the Lorenz chaotic system and its application in chaos control and synchronization, Sci. China Ser. E 34 (2004) 1404-1419]. Furthermore, the estimation derived here contains the results given in [D. Li, J. Lu, X. Wu, G. Chen, Estimating the bounds for the Lorenz family of chaotic systems, Chaos Solitons Fractals 23 (2005) 529-534] and [X. Liao, On the global basin of attraction and positively invariant set for the Lorenz chaotic system and its application in chaos control and synchronization, Sci. China Ser. E 34 (2004) 1404-1419] as special cases. Along the same line, we also provide estimates of cylindrical and ellipsoidal bounds for a unified chaotic system, for its parameter range , and obtain the minimum value of volume for the ellipsoid. The estimate is more accurate than and also extends the result of [D. Li, J. Lu, X. Wu, G. Chen, Estimating the bounds for the Lorenz family of chaotic systems, Chaos Solitons Fractals 23 (2005) 529-534] and [X. Liao, On the global basin of attraction and positively invariant set for the Lorenz chaotic system and its application in chaos control and synchronization, Sci. China Ser. E 34 (2004) 1404-1419].     

On the equivalence of the convergence criteria between modified Mann–Ishikawa and multi-step iterations with errors for successively strongly pseudo-contractive operators

In this paper, the equivalence of the convergence between the modified Mann–Ishikawa and multi-step Noor iterations with errors is proven for the successively strongly pseudo-contractive operators without Lipschitzian assumption. Our results generalize the recent results of the paper [B.E. Rhoades, S.M. Soltuz, The equivalence between Mann–Ishikawa iterations and multi-step iteration, Nonlinear Anal. 58 (2004) 219–228; B.E. Rhoades, S.M. Soltuz, The equivalence between the convergences of Ishikawa and Mann iterations for an asymptotically nonexpansive in the intermediate sense and strongly successively pseudo-contractive maps, J. Math. Anal. Appl. 289 (2004) 266–278] by extending to the more generalized multi-step iterations with errors and hence improve the corresponding results of all the references in bibliography by providing the equivalences of convergence between all of these up-to-date iteration schemes.     

Nonlinear dynamics of regenerative cutting processes—Comparison of two models

Understanding the nonlinear dynamics of cutting processes is essential for the improvement of machining technology. We study machine cutting processes by two different models, one has been recently introduced by Litak [Litak G. Chaotic vibrations in a regenerative cutting process. Chaos, Solitons & Fractals 2002;13:1531–5] and the other is the classic delay differential equation model. Although chaotic solutions have been found in both models, well known routes to chaos, such as period-doubling or quasi-periodic motion to chaos are not observed in either model. Careful analysis shows that the chaotic motion from the Litak’s model has sharper spectral peaks, a smaller correlation dimension and a smaller value for the largest positive Lyapunov exponent. Implications to the control of chaos in cutting processes are discussed.     

Period Three Implications for Expansive Maps in R N

A multidimensional version of the Li–Yorke cycle coexisting theorem [Li, T.-Y. and Yorke, J.A. “Period three implies chaos”, Am. Math. Monthly, 82, 985–992] is established for certain (e.g. expansive) maps. The related fixed- and periodic-point theorems are developed in R ⁿ . Implications of 3-orbits are discussed.     

The Marotto Theorem on planar monotone or competitive maps

In 1978, Marotto generalized Li–Yorke’s results on the criterion for chaos from one-dimensional discrete dynamical systems to n-dimensional discrete dynamical systems, showing that the existence of a non-degenerate snap-back repeller implies chaos in the sense of Li–Yorke. This theorem is very useful in predicting and analyzing discrete chaos in multi-dimensional dynamical systems. Yet, besides it is well known that there exists an error in the conditions of the original Marotto Theorem, and several authors had tried to correct it in different way, Chen, Hsu and Zhou pointed out that the verification of “non-degeneracy” of a snap-back repeller is the most difficult in general and expected, “almost beyond reasonable doubt,” that the existence of only degenerate snap-back repeller still implies chaotic, which was posed as a conjecture by them. In this paper, we shall give necessary and sufficient conditions of chaos in the sense of Li–Yorke for planar monotone or competitive discrete dynamical systems and solve Chen–Hsu–Zhou Conjecture for such kinds of systems.     

Oscillations of mechanical systems that do not become linear when the parameter vanishes : PMM vol. 42, no. 6, 1978, pp. 1039–1048

The results of investigations in [1] are extended to multidimensional systems that become nonlinear at μ = 0. Two-dimensional mechanical systems were investigated in [2,3]. The characteristic equations of systems considered here contain in the critical system either a pair of pure imaginary roots or two zero roots with one or two groups of solutions and n roots with negative real parts in the adjoint system. It is shown that the investigation of such systems necessitates the imposition on the system of some constraints that supplement those specified in [1], The auxilliary function u⁽¹⁾_k (θ) used in the determination of Liapunov's function is derived by a different method than in [1 – 3], In two of the three investigated cases the problem is reduced to the determination of roots of some integral real irrational function. An example is presented.     

Periodicity and repetitions in parameterized strings

One of the most beautiful and useful notions in the Mathematical Theory of Strings is that of a Period, i.e., an initial piece of a given string that can generate that string by repeating itself at regular intervals. Periods have an elegant mathematical structure and a wealth of applications [F. Mignosi and A. Restivo, Periodicity, Algebraic Combinatorics on Words, in: M. Lothaire (Ed.), Cambridge University Press, Cambridge, pp. 237–274, 2002]. At the hearth of their theory, there are two Periodicity Lemmas: one due to Lyndon and Schutzenberger [The equation a^M=b^Nc^P in a free group, Michigan Math. J. 9 (1962) 289–298], referred to as the Weak Version, and the other due to Fine and Wilf [Uniqueness theorems for periodic functions, Proc. Amer. Math. Soc. 16 (1965) 109–114]. In this paper, we investigate the notion of periodicity and the closely related one of repetition in connection with parameterized strings as introduced by Baker [Parameterized pattern matching: algorithms and applications, J. Comput. System Sci. 52(1) (1996) 28–42; Parameterized duplication in strings: algorithms and an application to software maintenance, SIAM J. Comput. 26(5) (1997) 1343–1362]. In such strings, the notion of pairwise match or “equivalence” of symbols is more relaxed than the usual one, in that it rests on some mapping, rather than identity, of symbols. It seems natural to try and extend notions of periods and periodicities to encompass parameterized strings. However, we know of no previous attempt in this direction. Our preliminary investigation yields results as follows. For periodicity, we get (a) a generalization of the Weak Version of the Periodicity Lemma for parameterized strings, showing that it is essential that the two mappings inducing the periodicity must commute; (b) a proof that an analogous of the Lemma by Fine and Wilf [Uniqueness theorems for periodic functions, Proc. Amer. Math. Soc. 16 (1965) 109–114] cannot hold for parameterized strings, even if the mappings inducing the periodicity “commute”, in a sense to be specified below; (c) a proof that parameterized strings over an alphabet of at least three letters may have a set of periods which differ from those of any binary string of the same length—whereby the parameterized analog of a classic result by Guibas and Odlyzko [String overlaps, pattern matching, and nontransitive games, J. Combin. Theory Ser. A 30 (1981) 183–208] cannot hold. We also derive necessary and sufficient conditions characterizing parameterized repetitions, which are patterns of length at least twice that of the period, and show how the notion of root differs from the standard case, and highlight some of the implications on extending algorithmic criteria previously adopted for string searching, detection of repetitions and the likes. Finally, as a corollary of our main results, we also show that binary parameterized strings behave much in the same way as non-parameterized ones with respect to periodicity and repetitions, while there is a substantial difference for strings over alphabets of at least three symbols.     

On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding

We study the distributions of the LASSO, SCAD, and thresholding estimators, in finite samples and in the large-sample limit. The asymptotic distributions are derived for both the case where the estimators are tuned to perform consistent model selection and for the case where the estimators are tuned to perform conservative model selection. Our findings complement those of Knight and Fu [K. Knight, W. Fu, Asymptotics for lasso-type estimators, Annals of Statistics 28 (2000) 1356–1378] and Fan and Li [J. Fan, R. Li, Variable selection via non-concave penalized likelihood and its oracle properties, Journal of the American Statistical Association 96 (2001) 1348–1360]. We show that the distributions are typically highly non-normal regardless of how the estimator is tuned, and that this property persists in large samples. The uniform convergence rate of these estimators is also obtained, and is shown to be slower than n^−1/2 in case the estimator is tuned to perform consistent model selection. An impossibility result regarding estimation of the estimators’ distribution function is also provided.