Wavelet Shrinkage Denoising Using the Non-Negative Garrote

Abstract

In this article, we combine Donoho and Johnstone's wavelet shrinkage denoising technique (known as WaveShrink) with Breiman's non-negative garrote. We show that the non-negative garrote shrinkage estimate enjoys the same asymptotic convergence rate as the hard and the soft shrinkage estimates. Simulations are used to demonstrate that garrote shrinkage offers advantages over both hard shrinkage (generally smaller mean-square-error and less sensitivity to small perturbations in the data) and soft shrinkage (generally smaller bias and overall mean-square-error). The minimax thresholds for the non-negative garrote are derived and the threshold selection procedure based on Stein's unbiased risk estimate (SURE) is studied. We also propose a threshold selection procedure based on combining Coifman and Donoho's cycle-spinning and SURE. The procedure is called SPINSURE. We use examples to show that SPINSURE is more stable than SURE: smaller standard deviation and smaller range.     

Pseudo-uniform Convexity in Hp and Some Extremal Problems on Sobolev Spaces

We extend Newman and Keldysh theorems to the behavior of sequences of functions in H^p (μ) which explain geometric properties of discs in these spaces. Through Keldysh's theorem we obtain asymptotic results for extremal polynomials in Sobolev spaces.     

Radiation condition and uniqueness for the outgoing elastic wave in a half-plane with free boundary

In this Note we deduce an explicit Sommerfeld-type radiation condition which is convenient to prove the uniqueness for the time-harmonic outgoing wave problem in an isotropic elastic half-plane with free boundary condition. The expression is obtained from a rigorous asymptotic analysis of the associated Green's function. The main difficulty is that the free boundary condition allows the propagation of a Rayleigh wave which cannot be neglected in the far field expansion. We also give the existence result for this problem. To cite this article: M. Durán et al., C. R. Acad. Sci. Paris, Ser. I 347 (2009).     

Pointwise Green's Function Estimates Toward Stability for Degenerate Viscous Shock Waves

ABSTRACT

We consider degenerate viscous shock waves arising in systems of two conservation laws, where degeneracy describes viscous shock waves for which the asymptotic endstates are sonic to the hyperbolic system (the shock speed is equal to one of the characteristic speeds). In particular, we develop detailed pointwise estimates on the Green's function associated with the linearized perturbation equation, sufficient for establishing that spectral stability implies nonlinear stability. The analysis of degenerate viscous shock waves involves several new features, such as algebraic (nonintegrable) convection coefficients, loss of analyticity of the Evans function at the leading eigenvalue, and asymptotic time decay of perturbations intermediate between that of the Lax case and that of the undercompressive case.     

Cohomological approach to asymptotic dimension

We introduce the notion of asymptotic cohomology based on the bounded cohomology and define cohomological asymptotic dimension asdim _Z X of metric spaces. We show that it agrees with the asymptotic dimension asdim X when the later is finite. Then we use this fact to construct an example of a metric space X of bounded geometry with finite asymptotic dimension for which asdim(X × R) = asdim X. In particular, it follows for this example that the coarse asymptotic dimension defined by means of Roe’s coarse cohomology is strictly less than its asymptotic dimension.      

Conservation laws for the relativistic P-system

Abstract

This note is devoted to the existence of rigorous asymptotic expansions for some boundary layer problems. We follow ideas of geometric optics and show that, generically, the study of such expansions is linked to the kernel and range of suitable projectors. We apply this remark to some classical geophysical systems, and recover in particular the results of (Grenier, E., Masmoudi, N. (1997). Ekman layers of rotating fluids, the case of well prepared initial data. Comm. Partial Differential Equations 22(5–6):953–975) with some improvements.     

WAVES IN FERROMAGNETIC MEDIA

ABSTRACT

It is shown that small perturbations of equilibrium states in ferromagnetic media give rise to standing and traveling waves that are stable for long times. The evolution of the wave profiles is governed by semilinear heat equations. The mathematical model underlying these results consists of the Landau–Lifshitz equation for the magnetization vector and Maxwell's equations for the electromagnetic field variables. The model belongs to a general class of hyperbolic equations for vector-valued functions, whose asymptotic properties are analyzed rigorously. The results are illustrated with numerical examples.     

Stability of spiky solution of Keller–Segel's minimal chemotaxis model

A huge volume of research has been done for the simplest chemotaxis model (Keller–Segel's minimal model) and its variants, yet, some of the basic issues remain unresolved until now. For example, it is known that the minimal model has spiky steady states that can be used to model the important cell aggregation phenomenon, but the stability of monotone spiky steady states was not shown. In this paper, we derive, first formally and then rigorously, the asymptotic expansion of these monotone steady states, and then we use this fine information on the spike to prove its local asymptotic stability. Moreover, we obtain the uniqueness of such steady states. We expect that the new ideas and techniques for rigorous asymptotic expansion and spectrum analysis presented in this paper will be useful in attacking and hence stimulating research on other more sophisticated chemotaxis models.     

Delay-Dependent Criteria for Robust Stabilization of Markovian Switching Networks with Time-Varying Delay

Abstract

A problem of feedback stabilization of hybrid systems with time-varying delay and Markovian switching is considered. Delay-dependent sufficient conditions for stability based on linear matrix inequalities (LMI's) for stochastic asymptotic stability is obtained. The stability result depended on the mode of the system and of delay-dependent. The robustness results of such stability concept against all admissible uncertainties are also investigated. This new delay-dependent stability criteria is less conservative than the existing delay-independent stability conditions. An example is given to demonstrate the obtained results.     

Quantitative Lower Bounds for the Full Boltzmann Equation,Part I: Periodic Boundary Conditions

ABSTRACT

We prove the appearance of an explicit lower bound on the solution to the full Boltzmann equation in the torus for a broad family of collision kernels including in particular long-range interaction models, under the assumption of some uniform bounds on some hydrodynamic quantities. This lower bound is independent of time and space. When the collision kernel satisfies Grad's cutoff assumption, the lower bound is a global Maxwellian and its asymptotic behavior in velocity is optimal, whereas for noncutoff collision kernels the lower bound we obtain decreases exponentially but faster than the Maxwellian. Our results cover solutions constructed in a spatially homogeneous setting, as well as small-time or close-to-equilibrium solutions to the full Boltzmann equation in the torus. The constants are explicit and depend on the a priori bounds on the solution.     

Dynamics of Bianchi Type I Solutions of the Einstein Equations with Anisotropic Matter

We analyze the global dynamics of Bianchi type I solutions of the Einstein equations with anisotropic matter. The matter model is not specified explicitly but only through a set of mild and physically motivated assumptions; thereby our analysis covers matter models as different from each other as, e.g., collisionless matter, elastic matter and magnetic fields. The main result we prove is the existence of an ‘anisotropy classification’ for the asymptotic behaviour of Bianchi type I cosmologies. The type of asymptotic behaviour of generic solutions is determined by one single parameter that describes certain properties of the anisotropic matter model under extreme conditions. The anisotropy classification comprises the following types. The convergent type A₊: Each solution converges to a Kasner solution as the singularity is approached and each Kasner solution is a possible past asymptotic state. The convergent types B₊ and C₊: Each solution converges to a Kasner solution as the singularity is approached; however, the set of Kasner solutions that are possible past asymptotic states is restricted. The oscillatory type D₊: Each solution oscillates between different Kasner solutions as the singularity is approached. Furthermore, we investigate non-generic asymptotic behaviour and the future asymptotic behaviour of solutions. Submitted: October 28, 2008.; Accepted: January 26, 2009.     

Complex Powers and Non-compact Manifolds

Abstract

We study the complex powers A ^z of an elliptic, strictly positive pseudodifferential operator A using an axiomatic method that combines the approaches of Guillemin and Seeley. In particular, we introduce a class of algebras, called “Guillemin algebras, ” whose definition was inspired by Guillemin [Guillemin, V. (1985). A new proof of Weyl's formula on the asymptotic distribution of eigenvalues. Adv. in Math. 55:131–160]. A Guillemin algebra can be thought of as an algebra of “abstract pseudodifferential operators.” Most algebras of pseudodifferential operators belong to this class. Several results typical for algebras of pseudodifferential operators (asymptotic completeness, construction of Sobolev spaces, boundedness between appropriate Sobolev spaces,…) generalize to Guillemin algebras. Most important, this class of algebras provides a convenient framework to obtain precise estimates at infinity for A ^z , when A > 0 is elliptic and defined on a non-compact manifold, provided that a suitable ideal of regularizing operators is specified (a submultiplicative Ψ*-algebra). We shall use these results in a forthcoming paper to study pseudodifferential operators and Sobolev spaces on manifolds with a Lie structure at infinity (a certain class of non-compact manifolds that has emerged from Melrose's work on geometric scattering theory [Melrose, R. B. (1995). Geometric Scattering Theory. Stanford Lectures. Cambridge: Cambridge University Press]).     

On the uniform asymptotic joint normality of sample quantiles

Summary Uniform (or type (B) _d ) asymptotic normality of the joint distribution of an increasing number of sample quantiles as the sample size increases is investigated in both cases where the basic distributions are equal and are unequal. Under fairly general assumptions, sufficient conditions are derived for the asymptotic normality of sample quantiles. Type (B) _d asymptotic normality is a strictly stronger notion than the usual one which is based on the convergence in law, and the results obtained in this article will be helpful to widen the applicability of results on asymptotic normality of sample quantiles to related statistical inferences.     

Asymptotic conditional distribution of exceedance counts: fragility index with different margins

We consider a random vector X, whose components are neither necessarily independent nor identically distributed. The fragility index (FI), if it exists, is defined as the limit of the expected number of exceedances among the components of X above a high threshold, given that there is at least one exceedance. It measures the asymptotic stability of the system of components. The system is called stable if the FI is one and fragile otherwise. In this paper, we show that the asymptotic conditional distribution of exceedance counts exists, if the copula of X is in the domain of attraction of a multivariate extreme value distribution, and if the marginal distribution functions satisfy an appropriate tail condition. This enables the computation of the FI corresponding to X and of the extended FI as well as of the asymptotic distribution of the exceedance cluster length also in that case, where the components of X are not identically distributed.     

Adaptive Projected Subgradient Method for Asymptotic Minimization of Sequence of Nonnegative Convex Functions

Abstract

This paper presents an algorithm, named adaptive projected subgradient method that can minimize asymptotically a certain sequence of nonnegative convex functions over a closed convex set in a real Hilbert space. The proposed algorithm is a natural extension of the Polyak's subgradient algorithm, for nonsmooth convex optimization problem with a fixed target value, to the case where the convex objective itself keeps changing in the whole process. The main theorem, showing the strong convergence of the algorithm as well as the asymptotic optimality of the sequence generated by the algorithm, can serve as a unified guiding principle of a wide range of set theoretic adaptive filtering schemes for nonstationary random processes. These include not only the existing adaptive filtering techniques; e.g., NLMS, Projected NLMS, Constrained NLMS, APA, and Adaptive parallel outer projection algorithm etc., but also new techniques; e.g., Adaptive parallel min-max projection algorithm, and their embedded constraint versions. Numerical examples show that the proposed techniques are well-suited for robust adaptive signal processing problems.     

A method for calculating the long-range behavior of the spin correlator in a two-dimensionalising model

A method is developed for studying the long-range behavior of the spin correlator in a two-dimensional Ising model, based on an approximate solving of the equation for the resolvent of a Toeplitz matrix whose determinant is a correlator. In the scaling domain the answer is expressed in terms of the Green's functions of certain singular equations. The bounds obtained for the norm of the matrix-resolvent yield the possibility of a rigorous justification of the asymptotic formulas.     

Singular perturbations for the exterior three-dimensional slow viscous flow problem

In this paper the rigorous justification of the formal asymptotic expansions constructed by the method of matched inner and outer expansions is established for the three-dimensional steady flow of a viscous, incompressible fluid past an arbitrary obstacle. The justification is based on the series representation of the solution to the Navier-Stokes equations due to Finn, and it involves the reductions of various exterior boundary value problems for the Stokes and Oseen equations to boundary integral equations of the first kind from which existence as well as asymptotic error estimates for the solutions are deduced. In particular, it is shown that the force exerted on the obstacle by the fluid admits the asymptotic representation F = A₀ + A₁Re + O(Re² ln Re⁻¹) as the Reynolds number Re → 0⁺, where the vectors A₀ and A₁ can be obtained from the method of matched inner and outer expansions.     

A confinement problem for a linearly elastic Koiter's shell

In this Note, we propose a natural two-dimensional model of “Koiter's type” for a general linearly elastic shell confined in a half space. This model is governed by a set of variational inequalities posed over a non-empty closed and convex subset of the function space used for modeling the corresponding “unconstrained” Koiter's model. To study the limit behavior of the proposed model as the thickness of the shell, regarded as a small parameter, approaches zero, we perform a rigorous asymptotic analysis, distinguishing the cases where the shell is either an elliptic membrane shell, a generalized membrane shell of the first kind, or a flexural shell. Moreover, in the case where the shell is an elliptic membrane shell, we show that the limit model obtained via the asymptotic analysis of our proposed two-dimensional Koiter's model coincides with the limit model obtained via a rigorous asymptotic analysis of the corresponding three-dimensional “constrained” model.     

Saddle-point equilibrium sequence in one class of singular infinite horizon zero-sum linear-quadratic differential games with state delays

ABSTRACT

We consider an infinite horizon zero-sum linear-quadratic differential game with state delays in the dynamics. The cost functional of this game does not contain a control cost of the minimizing player (the minimizer), meaning that the considered game is singular. For this game, definitions of the saddle-point equilibrium and the game value are proposed. These saddle-point equilibrium and game value are obtained by a regularization of the singular game. Namely, we associate this game with a new differential game for the same equation of dynamics. The cost functional in the new game is the sum of the original cost functional and an infinite horizon integral of the square of the minimizer's control with a small positive weight coefficient. This new game is regular, and it is a cheap control game. An asymptotic analysis of this cheap control game is carried out. Using this asymptotic analysis, the existence of the saddle-point equilibrium and the value of the original game is established, and their expressions are derived. Illustrative example is presented.     

Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs

Abstract

In 1985 Leland suggested an approach to price contingent claims under proportional transaction costs. Its main idea is to use the classical Black–Scholes formula with a suitably enlarged volatility for a periodically revised portfolio whose terminal value approximates the pay-off h(S _?T )?=?(S _?T ???K)⁺ of the call option. In subsequent studies, Lott, Kabanov and Safarian, and Gamys and Kabanov provided a rigorous mathematical analysis and established that the hedging portfolio approximates this pay-off in the case where the transaction costs decrease to zero as the number of revisions tends to infinity. The arguments used heavily the explicit expressions given by the Black–Scholes formula leaving open the problem whether the Leland approach holds for more general options and other types of price processes. In this paper we show that for a large class of the pay-off functions Leland's method can be successfully applied. On the other hand, if the pay-off function h(x) is not convex, then this method does not work.