Intuitionistic nonstandard bounded modified realisability and functional interpretation

We present a bounded modified realisability and a bounded functional interpretation of intuitionistic nonstandard arithmetic with nonstandard principles.The functional interpretation is the intuitionistic counterpart of Ferreira and Gaspar's functional interpretation and has similarities with Van den Berg, Briseid and Safarik's functional interpretation but replacing finiteness by majorisability.We give a threefold contribution: constructive content and proof-theoretical properties of nonstandard arithmetic; filling a gap in the literature; being in line with nonstandard methods to analyse compactness arguments.     

Residual smallness in commutative algebra

In Oman and Salminen [19 Oman, G., Salminen, A. Residually small commutative rings. J. Commut. Algebra (17 pages as a preprint, to appear). [Google Scholar]], the authors introduce and study residually small rings, defined as follows: an infinite commutative ring R with identity is residually smallif for every r∈R?{0}, there exists an ideal I_r of R such that r?I_r and |R∕I_r|<|R|. The purpose of this note is to extend our study. In particular, we continue our investigation of residually small rings and then generalize this notion to modules.     

Elementary inductive dichotomy: Separation of open and clopen determinacies with infinite alternatives

We introduce a new axiom called inductive dichotomy, a weak variant of the axiom of inductive definition, and analyze the relationships with other variants of inductive definition and with related axioms, in the general second order framework, including second order arithmetic, second order set theory and higher order arithmetic. By applying these results to the investigations on the determinacy axioms, we show the following. (i) Clopen determinacy is consistency-wise strictly weaker than open determinacy in these frameworks, except second order arithmetic; this is an enhancement of Schweber–Hachtman separation of open and clopen determinacy into the consistency-wise separation. (ii) Hausdorff–Kuratowski hierarchy of differences of opens is faithfully reflected by the hierarchy of consistency strengths of corresponding parameter-free determinacies in the aforementioned frameworks; this result is valid also in second order arithmetic only except clopen determinacy.     

Primes in arithmetic progressions with friable indices

We consider the numberπ(x,y;q,a)of primes p≤such that p≡a(mod q)and(p-a)/q is free of prime factors greater than y.Assuming a suitable form of Elliott-Halberstam conjecture,it is proved thatπ(x,y:q,a)is asymptotic to p(log(x/q)/log y)π(x)/φ(q)on average,subject to certain ranges of y and q,where p is the Dickman function.Moreover,unconditional upper bounds are also obtained via sieve methods.As a typical application,we may control more effectively the number of shifted primes with large prime factors.     

Computation of symbolic dynamics for one-dimensional maps

In this paper we design and implement rigorous algorithms for computing symbolic dynamics for piecewise-monotone-continuous maps of the interval. The algorithms are based on computing forwards and backwards approximations of the boundary, discontinuity and critical points. We explain how to handle the discontinuities in the symbolic dynamics which occur when the computed partition element boundaries are not disjoint. The method is applied to compute the symbolic dynamics and entropy bounds for the return map of the singular limit of a switching system with hysteresis and the forced Van der Pol equation.     

A baire approach to quantitative resonance principles

The main purpose of this paper is to give a proof of quantitative resonance and condensation principles via Baire category arguments in contrast to the gliding hump method used previously. Thereby a new nonquantitative resonance principle is established which is concerned with dominated convergence in Frechet spaces, by the way yielding more detailed information on the structure of the underlying spaces. On the other hand, Baire's approach is an easy tool to develop condensation principles by considering residual sets. Finally, some typical applications concerning trigonometric Fourier partial sums may illustrate the result received.     

A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems

We propose a generalization of the structured doubling algorithm to compute invariant subspaces of structured matrix pencils that arise in the context of solving linear quadratic optimal control problems. The new algorithm is designed to attain better accuracy when the classical Riccati equation approach for the solution of the optimal control problem is not well suited because the stable and unstable invariant subspaces are not well separated (because of eigenvalues near or on the imaginary axis) or in the case when the Riccati solution does not exist at all. We analyze the convergence of the method and compare the new method with the classical structured doubling algorithm as well as some structured QR methods. Copyright © 2012 John Wiley & Sons, Ltd.     

Arithmetic Asian Options under Stochastic Delay Models

Abstract

Motivated by the increasing interest in past-dependent asset pricing models, shown in recent years by market practitioners and prominent authors such as Hobson and Rogers (1998 Hobson, D. and Rogers, L. C. G. 1998. Complete models with stochastic volatility. Mathematical Finance, 8(1): 27–48.  [Google Scholar], Complete models with stochastic volatility, Mathematical Finance, 8(1), pp. 27–48), we explore option pricing techniques for arithmetic Asian options under a stochastic delay differential equation approach. We obtain explicit closed-form expressions for a number of lower and upper bounds and compare their accuracy numerically.     

A diagrammatic view of the equals sign: arithmetical equivalence as a means,not an end

It is recommended in the mathematics education literature that pupils be presented with equality statements that can be assessed for numerical balance by attending to notational structure rather than computation. I describe an alternative, diagrammatic approach in which pupils do not assess statements but instead use them to make substitutions of notation. I report on two trials of a computer-based task conducted with pairs of pupils and highlight two findings. First, the pupils found it useful to articulate the distinct substitutive effects of commutative (‘swap’, ‘switch’) and partitional (‘split’, ‘separate’) statements when working on the task. Secondly, the pupils did not notice that some of the statements presented were in fact false, which suggests their substituting activities were independent of numerical equivalence conceptions. This demonstrates that making substitutions offers task designers a mathematical utility for equality statements that is distinct from, but complementary to, assessing numerical balance.     

An image joint compression-encryption algorithm based on adaptive arithmetic coding

Through a series of studies on arithmetic coding and arithmetic encryption, a novel image joint compression- encryption algorithm based on adaptive arithmetic coding is proposed. The contexts produced in the process of image compression are modified by keys in order to achieve image joint compression encryption. Combined with the bit-plane coding technique, the discrete wavelet transform coefficients in different resolutions can be encrypted respectively with different keys, so that the resolution selective encryption is realized to meet different application needs. Zero-tree coding is improved, and adaptive arithmetic coding is introduced. Then, the proposed joint compression-encryption algorithm is simulated. The simulation results show that as long as the parameters are selected appropriately, the compression efficiency of proposed image joint compression-encryption algorithm is basically identical to that of the original image compression algorithm, and the security of the proposed algorithm is better than the joint encryption algorithm based on interval splitting.