Spatial design matrices and associated quadratic forms: structure and properties

The paper provides significant simplifications and extensions of results obtained by Gorsich, Genton, and Strang (J. Multivariate Anal. 80 (2002) 138) on the structure of spatial design matrices. These are the matrices implicitly defined by quadratic forms that arise naturally in modelling intrinsically stationary and isotropic spatial processes. We give concise structural formulae for these matrices, and simple generating functions for them. The generating functions provide formulae for the cumulants of the quadratic forms of interest when the process is Gaussian, second-order stationary and isotropic. We use these to study the statistical properties of the associated quadratic forms, in particular those of the classical variogram estimator, under several assumptions about the actual variogram.     

Renormalized loop expansion to compute finite size effects of the constraint effective potential

In latticeφ ⁴ close to the critical line, finite size effects can be computed by renormalized loop expansions. In order to do so, the constraint effective potential is computed to two loop order. Using this expression, we are able to extract results for renormalized masses and coupling constants from Multigrid Monte Carlo data of Mack and Meyer for the constraint effective potential close to the critical line, and compare them with the analytical results ofLüscher and Weisz. Perfect agreement is found.     

Critical percolation exploration path and SLE 6: a proof of convergence

It was argued by Schramm and Smirnov that the critical site percolation exploration path on the triangular lattice converges in distribution to the trace of chordal SLE ₆. We provide here a detailed proof, which relies on Smirnov’s theorem that crossing probabilities have a conformally invariant scaling limit (given by Cardy’s formula). The version of convergence to SLE ₆ that we prove suffices for the Smirnov–Werner derivation of certain critical percolation crossing exponents and for our analysis of the critical percolation full scaling limit as a process of continuum nonsimple loops. Research of Charles M.Newman was partially supported by the US NSF under grants DMS-01-04278 and DMS-06-06696.     

Approximation of stochastic equations driven by predictable processes

Summary A theory of stochastic differential equations driven by predictable processes in Stratonovich sense is developed. These driving processes include a large class of discontinuous semimartingales. The theory of stochastic differential equations driven by continuous semimartingales in Stratonovich sense is extended without involving Lebesgue-Stieltjes integrals as done by Meyer. Moreover, a change of variables formula without extra terms involving the jumps of the processes holds for this theory. Results on approximation of driving processes are preserved.Research partially supported by the Institute for Mathematics and its Applications at the University of Minnesota, Minneapolis, USA; by the AFOSR under contract #AFOSR-85-0315, the ARO under contract #DAAG 29-84-K-0082, and #DAAL 03-86-K-0171.     

Degrevlex Gröbner bases of generic complete intersections

In this paper, we study the Hilbert–Samuel function of a generic standard graded K-algebra

K[X₁,…,X_n]/(g₁,…,g_m)

when refined by an (ℓ)-adic filtration, ℓ being a linear form. From this we obtain a structure theorem which describes the stairs of a generic complete intersection for the degree-reverse-lexicographic order. We show what this means for generic standard (or Gröbner) bases for this order; in particular, we consider an “orderly filling up” conjecture, and we propose a strategy for the standard basis algorithm which could be useful in generic-like cases.     

Flow through a porous medium with mass removal and diffusion

A one-dimensional model of filtration through a saturated porous medium with a mutual action between the solid matrix and the flow is investigated. The substances removed from the porous soil are both particles transported by the liquid flow and substances which diffuse in the fluid. Received June 30, 1997     

Optimal Domains for <Emphasis Type="Italic">L</Emphasis><Superscript>0</Superscript>-valued Operators Via Stochastic Measures

We study extension of operators T: E→ L⁰([0, 1]), where E is an F–function space and L⁰([0, 1]) the space of measurable functions with the topology of convergence in measure, to domains larger than E, and we study the properties of such domains. The main tool is the integration of scalar functions with respect to stochastic measures and the corresponding spaces of integrable functions. Partially supported by D.G.I. #MTM2006-13000-C03-01 (Spain).     

Fast computation of a rational point of a variety over a finite field

We exhibit a probabilistic algorithm which computes a rational point of an absolutely irreducible variety over a finite field defined by a reduced regular sequence. Its time-space complexity is roughly quadratic in the logarithm of the cardinality of the field and a geometric invariant of the input system. This invariant, called the degree, is bounded by the Bézout number of the system. Our algorithm works for fields of any characteristic, but requires the cardinality of the field to be greater than a quantity which is roughly the fourth power of the degree of the input variety.

     

The effect of the anion on the physical properties of trihalide-based N,N-dialkylimidazolium ionic liquids

Low viscosity, high density trihalide-based 1-n-butyl-3-methylimidazolium ionic liquids have been prepared and characterised. Key physical properties (density, conductivity, melting point, refractive index, surface tension and diffusion coefficient) of the ionic liquids have been determined and are compared with those of other 1,3-dialkylimidazolium molten salts. The relationship between anion identity and the physical properties of the ionic liquids under investigation is discussed.