A Bernstein type theorem for minimal volume preserving maps

We show that any minimal volume preserving map from the Euclidean plane into itself is a linear diffeomorphism. We derive this from a similar result on minimal diffeomorphisms. We also show that the classical Bernstein theorem on minimal graphs is a corollary of our result.

     

Additive noise driven phase transitions in a predator-prey system

We explore the impact of additive noise on phase transitions in a predator-prey system, which is formulated by stochastic partial differential equations (SPDEs). The system is observed to experience twice phase transitions under certain level of additive noise. We extend the multiple scaling approach from single SPDE to multiple SPDEs and find a necessary and sufficient condition to excite the occurrence of the first transition from a spatially homogeneous state to a spatially regular spiral wave. Numerical experiments show the second phase transition from the regular spatial pattern to spiral turbulence. We conclude that additive noise has a destabilising effect on population dynamics by triggering the onset of Hopf bifurcation.     

Belief structures,weight generating functions and decision-making

We describe the Dempster–Shafer belief structure and provide some of its basic properties. We introduce the plausibility and belief measures associated with a belief structure. We note that these are not the only measures that can be associated with a belief structure. We describe a general approach for generating a class of measures that can be associated with a belief structure using a monotonic function on the unit interval, called a weight generating function. We study a number of these functions and the measures that result. We show how to use weight-generating functions to obtain dual measures from a belief structure. We show the role of belief structures in representing imprecise probability distributions. We describe the use of dual measures, other then plausibility and belief, to provide alternative bounding intervals for the imprecise probabilities associated with a belief structure. We investigate the problem of decision making under belief structure type uncertain. We discuss two approaches to this decision problem. One of which is based on an expected value of the OWA aggregation of the payoffs associated with the focal elements. The second approach is based on using the Choquet integral of a measure generated from the belief structure. We show the equivalence of these approaches.     

Global bifurcation results for semilinear elliptic boundary value problems with indefinite weights and nonlinear boundary conditions

We investigate the global nature of bifurcation components of positive solutions of a general class of semilinear elliptic boundary value problems with nonlinear boundary conditions and having linear terms with sign-changing coefficients. We first show that there exists a subcontinuum, i.e., a maximal closed and connected component, emanating from the line of trivial solutions at a simple principal eigenvalue of a linearized eigenvalue problem. We next consider sufficient conditions such that the subcontinuum is unbounded in some space for a semilinear elliptic problem arising from population dynamics. Our approach to establishing the existence of the subcontinuum is based on the global bifurcation theory proposed by López-Gómez. We also discuss an a priori bound of solutions and deduce from it some results on the multiplicity of positive solutions.     

Problem for the diffusion equation outside cuts on the plane with the Dirichlet condition and an oblique derivative condition on opposite sides of the cuts

We consider a boundary value problem for the stationary diffusion equation outside cuts on the plane. The Dirichlet condition is posed on one side of each cut, and an oblique derivative condition is posed on the other side. We prove existence and uniqueness theorems for the solution of the boundary value problem. We obtain an integral representation of a solution in the form of potentials. The densities of these potentials are found from a system of Fredholm integral equations of the second kind, which is uniquely solvable. We obtain closed asymptotic formulas for the gradient of the solution of the boundary value problem at the endpoints of the cuts.     

Identifiability of intermediate variables on causal paths

We discuss the discovery of causal mechanisms and identifiability of intermediate variables on a causal path. Different from variable selection, we try to distinguish intermediate variables on the causal path from other variables. It is also different from ordinary model selection approaches which do not concern the causal relationships and do not contain unobserved variables. We propose an approach for selecting a causal mechanism depicted by a directed acyclic graph (DAG) with an unobserved variable. We consider several causal networks, and discuss their identifiability by observed data. We show that causal mechanisms of linear structural equation models are not identifiable. Furthermore, we present that causal mechanisms of nonlinear models are identifiable, and we demonstrate the identifiability of causal mechanisms of quadratic equation models. Sensitivity analysis is conducted for the identifiability.     

Sampling of Paley-Wiener functions on stratified groups

We consider a generalization of entire functions of spherical exponential type on stratified groups. An analog of the Paley-Wiener theorem is given. We also show that every spectral entire function on a stratified group is uniquely determined by its values on some discrete subgroups. The main result of the article is reconstruction formula of spectral entire functions from their values on discrete subgroups using Lagrangian splines.     

Three measures of edge-uncolorability

We study three invariants of graphs measuring how far a graph is from having a proper 3-edge-coloring. We show that they have the same value on certain classes of graphs, in particular on the class of cubic graphs.     

Solution to the Neumann problem exterior to a prolate spheroid by radial basis functions

We consider the exterior Neumann problem of the Laplacian with boundary condition on a prolate spheroid. We propose to use spherical radial basis functions in the solution of the boundary integral equation arising from the Dirichlet–to–Neumann map. Our approach is particularly suitable for handling of scattered data, e.g. satellite data. We also propose a preconditioning technique based on domain decomposition method to deal with ill-conditioned matrices arising from the approximation problem.     

Linear Maps Preserving Invertibility or Related Spectral Properties

We survey some recent results on linear maps on operator algebras that preserve invertibility. We also consider related problems such as the problem of the characterization of linear maps preserving spectrum, various parts of spectrum, spectral radius, quasinilpotents, etc. We present some results on elementary operators and additive operators preserving invertibility or related properties. In particular, we give a negative answer to a problem posed by Gao and Hou on characterizing spectrumpreserving elementary operators. Several open problems are also mentioned.     

The probabilistic 1-maximal covering problem on a network with discrete demand weights

We discuss the probabilistic 1-maximal covering problem on a network with uncertain demand. A single facility is to be located on the network. The demand originating from a node is considered covered if the shortest distance from the node to the facility does not exceed a given service distance. It is assumed that demand weights are independent discrete random variables. The objective of the problem is to find a location for the facility so as to maximize the probability that the total covered demand is greater than or equal to a pre-selected threshold value. We show that the problem is NP-hard and that an optimal solution exists in a finite set of dominant points. We develop an exact algorithm and a normal approximation solution procedure. Computational experiment is performed to evaluate their performance.     

On Modelling and Pricing Rainfall Derivatives with Seasonality

Abstract

We are interested in pricing rainfall options written on precipitation at specific locations. We assume the existence of a tradeable financial instrument in the market whose price process is affected by the quantity of rainfall. We then construct a suitable ‘Markovian gamma’ model for the rainfall process which accounts for the seasonal change of precipitation and show how maximum likelihood estimators can be obtained for its parameters.

We derive optimal strategies for exponential utility from terminal wealth and determine the utility indifference price of the claim. The method is illustrated with actual measured data on rainfall from a location in Kenya and spot prices of Kenyan electricity companies.     

New approach to vacuum string field theory

We discuss the possibility of applying a purely ghost kinetic operator in open string field theory from the perspective of a modern analytic method based on the KBc subalgebra. A purely ghost kinetic operator is obtained as a result of gauge fixing string field theory around the identity-based tachyon vacuum solution. We show that the obtained kinetic operator is not equivalent to the midpoint insertion of a conformal ghost, to which an extensive literature is devoted. We also show that the equation of motion does not admit nontrivial solutions.     

A new model for gas flow in pipe networks

We introduce a new model for gas dynamics in pipe networks by asymptotic analysis. The model is derived from the isothermal Euler equations. We present the derivation of the model as well as numerical results illustrating the validity and its properties. We compare the new model with existing models from the mathematical and engineering literature. We further give numerical results on a sample network. Copyright © 2009 John Wiley & Sons, Ltd.     

Keldysh-Lavrentiev counterexample and means of powers of a conformal mapping. 1. construction of a mapping

We construct a region with infinitely many cusps on its boundary such that it is possible to estimate the derivative of a conformal mapping of the units disk onto this region from below. We use some ideas taken from the construction of a famous Keldysh-Lavrentiev example. Bibliography: 2 titles.     

Beyond statistical methods: teaching critical thinking to first-year university students

We discuss a major change in the way we teach our first-year statistics course. We have redesigned this course with emphasis on teaching critical thinking. We recognized that most of the students take the course for general knowledge and support of other majors, and very few are planning to major in statistics. We identified the essential aspects of a first-year statistics course, given this student mix, focusing on a simple question, ‘Given this is the last chance you have to teach statistics, what are the essential skills students need?’ We have moved from thinking about statistics skills needed for a statistician to skills needed to participate in today's society. We have changed the way we deliver the course with less emphasis on lectures and more on alternative resources including on-line tutorials, Excel, computer-based skills testing, web-based learning materials and smaller group activities such as study groups and example classes. Feedback from students shows that they are very receptive and enthusiastic.     

Towards a generalization of Dupire's equation for several assets

We pose the problem of generalizing Dupire's equation for the price of call options on a basket of underlying assets. We present an analogue of Dupire's equation that holds in the case of several underlying assets provided the volatility is time dependent but not asset-price dependent. We deduce it from a relation that seems to be of interest on its own.     

Network capacity management under competition

We consider capacity management games between airlines who transport passengers over a joint airline network. Passengers are likely to purchase alternative tickets of the same class from competing airlines if they do not get tickets from their preferred airlines. We propose a Nash and a generalized Nash game model to address the competitive network revenue management problem. These two models are based on well-known deterministic linear programming and probabilistic nonlinear programming approximations for the non-competitive network capacity management problem. We prove the existence of a Nash equilibrium for both games and investigate the uniqueness of a Nash equilibrium for the Nash game. We provide some further uniqueness and comparative statics analysis when the network is reduced to a single-leg flight structure with two products. The comparative statics analysis reveals some useful insights on how Nash equilibrium booking limits change monotonically in the prices of products. Our numerical results indicate that airlines can generate higher and more stable revenues from a booking scheme that is based on the combination of the partitioned booking-limit policy and the generalized Nash game model. The results also show that this booking scheme is robust irrespective of which booking scheme the competitor takes.     

Electromagnetic form factors and polarizations of non-Dirac particles with rest spin 1/2

We consider one aspect of the theoretical foundations of polarization experiments on elastic scattering of electrons on protons yielding form factor ratios incompatible with those that are extracted from nonpolarization experiments. We analyze the consequences of abandoning the assumption that the nucleon is a Dirac particle. We show that the process of elastic scattering of electrons on nucleons is described by the same formulas, irrespective of the proper Lorentz group representation associated with the nucleon as a particle with the rest spin 1/2. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 158, No. 1, pp. 135–149, January, 2009.     

On convergence of wavelet packet expansions

It is well known that the-Walsh-Fourier expansion of a function from the block space ([0, 1 ) ), 1 ＜q≤∞, converges pointwise a.e. We prove that the same result is true for the expansion of a function from in certain periodixed smooth periodic non-stationary wavelet packets bases based on the Haar filters. We also consider wavelet packets based on the Shannon filters and show that the expansion of Lp-functions, 1＜p＜∞, converges in norm and pointwise almost everywhere.