On parameter dependence of the solution to an extremal problem

Conditions are given under which the solution to the simplest problem of the calculus of variations is continuously dependent and differentiable with respect to a free parameter appearing in the integral functional of the problem.     

On the most powerful quantile test of the scale parameter

Summary The most powerful test of the null hypothesisH ₀:σ=σ ₀ versus the alternative hypothesisH ₁:σ=σ ₁ based on a few selected sample quantiles is proposed here where σ is the scale parameter of the distribution and the location parameter μ is known. The quantiles are chosen from a large sample that is either complete or censored (singly-censored or doubly-censored). The relationship between the proposed test and the asymptotically best linear unbiased estimate (ABLUE) of the scale parameter is discussed.     

A central limit theorem for measurements on the logarithmic scale and its application to dimension estimates

We show consistency and asymptotic normality of certain estimators for expected exponential growth rates under i.i.d. observations. These statistical functionals are of the form

T(F)=∫log∫h(x,y)F(dx)F(dy)     

A fractional nonlocal time-space viscoelasticity theory and its applications in structural dynamics

To overcome the long wavelength and time limits of classical elastic theory, this paper presents a fractional nonlocal time-space viscoelasticity theory to incorporate the non-locality of both time and spatial location. The stress (strain) at a reference point and a specified time is assumed to depend on the past time history and the stress (strain) of all the points in the reference domain through nonlocal kernel operators. Based on an assumption of weak non-locality, the fractional Taylor expansion series is used to derive a fractional nonlocal time-space model. A fractional nonlocal Kevin–Voigt model is considered as the simplest fractional nonlocal time-space model and chosen to be applied for structural dynamics. The correlation between the intrinsic length and time parameters is discussed. The effective viscoelastic modulus is derived and, based on which, the tension and vibration of rods and the bending, buckling and vibration of beams are studied. Furthermore, in the context of Hamilton’s principle, the governing equation and the boundary condition are derived for longitudinal dynamics of the rod in a more rigorous manner. It is found that when the external excitation frequency and the wavenumber interact with the intrinsic microstructures of materials and the intrinsic time parameter, the nonlocal space-time effect will become substantial, and therefore the viscoelastic structures are sensitive to both microstructures and time.     

On the solitaire cone and its relationship to multi-commodity flows

The classical game of Peg Solitaire has uncertain origins, but was certainly popular by the time of Louis XIV, and was described by Leibniz in 1710. The modern mathematical study of the game dates to the 1960s, when the solitaire cone was first described by Boardman and Conway. Valid inequalities over this cone, known as pagoda functions, were used to show the infeasibility of various peg games. In this paper we study the extremal structure of solitaire cones for a variety of boards, and relate their structure to the well studied metric cone. In particular we give:?1. an equivalence between the multicommodity flow problem with associated dual metric cone and a generalized peg game with associated solitaire cone;?2. a related NP-completeness result;?3. a method of generating large classes of facets;?4. a complete characterization of 0-1 facets;?5. exponential upper and lower bounds (in the dimension) on the number of facets;?6. results on the number of facets, incidence and adjacency relationships and diameter for small rectangular, toric and triangular boards;?7. a complete characterization of the adjacency of extreme rays, diameter, number of 2-faces and edge connectivity for rectangular toric boards. Received: July 1996 / Accepted: February 2000?Published online February 22, 2001     

Continuous dependence of 2D large scale primitive equations on the boundary conditions in oceanic dynamics

In this paper, we consider an initial boundary value problem for the two-dimensional primitive equations of large scale oceanic dynamics. Assuming that the depth of the ocean is a positive constant, we establish rigorous a priori bounds of the solution to problem. With the aid of these a priori bounds, the continuous dependence of the solution on changes in the boundary terms is obtained.

     

Numerical integrators for quantum dynamics close to the adiabatic limit

Summary.  We study the numerical solution of singularly perturbed Schr?-dinger equations with time-dependent Hamiltonian. Based on a reformulation of the equations, we derive time-reversible numerical integrators which can be used with step sizes that are substantially larger than with traditional integration schemes. A complete error analysis is given for the adiabatic case. To deal with avoided crossings of energy levels, which lead to non-adiabatic behaviour, we propose an adaptive extension of the methods which resolves the sharp transients that appear in non-adiabatic state transitions. Received November 12, 2001 / Revised version received May 8, 2002 / Published online October 29, 2002 Mathematics Subject Classification (1991): 65L05, 65M15, 65M20, 65L70.     

Spatial dynamics of a nonlocal and time-delayed reaction-diffusion system

In this paper, we investigate the spatial dynamics of a nonlocal and time-delayed reaction-diffusion system, which is motivated by an age-structured population model with distributed maturation delay. The spreading speed c^*, the existence of traveling waves with the wave speed c?c^*, and the nonexistence of traveling waves with c<c^* are obtained. It turns out that the spreading speed coincides with the minimal wave speed for monotone traveling waves.     

On a bivariate copula with both upper and lower full-range tail dependence

Copula functions can be useful in accounting for various dependence patterns appearing in joint tails of data. We propose a new two-parameter bivariate copula family that possesses the following features. First, both upper and lower tails are able to explain full-range tail dependence. That is, the dependence in each tail can range among quadrant tail independence, intermediate tail dependence, and usual tail dependence. Second, it can capture upper and lower tail dependence patterns that are either the same or different. We first prove the full-range tail dependence property, and then we obtain the corresponding extreme value copula. There are two applications based on the proposed copula. The first one is modeling pairwise dependence between financial markets. The second one is modeling dynamic tail dependence patterns that appear in upper and lower tails of a loss-and-expense data.     

Exact lower estimate of the upper limit of the ratio of the sum of sine series with monotone coefficients to its majorant

An unimprovable lower estimate of the upper limit of the ratio of the sum of sine series with monotone coefficients to its majorant is obtained.     

On the continuous dependence of solutions of linear systems of differential-algebraic equations on a parameter

We consider linear systems of ordinary differential equations with identically degenerate matrix multiplying the derivative of the unknown vector function. The matrices specifying the system are assumed to depend on a parameter. We obtain criteria for the continuous dependence of the solutions of the system on the parameter and the asymptotic equivalence of solutions of the original and perturbed systems.     

On parameter dependence of bounded invariant manifolds of autonomous systems of differential equations

We consider bounded invariant manifolds of autonomous systems of differential equations and study the problem of their continuity and continuous differentiability with respect to a parameter.     

Complete stickiness of nonlocal minimal surfaces for small values of the fractional parameter

In this paper, we consider the asymptotic behavior of the fractional mean curvature when $s\to 0^{+}$. Moreover, we deal with the behavior of s-minimal surfaces when the fractional parameter $s\in (0,1)$ is small, in a bounded and connected open set with $C^2$ boundary $\mathrm{\Omega }?{\mathbb{R}}^n$. We classify the behavior of s-minimal surfaces with respect to the fixed exterior data (i.e. the s-minimal set fixed outside of Ω). So, for s small and depending on the data at infinity, the s-minimal set can be either empty in Ω, fill all Ω, or possibly develop a wildly oscillating boundary.Also, we prove the continuity of the fractional mean curvature in all variables, for $s\in [0,1]$. Using this, we see that as the parameter s varies, the fractional mean curvature may change sign.     

Local limit of nonlocal traffic models: Convergence results and total variation blow-up

Consider a nonlocal conservation law where the flux function depends on the convolution of the solution with a given kernel. In the singular local limit obtained by letting the convolution kernel converge to the Dirac delta one formally recovers a conservation law. However, recent counter-examples show that in general the solutions of the nonlocal equations do not converge to a solution of the conservation law. In this work we focus on nonlocal conservation laws modeling vehicular traffic: in this case, the convolution kernel is anisotropic. We show that, under fairly general assumptions on the (anisotropic) convolution kernel, the nonlocal-to-local limit can be rigorously justified provided the initial datum satisfies a one-sided Lipschitz condition and is bounded away from 0. We also exhibit a counter-example showing that, if the initial datum attains the value 0, then there are severe obstructions to a convergence proof.     

The singular limit dynamics of the phase-field equations

We consider the phase-field equations subject to Dirichlet boundary conditions. We construct families of exponential attractors and inertial manifolds which are continuous at any parameter of perturbation ${\epsilon >0 }${\epsilon >0 } including the singular limit case e = 0{\epsilon=0}. Besides, the continuity at e = 0{\epsilon=0} is obtained with respect to a metric independent of e{\epsilon}. Continuity properties of the global attractors are also examined.