Optimality conditions and duality for nondifferentiable multiobjective programming problems involving d-r-type I functions

In this paper, new classes of nondifferentiable functions constituting multiobjective programming problems are introduced. Namely, the classes of d$d$-r$r$-type I objective and constraint functions and, moreover, the various classes of generalized d$d$-r$r$-type I objective and constraint functions are defined for directionally differentiable multiobjective programming problems. Sufficient optimality conditions and various Mond–Weir duality results are proved for nondifferentiable multiobjective programming problems involving functions of such type. Finally, it is showed that the introduced d$d$-r$r$-type I notion with r≠0$r\ne 0$ is not a sufficient condition for Wolfe weak duality to hold. These results are illustrated in the paper by suitable examples.     

Weak Dirichlet processes with a stochastic control perspective

The motivation of this paper is to prove verification theorems for stochastic optimal control of finite dimensional diffusion processes without control in the diffusion term, in the case where the value function is assumed to be continuous in time and once differentiable in the space variable (C^0,1$C^{0,1}$) instead of once differentiable in time and twice in space (C^1,2$C^{1,2}$), like in the classical results. For this purpose, the replacement tool of the Itô formula will be the Fukushima–Dirichlet decomposition for weak Dirichlet processes. Given a fixed filtration, a weak Dirichlet process is the sum of a local martingale M$M$ plus an adapted process A$A$ which is orthogonal, in the sense of covariation, to any continuous local martingale. The decomposition mentioned states that a C^0,1$C^{0,1}$ function of a weak Dirichlet process with finite quadratic variation is again a weak Dirichlet process. That result is established in this paper and it is applied to the strong solution of a Cauchy problem with final condition.     

Lipschitz gradients for global optimization in a one-point-based partitioning scheme

A global optimization problem is studied where the objective function f(x)$f\left(x\right)$ is a multidimensional black-box function and its gradient f^′(x)$f^{\prime }\left(x\right)$ satisfies the Lipschitz condition over a hyperinterval with an unknown Lipschitz constant K$K$. Different methods for solving this problem by using an a priori given estimate of K$K$, its adaptive estimates, and adaptive estimates of local Lipschitz constants are known in the literature. Recently, the authors have proposed a one-dimensional algorithm working with multiple estimates of the Lipschitz constant for f^′(x)$f^{\prime }\left(x\right)$ (the existence of such an algorithm was a challenge for 15 years). In this paper, a new multidimensional geometric method evolving the ideas of this one-dimensional scheme and using an efficient one-point-based partitioning strategy is proposed. Numerical experiments executed on 800 multidimensional test functions demonstrate quite a promising performance in comparison with popular DIRECT-based methods.     

On necessary conditions for a class of nondifferentiable minimax fractional programming

The Kuhn–Tucker-type necessary optimality conditions are given for the problem of minimizing a max fractional function, where the numerator of the function involved is the sum of a differentiable function and a convex function while the denominator is the difference of a differentiable function and a convex function, subject to a set of differentiable nonlinear inequalities on a convex subset C$C$ of Rⁿ${\mathbb{R}}^n$, under the conditions similar to the Kuhn–Tucker constraint qualification or the Arrow–Hurwicz–Uzawa constraint qualification or the Abadie constraint qualification. Relations with the calmness constraint qualification are given.     

The Helmholtz equation in a non-smooth inclusion

In this paper, we study the Helmholtz equation in a non-smooth inclusion, i.e., in a doubly connected bounded domain B$B$ in R²$R^2$ with boundary ∂B$\partial B$ that consists of two disjoint closed curves Γ$\Gamma$ and _Γ0${\Gamma }_0$. The existence and uniqueness of a solution to the Helmholtz equation for mixed boundary conditions on Γ$\Gamma$ are obtained by using Riesz–Fredholm theory.     

On the length of an external branch in the Beta-coalescent

In this paper, we consider Beta(2−α,α)$(2-\alpha ,\alpha )$ (with 1<α<2$1<\alpha <2$) and related Λ$\Lambda$-coalescents. If T⁽ⁿ⁾$T^{\left(n\right)}$ denotes the length of a randomly chosen external branch of the n$n$-coalescent, we prove the convergence of n^α−1T⁽ⁿ⁾$n^{\alpha -1}{T}^{\left(n\right)}$ when n$n$ tends to ∞$\infty$, and give the limit. To this aim, we give asymptotics for the number σ⁽ⁿ⁾${\sigma }^{\left(n\right)}$ of collisions which occur in the n$n$-coalescent until the end of the chosen external branch, and for the block counting process associated with the n$n$-coalescent.     

Global existence and causality for a hyperbolic transmission problem with a repulsive nonlinearity

It is well known that the solution of the classical linear wave equation with an initial condition with compact support and vanishing initial velocity also has a compact support included in a set depending on time: the support of the solution at time t$t$ is causally related to that of the initial condition. Reed and Simon have shown that for a real-valued Klein–Gordon equation with (nonlinear) right-hand side −λu³$-\lambda u^3$ (λ>0$\lambda >0$), causality still holds. We show the same property for a one-dimensional Klein–Gordon problem but with transmission and with a more general repulsive nonlinear right-hand side F(u)$F\left(u\right)$. We also prove the global existence of a solution using the repulsiveness of F$F$. In the particular case F(u)=−λu³$F\left(u\right)=-\lambda u^3$, the problem is a relativistic model for a quantum particle with repulsive self-interaction and tunnel effect at a semi-infinite potential step.     

Estimation for stochastic differential equations with a small diffusion coefficient

We consider a multidimensional diffusion X$X$ with drift coefficient b(_Xt,α)$b(X_t,\alpha )$ and diffusion coefficient εa(_Xt,β)$\epsilon a(X_t,\beta )$ where α$\alpha$ and β$\beta$ are two unknown parameters, while ε$\epsilon$ is known. For a high frequency sample of observations of the diffusion at the time points k/n$k/n$, k=1,…,n$k=1,\dots ,n$, we propose a class of contrast functions and thus obtain estimators of (α,β)$(\alpha ,\beta )$. The estimators are shown to be consistent and asymptotically normal when n→∞$n\to \infty$ and ε→0$\epsilon \to 0$ in such a way that ε⁻¹n^−ρ${\epsilon }^{-1}{n}^{-\rho }$ remains bounded for some ρ>0$\rho >0$. The main focus is on the construction of explicit contrast functions, but it is noted that the theory covers quadratic martingale estimating functions as a special case. In a simulation study we consider the finite sample behaviour and the applicability to a financial model of an estimator obtained from a simple explicit contrast function.     

Asymptotic average shadowing property on compact metric spaces

We prove that if for a continuous map f$f$ on a compact metric space X$X$, the chain recurrent set, R(f)$R\left(f\right)$ has more than one chain component, then f$f$ does not satisfy the asymptotic average shadowing property. We also show that if a continuous map f$f$ on a compact metric space X$X$ has the asymptotic average shadowing property and if A$A$ is an attractor for f$f$, then A$A$ is the single attractor for f$f$ and we have A=R(f)$A=R\left(f\right)$. We also study diffeomorphisms with asymptotic average shadowing property and prove that if M$M$ is a compact manifold which is not finite with dimM=2$dimM=2$, then the C¹$C^1$ interior of the set of all C¹$C^1$ diffeomorphisms with the asymptotic average shadowing property is characterized by the set of Ω$\Omega$-stable diffeomorphisms.     

Iterative approximation of solutions of nonlinear equations of Hammerstein type

Suppose X$X$ is a real q$q$-uniformly smooth Banach space and F,K:X→X$F,K:X\to X$ are Lipschitz ?$?$-strongly accretive maps with D(K)=F(X)=X$D\left(K\right)=F\left(X\right)=X$. Let u^∗$u^{\ast }$ denote the unique solution of the Hammerstein equation u+KFu=0$u+KFu=0$. An iteration process recently introduced by Chidume and Zegeye is shown to converge strongly to u^∗$u^{\ast }$. No invertibility assumption is imposed on K$K$ and the operators K$K$ and F$F$ need not be defined on compact subsets of X$X$. Furthermore, our new technique of proof is of independent interest. Finally, some interesting open questions are included.     

Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations

One of the key problems in chance constrained programming for nonlinear optimization problems is the evaluation of derivatives of joint probability functions of the form P(x)=P(_gp(x,Λ)?_cp,p=1,…,_Nc)$P(x)=\mathbb{P}(g_p(x\text{,}\Lambda )?c_p\text{,}p=1\text{,}\dots \text{,}{N}_c)$. Here x∈R^_Nx$x\in {\mathbb{R}}^{N_x}$ is the vector of physical parameters, Λ∈R^_NΛ$\Lambda \in {\mathbb{R}}^{N_{\Lambda }}$ is a random vector describing the uncertainty of the model, g:R^_Nx×R^_NΛ→R^_Nc$g:{\mathbb{R}}^{N_x}\times {\mathbb{R}}^{N_{\Lambda }}\to {\mathbb{R}}^{N_c}$ is the constraints mapping, and c∈R^_Nc$c\in {\mathbb{R}}^{N_c}$ is the vector of constraint levels. In this paper specific Monte Carlo tools for the estimations of the gradient and Hessian of P(x)$P(x)$ are proposed when the input random vector Λ$\Lambda$ has a multivariate normal distribution and small variances. Using the small variance hypothesis, approximate expressions for the first- and second-order derivatives are obtained, whose Monte Carlo estimations have low computational costs. The number of calls of the constraints mapping g   for the proposed estimators of the gradient and Hessian of P(x)$P(x)$ is only 1+2_Nx+2_NΛ$1+2N_x+2N_{\Lambda }$.     

Congruences for t-core partition functions

Let t?2$t?2$ be an integer and p?5$p?5$ be a prime. We prove a conjecture on congruences for 2^t$2^t$-core partition functions. We also find many new congruences for p  -core partition functions when 5?p?47$5?p?47$.     

Collision probability for random trajectories in two dimensions

We give a lower bound for the non-collision probability up to a long time T$T$ in a system of n$n$ independent random walks with fixed obstacles on Z²${\mathbb{Z}}^2$. By ‘collision’ we mean collision between the random walks as well as collision with the fixed obstacles. We give an analogous result for Brownian particles on the plane. As a corollary we show that the non-collision request leads only to logarithmic corrections for a spread-out property of the independent random walk system.     

Stable extendibility of vector bundles over real projective spaces

Let F$\mathbb{F}$ be either the real number field R$\mathbb{R}$ or the complex number field C$\mathbb{C}$ and RPⁿ${\mathbb{RP}}^n$ the real projective space of dimension n. Theorems A and C in Hemmi and Kobayashi (2008) [2] give necessary and sufficient conditions for a given F$\mathbb{F}$-vector bundle over RPⁿ${\mathbb{RP}}^n$ to be stably extendible to RP^m${\mathbb{RP}}^m$ for every m?n$m?n$. In this paper, we simplify the theorems and apply them to the tangent bundle of RPⁿ${\mathbb{RP}}^n$, its complexification, the normal bundle associated to an immersion of RPⁿ${\mathbb{RP}}^n$ in R^n+r${\mathbb{R}}^{n+r}$(r>0)$(r>0)$, and its complexification. Our result for the normal bundle is a generalization of Theorem A in Kobayashi et al. (2000) [8] and that for its complexification is a generalization of Theorem 1 in Kobayashi and Yoshida (2003) [5].     

Existence of a lower bound for the distance between point masses of relative equilibria in spaces of constant curvature

We prove that if for the curved n-body problem the masses are given, the minimum distance between the point masses of a specific type of relative equilibrium solution to that problem has a universal lower bound that is not equal to zero. We furthermore prove that the set of all such relative equilibria is compact. This class of relative equilibria includes all relative equilibria of the curved n  -body problem in H²${\mathbb{H}}^2$ and a significant subset of the relative equilibria for S²${\mathbb{S}}^2$, S³${\mathbb{S}}^3$ and H³${\mathbb{H}}^3$.