The effect of ghost forces for a quasicontinuum method in three dimension

We study the efect of"ghost forces"for a quasicontinuum method in three dimension with a planar interface."Ghost forces"are the inconsistency of the quasicontinuum method across the interface between the atomistic region and the continuum region.Numerical results suggest that"ghost forces"may lead to a negilible error on the solution,while lead to a fnite size error on the gradient of the solution.The error has a layer-like profle,and the interfacial layer width is of O(ε).The error in certain component of the displacement gradient decays algebraically from O(1)to O(ε)away from the interface.A surrogate model is proposed and analyzed,which suggests the same scenario for the efect of"ghost forces".Our analysis is based on the explicit solution of the surrogate model.     

Natural limitations of decision procedures for arithmetic with bounded quantifiers

We study the complexity of the decision problem of a variant of arithmetic with bounded quantifiers. By contrast with the usual asymptotic complexity results, where one only deals with suitably long sentences, our limitative results have a concrete character, so as to find application in physics. We develop the mathematical framework for our lower bounds up to the point where their physical meaning is evident. Imagining that Turing machineM materializes as a real computerM′, we give a rigorous formulation of the simplest space-time features ofM′, by essentially requiring that (i) each state ofM occupies some space, (ii) no signal between states and scanning head can travel at infinite speed. WhenM provides a decision procedure for arithmetic with bounded quantifiers, there exist stringent lower bounds for the “time”t(j) needed byM′ to solve the hardest problems of length smaller thanj, no matter the number of states ofM. We discuss several applications of our results.     

Théorèmes d'existence pour un modèle membranaire « proprement invariantde plaque non linéairement élastique

We establish the “local” existence of an injective solution to the nonlinear, “properly invariant”, membrane plate model, stated in [1] and [2], successively for the clamped plate submitted to forces parallel to its plane and for the plate submitted to a boundary condition of place of “extended” state.     

Continuous-time Markov chain models to estimate the premium for extended hedge fund lockups

A lockup period for investment in a hedge-fund is a time period after making the investment during which an investor cannot freely redeem his investment. Since long lockup periods have recently been imposed, it is important to estimate the premium an investor should expect from extended lockups. For this, Derman et al. (Wilmott J. 1(5–6):263–293, 2009) proposed a parsimonious three-state discrete-time Markov Chain (DTMC) to model the state of a hedge fund, allowing the state to change randomly among the states “good,” “sick” and “dead” every year. In this paper, we propose an alternative three-state absorbing continuous-time Markov Chain (CTMC) model, which allows state changes continuously in time instead of yearly. Allowing more dynamic state changes is more realistic, but the CTMC model requires new techniques for parameter fitting. We employ nonlinear programming to solve the new calibration equations. We show that the more realistic CTMC model is a viable alternative to the previous DTMC model for estimating the premium for extended hedge fund lockups.     

Surface basic sets with wildly embedded supporting surfaces

The situation where a “nice” diffeomorphism f of a 3-manifold has a wildly embedded invariant surfaceM for which the restriction g = f| _M : M → M is “nice” is considered.     

Noetherian Rings whose Modules are Prime Serial

A theorem due to Nakayama and Skornyakov states that “a ring R is an Artinian serial ring if and only if all left R-modules are serial” and a theorem due to Warfield state that “a Noetherian ring R is serial if and only if every finitely generated left R-module is serial”. We say that an R-module M is prime uniserial (?-uniserial, for short) if for every pair P, Q of prime submodules of M either \(P\subseteq Q\) or \(Q\subseteq P\), and we say that M is prime serial (?-serial, for short) if it is a direct sum of ?-uniserial modules. Therefore, two interesting natural questions of this sort are: “Which rings have the property that every module is ?-serial?” and “Which rings have the property that every finitely generated module is ?-serial?” Most recently, in our paper, Prime uniserial modules and rings (submitted), we considered these questions in the context of commutative rings. The goal of this paper is to answer these questions in the case R is a Noetherian ring in which all idempotents are central or R is a left Artinian ring.     

Recurrence relation for biorthogonal polynomials

We use a geometric approach to obtain a recurrence relation for two families of biorthogonal polynomials associated to a nonsingular, strongly regular matrix M. We propose a “look-ahead procedure” for computing the biorthogonal polynomials when M has singular or ill-conditioned leading principal submatrices. These polynomials lead to two recursive triangular factorizations for the inverse of a nonsingular matrix M which is not necessarily strongly regular.     

Clusters die hard: Time-correlated excitation in the Hamiltonian mean field model

The Hamiltonian mean field (HMF) model has a low-energy phase where N particles are trapped inside a cluster. Here, we investigate some properties of the trapping/untrapping mechanism of a single particle into/outside the cluster. Since the single particle dynamics of the HMF model resembles the one of a simple pendulum, each particle can be identified as a high-energy particle (HEP) or a low-energy particle (LEP), depending on whether its energy is above or below the separatrix energy. We then define the trapping ratio as the ratio of the number of LEP to the total number of particles and the “fully-clustered” and “excited” dynamical states as having either no HEP or at least one HEP. We analytically compute the phase-space average of the trapping ratio by using the Boltzmann–Gibbs stable stationary solution of the Vlasov equation associated with the N → ∞ limit of the HMF model. The same quantity, obtained numerically as a time average, is shown to be in very good agreement with the analytical calculation. Another important feature of the dynamical behavior of the system is that the dynamical state changes transitionally: the “fully-clustered” and “excited” states appear in turn. We find that the distribution of the lifetime of the “fully-clustered” state obeys a power law. This means that clusters die hard, and that the excitation of a particle from the cluster is not a Poisson process and might be controlled by some type of collective motion with long memory. Such behavior should not be specific of the HMF model and appear also in systems where itinerancy among different “quasi-stationary” states has been observed. It is also possible that it could mimick the behavior of transient motion in molecular clusters or some observed deterministic features of chemical reactions.     

The extrinsic holonomy Lie algebra of a parallel submanifold

We investigate parallel submanifolds of a Riemannian symmetric space N. The special case of a symmetric submanifold has been investigated by many authors before and is well understood. We observe that there is an intrinsic property of the second fundamental form which distinguishes full symmetric submanifolds from arbitrary full, complete, parallel submanifolds of N, usually called “1-fullness” of M. Furthermore, for every parallel submanifold \({M\subset N}\) we consider the pullback bundle T N| _M with the linear connection induced by \({\nabla^N}\) . Then there exists a distinguished parallel subbundle \({\mathcal {O}M}\) , usually called the “second osculating bundle” of M. Given a parallel isometric immersion from a symmetric space M into N, we can describe the “extrinsic” holonomy Lie algebra of \({\mathcal {O} M}\) by means of the second fundamental form and the curvature tensor of N at some fixed point. If moreover N is simply connected and M is even a full symmetric submanifold of N, then we will calculate the “extrinsic” holonomy Lie algebra of T N| _M in an explicit form.     

Completeness of the Space of Separable Measures in the Kantorovich-Rubinshtein Metric

We consider the space M(X) of separable measures on the Borel σ-algebra ?(X) of a metric space X. The space M(X) is furnished with the Kantorovich-Rubinshtein metric known also as the “Hutchinson distance” (see [1]). We prove that M(X) is complete if and only if X is complete. We consider applications of this theorem in the theory of selfsimilar fractals.     

On v-adic periods of t-motives

In this paper, we prove the equality between the transcendental degree of the field generated by the v-adic periods of a t-motive M and the dimension of the Tannakian Galois group for M, where v is a “finite” place of the rational function field over a finite field. As an application, we prove the algebraic independence of certain “formal” polylogarithms.     

A posteriori error bounds for the empirical interpolation method

We present rigorous a posteriori error bounds for the Empirical Interpolation Method (EIM). The essential ingredients are (i) analytical upper bounds for the parametric derivatives of the function to be approximated, (ii) the EIM “Lebesgue constant,” and (iii) information concerning the EIM approximation error at a finite set of points in parameter space. The bound is computed “off-line” and is valid over the entire parameter domain; it is thus readily employed in (say) the “on-line” reduced basis context. We present numerical results that confirm the validity of our approach.     

The higher rank rigidity theorem for manifolds with no focal points

We say that a Riemannian manifold M has rank M ≥ k if every geodesic in M admits at least k parallel Jacobi fields. The Rank Rigidity Theorem of Ballmann and Burns–Spatzier, later generalized by Eberlein–Heber, states that a complete, irreducible, simply connected Riemannian manifold M of rank k ≥ 2 (the “higher rank” assumption) whose isometry group Γ satisfies the condition that the Γ-recurrent vectors are dense in SM is a symmetric space of noncompact type. This includes, for example, higher rank M which admit a finite volume quotient. We adapt the method of Ballmann and Eberlein–Heber to prove a generalization of this theorem where the manifold M is assumed only to have no focal points. We then use this theorem to generalize to no focal points a result of Ballmann–Eberlein stating that for compact manifolds of nonpositive curvature, rank is an invariant of the fundamental group.     

On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distributions

We study the distribution of the maximum M of a random walk whose increments have a distribution with negative mean which belongs for some γ > 0 to a subclass of the class S _γ (for example, see Chover, Ney, and Wainger [5]). For this subclass we provide a probabilistic derivation of the asymptotic tail distribution of M and show that the extreme values of M are in general attained through some single large increment in the random walk near the beginning of its trajectory. We also give some results concerning the “spatially local” asymptotics of the distribution of M, the maximum of the stopped random walk for various stopping times, and various bounds.     

Cyclic Hilbert Spaces and Connes’ Embedding Problem

Let M be a II ₁-factor with trace τ, the finite dimensional subspaces of L ²(M, τ) are not just common Hilbert spaces, but they have an additional structure. We introduce the notion of a cyclic linear space by taking these additional properties as axioms. In Sect. 3 we formulate the following problem: “does every cyclic Hilbert space embed into L ²(M, τ), for some M?”. An affirmative answer would imply the existence of an algorithm to check Connes’ embedding Conjecture. In Sect. 4 we make a first step towards the answer of the previous question.     

MEXIT: Maximal un-coupling times for stochastic processes

Classical coupling constructions arrange for copies of the same Markov process started at two different initial states to become equal as soon as possible. In this paper, we consider an alternative coupling framework in which one seeks to arrange for two different Markov (or other stochastic) processes to remain equal for as long as possible, when started in the same state. We refer to this “un-coupling” or “maximal agreement” construction as MEXIT, standing for “maximal exit”. After highlighting the importance of un-coupling arguments in a few key statistical and probabilistic settings, we develop an explicit MEXIT construction for stochastic processes in discrete time with countable state-space. This construction is generalized to random processes on general state-space running in continuous time, and then exemplified by discussion of MEXIT for Brownian motions with two different constant drifts.     

Almost-Graphic Matroids

A nongraphic matroid M is said to be almost-graphic if, for all elements e, either M\e or M/e is graphic. We determine completely the class of almost-graphic matroids, thereby answering a question posed by Oxley in his book “Matroid Theory.” A nonregular matroid is said to be almost-regular if, for all elements e, either M\e or M/e is regular. An element e for which both M\e and M/e are regular is called a regular element. We also determine the almost-regular matroids with at least one regular element.     

Equivariant geometric K-homology for compact Lie group actions

Let G be a compact Lie-group, X a compact G-CW-complex. We define equivariant geometric K-homology groups $K^{G}_{*}(X)$ , using an obvious equivariant version of the (M,E,f)-picture of Baum-Douglas for K-homology. We define explicit natural transformations to and from equivariant K-homology defined via KK-theory (the “official” equivariant K-homology groups) and show that these are isomorphisms.     

Numerical analysis of generalised max-plus eigenvalue problems

This paper is concerned with the deterministic discrete-time infinite horizon optimisation problem on a compact metric space with an average cost criterion involving two functions K (the “cost”) and T (the “time”). Firstly, we collect the different characterisations of the value λ in terms of generalised max-plus eigenvalue problem and in terms of linear programming. Secondly, we prove an error bound on λ when the space is discretised.     

Circuit preserving edge maps II

In Section 1 of this article we prove the following. Let f: G → G′ be a circuit surjection, i.e., a mapping of the edge set of G onto the edge set of G′ which maps circuits of G onto circuits of G′, where G, G′ are graphs without loops or multiple edges and G′ has no isolated vertices. We show that if G is assumed finite and 3-connected, then f is induced by a vertex isomorphism. If G is assumed 3-connected but not necessarily finite and G′ is assumed to not be a circuit, then f is induced by a vertex isomorphism. Examples of circuit surjections f: G → G′ where G′ is a circuit and G is an infinite graph of arbitrarily large connectivity are given. In general if we assume G two-connected and G′ not a circuit then any circuit surjection f: G → G′ may be written as the composite of three maps, f(G) = q(h(k(G))), where k is a 1-1 onto edge map which preserves circuits in both directions (the “2-isomorphism” of Whitney (Amer. J. Math. 55 (1933), 245–254) when G is finite), h is an onto edge map obtained by replacing “suspended chains” of k(G) with single edges, and G is a circuit injection (a 1-1 circuit surjection). Let f: G → M be a 1-1 onto mapping of the edges of G onto the cells of M which takes circuits of G onto circuits of M where G is a graph with no isolated vertices, M a matroid. If there exists a circuit C of M which is not the image of a circuit in G, we call f nontrivial, otherwise trivial. In Section 2 we show the following. Let G be a graph of even order. Then the statement “no trivial map f: G → M exists, where M is a binary matroid,” is equivalent to “G is Hamiltonian.” If G is a graph of odd order, then the statement “no nontrivial map f: G → M exists, where M is a binary matroid” is equivalent to “G is almost Hamiltonian,” where we define a graph G of order n to be almost Hamiltonian if every subset of vertices of order n − 1 is contained in some circuit of G.