On the minimization of the product of the powers of several integrals

This paper considers the minimization of the product of the powers ofn integrals, each of which depends on a functiony(x) and its derivative . The necessary conditions for the extremum are derived within the frame of the Mayer-Bolza formulation of the calculus of variations, and it is shown that the extremal arc is governed by a second-order differential equation involvingn undetermined multipliers related to the unknown values of the integrals. After the general solution is combined with the definitions of the multipliers and the end conditions, a system ofn+2 algebraic equations is obtained; it involvesn+2 unknowns, that is, then undetermined multipliers and two integration constants.The procedure discussed here can be employed in the study of shapes which are aerodynamically optimum at supersonic, hypersonic, and free-molecular flow velocities, that is, wings and fuselages having the maximum lift-to-drag ratio or the minimum drag. The problem of a slender body of revolution having the minimum pressure drag in Newtonian hypersonic flow is developed as an example. First, a general solution is derived for any pair of conditions imposed on the length, the thickness, the wetted area, and the volume. Then, a particular case is treated, that in which the thickness and the wetted area are given, while the length and the volume are free; the shape minimizing the pressure drag is a cone.This research, supported by the Office of Scientific Research, Office of Aerospace Research, United States Air Force, Grant No. AF-AFOSR-828-67, is a condensed version of the investigation described in Ref. 1. The author is indebted to Messrs. H. Y. Huang, J. C. Heideman, and J. N. Damoulakis for analytical and numerical assistance.     

On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix

The ratio of the largest eigenvalue divided by the trace of a p×p random Wishart matrix with n degrees of freedom and an identity covariance matrix plays an important role in various hypothesis testing problems, both in statistics and in signal processing. In this paper we derive an approximate explicit expression for the distribution of this ratio, by considering the joint limit as both p,n→∞ with p/n→c. Our analysis reveals that even though asymptotically in this limit the ratio follows a Tracy-Widom (TW) distribution, one of the leading error terms depends on the second derivative of the TW distribution, and is non-negligible for practical values of p, in particular for determining tail probabilities. We thus propose to explicitly include this term in the approximate distribution for the ratio. We illustrate empirically using simulations that adding this term to the TW distribution yields a quite accurate expression to the empirical distribution of the ratio, even for small values of p,n.     

On the case of the explicit integrability of the equation for SH-waves

The equation for SH-waves is considered for the following parameters μ and ρ: μ=a(x)·b(y), ρ=a(x)b(y)(c(x)+d(y)) (a,b,c,d are known functions). For such μ and ρ the variables in this equation can be separated. An explicit solution of the problem of the interaction of a whispering gallery wave with a vertical interface of two media is obtained. Bibliography: 3 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 203, 1992, pp. 12–16. Translated by N. S. Zabavnikova.     

The Role of the Legendre Transform in the Study of the Floer Complex of Cotangent Bundles

Consider a classical Hamiltonian H on the cotangent bundle T*M of a closed orientable manifold M, and let L:TM → R be its Legendre‐dual Lagrangian. In a previous paper we constructed an isomorphism Φ from the Morse complex of the Lagrangian action functional that is associated to L to the Floer complex that is determined by H. In this paper we give an explicit construction of a homotopy inverse Ψ of Φ. Contrary to other previously defined maps going in the same direction, Ψ is an isomorphism at the chain level and preserves the action filtration. Its definition is based on counting Floer trajectories on the negative half‐cylinder that on the boundary satisfy half of the Hamilton equations. Albeit not of Lagrangian type, such a boundary condition defines Fredholm operators with good compactness properties. We also present a heuristic argument which, independently of any Fredholm and compactness analysis, explains why the spaces of maps that are used in the definition of Φ and Ψ are the natural ones. The Legendre transform plays a crucial role both in our rigorous and in our heuristic arguments. We treat with some detail the delicate issue of orientations and show that the homology of the Floer complex is isomorphic to the singular homology of the loop space of M with a system of local coefficients, which is defined by the pullback of the second Stiefel‐Whitney class of TM on 2‐tori in M.© 2015 Wiley Periodicals, Inc.     

Solvability of the problem of taking the discrete logarithm

It is proved that consideration of the solvability problem for taking the discrete logarithm in a residue ring modulo composite M can be reduced to consideration of a similar problem in residue rings modulo pq, where p and q are prime divisors of M. For moduli of form pq, necessary and sufficient conditions for solvability checking are obtained in some cases. In addition, the problem of raising a solution of an exponential comparison in a residue ring modulo p ^α is solved.     

On the regularity of the distribution of the maximum of one-parameter Gaussian processes

The main result in this paper states that if a one-parameter Gaussian process has C ^2k paths and satisfies a non-degeneracy condition, then the distribution of its maximum on a compact interval is of class C ^k . The methods leading to this theorem permit also to give bounds on the successive derivatives of the distribution of the maximum and to study their asymptotic behaviour as the level tends to infinity. Received: 14 May 1999 / Revised version: 18 October 1999 / Published online: 14 December 2000     

On the validity of the Ginzburg-Landau equation

Summary The famous Ginzburg-Landau equation describes nonlinear amplitude modulations of a wave perturbation of a basic pattern when a control parameterR lies in the unstable regionO(ε ²) away from the critical valueR _c for which the system loses stability. Hereε>0 is a small parameter. G-L's equation is found for a general class of nonlinear evolution problems including several classical problems from hydrodynamics and other fields of physics and chemistry. Up to now, the rigorous derivation of G-L's equation for general situations is not yet completed. This was only demonstrated for special types of solutions (steady, time periodic) or for special problems (the Swift-Hohenberg equation). Here a mathematically rigorous proof of the validity of G-L's equation is given for a general situation of one space variable and a quadratic nonlinearity. Validity is meant in the following sense. For each given initial condition in a suitable Banach space there exists a unique bounded solution of the initial value problem for G-L's equation on a finite interval of theO(1/ε²)-long time scale intrinsic to the modulation. For such a finite time interval of the intrinsic modulation time scale on which the initial value problem for G-L's equation has a bounded solution, the initial value problem for the original evolution equation with corresponding initial conditions, has a unique solutionO(ε²) — close to the approximation induced by the solution of G-L's equation. This property guarantees that, for rather general initial conditions on the intrinsic modulation time scale, the behavior of solutions of G-L's equation is really inherited from solutions of the original problem, and the other way around: to a solution of G-L's equation corresponds a nearby exact solution with a relatively small error.     

Pinching of the first eigenvalue of the Laplacian and almost-Einstein hypersurfaces of the Euclidean space

In this article, we prove new pinching theorems for the first eigenvalue λ₁(M) of the Laplacian on compact hypersurfaces of the Euclidean space. These pinching results are associated with the upper bound for λ₁(M) in terms of higher order mean curvatures H _k . We show that under a suitable pinching condition, the hypersurface is diffeomorpic and almost-isometric to a standard sphere. Moreover, as a corollary, we show that a hypersurface of the Euclidean space which is almost-Einstein is diffeomorpic and almost-isometric to a standard sphere.      

On the uniqueness of the Shapley value

L.S. Shapley [1953] showed that there is a unique value defined on the classD of all superadditive cooperative games in characteristic function form (over a finite player setN) which satisfies certain intuitively plausible axioms. Moreover, he raised the question whether an axiomatic foundation could be obtained for a value (not necessarily theShapley value) in the context of the subclassC (respectivelyC′, C″) of simple (respectively simple monotonic, simple superadditive) gamesalone. This paper shows that it is possible to do this. Theorem I gives a new simple proof ofShapley's theorem for the classG ofall games (not necessarily superadditive) overN. The proof contains a procedure for showing that the axioms also uniquely specify theShapley value when they are restricted to certain subclasses ofG, e.g.,C. In addition it provides insight intoShapley's theorem forD itself. Restricted toC′ orC″, Shapley's axioms donot specify a unique value. However it is shown in theorem II that, with a reasonable variant of one of his axioms, a unique value is obtained and, fortunately, it is just theShapley value again.     

Numerical analysis of the spectrum of the Orr-Sommerfeld problem

A high-accuracy method for computing the eigenvalues λ _n and the eigenfunctions of the Orr-Sommerfeld operator is developed. The solution is represented as a combination of power series expansions, and the latter are then matched. The convergence rate of the expansions is analyzed by applying the theory of recurrence equations. For the Couette and Poiseuille flows in a channel, the behavior of the spectrum as the Reynolds number R increases is studied in detail. For the Couette flow, it is shown that the eigenvalues λ _n regarded as functions of R have a countable set of branch points R _k > 0 at which the eigenvalues have a multiplicity of 2. The first ten of these points are presented within ten decimals.     

Criterions for detecting the existence of the exponential dichotomies in the asymptotic behavior of the solutions of variational equations

We prove that the admissibility of any pair of vector-valued Schäffer function spaces (satisfying a very general technical condition) implies the existence of a “no past” exponential dichotomy for an exponentially bounded, strongly continuous cocycle (over a semiflow). Roughly speaking the class of Schäffer function spaces consists in all function spaces which are invariant under the right-shift and therefore our approach addresses most of the possible pairs of admissible spaces. Complete characterizations for the exponential dichotomy of cocycles are also obtained. Moreover, we involve a concept of a “no past” exponential dichotomy for cocycles weaker than the classical concept defined by Sacker and Sell (1994) in [23]. Our definition of exponential dichotomy follows partially the definition given by Chow and Leiva (1996) in [4] in the sense that we allow the unstable subspace to have infinite dimension. The main difference is that we do not assume a priori that the cocycle is invertible on the unstable space (actually we do not even assume that the unstable space is invariant under the cocycle). Thus we generalize some known results due to O. Perron (1930) [14], J. Daleckij and M. Krein (1974) [7], J.L. Massera and J.J. Schäffer (1966) [11], N. van Minh, F. Räbiger and R. Schnaubelt (1998) [26].     

On the performance of the ICP algorithm

We present upper and lower bounds for the number of iterations performed by the Iterative Closest Point (ICP) algorithm. This algorithm has been proposed by Besl and McKay as a successful heuristic for matching of point sets in d-space under translation, but so far it seems not to have been rigorously analyzed. We consider two standard measures of resemblance that the algorithm attempts to optimize: The RMS (root mean squared distance) and the (one-sided) Hausdorff distance. We show that in both cases the number of iterations performed by the algorithm is polynomial in the number of input points. In particular, this bound is quadratic in the one-dimensional problem, under the RMS measure, for which we present a lower bound construction of Ω(nlogn) iterations, where n is the overall size of the input. Under the Hausdorff measure, this bound is only O(n) for input point sets whose spread is polynomial in n, and this is tight in the worst case.We also present several structural geometric properties of the algorithm under both measures. For the RMS measure, we show that at each iteration of the algorithm the cost function monotonically and strictly decreases along the vector Δt of the relative translation. As a result, we conclude that the polygonal path π, obtained by concatenating all the relative translations that are computed during the execution of the algorithm, does not intersect itself. In particular, in the one-dimensional problem all the relative translations of the ICP algorithm are in the same (left or right) direction. For the Hausdorff measure, some of these properties continue to hold (such as monotonicity in one dimension), whereas others do not.     

Influence of the multiplicity of the roots on the basins of attraction of Newton’s method

In this work, we develop and implement two algorithms for plotting and computing the measure of the basins of attraction of rational maps defined on the Riemann sphere. These algorithms are based on the subdivisions of a cubical decomposition of a sphere and they have been made by using different computational environments. As an application, we study the basins of attraction of the fixed points of the rational functions obtained when Newton’s method is applied to a polynomial with two roots of multiplicities m and n. We focus our attention on the analysis of the influence of the multiplicities m and n on the measure of the two basins of attraction. As a consequence of the numerical results given in this work, we conclude that, if m > n, the probability that a point in the Riemann Sphere belongs to the basin of the root with multiplicity m is bigger than the other case. In addition, if n is fixed and m tends to infinity, the probability of reaching the root with multiplicity n tends to zero.     

Optimal design of the damping set for the stabilization of the wave equation

We consider the problem of optimizing the shape and position of the damping set for the internal stabilization of the linear wave equation in RN, N=1,2. In a first theoretical part, we reformulate the problem into an equivalent non-convex vector variational one using a characterization of divergence-free vector fields. Then, by means of gradient Young measures, we obtain a relaxed formulation of the problem in which the original cost density is replaced by its constrained quasi-convexification. This implies that the new relaxed problem is well-posed in the sense that there exists a minimizer and, in addition, the infimum of the original problem coincides with the minimum of the relaxed one. In a second numerical part, we address the resolution of the relaxed problem using a first-order gradient descent method. We present some numerical experiments which highlight the influence of the over-damping phenomena and show that for large values of the damping potential the original problem has no minimizer. We then propose a penalization technique to recover the minimizing sequences of the original problem from the optimal solution of the relaxed one.     

Examples of the influence of the geometry on the propagation of progressive waves

In this paper, we give examples of the influence of the domain of propagation on progressive waves. More precisely, we numerically investigate the propagation of reaction diffusion waves in cylinders with variable radius. We show that, when the radius rapidly expands from a very small radius to a larger one, depending on the viscosity and the nonlinearity, the travelling wave may be blocked. The aim of this paper is to give numerical illustrations and quantifications of this effect, and to propose some conjectures which could be interesting subjects for further mathematical investigations.This work is linked to the study of spreading depression (SD), a propagative mechanism in brain and various tissues which has been observed in vivo and in vitro in many species since their discovery in 1944 by Leao. As a matter of fact, their direct observation in Man is still controversial. The complex structure of gray and white matter in humans may block the propagation of SD over large distances in brain and thus explain the difficulty of observing it. Medical consequences of the current numerical studies are detailed in [M.A. Dronne, et al., Influence of brain geometry on spreading depressions: A computationnal study, Progress in Biophysics and Molecular Biology 97 (1) (2008) 54–59] and a first mathematical approach given in [M.A. Dronne, E. Grenier, H. Gilquin, Modelization of spreading depressions following Nedergaard, preprint, 2003].     

On the shape of the fringe of various types of random trees

We analyze a fringe tree parameter w in a variety of settings, utilizing a variety of methods from the analysis of algorithms and data structures. Given a tree t and one of its leaves a, the w(t, a) parameter denotes the number of internal nodes in the subtree rooted at a's father. The closely related w?(t, a) parameter denotes the number of leaves, excluding a, in the subtree rooted at a's father. We define the cumulative w parameter as W(t) = Σ_aw(t, a), i.e. as the sum of w(t, a) over all leaves a of t. The w parameter not only plays an important rôle in the analysis of the Lempel–Ziv '77 data compression algorithm, but it is captivating from a combinatorial viewpoint too. In this report, we determine the asymptotic behavior of the w and W parameters on a variety of types of trees. In particular, we analyze simply generated trees, recursive trees, binary search trees, digital search trees, tries and Patricia tries. The final section of this report briefly summarizes and improves the previously known results about the w? parameter's behavior on tries and suffix trees, originally published in one author's thesis (see Analysis of the multiplicity matching parameter in suffix trees. Ph.D. Thesis, Purdue University, West Lafayette, IN, U.S.A., May 2005; Discrete Math. Theoret. Comput. Sci. 2005; AD :307–322; IEEE Trans. Inform. Theory 2007; 53 :1799–1813). This survey of new results about the w parameter is very instructive since a variety of different combinatorial methods are used in tandem to carry out the analysis. Copyright © 2008 John Wiley & Sons, Ltd.     

Convergence of the solutions of the discounted equation: the discrete case

We derive a discrete version of the results of Davini et al. (Convergence of the solutions of the discounted Hamilton–Jacobi equation. Invent Math, 2016). If M is a compact metric space, \(c : M\times M \rightarrow \mathbb {R}\) a continuous cost function and \(\lambda \in (0,1)\), the unique solution to the discrete \(\lambda \)-discounted equation is the only function \(u_\lambda : M\rightarrow \mathbb {R}\) such that

$$\begin{aligned} \forall x\in M, \quad u_\lambda (x) = \min _{y\in M} \lambda u_\lambda (y) + c(y,x). \end{aligned}$$

We prove that there exists a unique constant \(\alpha \in \mathbb {R}\) such that the family of \(u_\lambda +\alpha /(1-\lambda )\) is bounded as \(\lambda \rightarrow 1\) and that for this \(\alpha \), the family uniformly converges to a function \(u_0 : M\rightarrow \mathbb {R}\) which then verifies

$$\begin{aligned} \forall x\in X, \quad u_0(x) = \min _{y\in X}u_0(y) + c(y,x)+\alpha . \end{aligned}$$

The proofs make use of Discrete Weak KAM theory. We also characterize \(u_0\) in terms of Peierls barrier and projected Mather measures.

     

On the generalization of the Volterra principle of inversion

In this article a linear operator, K, defined on a Hilbert space equipped with a chain of orthoprojectors is considered. It is proved that if K enjoys a particular property with respect to the chain of orthoprojectors, then the series ∑_{n = 0}^∞Kⁿ converges in the uniform operator norm. The proof uses purely algebraic techniques and does not require compactness of K. As such, it is a significant generalization of the well-known Volterra principle of inversion.