Brownian motion with killing and reflection and the ‘‘hot–spots’’ problem

We investigate the hot–spots property for the survival time probability of Brownian motion with killing and reflection in planar convex domains whose boundary consists of two curves, one of which is an arc of a circle, intersecting at acute angles. This leads to the hot–spots property for the mixed Dirichlet–Neumann eigenvalue problem in the domain with Neumann conditions on one of the curves and Dirichlet conditions on the other.Supported in part by NSF Grant # 9700585-DMSSupported in part by NSF Grant # 0203961-DMS     

Local symmetries and conservation laws

Starting with Lie's classical theory, we carefully explain the basic notions of the higher symmetries theory for arbitrary systems of partial differential equations as well as the necessary calculation procedures. Roughly speaking, we explain what analogs of higher KdV equations are for an arbitrary system of partial differential equations and also how one can find and use them. The cohomological nature of conservation laws is shown and some basic results are exposed which allow one to calculate, in principle, all conservation laws for a given system of partial differential equations. In particular, it is shown that symmetry and conservation law are, in some sense, the dual conceptions which coincides in the self-dual case, namely, for Euler-Lagrange equations. Training examples are also given.Translated from the Russian by B. A. Kuperschmidt.     

Central Limit Theorems for dependent variables. I

Summary This paper gives a flexible approach to proving the Central Limit Theorem (C.L.T.) for triangular arrays of dependent random variables (r.v.s) which satisfy a weak mixing condition called -mixing. Roughly speaking, an array of real r.v.s is said to be -mixing if linear combinations of its past and future are asymptotically independent. All the usual mixing conditions (such as strong mixing, absolute regularity, uniform mixing, -mixing and -mixing) are special cases of -mixing. Linear processes are shown to be -mixing under weak conditions. The main result makes no assumption of stationarity. A secondary result generalises a C.L.T. that Rosenblatt gave for strong mixing samples which are nearly second order stationary.     

Optimal transformations for prediction in continuous-time stochastic processes: finite past and future

In the classical Wiener-Kolmogorov linear prediction problem, one fixes a linear functional in the future of a stochastic process, and seeks its best predictor (in the L²-sense). In this paper we treat a variant of the prediction problem, whereby we seek the most predictable non-trivial functional of the future and its best predictor; we refer to such a pair (if it exists) as an optimal transformation for prediction. In contrast to the Wiener-Kolmogorov problem, an optimal transformation for prediction may not exist, and if it exists, it may not be unique. We prove the existence of optimal transformations for finite past and future intervals, under appropriate conditions on the spectral density of a weakly stationary, continuous-time stochastic process. For rational spectral densities, we provide an explicit construction of the transformations via differential equations with boundary conditions and an associated eigenvalue problem of a finite matrix.This research was partially supported by ARO (MURI grant) DAAH04-96-1-0445, NSF grant DMS-0074276, and CNPq grant 301179/00-0.     

Mutational equations in metric spaces

This paper summarizes an extension of differential calculus to a mutational calculus for maps from one metric space to another. The simple idea is to replace half-lines allowing to define difference quotients of maps and their various limits in the case of vector space by transitions with which we can also define differential quotients of a map. Their various limits are called mutations of a map. Many results of differential calculus and set-valued analysis, including the Inverse Function Theorem, do not really rely on the linear structure and can be adapted to the nonlinear case of metric spaces and exploited. Furthermore, the concept of differential equation can be extended tomutational equation governing the evolution in metric spaces. Basic Theorems as the Nagumo Theorem, the Cauchy-Lipschitz Theorem, the Center Manifold Theorem and the second Lyapunov Method hold true for mutational equations.This work was motivated by evolution equations of tubes in visual servoing on one hand, mathematical morphology on the other, when the metric spaces are power spaces. This paper begins by listing some consequences of general theorems concerning mutational equations for tubes.     

Conformal spaces

A conformal space is a non-singular metric vector space to which has been adjoined a null-cone of points at infinity. We define a conformal space in terms of a higher dimensional coordinate space, and then state and prove a fundamental theorem of conformal geometry.     

Risikominimierung bei der Portfolioplanung unter besonderer Berücksichtigung singulärer Kovarianzmatrizen

Zusammenfassung Bisher waren die Untersuchungen über Erwartungswert-Streuungs-effiziente Wertpapiermischungen auf den Fall nichtsingulärer Kovarianzmatrizen beschränkt. Der Fall singulärer Kovarianzmatrizen war bisher nicht konstruktiv behandelt worden. Es wird in dem vorstehenden Papier in einem allgemeinen Ansatz, der auch den Fall singulärer Kovarianzmatrizen zuläßt, die allgemeine Gültigkeit des Separationstheorems und des Zwei-Fonds-Theorems nachgewiesen.

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Summary Previous studies of mean-variance-efficient portfolios got constructive results in the case of non-singular covariance matrices only, singular covariance matrices were not treated in a constructional way. The present paper proves the Separation Theorem and the Two-Fonds-Theorem within a general framework including the case of singular covariance matrices.

     

Almost Connected Orders

One of the standard axioms for semiorders states that no three-point chain is incomparable to a fourth point. We refer to asymmetric relations satisfying this axiom as almost connected orders or ac-orders. It turns out that any relation lying between two weak orders, one of which covers the other for inclusion, is an ac-order (albeit of a special kind). Every ac-order is bracketed in a natural way by two weak orders, one the maximum in the set of weak orders included in the ac-order, and the other minimal, but not necessarily the minimum, in the set of weak orders that include the ac-order. The family of ac-orders on a finite set with at least five elements is not well graded (in the sense of Doignon and Falmagne, 1997). However, such a family is both upgradable and downgradable, as every nonempty ac-order contains a pair whose deletion defines an ac-order on the same set, and for every ac-order which is not a chain, there is a pair whose addition gives an ac-order.     

Croissance lineaire et géométrie bornée

We show that on a noncompact manifold which has finite topology at infinity, there exists a Riemannian metric with bounded geometry and linear growth-type.     

Augmented non-quadratic penalty algorithms

Auslender, Cominetti and Haddou have studied, in the convex case, a new family of penalty/barrier functions. In this paper, we analyze the asymptotic behavior of augmented penalty algorithms using those penalty functions under the usual second order sufficient optimality conditions, and present order of convergence results (superlinear convergence with order of convergence 4/3). Those results are related to the analysis of pure penalty algorithms, as well as augmented penalty using a quadratic penalty function. Limited numerical examples are presented to appreciate the practical impact of this local asymptotic analysis.This research was partially supported by NSERC grant OGP0005491     

Some Geometric Aspects of Integrability of Differential Equations in Two Independent Variables

The relation between scalar evolution equations which are the integrability condition of sl(2,R)-valued linear problems with parameter (kinematic integrability) and those which possess recursion operators (formal integrability) is studied: using that kinematically integrable equations describe one-parameter families of pseudo-spherical surfaces and vice versa, it is shown that every second order formally integrable evolution equation is kinematically integrable, and that this result cannot be extended as proven to the third-order case.Conservation laws of kinematically integrable equations obtained from their underlying pseudo-spherical structure are compared with the ones one finds from the Riccati equation version of their associated linear problems. Symmetries (generalized/nonlocal) for these equations are also studied, by considering infinitesimal deformations of the associated pseudo-spherical surfaces.Finally, conservation laws for equations describing pseudo-spherical surfaces immersed in a flat three-space are found, and the class of equations describing Calapso–Guichard surfaces is introduced.     

Some New Transversality Properties

The theorems of Ceva and Menelaus are concerned with cyclic products of ratios of lengths of collinear segments of triangles or more general polygons. These segments have one endpoint at a vertex of the polygon and one at the intersection point of a side with a suitable line. To these classical results we have recently added a selftransversality theorem in which the suitable line is determined by two other vertices. Here we present additional transversality properties in which the suitable line is determined either by a vertex and the intersection point of two diagonals, or by the intersection points of two pairs of such diagonals. Unexpectedly it turns out that besides several infinite families of systematic cases there are also a few sporadic cases.     

Noncommutative differential geometry on the quantum SU(2), I: An algebraic viewpoint

We compute the cyclic homology of the coordinate ring A(SL_q(2)) of the quantum algebraic group SL _q (2). We observe a degeneration of the noncommutative de Rham complex. The results are also verified from the point of view of Connes' noncommutative differential geometry.     

‘Outside’ as a primitive notion in constructive projective geometry

In intuitionistic (or constructive) geometry there are positive counterparts, apart and outside, of the relations = and incident. In this paper it is shown that the relation outside suffices to define incident, apart and equality. The equivalence of the new system with Heyting's system is shown and as a simple corollary one obtains duality for intuitionistic projective geometry.     

Differences of Convex Compact Sets in the Space of Directed Sets. Part I: The Space of Directed Sets

A normed and partially ordered vector space of so-called directed sets is constructed, in which the convex cone of all nonempty convex compact sets in R ⁿ is embedded by a positively linear, order preserving and isometric embedding (with respect to a new metric stronger than the Hausdorff metric and equivalent to the Demyanov one). This space is a Banach and a Riesz space for all dimensions and a Banach lattice for n=1. The directed sets in R ⁿ are parametrized by normal directions and defined recursively with respect to the dimension n by the help of a support function and directed supporting faces of lower dimension prescribing the boundary. The operations (addition, subtraction, scalar multiplication) are defined by acting separately on the support function and recursively on the directed supporting faces. Generalized intervals introduced by Kaucher form the basis of this recursive approach. Visualizations of directed sets will be presented in the second part of the paper.     

Experiments with an interactive paired comparison simplex method for molp problems

In this paper, an interactive paired comparison simplex based method formultipleobjectivelinearprogramming (MOLP) problems is developed and compared to other interactive MOLP methods. Thedecisionmaker (DM)'s utility function is assumed to be unknown, but is an additive function of his known linearized objective functions. A test for utilityefficiency for MOLP problems is developed to reduce the number of efficient extreme points generated and the number of questions posed to the DM. The notion of strength ofpreference is developed for the assessment of the DM's unknown utility function where he can express his preference for a pair of extreme points as strong, weak, or almost indifferent. The problem of inconsistency of the DM is formalized and its resolution is discussed. An example of the method and detailed computational results comparing it with other interactive MOLP methods are presented. Several performance measures for comparative evaluations of interactive multiple objective programming methods are also discussed.All rights reserved. This study, or parts thereof, may not be reproduced in any form without written permission of the authors.     

Chains and Trees: ‘Strong’–‘Weak’ Order in Job Scheduling

We present a summary of recent NP-hardness and polynomial time solvability results for the distinction between strong and weak precedence for chains and trees in scheduling. We distinguish between chains and proper trees which are not chains, and demonstrate that the strong-weak precedence distinction for chains is not inclusive with regards to NP-hardness, and conjecture that the same holds for strong-weak tree precedence. The objective is to show that different interpretations for chain and tree order relations in scheduling might have far reaching computational implications.     

Inductive Construction of Repletion

The aim of this paper is to give a purely logical construction of repletion, i.e. the reflection of an arbitrary set to a replete one. Replete sets within constructive logic were introduced independently by M. Hyland and P. Taylor as the most restrictive but sufficiently general notion of predomain suitable for the purposes of denotational semantics à la Scott.For any set A its repletion R(A) appears as an inductively defined subset of S²(A) (A S) S which can be expressed within the internal language of a model of type theory. More explicitly, R(A) is the least subset of S²(A) containing all point filters and closed under a class of generalised limit processes. Improvements of our construction arise from several results saying that it suffices for the purpose of repletion to consider more restrictive classes of generalised limit processes.     

Parallel Composition of Graph Grammars

The specification of complex systems is usually done by the divide and conquer idea: the system is divided into smaller, less complex components that are developed separately and then merged in some way to form the specification of the whole system. The main aim of this paper is to provide an approach to the parallel composition of graph grammars, formalizing the intuitive idea of divide and conquer described above. This parallel composition of graph grammars provides a suitable formalism for the specification of concurrent systems based on the specifications of their components. Dividing is formalized by special graph grammar morphisms, called specialization morphisms. These morphisms also describe structural and behavioural compatibilities between graph grammars. As a main result, we characterize the parallel composition as the pullback in the category of graph grammars.     

Détecteur de tridents dans les émulsions photographiques nucléaires

Summary The direct creation of an electron-positron pair by a high-energy charged particle manifests itself in a certain type of track configuration which is known as a trident. A device for automatic scanning and detection of tridents in nuclear emulsion is described. The device consists of two main parts: a TV camera which analyses the magnified image of the emulsion and a logical detection unit which counts all the observed tracks and also counts the track configurations which may correspond to tridents. The performance of the apparatus is discussed.