Extending the applicability of the Gauss–Newton method under average Lipschitz–type conditions

We extend the applicability of the Gauss–Newton method for solving singular systems of equations under the notions of average Lipschitz–type conditions introduced recently in Li et al. (J Complex 26(3):268–295, 2010). Using our idea of recurrent functions, we provide a tighter local as well as semilocal convergence analysis for the Gauss–Newton method than in Li et al. (J Complex 26(3):268–295, 2010) who recently extended and improved earlier results (Hu et al. J Comput Appl Math 219:110–122, 2008; Li et al. Comput Math Appl 47:1057–1067, 2004; Wang Math Comput 68(255):169–186, 1999). We also note that our results are obtained under weaker or the same hypotheses as in Li et al. (J Complex 26(3):268–295, 2010). Applications to some special cases of Kantorovich–type conditions are also provided in this study.     

A Bilinear Pseudodifferential Calculus

In this paper we construct a new class of bilinear pseudodifferential operators which contains both the Coifman-Meyer class as well as the non-translation invariant class closely related both to the bilinear Hilbert transform and previously studied in Bényi et al. (J. Geom. Anal. 16(3):431–453, 2006), Bényi et al. (J. Anal. Math., 2009), Bernicot (Anal. PDE 1:1–27, 2008) as well as the bilinear Marcinkiewicz class studied in Grafakos and Kalton (Stud. Math. 146(2):115–156, 2001). We prove boundedness on Sobolev spaces for these operators as well as establish a symbolic calculus that exhibits the nice behavior of our new class under transposition and composition with linear operators.     

Convergence of the Law of the Environment Seen by the Particle for Directed Polymers in Random Media in the <Emphasis Type="Italic">L</Emphasis><Superscript>2</Superscript> Region

We consider the model of directed polymers in an i.i.d. Gaussian or bounded environment (Imbrie and Spencer in J. Stat. Phys. 52(3/4), 609–626, 1988; Carmona and Hu in Probab. Theory Relat. Fields 124(3), 431–457, 2002; Comets et al. in Adv. Stud. Pure Math. 39, 115–142, 2004) in the L ² region. We prove the convergence of the law of the environment seen by the particle.     

An FIO calculus for marine seismic imaging, II: Sobolev estimates

We establish sharp L ²-Sobolev estimates for classes of pseudodifferential operators with singular symbols [Guillemin and Uhlmann (Duke Math J 48:251–267, 1981), Melrose and Uhlmann (Commun Pure Appl Math 32:483–519, 1979)] whose non-pseudodifferential (Fourier integral operator) parts exhibit two-sided fold singularities. The operators considered include both singular integral operators along curves in \mathbb R²{\mathbb R^2} with simple inflection points and normal operators arising in linearized seismic imaging in the presence of fold caustics [Felea (Comm PDE 30:1717–1740, 2005), Felea and Greenleaf (Comm PDE 33:45–77, 2008), Nolan (SIAM J Appl Math 61:659–672, 2000)].     

The $\bar{\partial}$ -Approach to Monochromatic Inverse Scattering in Three Dimensions

We discuss a method for monochromatic inverse scattering in three dimensions of [Novikov in Int. Math. Res. Papers 2005(6):287–349, [2005]] and implemented numerically in [Alekseenko et al. in Acoust. J. 54(3), [2008]]. This method is obtained as a development of the -approach to inverse scattering at fixed energy in dimension d≥3 of [Beals and Coifman in Proc. Symp. Pure Math. 43:45–70, [1985]] and [Henkin and Novikov in Usp. Mat. Nauk 42(3):93–152, [1987]] and involves, in particular, some results of [Faddeev in Itogi Nauki Tech. Sovr. Prob. Math. 3:93–180, [1965], [1974]] and some ideas of the soliton theory (in particular, some ideas going back to [Manakov in Usp. Mat. Nauk 31(5):245–246, [1976]] and [Dubrovin et al. in Dokl. Akad. Nauk SSSR 229:15–18, [1976]]). Also, our studies go back, in particular, to [Regge in Nuovo Cimento 14:951–976, [1959]]. This article is an extended version of the talk given at International Conference in Mathematics in honor of G. Henkin at the occasion of his 65th birthday.      

Two modified Dai-Yuan nonlinear conjugate gradient methods

In this paper, we propose two modified versions of the Dai-Yuan (DY) nonlinear conjugate gradient method. One is based on the MBFGS method (Li and Fukushima, J Comput Appl Math 129:15–35, 2001) and inherits all nice properties of the DY method. Moreover, this method converges globally for nonconvex functions even if the standard Armijo line search is used. The other is based on the ideas of Wei et al. (Appl Math Comput 183:1341–1350, 2006), Zhang et al. (Numer Math 104:561–572, 2006) and possesses good performance of the Hestenes-Stiefel method. Numerical results are also reported. This work was supported by the NSF foundation (10701018) of China.     

Approximating Hessians in unconstrained optimization arising from discretized problems

We consider Hessian approximation schemes for large-scale unconstrained optimization in the context of discretized problems. The considered Hessians typically present a nontrivial sparsity and partial separability structure. This allows iterative quasi-Newton methods to solve them despite of their size. Structured finite-difference methods and updating schemes based on the secant equation are presented and compared numerically inside the multilevel trust-region algorithm proposed by Gratton et al. (IMA J. Numer. Anal. 28(4):827–861, 2008).     

A Note on the Subcritical Two Dimensional Keller-Segel System

The existence of solution for the 2D-Keller-Segel system in the subcritical case, i.e. when the initial mass is less than 8π, is reproved. Instead of using the entropy in the free energy and free energy dissipation, which was used in the proofs (Blanchet et al. in SIAM J. Numer. Anal. 46:691–721, 2008; Electron. J. Differ. Equ. Conf. 44:32, 2006 (electronic)), the potential energy term is fully utilized by adapting Delort’s theory on 2D incompressible Euler equation (Delort in J. Am. Math. Soc. 4:553–386, 1991).     

On the Surrogate Gradient Algorithm for Lagrangian Relaxation

When applied to large-scale separable optimization problems, the recently developed surrogate subgradient method for Lagrangian relaxation (Zhao et al.: J. Optim. Theory Appl. 100, 699–712, 1999) does not need to solve optimally all the subproblems to update the multipliers, as the traditional subgradient method requires. Based on it, the penalty surrogate subgradient algorithm was further developed to address the homogenous solution issue (Guan et al.: J. Optim. Theory Appl. 113, 65–82, 2002; Zhai et al.: IEEE Trans. Power Syst. 17, 1250–1257, 2002). There were flaws in the proofs of Zhao et al., Guan et al., and Zhai et al.: for problems with inequality constraints, projection is necessary to keep the multipliers nonnegative; however, the effects of projection were not properly considered. This note corrects the flaw, completes the proofs, and asserts the correctness of the methods. This work is supported by the NSFC Grant Nos. 60274011, 60574067, the NCET program (No. NCET-04-0094) of China. The third author was supported in part by US National Science Foundation under Grants ECS-0323685 and DMI-0423607.     

Further Results on the Robust Regulation of a One-Dimensional Dam-River System

In this paper, we consider a one-dimensional dam-river system studied by Chentouf and Wang (SIAM J. Control Optim. 47: 2275–2302, 2008). Then, using the frequency multiplier method, we provide a simple and alternative proof of stabilization and regulation results obtained in the work cited above. Moreover, we relax the conditions on the feedback gains involved in the feedback law and give a partial answer to the open problem left by the authors Chentouf and Wang (J. Optim. Theory Appl. 134: 223–239, 2007 and SIAM J. Control Optim. 47: 2275–2302, 2008) concerning the tuning of the gains.     

Efficiency and equilibria in games of optimal derivative design

In this paper, optimal derivative design when multiple firms compete for heterogenous customers is studied. Ties in the agents’ best responses generate discontinuous payoffs. Efficient tie-breaking rules are considered: In a first step, the model presented by Carlier et al. (Math Financ Econ 1:57–80, 2007) is extended, and results of Page and Monteiro (J Math Econ 39:63–109, 2003, J Econ Theory 134:566–575, 2007, Econ Theory 34:503–524, 2008) are used to prove the existence of (mixed-strategies) Nash equilibria. In a second step, the case of risk minimizing firms is studied. Socially efficient allocations are introduced, and their existence is proved. In particular, the entropic risk measure is considered.     

Small Support Spline Riesz Wavelets in Low Dimensions

In Han and Shen (SIAM J. Math. Anal. 38:530–556, 2006), a family of univariate short support Riesz wavelets was constructed from uniform B-splines. A bivariate spline Riesz wavelet basis from the Loop scheme was derived in Han and Shen (J. Fourier Anal. Appl. 11:615–637, 2005). Motivated by these two papers, we develop in this article a general theory and a construction method to derive small support Riesz wavelets in low dimensions from refinable functions. In particular, we obtain small support spline Riesz wavelets from bivariate and trivariate box splines. Small support Riesz wavelets are desirable for developing efficient algorithms in various applications. For example, the short support Riesz wavelets from Han and Shen (SIAM J. Math. Anal. 38:530–556, 2006) were used in a surface fitting algorithm of Johnson et al. (J. Approx. Theory 159:197–223, 2009), and the Riesz wavelet basis from the Loop scheme was used in a very efficient geometric mesh compression algorithm in Khodakovsky et al. (Proceedings of SIGGRAPH, 2000).     

Nonparametric conditional efficiency measures: asymptotic properties

Cazals et al. (J. Econom. 106: 1–25, 2002), Daraio and Simar (J. Prod. Anal. 24: 93–121, 2005; Advanced Robust and Nonparametric Methods in Efficiency Analysis, 2007a; J. Prod. Anal. 28: 13–32, 2007b) developed a conditional frontier model which incorporates the environmental factors into measuring the efficiency of a production process in a fully nonparametric setup. They also provided the corresponding nonparametric efficiency measures: conditional FDH estimator, conditional DEA estimator. The two estimators have been applied in the literature without any theoretical background about their statistical properties. The aim of this paper is to provide an asymptotic analysis (i.e. asymptotic consistency and limit sampling distribution) of the conditional FDH and conditional DEA estimators.     

Some new common fixed point theorems in fuzzy metric spaces

The purpose of this paper is to prove some new common fixed point theorems in (GV)-fuzzy metric spaces. While proving our results, we utilize the idea of compatibility due to Jungck (Int J Math Math Sci 9:771–779, 1986) together with subsequentially continuity due to Bouhadjera and Godet-Thobie (arXiv: 0906.3159v1 [math.FA] 17 Jun 2009) respectively (also alternately reciprocal continuity due to Pant (Bull Calcutta Math Soc 90:281–286, 1998) together with subcompatibility due to Bouhadjera and Godet-Thobie (arXiv:0906.3159v1 [math.FA] 17 Jun 2009) as patterned in Imdad et al. (doi:) wherein conditions on completeness (or closedness) of the underlying space (or subspaces) together with conditions on continuity in respect of any one of the involved maps are relaxed. Our results substantially generalize and improve a multitude of relevant common fixed point theorems of the existing literature in metric as well as fuzzy metric spaces which include some relevant results due to Imdad et al. (J Appl Math Inform 26:591–603, 2008), Mihet (doi:), Mishra (Tamkang J Math 39(4):309–316, 2008), Singh (Fuzzy Sets Syst 115:471–475, 2000) and several others.     

Aggregation in age and space structured population models: an asymptotic analysis approach

In this paper we describe how techniques of asymptotic analysis can be used in a systematic way to perform ‘aggregation’ of variables, based on a separation of different time scales, in a population model with age and space structure. The main result of the paper is proving the convergence of the formal asymptotic expansion to the solution of the original equation. This result improves and clarifies earlier results of Arino et al. (SIAM J Appl Math 60(2):408–436, 1999), Auger et al. (Structured population models in biology and epidemiology. Springer Verlag, Berlin, 2008), Lisi and Totaro (Math Biosci 196(2):153–186, 2005).     

The Stratified Sampling Bootstrap for Measuring the Uncertainty in Mortality Forecasts

In this paper, we propose a procedure for reducing the uncertainty in mortality projections, on the basis of a log bilinear Poisson Lee Carter model (Renshaw and Haberman Appl Stat 52:119–137, 2003a). In the literature, because the non-linear nature of the quantities under consideration has prevented analytical solutions, simulation techniques have been used in order to provide prediction intervals for forecasted quantities (for example, Brouhns et al. Scand Actuar J 3:212–224, 2005, Renshaw and Haberman Insur Math Econ 42:797–816, 2008). In this respect, we adopt the bootstrap simulation approach in order to measure the uncertainty affecting mortality projections. In particular, we propose making the bootstrap procedure more efficient by using a specific variance reducing technique, the so-called Stratified Sampling technique. To this end, we propose a two stage simulation bootstrap procedure where variance reducing techniques are combined with the simple bootstrap of the Poisson Lee Carter version. Numerical applications are shown using the results for some datasets.     

A direct approach to the weighted admissibility of observation operators for bounded analytic semigroups

In this note we adopt the approach in Bonnit et al. (Czechoslov. Math. J. 60(2):527–539, 2010) to give a direct proof of some recent results in Haak and Le Merdy (Houst. J. Math., 2005) and Haak and Kunstmann (SIAM J. Control Optim. 45:2094–2118, 2007) which characterizes the L ^p -admissibility of type α depending on p of unbounded observation operators for bounded analytic semigroups.     

A note on two equivalence relations on inverse semigroups

Let S be an inverse semigroup. In Rezavand et al. (Semigroup Forum 77:300–305, 2008) and Munn (Proc. Glasgow Math. Assoc. 5:41–48, 1961) two equivalence relations are defined on  S. After describing these relations we show that they coincide.     

Organizational learning: effects of (network) structure and (individual) strategy

Earlier theoretical accounts of collective learning relied on rules and operating procedures as the organizational memory (March in Organ. Sci. 2(1):71–87, 1991; Rodan in Scand. J. Manag. 21:407–428, 2005). This paper builds on this tradition drawing on ideas from social network theory. Learning is modeled as a social-psychological process (Darr and Kurtzberg in Organ. Behav. Hum. Decis. Process. 82(1):28–44, 2000; Rulke et al. in Organ. Behav. Hum. Decis. Process. 82(1):134–149, 2000), in which organizations learn by exchanging information internally between their members (Argote et al. in Organ. Behav. Hum. Decis. Process. 82(1):1–8, 2000; Carley in Am. Soc. Rev. 56(3):331–354, 1991; Carley in Soc. Perspect. 48(4):547–571, 1995). Learning is also characterized as stochastic and creative (Gruenfeld et al. in Organ. Behav. Hum. Decis. Process. 82(1):45–59, 2000). This model is used to explore predictions about the effect social networks have on idea generation and learning and alternative strategies for choosing from whom to seek information.

Returns to scale in multiplicative models in data envelopment analysis

One class of models introduced in DEA is called multiplicative models, in which, as shown by Banker and Maindiratta (Manag. Sci. 32:126–135, 1986), the piecewise linear frontiers usually employed in DEA are replaced by a frontier that is piecewise Cobb-Douglas(=log  linear). Banker and Maindiratta (Manag. Sci. 32:126–135, 1986) introduced a model to identify the most productive scale size pattern, and Banker et al. (Eur. J. Oper. Res. 154:345–362, 2004) presented a two-stage method for the identification of returns to scale (RTS) in multiplicative models. In this paper it is shown that both the RTS situation and the MPSS pattern could be determined by a single model in one step. The new method is important in the computational point of view.