Fréchet differentiability for a damped sine-Gordon equation

We consider a damped sine-Gordon equation with a variable diffusion coefficient. The goal is to derive necessary conditions for the optimal set of parameters minimizing the objective function J. First, we show that the solution map is continuous under a weak assumption on the topology of the admissible set P. Then the solution map is shown to be weakly Gâteux differentiable on P, implying the Gâteux differentiability of the objective function. Finally we show the Fréchet differentiability of J. The optimal set of parameters is shown to satisfy a bang–bang control law.     

A Characterization of Quasi-copulas

The notion of quasi-copula was introduced by C. Alsina, R. B. Nelsen, and B. Schweizer (Statist. Probab. Lett.(1993), 85–89) and was used by these authors and others to characterize operations on distribution functions that can or cannot be derived from operations on random variables. In this paper, the concept of quasi-copula is characterized in simpler operational terms and the result is used to show that absolutely continuous quasi-copulas are not necessarily copulas, thereby answering in the negative an open question of the above mentioned authors.     

The operator equation

The solution of the linear operator equation:A^n-1X+A^n-2XB++AXB^n-2+XB^n-1=Y is given by if the spectra of A and B are in the sector {z:z≠0,-π/n<argz<π/n}.     

An Inverse Problem for Differential Operators of the Orr‐Sommerfeld Type

We study the inverse problem of recovering differential operators of the Orr‐Sommerfeld type from the Weyl matrix. Properties of the Weyl matrix are investigated, and an uniqueness theorem for the solution of the inverse problem is proved.     

Dirac index classes and the noncommutative spectral flow

We present a detailed proof of the existence-theorem for noncommutative spectral sections (see the noncommutative spectral flow, unpublished preprint, 1997). We apply this result to various index-theoretic situations, extending to the noncommutative context results of Booss–Wojciechowski, Melrose–Piazza and Dai–Zhang. In particular, we prove a variational formula, in K_*(C_r^*(Γ)), for the index classes associated to 1-parameter family of Dirac operators on a Γ-covering with boundary; this formula involves a noncommutative spectral flow for the boundary family. Next, we establish an additivity result, in K_*(C_r^*(Γ)), for the index class defined by a Dirac-type operator associated to a closed manifold M and a map r:M→BΓ when we assume that M is the union along a hypersurface F of two manifolds with boundary M=M_{+ F} M₋. Finally, we prove a defect formula for the signature-index classes of two cut-and-paste equivalent pairs (M₁,r₁:M₁→BΓ) and (M₂,r₂:M₂→BΓ), where

M₁=M_{+ (F,φ1)} M₋, M₂=M_{+ (F,φ2)} M₋

and φ_jDiff(F). The formula involves the noncommutative spectral flow of a suitable 1-parameter family of twisted signature operators on F. We give applications to the problem of cut-and-paste invariance of Novikov's higher signatures on closed oriented manifolds.     

Advanced topology on the multiscale sequence spaces

We pursue the study of the multiscale spaces S^ν introduced by Jaffard in the context of multifractal analysis. We give the necessary and sufficient condition for S^ν to be locally p-convex, and exhibit a sequence of p-norms that defines its natural topology. The strong topological dual of S^ν is identified to another sequence space depending on ν, endowed with an inductive limit topology. As a particular case, we describe the dual of a countable intersection of Besov spaces.     

A class of multivariate copulas with bivariate Fréchet marginal copulas

In this paper, we present a class of multivariate copulas whose two-dimensional marginals belong to the family of bivariate Fréchet copulas. The coordinates of a random vector distributed as one of these copulas are conditionally independent. We prove that these multivariate copulas are uniquely determined by their two-dimensional marginal copulas. Some other properties for these multivariate copulas are discussed as well. Two applications of these copulas in actuarial science are given.     

Asymptotic efficiency of the two-stage estimation method for copula-based models

For multivariate copula-based models for which maximum likelihood is computationally difficult, a two-stage estimation procedure has been proposed previously; the first stage involves maximum likelihood from univariate margins, and the second stage involves maximum likelihood of the dependence parameters with the univariate parameters held fixed from the first stage. Using the theory of inference functions, a partitioned matrix in a form amenable to analysis is obtained for the asymptotic covariance matrix of the two-stage estimator. The asymptotic relative efficiency of the two-stage estimation procedure compared with maximum likelihood estimation is studied. Analysis of the limiting cases of the independence copula and Fréchet upper bound help to determine common patterns in the efficiency as the dependence in the model increases. For the Fréchet upper bound, the two-stage estimation procedure can sometimes be equivalent to maximum likelihood estimation for the univariate parameters. Numerical results are shown for some models, including multivariate ordinal probit and bivariate extreme value distributions, to indicate the typical level of asymptotic efficiency for discrete and continuous data.     

Simultaneous determination of source terms in a linear parabolic problem from the final overdetermination: Weak solution approach

The problem of determining the pair w:={F(x,t);T₀(t)} of source terms in the parabolic equation u_t=(k(x)u_x)_x+F(x,t) and Robin boundary condition −k(l)u_x(l,t)=v[u(l,t)−T₀(t)] from the measured final data μ_T(x)=u(x,T) is formulated. It is proved that both components of the Fréchet gradient of the cost functional can be found via the same solution of the adjoint parabolic problem. Lipschitz continuity of the gradient is derived. The obtained results permit one to prove existence of a quasi-solution of the considered inverse problem, as well as to construct a monotone iteration scheme based on a gradient method.     

Edge-boundary problems with singular trace conditions

The ellipticity of boundary value problems on a smooth manifold with boundary relies on a two-component principal symbolic structure , consisting of interior and boundary symbols. In the case of a smooth edge on manifolds with boundary, we have a third symbolic component, namely, the edge symbol , referring to extra conditions on the edge, analogously as boundary conditions. Apart from such conditions ‘in integral form’ there may exist singular trace conditions, investigated in Kapanadze et al., Internal Equations and Operator Theory, 61, 241–279, 2008 on ‘closed’ manifolds with edge. Here, we concentrate on the phenomena in combination with boundary conditions and edge problem.     

The approximation property for spaces of holomorphic functions on infinite-dimensional spaces I

For an open subset U of a locally convex space E, let (H(U),τ₀) denote the vector space of all holomorphic functions on U, with the compact-open topology. If E is a separable Fréchet space with the bounded approximation property, or if E is a (DFC)-space with the approximation property, we show that (H(U),τ₀) has the approximation property for every open subset U of E. These theorems extend classical results of Aron and Schottenloher. As applications of these approximation theorems we characterize the spectra of certain topological algebras of holomorphic mappings with values in a Banach algebra.     

On some measures of noncompactness in the Fréchet spaces of continuous functions

In this paper, the Fréchet spaces of continuous functions defined on a bounded or an unbounded interval, with values in the space of all real sequences, are considered. For those Fréchet spaces new regular measures of noncompactness are constructed and several properties of these measures are established. The results obtained are further applied to infinite systems of functional-integral equations.