Classification of invariant valuations on the quaternionic plane

We describe the orbit space of the action of the group Sp(2)Sp(1)$\mathrm{Sp}(2)\mathrm{Sp}(1)$ on the real Grassmann manifolds _Grk(H²)${\mathrm{Gr}}_k({\mathbb{H}}^2)$ in terms of certain quaternionic matrices of Moore rank not larger than 2. We then give a complete classification of valuations on the quaternionic plane H²${\mathbb{H}}^2$ which are invariant under the action of the group Sp(2)Sp(1)$\mathrm{Sp}(2)\mathrm{Sp}(1)$.     

A new characterization of comonotonicity and its application in behavioral finance

It is well-known that an Rⁿ${\mathbb{R}}^n$-valued random vector (_X1,_X2,?,_Xn)$(X_1,X_2,?,X_n)$ is comonotonic if and only if (_X1,_X2,?,_Xn)$(X_1,X_2,?,X_n)$ and (_Q1(U),_Q2(U),?,_Qn(U))$(Q_1(U),Q_2(U),?,Q_n(U))$ coincide in distribution, for any random variable U   uniformly distributed on the unit interval (0,1)$(0,1)$, where _Qk(⋅)$Q_k(\cdot )$ are the quantile functions of _Xk$X_k$, k=1,2,?,n$k=1,2,?,n$. It is natural to ask whether (_X1,_X2,?,_Xn)$(X_1,X_2,?,X_n)$ and (_Q1(U),_Q2(U),?,_Qn(U))$(Q_1(U),Q_2(U),?,Q_n(U))$ can coincide almost surely for some special U. In this paper, we give a positive answer to this question by construction. We then apply this result to a general behavioral investment model with a law-invariant preference measure and develop a universal framework to link the problem to its quantile formulation. We show that any optimal investment output should be anti-comonotonic with the market pricing kernel. Unlike previous studies, our approach avoids making the assumption that the pricing kernel is atomless, and consequently, we overcome one of the major difficulties encountered when one considers behavioral economic equilibrium models in which the pricing kernel is a yet-to-be-determined unknown random variable. The method is applicable to general models such as risk sharing model.     

On the norming constants for normal maxima

Given n   independent standard normal random variables, it is well known that their maxima _Mn$M_n$ can be normalized such that their distribution converges to the Gumbel law. In a remarkable study, Hall proved that the Kolmogorov distance _dn$d_n$ between the normalized _Mn$M_n$ and its associated limit distribution is less than 3/log?n$3/\log ?n$. In the present study, we propose a different set of norming constants that allow this upper bound to be decreased with _dn≤C(m)/log?n$d_n\le C(m)/\log ?n$ for n≥m≥5$n\ge m\ge 5$. Furthermore, the function C(m)$C(m)$ is computed explicitly, which satisfies C(m)≤1$C(m)\le 1$ and _limm→∞?C(m)=1/3${\lim }_{m\to \infty }?C(m)=1/3$. As a consequence, some new and effective norming constants are provided using the asymptotic expansion of a Lambert W type function.     

A sharp upper bound on the signless Laplacian spectral radius of graphs

Let G be a simple connected graph of order n   with degree sequence _d1,_d2,…,_dn$d_1,d_2,\dots ,d_n$ in non-increasing order. The signless Laplacian spectral radius ρ(Q(G))$\rho (Q(G))$ of G   is the largest eigenvalue of its signless Laplacian matrix Q(G)$Q(G)$. In this paper, we give a sharp upper bound on the signless Laplacian spectral radius ρ(Q(G))$\rho (Q(G))$ in terms of _di$d_i$, which improves and generalizes some known results.     

The inverse inertia problem for the complements of partial k-trees

Let F$\mathbb{F}$ be an infinite field with characteristic not equal to two. For a graph G=(V,E)$G=(V,E)$ with V={1,…,n}$V=\{1,\dots ,n\}$, let S(G;F)$S(G;\mathbb{F})$ be the set of all symmetric n×n$n\times n$ matrices A=[_ai,j]$A=[a_{i,j}]$ over F$\mathbb{F}$ with _ai,j≠0$a_{i,j}\ne 0$, i≠j$i\ne j$ if and only if ij∈E$ij\in E$. We show that if G is the complement of a partial k  -tree and m?k+2$m?k+2$, then for all nonsingular symmetric m×m$m\times m$ matrices K   over F$\mathbb{F}$, there exists an m×n$m\times n$ matrix U   such that U^TKU∈S(G;F)$U^{T}KU\in S(G;\mathbb{F})$. As a corollary we obtain that, if k+2?m?n$k+2?m?n$ and G is the complement of a partial k-tree, then for any two nonnegative integers p and q   with p+q=m$p+q=m$, there exists a matrix in S(G;R)$S(G;\mathbb{R})$ with p positive and q negative eigenvalues.     

Homotopy of area decreasing maps by mean curvature flow

Let f:M→N$f:M\to N$ be a smooth area decreasing map between two Riemannian manifolds (M,_gM)$(M,{\mathrm{g}}_M)$ and (N,_gN)$(N,{\mathrm{g}}_N)$. Under weak and natural assumptions on the curvatures of (M,_gM)$(M,{\mathrm{g}}_M)$ and (N,_gN)$(N,{\mathrm{g}}_N)$, we prove that the mean curvature flow provides a smooth homotopy of f to a constant map.     

On the radius of spatial analyticity for semilinear symmetric hyperbolic systems

We study the problem of propagation of analytic regularity for semi-linear symmetric hyperbolic systems. We adopt a global perspective and we prove that if the initial datum extends to a holomorphic function in a strip of radius (= width) _ε0${\epsilon }_0$, the same happens for the solution u(t,⋅)$u(t,\cdot )$ for a certain radius ε(t)$\epsilon (t)$, as long as the solution exists. Our focus is on precise lower bounds on the spatial radius of analyticity ε(t)$\epsilon (t)$ as t grows.     

On oriented graphs whose skew spectral radii do not exceed 2

Let S(G^σ)$S(G^{\sigma })$ be the skew adjacency matrix of the oriented graph G^σ$G^{\sigma }$ of order n   and _λ1,_λ2,…,_λn${\lambda }_1,{\lambda }_2,\dots ,{\lambda }_n$ be all eigenvalues of S(G^σ)$S(G^{\sigma })$. The skew spectral radius _ρs(G^σ)${\rho }_s(G^{\sigma })$ of G^σ$G^{\sigma }$ is defined as max{|_λ1|,|_λ2|,…,|_λn|}$\max \{|{\lambda }_1|,|{\lambda }_2|,\dots ,|{\lambda }_n|\}$. In this paper, we investigate oriented graphs whose skew spectral radii do not exceed 2.     

Simple geometry facilitates iterative solution of a nonlinear equation via a special transformation to accelerate convergence to third order

Direct substitution _xk+1=g(_xk)$x_{k+1}=g(x_k)$ generally represents iterative techniques for locating a root z   of a nonlinear equation f(x)$f(x)$. At the solution, f(z)=0$f(z)=0$ and g(z)=z$g(z)=z$. Efforts continue worldwide both to improve old iterators and create new ones. This is a study of convergence acceleration by generating secondary solvers through the transformation _gm(x)=(g(x)-m(x)x)/(1-m(x))$g_m(x)=(g(x)-m(x)x)/(1-m(x))$ or, equivalently, through partial substitution _gmps(x)=x+G(x)(g-x)$g_{m\mathrm{ps}}(x)=x+G(x)(g-x)$, G(x)=1/(1-m(x))$G(x)=1/(1-m(x))$. As a matter of fact, _gm(x)≡_gmps(x)$g_m(x)\equiv g_{m\mathrm{ps}}(x)$ is the point of intersection of a linearised g   with the g=x$g=x$ line. Aitken's and Wegstein's accelerators are special cases of _gm$g_m$. Simple geometry suggests that m(x)=(g^′(x)+g^′(z))/2$m(x)=(g^{\prime }(x)+g^{\prime }(z))/2$ is a good approximation for the ideal slope of the linearised g  . Indeed, this renders a third-order _gm$g_m$. The pertinent asymptotic error constant has been determined. The theoretical background covers a critical review of several partial substitution variants of the well-known Newton's method, including third-order Halley's and Chebyshev's solvers. The new technique is illustrated using first-, second-, and third-order primaries. A flexible algorithm is added to facilitate applications to any solver. The transformed Newton's method is identical to Halley's. The use of m(x)=(g^′(x)+g^′(z))/2$m(x)=(g^{\prime }(x)+g^{\prime }(z))/2$ thus obviates the requirement for the second derivative of f(x)$f(x)$. Comparison and combination with Halley's and Chebyshev's solvers are provided. Numerical results are from the square root and cube root examples.     

Projective modules over overrings of polynomial rings and a question of Quillen

Let (R,m,K)$(R,\mathfrak{m},K)$ be a regular local ring containing a field k   such that either char k=0$k=0$ or char k=p$k=p$ and tr-deg K/_Fp?1$K/{\mathbb{F}}_p?1$. Let _g1,…,_gt$g_1,\dots ,g_t$ be regular parameters of R   which are linearly independent modulo m²${\mathfrak{m}}^2$. Let A=_Rg1?gt[_Y1,…,_Ym,_f1(_l1)⁻¹,…,_fn(_ln)⁻¹]$A=R_{g_1?g_t}[Y_1,\dots ,Y_m,f_1{(l_1)}^{-1},\dots ,f_n{(l_n)}^{-1}]$, where _fi(T)∈k[T]$f_i(T)\in k[T]$ and _li=_ai1Y1+?+_aimYm$l_i=a_{i1}{Y}_1+?+a_{im}{Y}_m$ with (_ai1,…,_aim)∈k^m−(0)$(a_{i1},\dots ,a_{im})\in k^m-(0)$. Then every projective A-module of rank ?t   is free. Laurent polynomial case _fi(_li)=_Yi$f_i(l_i)=Y_i$ of this result is due to Popescu.     

Asymptotic expansions for elliptic-like regularizations of semilinear evolution equations

Consider in a real Hilbert space H the Cauchy problem (_P0$P_0$): u^′(t)+Au(t)+Bu(t)=f(t)$u^{\prime }(t)+Au(t)+Bu(t)=f(t)$, 0≤t≤T$0\le t\le T$; u(0)=_u0$u(0)=u_0$, where −A   is the infinitesimal generator of a _C0$C_0$-semigroup of contractions, B is a nonlinear monotone operator, and f is a given H-valued function. Inspired by the excellent book on singular perturbations by J.L. Lions, we associate with problem (_P0$P_0$) the following regularization (_Pε$P_{\epsilon }$): −εu^″(t)+u^′(t)+Au(t)+Bu(t)=f(t)$-\epsilon u^{″}(t)+u^{\prime }(t)+Au(t)+Bu(t)=f(t)$, 0≤t≤T$0\le t\le T$; u(0)=_u0$u(0)=u_0$, u^′(T)=_uT$u^{\prime }(T)=u_T$, where ε>0$\epsilon >0$ is a small parameter. We investigate existence, uniqueness and higher regularity for problem (_Pε$P_{\epsilon }$). Then we establish asymptotic expansions of order zero, and of order one, for the solution of (_Pε$P_{\epsilon }$). Problem (_Pε$P_{\epsilon }$) turns out to be regularly perturbed of order zero, and singularly perturbed of order one, with respect to the norm of C([0,T];H)$C([0,T];H)$. However, the boundary layer of order one is not visible through the norm of L²(0,T;H)$L^2(0,T;H)$.