Fréchet algebras,formal power series,and analytic structure

The notion of locally Riemann algebras is introduced. By studying the ideal structure of Fréchet algebras, we provide sufficient conditions for the existence of local analytic structure in the spectrum of a Fréchet algebra, and, as a welcome bonus, we characterize locally Riemann algebras.     

Modified construction of nuclear Fréchet spaces without basis

Recently, B. Mitiagin and N. Zobin constructed an example of nuclear Fréchet space without basis. The essential modification of their constructions gives the following results. There exists such a nuclear Fréchet space X that for any nuclear Fréchet space Y the space X × Y has no basis (Sections 1 and 2). This fact has a lot of corollaries (Sect. 3); e.g., the space X × C^∞(R¹) having the maximal diametral dimension among nuclear Fréchet spaces nevertheless has no basis. One can also construct (Sect. 4) a nuclear Fréchet space $\text{X}\text{?}$ without strongly finite-dimensional decomposition (see Definition 0.1). In Section 5 some comments and open questions are given.     

Smooth functions onC(K)

We show that every Fréchet differentiable real function onC(K), K scattered with locally uniformly continuous derivative has locally compact derivative. Using this and similar results, we investigate the existence ofC ²-Fréchet smooth surjections between various Banach spaces.     

Nuclear Fréchet spaces with locally round finite dimensional decompositions

A class of finite dimensional decompositions (FDDs), called locally round, is introduced in Fréchet spaces. A Fréchet space with a locally round FDD can be viewed as a generalization of a Köthe space. The block subspaces and block quotients of such a space are always complemented and have a basis. Conversely, sometimes these properties characterize an FDD being locally round.     

Pricing <Emphasis Type="Italic">k</Emphasis><Superscript>th</Superscript> realization derivatives and collateralized debt obligation with multivariate Fréchet copula

Copula method has been widely applied to model the correlation among underlying assets in financial market. In this paper, we propose to use the multivariate Fréchet copula family presented in J. P. Yang et al. [Insurance Math. Econom., 2009, 45: 139–147] to price multivariate financial instruments whose payoffs depend on the k ^th realization of the underlying assets and collateralized debt obligation (CDO). The advantage of the multivariate Fréchet copula is discussed. Empirical study shows that such copula family gives a better fitting to CDO’s market price than Gaussian copula for some derivatives.     

Universal connections in Fréchet principal bundles

A new methodology leading to the construction of a universal connection for Fréchet principal bundles is proposed in this paper. The classical theory, applied successfully so far for finite dimensional and Banach modelled bundles, collapses within the framework of Fréchet manifolds. However, based on the replacement of the space of continuous linear mappings by an appropriate topological vector space, we endow the bundle J ¹ P of 1-jets of the sections of a Fréchet principal bundle P with a connection form by means of which we may “reproduce” every connection of P.      

Nonsmooth analysis of eigenvalues: A summary

I outline a unified approach to characterizing Fréchet, limiting Fréchet, and Clarke subgradients of an arbitrary function of the eigenvalues of a real symmetric matrix. In particular, I compute various subdifferentials of thek'th largest eigenvalue. This paper summarizes the results and techniques presented in detail in [4].     

Holomorphic functions on strict inductive limits

We study strict inductive limits of Fréchet Montel (FM) spaces and reflexive Fréchet (RF) spaces and we obtain some interesting examples in the theory of infinite dimensional holomorphy. P_M(^kE′) and P_HY(^kE′) will denote respectively the set of all k-homogeneous polynomials on E′ that are bounded on bounded sets and the set of all k-homogeneous polynomials on E′ that are continuous on compact sets. ?_SM(^kE′) is the space of all symetric k -multilinear mappings from E′ × ... × E′ into C that are bounded on bounded sets. H_HY(E′) will denote the set of all G-analytic functions on E′ that are continuous on the compact subsets of E′.     

A note on closed images of locally compact metric spaces

Summary A decomposition theorem about closed images of locally compact metric spaces is discussed. It is shown that a space is a closed image of a locally compact metric space if and only if it is a regular Fréchet space with a point-countable k-network, and each of its closed first-countable subset is locally compact.     

Conditioning of the matrix-matrix exponentiation

If A has no eigenvalues on the closed negative real axis, and B is arbitrary square complex, the matrix-matrix exponentiation is defined as A ^B := e ^log(A)B . It arises, for instance, in Von Newmann’s quantum-mechanical entropy, which in turn finds applications in other areas of science and engineering. In this paper, we revisit this function and derive new related results. Particular emphasis is devoted to its Fréchet derivative and conditioning. We propose a new definition of bivariate matrix function and derive some general results on their Fréchet derivatives, which hold, not only to the matrix-matrix exponentiation but also to other known functions, such as means of two matrices, second order Fréchet derivatives and some iteration functions arising in matrix iterative methods. The numerical computation of the Fréchet derivative is discussed and an algorithm for computing the relative condition number of A ^B is proposed. Some numerical experiments are included.     

When a Compact (Countably Compact) set is Closed

We give necessary and sufficient conditions for a compact (countably compact) set to be closed in S ₂ (Fréchet, S ₂) and in normal (Fréchet, normal) spaces. Sufficient conditions are obtained for (i) the closedness of arbitrary (countable) union of closed sets and (ii) the equality of the union of the closures and the closure of the union of arbitrary (countable) families of sets, in such spaces. Countable compactness of the closure of a countably compact set in Fréchet, S ₂-spaces, and related results are also obtained.     

Sard’s theorem for mappings between Fréchet manifolds

We prove an infinite-dimensional version of Sard’s theorem for Fréchet manifolds. Let M (respectively, N) be a bounded Fréchet manifold with compatible metric d _M (respectively, d _N ) modeled on Fréchet spaces E (respectively, F) with standard metrics. Let f : M → N be an MC ^k -Lipschitz–Fredholm map with k > max{Ind f, 0}: Then the set of regular values of f is residual in N.     

Hypercyclic Subspaces on Fréchet Spaces Without Continuous Norm

Known results about hypercyclic subspaces concern either Fréchet spaces with a continuous norm or the space ω. We fill the gap between these spaces by investigating Fréchet spaces without continuous norm. To this end, we divide hypercyclic subspaces into two types: the hypercyclic subspaces M for which there exists a continuous seminorm p such that ${M \cap {\rm ker} p = \{0\}}$ and the others. For each of these types of hypercyclic subspaces, we establish some criteria. This investigation permits us to generalize several results about hypercyclic subspaces on Fréchet spaces with a continuous norm and about hypercyclic subspaces on ω. In particular, we show that each infinite-dimensional separable Fréchet space supports a mixing operator with a hypercyclic subspace.     

Convergence of a third order method for fixed points in Banach spaces

In this paper, the semilocal convergence of a third order Stirling-like method used to find fixed points of nonlinear operator equations in Banach spaces is established under the assumption that the first Fréchet derivative of the involved operator satisfies ??-continuity condition. It turns out that this convergence condition is weaker than the Lipschitz and the H?lder continuity conditions on first Fréchet derivative of the involved operator. The importance of our work lies in the fact that numerical examples can be given to show that our approach is successful even in cases where Lipschitz and H?lder continuity conditions on first Fréchet derivative fail. It also avoids the evaluation of second order Fréchet derivative which is difficult to compute at times. A priori error bounds along with the domains of existence and uniqueness of a fixed point are derived. The R-order of the method is shown to be equal to (2p?+?1) for p????(0,1]. Finally, two numerical examples involving nonlinear integral equations are worked out to show the efficacy of our approach.     

An example of a nuclear space in infinite dimensional holomorphy

LetU be an open subset of a complex locally convex spaceE, andH(U) the space of holomorphic functions fromU toC. If the dualE′ ofE is nuclear with respect to the topology generated by the absolutely convex compact subsets ofE, then it is shown thatH(U) endowed with the compact open topology is a nuclear space. In particular, ifE is the strong dual of a Fréchet nuclear space, thenH(U) is a Fréchet nuclear space.     

Partition of a unity on infinite-dimensional manifold of the Lipschiz class Lip<Superscript><Emphasis Type="Italic">k</Emphasis></Superscript>

In the present paper we prove a criterion of Lip ^k -paracompactness for infinitedimensional manifold M modeled in nonnormable topological vector Fréchet space F. We establish that a manifold is Lip ^k -paracompact if and only if the model space F is paracompact and Lip ^k -normal. We prove a sufficient condition for existence of Lip ^k -partition of a unity on a manifold of class Lip ^k .     

Slice theorem and orbit type stratification in infinite dimensions

We establish a general slice theorem for the action of a locally convex Lie group on a locally convex manifold, which generalizes the classical slice theorem of Palais to infinite dimensions. We discuss two important settings under which the assumptions of this theorem are fulfilled. First, using Glöckner's inverse function theorem, we show that the linear action of a compact Lie group on a Fréchet space admits a slice. Second, using the Nash–Moser theorem, we establish a slice theorem for the tame action of a tame Fréchet Lie group on a tame Fréchet manifold. For this purpose, we develop the concept of a graded Riemannian metric, which allows the construction of a path-length metric compatible with the manifold topology and of a local addition. Finally, generalizing a classical result in finite dimensions, we prove that the existence of a slice implies that the decomposition of the manifold into orbit types of the group action is a stratification.     

Streaming Algorithms for Line Simplification

We study the following variant of the well-known line-simplification problem: we are getting a (possibly infinite) sequence of points p ₀,p ₁,p ₂,… in the plane defining a polygonal path, and as we receive the points, we wish to maintain a simplification of the path seen so far. We study this problem in a streaming setting, where we only have a limited amount of storage, so that we cannot store all the points. We analyze the competitive ratio of our algorithms, allowing resource augmentation: we let our algorithm maintain a simplification with 2k (internal) points and compare the error of our simplification to the error of the optimal simplification with k points. We obtain the algorithms with O(1) competitive ratio for three cases: convex paths, where the error is measured using the Hausdorff distance (or Fréchet distance), xy-monotone paths, where the error is measured using the Hausdorff distance (or Fréchet distance), and general paths, where the error is measured using the Fréchet distance. In the first case the algorithm needs O(k) additional storage, and in the latter two cases the algorithm needs O(k ²) additional storage.     

Necessary conditions for efficiency in terms of the Michel–Penot subdifferentials

In this article, we study a multiobjective optimization problem involving inequality and equality cone constraints and a set constraint in which the functions are either locally Lipschitz or Fréchet differentiable (not necessarily C ¹-functions). Under various constraint qualifications, Kuhn–Tucker necessary conditions for efficiency in terms of the Michel–Penot subdifferentials are established.     

An Inverse Function Theorem for Fréchet Spaces Satisfying a Smoothing Property and (DN)

Classical inverse function theorems of Nash-Moser type are proved for Fréchet spaces that admit smoothing operators as introduced by Nash. In this note an inverse function theorem is proved for Fréchet spaces which only have to satisfy the condition (DN) of Vogt and the smoothing property (S_Ω)_t; for instance, any Fréchet-Hilbert space which is an (Ω)-space in standard form has property (S_Ω)_t. The main result of this paper generalizes a theorem of Lojasiewicz and Zehnder. It can be applied to the space C^∞(K) if the compact K ? ?^N is the closure of its interior and subanalytic; different from classical results the boundary of K may have singularities like cusps. The growth assumptions on the mappings are formulated in terms of the weighted multiseminorms [ ]m,k introduced in this paper; nonlinear smooth partial differential operators on C^∞(K) and their derivatives satisfy these formal assumptions.