An approach to the regularity for stable-stationary harmonic maps

In this paper we investigate the regularity of stable-stationary harmonic maps. By assuming that the target manifolds do not carry any stable harmonic , we obtain some compactness results and regularity theorems. In particular, we prove that the Hausdorff dimension of the singular set of these maps cannot exceed , and the dimension estimate is optimal.

     

A global weak solution to the Lorentzian harmonic map flow

We investigate a parabolic-elliptic system which is related to a harmonic map from a compact Riemann surface with a smooth boundary into a Lorentzian manifold with a warped product metric.We prove that there exists a unique global weak solution for this system which is regular except for at most finitely many singular points.     

A semigroup approach to the study of a general stochastic epidemic

A general stochastic epidemic, with immigration, in a large population is examined, introducing exponentially distributed latent and incubation periods. By means of semigroups, existence and uniqueness are proved for the solution of the initial-value problem arising from the stochastic model proposed. Equations for expected values of the random variables describing the epidemic are derived rigorously from the Kolmogorov equations of the process. Conditions for the extinction of the epidemic are also obtained.     

New approach to optimal control of stochastic Volterra integral equations

ABSTRACT

We study optimal control of stochastic Volterra integral equations (SVIE) with jumps by using Hida-Malliavin calculus.

• We give conditions under which there exist unique solutions of such equations.

• Then we prove both a sufficient maximum principle (a verification theorem) and a necessary maximum principle via Hida-Malliavin calculus.

• As an application we solve a problem of optimal consumption from a cash flow modelled by an SVIE.

     

A stochastic approach to the harmonic map heat flow on manifolds with time-dependent Riemannian metric

We first prove stochastic representation formulae for space–time harmonic mappings defined on manifolds with evolving Riemannian metric. We then apply these formulae to derive Liouville type theorems under appropriate curvature conditions. Space–time harmonic mappings which are defined globally in time correspond to ancient solutions to the harmonic map heat flow. As corollaries, we establish triviality of such ancient solutions in a variety of different situations.     

A probabilistic approach to positive harmonic functions in a slab with alternating Dirichlet and Neumann boundary conditions

Let , , be a dimensional slab. Denote points by , where and . Denoting the boundary of the slab by , let

where is an ordered sequence of intervals on the right half line (that is, b_{n}$">). Assume that the lengths of the intervals are bounded and that the spaces between consecutive intervals are bounded and bounded away from zero. Let . Let and denote respectively the cone of bounded, positive harmonic functions in and the cone of positive harmonic functions in which satisfy the Dirichlet boundary condition on and the Neumann boundary condition on .

Letting , the main result of this paper, under a modest assumption on the sequence , may be summarized as follows when :

1. If , then and are both one-dimensional (as in the case of the Neumann boundary condition on the entire boundary). In particular, this occurs if with 2$">.

2. If and , then and is one-dimensional. In particular, this occurs if .

3. If , then and the set of minimal elements generating is isomorphic to (as in the case of the Dirichlet boundary condition on the entire boundary). In particular, this occurs if with .

When , as soon as there is at least one interval of Dirichlet boundary condition. The dichotomy for is as above.

     

On the well‐posedness for the heat flow of harmonic maps and the hydrodynamic flow of nematic liquid crystals in critical spaces

In recent paper, we prove the well‐posedness for the heat flow of harmonic maps with initial data and for the hydrodynamic flow of nematic liquid crystals with initial data . Copyright © 2011 John Wiley & Sons, Ltd.     

A simulation-based approach to two-stage stochastic programming with recourse

In this paper we consider stochastic programming problems where the objective function is given as an expected value function. We discuss Monte Carlo simulation based approaches to a numerical solution of such problems. In particular, we discuss in detail and present numerical results for two-stage stochastic programming with recourse where the random data have a continuous (multivariate normal) distribution. We think that the novelty of the numerical approach developed in this paper is twofold. First, various variance reduction techniques are applied in order to enhance the rate of convergence. Successful application of those techniques is what makes the whole approach numerically feasible. Second, a statistical inference is developed and applied to estimation of the error, validation of optimality of a calculated solution and statistically based stopping criteria for an iterative alogrithm. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.Supported by CNPq (Conselho Nacional de Desenvolvimento Científico e Tecnológico), Brasília, Brazil, through a Doctoral Fellowship under grant 200595/93-8.     

A test for the bidirectional stochastic order with an application to quality control theory

A test for the bidirectional stochastic ordering is developed in this paper. The main properties of such a test are investigated. The asymptotic distribution of the statistic of the test is obtained under conditions which allow the construction of critical regions with a specific level of significance. It is also proved that the test is consistent on the whole set of alternatives. An application of such a test to quality control theory is developed.     

Chern-simons theory in the SO(5)/U(2) harmonic superspace

We consider the superspace of D=3, N=5 supersymmetry using SO(5)/U(2) harmonic coordinates. Three analytic N=5 gauge superfields depend on three vector and six harmonic bosonic coordinates and also on six Grassmann coordinates. Decomposing these superfields in Grassmann and harmonic coordinates yields infinite-dimensional supermultiplets including a three-dimensional gauge Chern-Simons field and auxiliary bosonic and fermionic fields carrying SO(5) vector indices. The superfield action of this theory is invariant with respect to the D=3, N=6 conformal supersymmetry realized on N=5 superfields. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 157, No. 2, pp. 217–234, November, 2008.     

Dynamics of the nonlinear stochastic heat equation with singular perturbation

The approximation in probability for a singular perturbed nonlinear stochastic heat equation is studied. First the approximation result in the sense of probability is obtained for solutions defined on any finite time interval. Furthermore it is proved that the long time behavior of the stochastic system is described by a global random attractor which is upper semi-continuous with respect to the singular perturbed parameter. This also means the long time effectivity of the approximation with probability one.     

A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals

In this paper, we study Nash equilibrium payoffs for two-player nonzero-sum stochastic differential games via the theory of backward stochastic differential equations. We obtain an existence theorem and a characterization theorem of Nash equilibrium payoffs for two-player nonzero-sum stochastic differential games with nonlinear cost functionals defined with the help of doubly controlled backward stochastic differential equations. Our results extend former ones by Buckdahn et al. (2004) [3] and are based on a backward stochastic differential equation approach.     

An optimization approach to weak approximation of stochastic differential equations with jumps

We propose an optimization approach to weak approximation of stochastic differential equations with jumps. A mathematical programming technique is employed to obtain numerically upper and lower bound estimates of the expectation of interest, where the optimization procedure ends up with a polynomial programming. A major advantage of our approach is that we do not need to simulate sample paths of jump processes, for which few practical simulation techniques exist. We provide numerical results of moment estimations for Doléans-Dade stochastic exponential, truncated stable Lévy processes and Ornstein-Uhlenbeck-type processes to illustrate that our method is able to capture very well the distributional characteristics of stochastic differential equations with jumps.     

Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming

Many problems faced by decision makers are characterized by a multistage decision process with uncertainty about the future and some decisions constrained to take on values of either zero or one (for example, either open a facility at a location or do not open it). Although some mathematical theory exists concerning such problems, no general-purpose algorithms have been available to address them. In this article, we introduce the first implementation of general purpose methods for finding good solutions to multistage, stochastic mixed-integer (0, 1) programming problems. The solution method makes use of Rockafellar and Wets' progressive hedging algorithm that averages solutions rather than data. Solutions to the induced quadratic (0,1) mixed-integer subproblems are obtained using a tabu search algorithm. We introduce the notion of integer convergence for progressive hedging. Computational experiments verify that the method is effective. The software that we have developed reads standard (SMPS) data files.     

Large deviation principle for the fourth-order stochastic heat equations with fractional noises

In this paper, we shall study a fourth-order stochastic heat equation driven by a fractional noise, which is fractional in time and white in space. We will discuss the existence and uniqueness of the solution to the equation. Furthermore, the regularity of the solution will be obtained. On the other hand, the large deviation principle for the equation with a small perturbation will be established through developing a classical method.     

A geometric programming approach to the Van der Waerden conjecture on doubly stochastic matrices

LetD _p be the set of all doubly stochastic square matrices of orderp i.e. the set of allp × p matrices with non-negative entries with row and column sums equal to unity. The permanent of ap × p matrixA = (a _ij ) is defined byP(A) = _Sp II _i=1 ^p a _i(i) whereS _p is the symmetric group of orderp. Van der Waerden conjectured thatP(A) p !/p ^p for all A AD _p with equality occurring if and only ifA = J _p , whereJ _p is the matrix all of whose entries are equal to 1/p.The validity of this conjecture has been shown for a few values ofp and for generalp under certain assumptions. In this paper the problem of finding the minimum of the permanent of a doubly stochastic matrix has been formulated as a reversed geometric program with a single constraint and an equivalent dual program is given. A related problem of reversed homogeneous posynomial programming problem is also studied.     

Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems

Several exponential bounds are derived by means of the theory of large deviations for the convergence of approximate solutions of stochastic optimization problems. The basic results show that the solutions obtained by replacing the original distribution by an empirical distribution provides an effective tool for solving stochastic programming problems.Supported in part by a grant from the US-Israel Science Foundation.