On Controlled Linear Diffusions with Delay in a Model of Optimal Advertising under Uncertainty with Memory Effects

We consider a class of dynamic advertising problems under uncertainty in the presence of carryover and distributed forgetting effects, generalizing the classical model of Nerlove and Arrow (Economica 29:129–142, 1962). In particular, we allow the dynamics of the product goodwill to depend on its past values, as well as previous advertising levels. Building on previous work (Gozzi and Marinelli in Lect. Notes Pure Appl. Math., vol. 245, pp. 133–148, 2006), the optimal advertising model is formulated as an infinite-dimensional stochastic control problem. We obtain (partial) regularity as well as approximation results for the corresponding value function. Under specific structural assumptions, we study the effects of delays on the value function and optimal strategy. In the absence of carryover effects, since the value function and the optimal advertising policy can be characterized in terms of the solution of the associated HJB equation, we obtain sharper characterizations of the optimal policy.     

One-dimensional chemotaxis kinetic model

In this paper, we study a variation of the equations of a chemotaxis kinetic model and investigate it in one dimension. In fact, we use fractional diffusion for the chemoattractant in the Othmar–Dunbar–Alt system (Othmer in J Math Biol 26(3):263–298, 1988). This version was exhibited in Calvez in Amer Math Soc, pp 45–62, 2007 for the macroscopic well-known Keller–Segel model in all space dimensions. These two macroscopic and kinetic models are related as mentioned in Bournaveas, Ann Inst H Poincaré Anal Non Linéaire, 26(5):1871–1895, 2009, Chalub, Math Models Methods Appl Sci, 16(7 suppl):1173–1197, 2006, Chalub, Monatsh Math, 142(1–2):123–141, 2004, Chalub, Port Math (NS), 63(2):227–250, 2006. The model we study here behaves in a similar way to the original model in two dimensions with the spherical symmetry assumption on the initial data which is described in Bournaveas, Ann Inst H Poincaré Anal Non Linéaire, 26(5):1871–1895, 2009. We prove the existence and uniqueness of solutions for this model, as well as a convergence result for a family of numerical schemes. The advantage of this model is that numerical simulations can be easily done especially to track the blow-up phenomenon.     

Spin Wavelets on the Sphere

In recent years, a rapidly growing literature has focussed on the construction of wavelet systems to analyze functions defined on the sphere. Our purpose in this paper is to generalize these constructions to situations where sections of line bundles, rather than ordinary scalar-valued functions, are considered. In particular, we propose needlet-type spin wavelets as an extension of the needlet approach recently introduced by Narcowich et al. in SIAM J. Math. Anal. 38, 574–594 (2006) and J. Funct. Anal. 238, 530–564 (2006) and then considered for more general manifolds by Geller and Mayeli in Math. Z. 262, 895–927 (2009), Math. Z. 263, 235–264 (2009), and Indiana Univ. Math. J. (2009). We discuss localization properties in the real and harmonic domains, and investigate stochastic properties for the analysis of spin random fields. Our results are strongly motivated by cosmological applications, in particular in connection to the analysis of Cosmic Microwave Background polarization data.     

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.     

Coupled coincidence point theorems in ordered metric spaces

In this paper we extend the coupled contraction mapping theorem proved in partially ordered metric spaces by Gnana Bhaskar and Lakshmikantham (Nonlinear Anal. TMA 65:1379–1393, 2006) to a coupled coincidence point result for a pair of compatible mappings. A control function has been used in our theorem. The mappings are assumed to satisfy a weak contractive inequality. Our theorem improves the results of Harjani et al. (Nonlinear Anal. TMA 74:1749–1760, 2011). The result we have established is illustrated with an example which also shows that the improvement is actual.     

The Gabriel–Roiter Measure for Right Pure Semisimple Rings

We show how the Gabriel–Roiter measure, introduced by Ringel in (Bull Sci Math 129:726–748, 2005 and Contemp Math 406:105–135, 2006), applies to indecomposable modules of finite length over right pure semisimple rings, and in particular to the study of the open problem whether any right pure semisimple ring is of finite representation type. Dedicated to the memory of Andrey Vladimirovich Roiter. Professor A. V. Roiter has died on 26 July 2006 in Riga, Latvia. He was born in 1937.     

Polynomial, rational and analytic first integrals for a family of 3-dimensional Lotka-Volterra systems

We extend the study of the integrability done by Leach and Miritzis (J Nonlinear Math Phys 13:535–548, 2006) on the classical model of competition between three species studied by May and Leonard (SIAM J Appl Math 29:243–256, 1975), to all real values of the parameters. Additionally, our results provide all polynomial, rational and analytic first integrals of this extended model. We also classify all the invariant algebraic surfaces of these models.     

A Generalized Comparison Theorem for BSDEs and Its?Applications

This paper establishes a generalized comparison theorem for one-dimensional backward stochastic differential equations (BSDEs) whose generators are uniformly continuous in z and satisfy a kind of weakly monotonic condition in y. As applications, two new existence and uniqueness theorems for solutions of BSDEs are obtained. In the one-dimensional setting, these results generalize some corresponding results in Pardoux and Peng (Syst. Control Lett. 14:55–61, 1990), Mao (Stoch. Process. Their Appl. 58:281–292, 1995), El Karoui et al. (Math. Finance 7:1–72, 1997), Pardoux (Nonlinear Analysis, Differential Equations and Control, Montreal, QC, 1998, Kluwer Academic, Dordrecht, 1999), Cao and Yan (Adv. Math. 28(4):304–308, 1999), Briand and Hu (Probab. Theory Relat. Fields 136(4):604–618, 2006), and Jia (C. R. Acad. Sci. Paris, Ser. I 346:439–444, 2008).     

The Spectrum of the Martin-Morales-Nadirashvili Minimal Surfaces Is Discrete

We show that the spectrum of a complete submanifold properly immersed into a ball of a Riemannian manifold is discrete, provided the norm of the mean curvature vector is sufficiently small. In particular, the spectrum of a complete minimal surface properly immersed into a ball of ℝ³ is discrete. This gives a positive answer to a question of Yau (Asian J. Math. 4:235–278, 2000).     

A simple model of corporate international investment under incomplete information and taxes

This paper extends the theory of corporate international investment in Choi (J. Int. Bus. Stud. 20: 145–155, 1989) in an environment where the segmentation of international capital markets for investors or the presence of agency costs provide some independence to corporate decisions. The model shows that the real exchange risk, the competition between firms in different markets and diversification gains affect corporate international investment. By accounting for the role of information as defined in the models of Merton (J. Finance 42: 483–510, 1987), Bellalah (Int. J. Finance Econ. 6: 59–67, 2001a) and Bellalah and Wu (Int. J. Theor. Appl. Finance 5(5): 479–495, 2002), the model embodies different existing explanations based on economic and behavioral variables. We show in a “two-country” firm model that real exchange risk, diversification motives and information costs are important elements in the determination of corporate international investment decisions. The dynamic portfolio model reflects the main results in several theories of foreign direct investment. Our model accounts for the role of information in explaining foreign investments. It provides simple explanations which are useful in explaining the home bias puzzle in international finance. Using the dynamical programming principle method, we provide the general solution for the proportion of firm’s total capital budget. We also use a new method to get explicit solutions in some special cases. This new method can be applied to solve other financial control problems. The simulating results are given to show our conclusion and the influence of some parameters to the optimal solution. The economic results can be seen as a generalization of the model in Solnik (J. Econ. Theory 8: 500–524, 1974).     

Generalized Eisenstein series and several modular transformation formulae

B.C. Berndt (J. Reine Angew. Math. 272:182–193, 1975; 304:332–365, 1978) has derived a number of new transformation formulas, in particular, the transformation formulae of the logarithms of the classical theta functions, by using a transformation formula for a more general class of Eisenstein series. In this paper, we continue his study. By using a transformation formula for a class of twisted generalized Eisenstein series, we generalize a transformation formula given by J. Lehner (Duke Math. J. 8:631–655, 1941) and give a new proof for transformation formulas proved by Y. Yang (Bull. Lond. Math. Soc. 36:671–682, 2004). This work was supported by the Korea Research Foundation Grant funded by the Korean Government (MOEHRD) (KRF-2006-214-C00003). This work also partially supported by BK21-Postech CoDiMaRo.     

Second-order Optimality Conditions for Optimal Control of the Primitive Equations of the Ocean with Periodic Inputs

We investigate in this article the Pontryagin’s maximum principle for control problem associated with the primitive equations (PEs) of the ocean with periodic inputs. We also derive a second-order sufficient condition for optimality. This work is closely related to Wang (SIAM J. Control Optim. 41(2):583–606, 2002) and He (Acta Math. Sci. Ser. B Engl. Ed. 26(4):729–734, 2006), in which the authors proved similar results for the three-dimensional Navier-Stokes (NS) systems.     

On the Robustness of Global Optima and Stationary Solutions to Stochastic Mathematical Programs with Equilibrium Constraints,Part 1: Theory

In a companion paper (Cromvik and Patriksson, Part I, J. Optim. Theory Appl., 2010), the mathematical modeling framework SMPEC was studied; in particular, global optima and stationary solutions to SMPECs were shown to be robust with respect to the underlying probability distribution under certain assumptions. Further, the framework and theory were elaborated to cover extensions of the upper-level objective: minimization of the conditional value-at-risk (CVaR) and treatment of the multiobjective case. In this paper, we consider two applications of these results: a classic traffic network design problem, where travel costs are uncertain, and the optimization of a treatment plan in intensity modulated radiation therapy, where the machine parameters and the position of the organs are uncertain. Owing to the generality of SMPEC, we can model these two very different applications within the same framework. Our findings illustrate the large potential in utilizing the SMPEC formalism for modeling and analysis purposes; in particular, information from scenarios in the lower-level problem may provide very useful additional insights into a particular application.     

Geometric Variational Crimes: Hilbert Complexes,Finite Element Exterior Calculus,and Problems on Hypersurfaces

A recent paper of Arnold, Falk, and Winther (Bull. Am. Math. Soc. 47:281–354, 2010) showed that a large class of mixed finite element methods can be formulated naturally on Hilbert complexes, where using a Galerkin-like approach, one solves a variational problem on a finite-dimensional subcomplex. In a seemingly unrelated research direction, Dziuk (Lecture Notes in Math., vol. 1357, pp. 142–155, 1988) analyzed a class of nodal finite elements for the Laplace–Beltrami equation on smooth 2-surfaces approximated by a piecewise-linear triangulation; Demlow later extended this analysis (SIAM J. Numer. Anal. 47:805–827, 2009) to 3-surfaces, as well as to higher-order surface approximation. In this article, we bring these lines of research together, first developing a framework for the analysis of variational crimes in abstract Hilbert complexes, and then applying this abstract framework to the setting of finite element exterior calculus on hypersurfaces. Our framework extends the work of Arnold, Falk, and Winther to problems that violate their subcomplex assumption, allowing for the extension of finite element exterior calculus to approximate domains, most notably the Hodge–de Rham complex on approximate manifolds. As an application of the latter, we recover Dziuk’s and Demlow’s a priori estimates for 2- and 3-surfaces, demonstrating that surface finite element methods can be analyzed completely within this abstract framework. Moreover, our results generalize these earlier estimates dramatically, extending them from nodal finite elements for Laplace–Beltrami to mixed finite elements for the Hodge Laplacian, and from 2- and 3-dimensional hypersurfaces to those of arbitrary dimension. By developing this analytical framework using a combination of general tools from differential geometry and functional analysis, we are led to a more geometric analysis of surface finite element methods, whereby the main results become more transparent.     

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).     

Perelman’s Entropy and Doubling Property on Riemannian Manifolds

The purpose of this work is to study some monotone functionals of the heat kernel on a complete Riemannian manifold with nonnegative Ricci curvature. In particular, we show that on these manifolds, the gradient estimate of Li and Yau (Acta Math. 156, 153–201, 1986), the gradient estimate of Ni (J. Geom. Anal. 14(1), 87–100, 2004), the monotonicity of the Perelman’s entropy and the volume doubling property are all consequences of an entropy inequality recently discovered by Baudoin and Garofalo, , 2009. The latter is a linearized version of a logarithmic Sobolev inequality that is due to D. Bakry and M. Ledoux (Rev. Mat. Iberoam. 22, 683–702, 2006).     

State-space collapse in stationarity and its application to a multiclass single-server queue in heavy traffic

Recently Gamarnik and Zeevi (Ann. Appl. Probab. 16:56–90, 2006) and Budhiraja and Lee (Math. Oper. Res. 34:45–56, 2009) established that, under suitable conditions, a sequence of the stationary scaled queue lengths in a generalized Jackson queueing network converges to the stationary distribution of multidimensional reflected Brownian motion in the heavy-traffic regime. In this work we study the corresponding problem in multiclass queueing networks (MQNs).     

Finite difference reaction-diffusion systems with coupled boundary conditions and time delays

This paper is concerned with finite difference solutions of a coupled system of reaction-diffusion equations with nonlinear boundary conditions and time delays. The system is coupled through the reaction functions as well as the boundary conditions, and the time delays may appear in both the reaction functions and the boundary functions. The reaction-diffusion system is discretized by the finite difference method, and the investigation is devoted to the finite difference equations for both the time-dependent problem and its corresponding steady-state problem. This investigation includes the existence and uniqueness of a finite difference solution for nonquasimonotone functions, monotone convergence of the time-dependent solution to a maximal or a minimal steady-state solution for quasimonotone functions, and local and global attractors of the time-dependent system, including the convergence of the time-dependent solution to a unique steady-state solution. Also discussed are some computational algorithms for numerical solutions of the steady-state problem when the reaction function and the boundary function are quasimonotone. All the results for the coupled reaction-diffusion equations are directly applicable to systems of parabolic-ordinary equations and to reaction-diffusion systems without time delays.     

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.