Subharmonic Solutions with Prescribed Minimal Period of a Forced Pendulum Equation with Impulses

We consider a mathematical model which describes the sliding frictional contact between a viscoplastic body and an obstacle, the so-called foundation. The process is quasistatic, the material’s behavior is described with a viscoplastic constitutive law with internal state variable and the contact is modelled with normal compliance and unilateral constraint. The wear of the contact surfaces is taken into account, and is modelled with a version of Archard’s law. We derive a mixed variational formulation of the problem which involve implicit history-dependent operators. Then, we prove the unique weak solvability of the contact model. The proof is based on a fixed point argument proved in Sofonea et al. (Commun. Pure Appl. Anal. 7:645–658, 2008), combined with a recent abstract existence and uniqueness result for mixed variational problems, obtained in Sofonea and Matei (J. Glob. Optim. 61:591–614, 2014).     

On fractional stochastic inequalities related to Hermite–Hadamard and Jensen types for convex stochastic processes

Stochastic convexity and its applications are very important in mathematics and probability (Aequationes Mathematicae 20:184–197, 1980). There are two well-known inequalities for convex stochastic processes: Jensen’s inequality and Hermite–Hadamard’s inequality. Recently, Hafiz (Stoch Anal Appl 22:507–523, 2004) has provided fractional calculus for some stochastic processes. The problem is how to formulate these inequalities for stochastic processes in the class of fractional calculus and that is what is done in this paper. Our results generalize the corresponding ones in the literature.     

Two Kneser–Poulsen-type inequalities in planes of constant curvature

We show that the perimeter of the convex hull of finitely many disks lying in the hyperbolic or Euclidean plane, or in a hemisphere does not increase when the disks are rearranged so that the distances between their centers do not increase. This generalizes the theorem on the monotonicity of the perimeter of the convex hull of a finite set under contractions, proved in the Euclidean plane by V. N. Sudakov [8], R. Alexander [1], V. Capoyleas and J. Pach [3]. We also prove that the area of the intersection of finitely many disks in the hyperbolic plane does not decrease after such a contractive rearrangement. The Euclidean analogue of the latter statement was proved by K. Bezdek and R. Connelly [2]. Both theorems are proved by a suitable adaptation of a recently published method of I. Gorbovickis [4].     

A viscosity iterative technique for split variational inclusion and fixed point problems between a Hilbert space and a Banach space

The main purpose of this paper is to introduce a viscosity-type iterative algorithm for approximating a common solution of a split variational inclusion problem and a fixed point problem. Using our algorithm, we state and prove a strong convergence theorem for approximating a common solution of a split variational inclusion problem and a fixed point problem for a multivalued quasi-nonexpansive mapping between a Hilbert space and a Banach space. Furthermore, we applied our results to study a split convex minimization problem. Also, a numerical example of our result is given. Our results extend and improve the results of Byrne et al. (J. Nonlinear Convex Anal. 13, 759–775, 2012), Moudafi (J. Optim. Theory Appl. 150, 275–283, 2011), Takahashi and Yao (Fixed Point Theory Appl. 2015, 87, 2015), and a host of other important results in this direction.     

Non-Stationary Abstract Friedrichs Systems

Inspired by the results of Ern et al. (Commun Partial Differ Equ 32:317–341, 2007) on the abstract theory for Friedrichs symmetric positive systems, we give the existence and uniqueness result for the initial- (boundary) value problem for the non-stationary abstract Friedrichs system. Despite the absence of the well-posedness result for such systems, there were already attempts for their numerical treatment by Burman et al. (SIAM J Numer Anal 48:2019–2042, 2010) and Bui-Thanh et al. (SIAM J Numer Anal 51:1933–1958, 2013). We use the semigroup theory approach and prove that the operator involved satisfies the conditions of the Hille–Yosida generation theorem. We also address the semilinear problem and apply the new results to a number of examples, such as the symmetric hyperbolic system, the unsteady div–grad problem, and the wave equation. Special attention was paid to the (generalised) unsteady Maxwell system.     

Hedging with temporary price impact

We consider the problem of hedging a European contingent claim in a Bachelier model with temporary price impact as proposed by Almgren and Chriss (J Risk 3:5–39, 2001). Following the approach of Rogers and Singh (Math Financ 20:597–615, 2010) and Naujokat and Westray (Math Financ Econ 4(4):299–335, 2011), the hedging problem can be regarded as a cost optimal tracking problem of the frictionless hedging strategy. We solve this problem explicitly for general predictable target hedging strategies. It turns out that, rather than towards the current target position, the optimal policy trades towards a weighted average of expected future target positions. This generalizes an observation of Gârleanu and Pedersen (Dynamic portfolio choice with frictions. Preprint, 2013b) from their homogenous Markovian optimal investment problem to a general hedging problem. Our findings complement a number of previous studies in the literature on optimal strategies in illiquid markets as, e.g., Gârleanu and Pedersen (Dynamic portfolio choice with frictions. Preprint, 2013b), Naujokat and Westray (Math Financ Econ 4(4):299–335, 2011), Rogers and Singh (Math Financ 20:597–615, 2010), Almgren and Li (Option hedging with smooth market impact. Preprint, 2015), Moreau et al. (Math Financ. doi: 10.1111/mafi.12098, 2015), Kallsen and Muhle-Karbe (High-resilience limits of block-shaped order books. Preprint, 2014), Guasoni and Weber (Mathematical Financ. doi: 10.1111/mafi.12099, 2015a; Nonlinear price impact and portfolio choice. Preprint, 2015b), where the frictionless hedging strategy is confined to diffusions. The consideration of general predictable reference strategies is made possible by the use of a convex analysis approach instead of the more common dynamic programming methods.     

On a rigidity result of singularities

The aim of this note is to prove, in the spirit of a rigidity result for isolated singularities of Schlessinger see Schlessinger (Invent Math 14:17–26, 1971) or also Kleiman and Landolfi (Compositio Math 23:407–434, 1971), a variant of a rigidity criterion for arbitrary singularities (Theorem 2.1 below). The proof of this result does not use Schlessinger’s Deformation Theory [Schlessinger (Trans Am Math Soc 130:208–222, 1968) and Schlessinger (Invent Math 14:17–26, 1971)]. Instead it makes use of Local Grothendieck-Lefschetz Theory, see (Grothendieck 1968, Éxposé 9, Proposition 1.4, page 106) and a Lemma of Zariski, see (Zariski, Am J Math 87:507–536, 1965, Lemma 4, page 526). I hope that this proof, although works only in characteristic zero, might also have some interest in its own.     

Amenability and nonlinear flows in dual Banach spaces

This paper is devoted to the study of nonlinear flows with weak* compact convex phase spaces sitting in conjugate Banach spaces. Nonlinear fixed point properties for the classes of amenable affine and convex semitopological semigroups are established; giving partial answers to question 1 in Lau and Zhang (J Funct Anal 263:2949–2977, 2012); we also prove related results for amenable semitopological semigroups. Furthermore, by almost periodicity techniques, we derive a non-commutative version of Bruck’s result (Pac J Math 53:59–70, 1974) on the existence of a nonexpansive retract; we also provide a characterization of left amenability property for the space of almost periodic functions for semitopological semigroups, and derive a fixed point property in \(\ell ^1\).     

A remark on energy estimates concerning extremals for Trudinger–Moser inequalities on a disc

In this short note, we generalized an energy estimate due to Malchiodi–Martinazzi (J Eur Math Soc 16:893–908, 2014) and Mancini–Martinazzi (Calc Var 56:94, 2017). As an application, we used it to reprove existence of extremals for Trudinger–Moser inequalities of Adimurthi–Druet type on the unit disc. Such existence problems in general cases had been considered by Yang  (Trans Am Math Soc 359:5761–5776, 2007; J Differ Equ 258:3161–3193, 2015) and Lu–Yang (Discrete Contin Dyn Syst 25:963–979, 2009) by using another method.     

Filtration de monodromie et cycles évanescents formels

Berkovich (Invent. Math. 125(2):367–390, 1996), Fujiwara (Duke Math. J. 80(1):15–57, 1995) and Huber (J. Algebraic Geom. 7(2):359–403, 1998) have proved that the fiber of the vanishing cycles at a point of the special fiber depends only on the formal completion at this point. We refine this result and prove the invariance under formal completion of the perverse monodromy filtration on the fiber of vanishing cycles. This result is used in an essential way by Boyer (Invent. Math. doi: 10.1007/s00222-009-0183-9, 2009).     

On the congruence subgroup problem for branch groups

We prove here an energy estimate for the Cauchy problem for hyperbolic equations with double characteristic, which contains both effectively and non-effectively points (see L. Hörmander [3] and R. Melrose [8]) in a unique framework.     

Mixed-integer quadratic programming is in NP

Mixed-integer quadratic programming is the problem of optimizing a quadratic function over points in a polyhedral set where some of the components are restricted to be integral. In this paper, we prove that the decision version of mixed-integer quadratic programming is in NP, thereby showing that it is NP-complete. This is established by showing that if the decision version of mixed-integer quadratic programming is feasible, then there exists a solution of polynomial size. This result generalizes and unifies classical results that quadratic programming is in NP (Vavasis in Inf Process Lett 36(2):73–77 [17]) and integer linear programming is in NP (Borosh and Treybig in Proc Am Math Soc 55:299–304 [1], von zur Gathen and Sieveking in Proc Am Math Soc 72:155–158 [18], Kannan and Monma in Lecture Notes in Economics and Mathematical Systems, vol. 157, pp. 161–172. Springer [9], Papadimitriou in J Assoc Comput Mach 28:765–768 [15]).     

A Geometric Proof of Bourgain’s $$L^2$$ Estimate of Maximal Operators Along Analytic Vector Fields

Bourgain (A remark on the maximal function associated to an analytic vector field. Analysis at Urbana, Cambridge University Press, Cambridge, 1989) proved that the maximal operator associated with an analytic vector field is bounded on \(L^2\). In the present paper, we give a geometric proof of Bourgain’s result by using the tools developed by Lacey and Li in (Trans Am Math Soc 358(9):4099–4117, 2006) and (Mem Am Math Soc 205 (965):viii+72, 2010).     

Reflected Brownian Motion in a Convex Polyhedral Cone: Tail Estimates for the Stationary Distribution

Consider a multidimensional obliquely reflected Brownian motion in the positive orthant, or, more generally, in a convex polyhedral cone. We find sufficient conditions for existence of a stationary distribution and convergence to this distribution at an exponential rate, as time goes to infinity, complementing the results of Dupuis and Williams (Ann Probab 22(2):680–702, 1994) and Atar et al. (Ann Probab 29(2):979–1000, 2001). We also prove that certain exponential moments for this distribution are finite, thus providing a tail estimate for this distribution. Finally, we apply these results to systems of rank-based competing Brownian particles, introduced in Banner et al. (Ann Appl Probab 15(4):2296–2330, 2005).     

Refinements of mean-square stochastic integral inequalities on convex stochastic processes

Recently, in the class of convex stochastic processes, Kotrys (Aequat Math 83:143–151, 2012; Aequat Math 86:91–98, 2013) proposed upper and lower bounds of mean-square stochastic integrals by using Hermite–Hadamard inequality. This paper shows that these bounds can be refined. Our results extend and refine the corresponding ones in the literature. Finally, an open problem for further investigations is given.     

A practical volume algorithm

We present a practical algorithm for computing the volume of a convex body with a target relative accuracy parameter \(\varepsilon >0\). The convex body is given as the intersection of an explicit set of linear inequalities and an ellipsoid. The algorithm is inspired by the volume algorithms in Lovász and Vempala (J Comput Syst Sci 72(2):392–417, 2006) and Cousins and Vempala (SODA, pp. 1215–1228, 2014), but makes significant departures to improve performance, including the use of empirical convergence tests, an adaptive annealing scheme and a new rounding algorithm. We propose a benchmark of test bodies and present a detailed evaluation of our algorithm. Our results indicate that that volume computation and integration might now be practical in moderately high dimension (a few hundred) on commodity hardware.     

On spectral synthesis in varieties containing the solutions of inhomogeneous linear functional equations

As a continuation of our previous work [2] the aim of the recent paper is to investigate the solutions of special inhomogeneous linear functional equations by using spectral synthesis in translation invariant closed linear subspaces of additive/multiadditive functions containing the restrictions of the solutions to finitely generated fields. The idea is based on the fundamental work of [5]. Using spectral analysis in some related varieties we can prove the existence of special solutions (automorphisms) of the functional equation but spectral synthesis allows us to describe the entire space of solutions on a large class of finitely generated fields. It is spanned by the so-called exponential monomials which can be given in terms of automorphisms of \({\mathbb C}\) and differential operators. We apply the general theory to some inhomogeneous problems motivated by quadrature rules of approximate integration [8], see also [7, 9].     

Vanishing of Rabinowitz Floer homology on negative line bundles

Following Frauenfelder (Rabinowitz action functional on very negative line bundles, Habilitationsschrift, Munich/München, 2008), Albers and Frauenfelder (Bubbles and onis, 2014. arXiv:1412.4360) we construct Rabinowitz Floer homology for negative line bundles over symplectic manifolds and prove a vanishing result. Ritter (Adv Math 262:1035–1106, 2014) showed that symplectic homology of these spaces does not vanish, in general. Thus, the theorem \(\mathrm {SH}=0\Leftrightarrow \mathrm {RFH}=0\) (Ritter in J Topol 6(2):391–489, 2013), does not extend beyond the symplectically aspherical situation. We give a conjectural explanation in terms of the Cieliebak–Frauenfelder–Oancea long exact sequence Cieliebak et al. (Ann Sci Éc Norm Supér (4) 43(6):957–1015, 2010).     

The Spectral Theorem for Unitary Operators Based on the S-Spectrum

The quaternionic spectral theorem has already been considered in the literature, see e.g. [22], [32], [33], however, except for the finite dimensional case in which the notion of spectrum is associated to an eigenvalue problem, see [21], it is not specified which notion of spectrum underlies the theorem.