Helly Spaces and Radon Measures on Complete Lines

We work in the set theory without the Axiom of Choice ZF. Given a linearly ordered set X, the (closed) subset H(X,[0,1]) of the product topological space [0,1] ^X consisting of the isotonic mappings u:X ??[0,1] is (Loeb-)compact. The compactness of $H(\mathbb R,L)$ where L is the lexicographic order [0,1] ×{0,1} is not provable (in ZF). Radon measures on a complete linearly ordered set X are studied: they are of Radon?CStieltjes type; moreover, the ??dual ball?? of the Banach space C(X) is (Loeb-)compact in the weak* topology, and the Banach space C(X) satisfies the (effective) continuous Hahn?CBanach property.     

Discrete Radon transforms and applications to ergodic theory

We prove L ^p boundedness of certain non-translation-invariant discrete maximal Radon transforms and discrete singular Radon transforms. We also prove maximal, pointwise, and L ^p ergodic theorems for certain families of non-commuting operators.     

离散空间中的一般均衡理论

在消费者偏好函数是强凸、连续和严格单调的条件下给出了不可分市场的一般均衡存在定理,因而也给出了离散空间中一般均衡存在的一个充分条件.     

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??In this paper we describe the excursions from a set explicitly for
recurrent Markov chain with discrete time. A new exit system is presented through using a
law conditioned by specifying the starting point and ending point of excursions. In a simple
case, we verify that our conditioned excursion law is a discrete approximation for that of
a diffusion.     

Global Existence of the Equilibrium Diffusion Model in Radiative Hydrodynamics

This paper is devoted to the analysis of the Cauchy problem for a system of PDEs arising in radiative hydrodynamics. This system, which comes from the so-called equilibrium diffusion regime, is a variant of the usual Euler equations, where the energy and pressure functionals are modified to take into account the effect of radiation and the energy balance containing a nonlinear diffusion term acting on the temperature. The problem is studied in the multi-dimensional framework. The authors identify the existence of a strictly convex entropy and a stability property of the system, and check that the Kawashima-Shizuta condition holds. Then, based on these structure properties, the well-posedness close to a constant state can be proved by using fine energy estimates. The asymptotic decay of the solutions are also investigated.     

一致风险度量和锥优化分析

一致风险理论的公理系统为风险分析建立了坚实的基础,然而它背后的数学却和凸优化理论思想密切相关,特别是对偶理论. 本文在有限维空间中,利用锥优化的对偶定理给出了一致风险度量的一般表达式的简单证明. 分析了可接受集的概念在一致风险度量中的中心作用,根据锥优化的对偶关系,探索了常用风险度量的性质. 尽管可接受集的大小能够表达风险控制的强弱,但是我们不知道如何定量地表示. 本文提出用相对熵控制风险度量松紧度的方法和意义. 另外,根据一致风险度量的灵活的结构,给出了无套利条件的一种放松,这一结果可用于不完全市场中的期权定价问题.     

离散扰动下向量均衡问题的稳定性

利用集合序列P—K收敛的概念,讨论了离散扰动下的向量均衡问题弱有效解的稳定性．提出了一个新的向量均衡问题的极小化序列的概念．给出了各种充分条件以确保集合的包含关系,并举例阐述相应的结论．     

一般均衡模型中的最优税收体系

研究了带货币的一般均衡模型中的最优税收体系.在模型中,加入了人力资本的积累路径,假设消费者可以从持有货币的行为中获得效用,即money-in-utility.结果表明,当在一个一般均衡模型中结合了货币效用,弗里德曼法则仍然成立,并且将使税后的实际最优债券回报率归零.同时发现,在此模型的假设条件下,政府可以对劳动不收税,但要收取非常重的资本回报税(资本回报完全上缴税收),此时社会总福利最大.     

Internal Diffusion Limited Aggregation on Discrete Groups Having Exponential Growth

The internal diffusion limited aggregation (DLA) has been introduced by Diaconis and Fulton [Rend. Sem. Mat. Univ. Pol. Torino 49, 95–119 (1991)]. It is a growth model defined on an infinite set and associated to a Markov chain on this set. We focus here on sets which are finitely generated groups with exponential growth. We prove a shape theorem for the internal DLA on such groups associated to symmetric random walks. For that purpose, we introduce a new distance associated to the Green function, which happens to have some interesting properties. In the case of homogeneous trees, we also get the right order for the fluctuations of that model around its limiting shape. Sébastien Blachère’s research was supported by the ESF program ‘Phase transition and fluctuation phenomena for random dynamics in spatially extended systems’ ref. 554 and by Marie Curie Fellowship HPMF-CT-2002-02137. Sara Brofferio’s research was supported by Marie Curie Fellowship HPMF-CT-2002-02137.     

Multiresolution Analysis and Radon Measures on a Locally Compact Abelian Group

A multiresolution analysis is defined in a class of locally compact abelian groups G. It is shown that the spaces of integrable functions and the complex Radon measures M(G) admit a simple characterization in terms of this multiresolution analysis.     

Compression of Multivariate Discrete Measures and Applications

In this article, we discuss two methods for the compression of multivariate discrete measures, with applications to node reduction in numerical cubature and least-squares approximation. The methods are implemented in the Matlab computing environment, in dimension two.     

在Radon测度给定下的一类退化椭圆型方程

此文研究一类在Ｒａｄｏｎ测度给定下二阶退化拟线性椭圆型方程．通过引入逼近子问题列并求解、先验估计和收敛性研究，证明了该方程广义解在带权Ｓｏｂｏｌｅｖ空间的存在性．     

Simultaneous Identification of Two Parameters on the Reaction Diffusion System from Discrete Measurement Data

This article deals with an inverse problem of reconstructing two time independent coefficients in the reaction diffusion system from the final time space discretized measurement using the optimization method with the help of the smooth interpolation technique. The main objective of the article is to analyse the asymptotic behavior of the solution of the inverse problem for the linearly coupled reaction diffusion system with respect to the homogeneous Dirichlet boundary condition.     

Supports of Weighted Equilibrium Measures and Examples

We analyze the supports of weighted equilibrium measures in ? ⁿ . We give explicit examples of families of compact sets which arise as the support of a weighted equilibrium measure for some admissible weight w. These examples also give new constructions of plurisubharmonic functions in the Lelong class. We also include a list of open problems on the support of extremal measures which are related to solutions of Monge–Ampère equations.     

Smooth Diffusion Measures and Their Transformations

In this paper, we show that some well-known equations of mathematical physics can be naturally treated from the probability viewpoint as equations for logarithmic derivatives of smooth diffusion measures. We discuss a probabilistic interpretation of the Darboux transformation applied in the theory of the SturmLiouville equations. It is shown that this transformation can be applied in deriving an explicit expression for the RadonNikodym derivative of a pair of absolutely continuous measures generated by various scalar multiplicative functionals of diffusion processes. Bibliography: 12 titles.     

Discrete Energy Analysis of the Third-Order Variable-Step BDF Time-Stepping for Diffusion Equations

This is one of our series works on discrete energy analysis of the variable-step BDF schemes. In this part, we present stability and convergence analysis of the third-order BDF (BDF3) schemes with variable steps for linear diffusion equations, see, e.g., [SIAM J. Numer. Anal., 58:2294-2314] and [Math. Comp., 90: 1207-1226] for our previous works on the BDF2 scheme. To this aim, we first build up a discrete gradient structure of the variable-step BDF3 formula under the condition that the adjacent step ratios are less than 1.4877, by which we can establish a discrete energy dissipation law. Mesh-robust stability and convergence analysis in the $L^2$ norm are then obtained. Here the mesh robustness means that the solution errors are well controlled by the maximum time-step size but independent of the adjacent time-step ratios. We also present numerical tests to support our theoretical results.     

Balayage Ping-Pong: A Convexity of Equilibrium Measures

In this paper we establish that the density of the equilibrium measure of finitely many intervals for both logarithmic and Riesz potentials is convex. The main tool is a balayage ping-pong technique. A?similar result is obtained for finitely many arcs on the unit circle. Applications to external field problems and constrained energy problems are presented.