On the existence of solutions to a special variational problem

In this paper we establish an existence and regularity result for solutions to the problem

A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)

In this paper, we outline an impulse stochastic control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) assuming the policyholder is allowed to withdraw funds continuously. We develop a numerical scheme for solving the Hamilton–Jacobi–Bellman (HJB) variational inequality corresponding to the impulse control problem. We prove the convergence of our scheme to the viscosity solution of the continuous withdrawal problem, provided a strong comparison result holds. The scheme can be easily generalized to price discrete withdrawal contracts. Numerical experiments are conducted, which show a region where the optimal control appears to be non-unique.     

A second order minimality condition for the Mumford-Shah functional

A new necessary minimality condition for the Mumford-Shah functional is derived by means of second order variations. It is expressed in terms of a sign condition for a nonlocal quadratic form on H ¹ ₀(Γ), Γ being a submanifold of the regular part of the discontinuity set of the critical point. Two equivalent formulations are provided: one in terms of the first eigenvalue of a suitable compact operator, the other involving a sort of nonlocal capacity of Γ. A sufficient condition for minimality is also deduced. Finally, an explicit example is discussed, where a complete characterization of the domains where the second variation is nonnegative can be given.     

Comparison estimates in anisotropic variational problems

A pointwise inequality between the radially decreasing symmetrals of minimizers of (possibly) anisotropic variational problems and the minimizers of suitably symmetrized problems is established. As a consequence, a priori sharp estimates for norms of the relevant minimizers are derived.     

Quasiminimizers in one dimension: integrability of the derivative,inverse function and obstacle problems

It is shown that a K-quasiminimizer u for the one-dimensional p-Dirichlet integral is a K′-quasiminimizer for the q-Dirichlet integral, 1  ≤  q  <  p ₁(p, K), where p ₁(p, K) > p; the exact value for p ₁(p, K) is obtained. The inverse function of a non-constant u is also K′′-quasiminimizer for the s-Dirichlet integral and the range of the exponent s is specified. Connections between quasiminimizers, superminimizers and solutions to obstacle problems are studied.     

Minimal Order Semihypergroups of Type U on the Right

We study existence and possible uniqueness of special semihypergroups of type U on the right. In particular, we prove that there exists a unique proper semihypergroup of this kind having order 6, apart of isomorphisms; the least order for a hypergroup of type U on the right to have a stable part which is not a subhypergroup is 9; and the minimal cardinality of a proper semihypergroup of that kind whose heart and derived semihypergroup are proper and nontrivial is 12. Contextually, we analyze properties of the kernel of homomorphisms g : H ↦ G, where H is a finite semihypergroup of type U on the right and G is a group. In this way, we obtain results that are immediately applicable both to the heart and to the derived of such semihypergroups.      

The complexity of the Specht modules corresponding to hook partitions

We show that the complexity of the Specht module corresponding to any hook partition is the p-weight of the partition. We calculate the variety and the complexity of the signed permutation modules. Let E _s be a representative of the conjugacy class containing an elementary abelian p-subgroup of a symmetric group generated by s disjoint p-cycles. We give formulae for the generic Jordan types of signed permutation modules restricted to E _s and of Specht modules corresponding to hook partitions μ restricted to E _s where s is the p-weight of μ.      

Examples of area-minimizing surfaces in the sub-Riemannian Heisenberg group $${\mathbb{H}^1}$$ with low regularity

We give new examples of entire area-minimizing t-graphs in the sub-Riemannian Heisenberg group . They are locally Lipschitz in Euclidean sense. Some regular examples have prescribed singular set consisting of either a horizontal line or a finite number of horizontal halflines extending from a given point. Amongst them, a large family of area-minimizing cones is obtained. Research supported by MEC-Feder grant MTM2007-61919.     

A class of simple proper Bol loops

The existence of finite simple non-Moufang Bol loops has long been considered to be one of the main open problems in the theory of loops and quasigroups. In this paper, we present a class of simple proper Bol loops. This class contains finite and new infinite simple proper Bol loops. This paper was written during the author’s Marie Curie Fellowship MEIF-CT-2006-041105 at the University of Würzburg (Germany).     

Existence and symmetry of minimizers for nonconvex radially symmetric variational problems

We study functionals of the form

Classically Normal Pure States

A pure state f of a von Neumann algebra is called classically normal if f is normal on any von Neumann subalgebra of on which f is multiplicative. Assuming the continuum hypothesis, a separably represented von Neumann algebra M has classically normal, singular pure states iff there is a central projection p ∈M such that pMp is a factor of type I_∞, II, or III.     

p-convergence in measure of a sequence of measurable functions and corresponding minimal elements of c 0

We characterize convergence in measure of a sequence (f_n)_n of measurable functions to a measurable function f by elements of c₀, which express the quality of convergence of (f_n)_n to f. This characterization motivates the introduction of a new notion of convergence, called “p-convergence in measure” (p > 0), which is stronger than convergence in measure. We prove the existence of “minimal” elements in c₀ which characterize the convergence in measure of (f_n)_n to f.      

Connected but not path-connected subspaces of infinite graphs

Solving a problem of Diestel [9] relevant to the theory of cycle spaces of infinite graphs, we show that the Freudenthal compactification of a locally finite graph can have connected subsets that are not path-connected. However we prove that connectedness and path-connectedness to coincide for all but a few sets, which have a complicated structure.     

Unique continuation of semi-conformality for a harmonic mapping onto a surface

We show that a harmonic mapping ϕ from either a three-manifold (with a condition on its Ricci curvature) or from a surface with values in a surface which has rank 2 somewhere, satisfies the following unique continuation property: if ϕ is semi-conformal on an open set, then it is semi-conformal everywhere.     

Vector Equilibrium Problems,Minimal Element Problems and Least Element Problems

In this paper we introduce some concepts of feasible sets for vector equilibrium problems and some classes of Z-maps for vectorial bifunctions. Under strict pseudomonotonicity assumptions, we investigate the relationship between minimal element problems of feasible sets and vector equilibrium problems. By using Z-maps, we further study the least element problems of feasible sets for vector equilibrium problems. Finally, we prove a generalized sublattice property of feasible sets for vector equilibrium problems associated with Z-maps. This work was supported by the National Natural Science Foundation of China and the Applied Research Project of Sichuan Province (05JY029-009-1). The authors thank Professor Charalambos D. Aliprantis and the referees for valuable comments and suggestions leading to improvements of this paper.     

Coloring even-faced graphs in the torus and the Klein bottle

We prove that a triangle-free graph drawn in the torus with all faces bounded by even walks is 3-colorable if and only if it has no subgraph isomorphic to the Cayley graph C(Z ₁₃; 1,5). We also prove that a non-bipartite quadrangulation of the Klein bottle is 3-colorable if and only if it has no non-contractible separating cycle of length at most four and no odd walk homotopic to a non-contractible two-sided simple closed curve. These results settle a conjecture of Thomassen and two conjectures of Archdeacon, Hutchinson, Nakamoto, Negami and Ota. Institute for Theoretical Computer Science is supported as project 1M0545 by the Ministry of Education of the Czech Republic. The author was visiting Georgia Institute of Technology as a Fulbright scholar in the academic year 2005/06. Partially supported by NSF Grants No. DMS-0200595 and DMS-0354742.     

Blossom V: a new implementation of a minimum cost perfect matching algorithm

We describe a new implementation of the Edmonds’s algorithm for computing a perfect matching of minimum cost, to which we refer as Blossom V. A key feature of our implementation is a combination of two ideas that were shown to be effective for this problem: the “variable dual updates” approach of Cook and Rohe (INFORMS J Comput 11(2):138–148, 1999) and the use of priority queues. We achieve this by maintaining an auxiliary graph whose nodes correspond to alternating trees in the Edmonds’s algorithm. While our use of priority queues does not improve the worst-case complexity, it appears to lead to an efficient technique. In the majority of our tests Blossom V outperformed previous implementations of Cook and Rohe (INFORMS J Comput 11(2):138–148, 1999) and Mehlhorn and Schäfer (J Algorithmics Exp (JEA) 7:4, 2002), sometimes by an order of magnitude. We also show that for large VLSI instances it is beneficial to update duals by solving a linear program, contrary to a conjecture by Cook and Rohe.     

Convergence and stability of a numerical method for micromagnetics

The convergence and stability of a numerical method, which applies a nonconforming finite element method and an artificial boundary method to a multi-atomic Young measure relaxation model, for micromagnetics are analyzed. By revealing some key properties of the solution sets of both the continuous and discrete problems, we show that our numerical method is stable, and the solution set of the continuous problem is well approximated by those of the discrete problems. The performance of our method is also illustrated by some numerical examples. The research was supported in part by the Major State Basic Research Projects (2005CB321701), NSFC projects (10431050, 10571006, 10528102 and 10871011) and RFDP of China.     

The reflexivity of a Segre product of projective varieties

We study the reflexivity of a Segre product of a projective space and a projective variety Y, and give a criterion for to be reflexive in terms of m, the dimension of Y, the rank of the general Hessian of Y and the characteristic of the ground field. Our study is closely related to a question raised by Kleiman and Piene on the relationship between the conormal map and the Gauss map.     

On connectedness of sets in the real spectra of polynomial rings

Let R be a real closed field. The Pierce–Birkhoff conjecture says that any piecewise polynomial function f on R ⁿ can be obtained from the polynomial ring R[x ₁,..., x _n ] by iterating the operations of maximum and minimum. The purpose of this paper is threefold. First, we state a new conjecture, called the Connectedness conjecture, which asserts, for every pair of points , the existence of connected sets in the real spectrum of R[x ₁,..., x _n ], satisfying certain conditions. We prove that the Connectedness conjecture implies the Pierce–Birkhoff conjecture. Secondly, we construct a class of connected sets in the real spectrum which, though not in itself enough for the proof of the Pierce–Birkhoff conjecture, is the first and simplest example of the sort of connected sets we really need, and which constitutes the first step in our program for a proof of the Pierce–Birkhoff conjecture in dimension greater than 2. Thirdly, we apply these ideas to give two proofs that the Connectedness conjecture (and hence also the Pierce–Birkhoff conjecture in the abstract formulation) holds locally at any pair of points , one of which is monomial. One of the proofs is elementary while the other consists in deducing this result as an immediate corollary of the main connectedness theorem of this paper.