Tuning Strategy for the Proximity Parameter in Convex Minimization

We present a new bundle method in which the use of the proximal trajectory of the cutting plane function allows the automatic tuning of the proximity parameter. An updating criterion of the stability center based on the agreement between the objective function and the polyhedral model is presented. Convergence properties are provided together with some numerical results.This research has been partially supported by the Italian Ministero dell’Istruzione, dell’Università e della Ricerca Scientifica under FIRB Project RBNE01WBBB, Large-Scale Nonlinear Optimization.     

On some properties of a class of spearman rank statistics with applications

Summary The object of the present investigation is to study some properties of a class of Spearman rank statistics and to apply these results in studying the properties of a sequential procedure proposed in Section 3. The problem is one of bounded length confidence intervals for simple regression coefficients in linear models where both variables are subject to error. It is shown that the proposed procedure is asymptotically ‘consistent’ and ‘efficient’ in the sense of Chow and Robbins [3].     

An Identification Problem for First-Order Degenerate Differential Equations

We study a first-order identification problem in a Banach space. We discuss the nondegenerate and mainly the degenerate case. As a first step, suitable hypotheses on the involved closed linear operators are made in order to obtain unique solvability after reduction to a nondegenerate case; the general case is then handled with the help of new results on convolutions. Some applications to partial differential equations motivate this abstract approach.Communicated by I. GalliganiWork partially supported by MIUR (Ministero dell’ Istruzione, dell’ Università e dalla Ricerca), Project PRIN 2004011204 “Analisi Matematica nei Problemi Inversi,” and by the University of Bologna Funds for Selected Research Topics.     

Weak solutions for the fully hyperbolic phase-field system of conserved type

We consider a conserved phase-field system coupling two nonlinear hyperbolic integro-differential equations. The model results from the assumption that the material undergoing phase transition exhibits some thermal memory effects (cf. [15]) and that the response of the order parameter to the variation of the free-energy functional is delayed (cf. [10, 23]). We prove the existence of the solution to the corresponding initial-boundary value problem associated with the resulting PDE system and a (conditioned) continuous dependence estimate of the solution with respect to the data of the problem. This work is partially supported by the Italian Ministero dell’Istruzione, dell’Università e della Ricerca, PRIN no. 2004011204, Project Analisi Matematica nei Problemi Inversi     

Reservoir operations optimization via fuzzy criterion decision processes

In this paper, we propose the treatment of complex reservoir operation problems via our newly developed tool of fuzzy criterion decision processes. This novel approach has been shown to be a more flexible and useful analysis tool especially when it is desirable to incorporate an expert’s knowledge into the decision models. Additionally, it has been demonstrated that this form of decision models will usually result in an optimal solution, which guarantees the highest satisfactory degree. We provide a practical exemplification procedure for the models presented as well as an application example.     

A feasible-direction method for nonlinear constrained optimization

In this paper we describe and analyse a numerical method presented by Herskovits for the solution of the nonlinear programming problem with inequality constraints. We propose some new updating rules for the parameters of the algorithm and show that these rules are valid and efficient.

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Sunto In questo lavoro viene descritto e analizzato un metodo numerico proposto da Herskovits per la soluzione di problemi di minimo non lineari con vincoli di disuguaglianza. In particolare vengono proposte nuove regole per l’aggiornamento dei parametri dell’algoritmo e viene mostrato che tali regole sono valide ed efficienti.

     

Non-gaussian Test Models for Prediction and State Estimation with Model Errors

Turbulent dynamical systems involve dynamics with both a large dimensional phase space and a large number of positive Lyapunov exponents. Such systems are ubiquitous in applications in contemporary science and engineering where the statistical ensemble prediction and the real time filtering/state estimation are needed despite the underlying complexity of the system. Statistically exactly solvable test models have a crucial role to provide firm mathematical underpinning or new algorithms for vastly more complex scientific phenomena. Here, a class of statistically exactly solvable non-Gaussian test models is introduced, where a generalized Feynman-Kac formulation reduces the exact behavior of conditional statistical moments to the solution to inhomogeneous Fokker-Planck equations modified by linear lower order coupling and source terms. This procedure is applied to a test model with hidden instabilities and is combined with information theory to address two important issues in the contemporary statistical prediction of turbulent dynamical systems: the coarse-grained ensemble prediction in a perfect model and the improving long range forecasting in imperfect models. The models discussed here should be useful for many other applications and algorithms for the real time prediction and the state estimation.     

Modeling the coverage probability of a confidence interval on the among-group variance component in the unbalanced random one-way model

The coverage probability of an approximate confidence interval on the among-group variance component, σ _α ² , in a one-way random model is modeled using generalized linear models techniques. The purpose of the proposed modeling is to derive an empirical relationship between the coverage probability on one hand, andk, n., ?, and the model’s variance components on the other hand, wherek is the number of groups, n. is the total number of observations, and ? is a measure of imbalance for the design used. The latter quantities serve as control variables in the derived model, and the coverage probability is treated as the response variable. Contour plots generated from this model can be easily used to depict the effects of the control variables on the coverage probability. In particular, the plots are utilized to compare four methods for constructing approximate confidence intervals on σ _α ² . Additional advantages of the derived model include prediction of the coverage probability for a given method using only specified values of the control variables, and the determination of operating conditions that result in improved coverage probability within the region of interest.     

Existence theory for linearly elastic shells

We review existence and uniqueness results, recently obtained for three of the most important linear two-dimensional shell models: Koiter’s model, the bending model and the membrane model. They rely on a crucial lemma of J L Lions, used in an essential way for establishing in each case a generalized Korn’s inequality, which is then combined with a generalized rigid displacement lemma of a geometrical nature. Dedicated to the memory of Professor K G Ramanathan     

Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models

Single-index model is a potentially tool for multivariate nonparametric regression, generalizes both the generalized linear models(GLM) and the missing-link function problem in GLM. In this paper, we extend Cook’s local influence analysis to the penalized Gaussian likelihood estimator based on P-spline for the partially linear single-index model. Some influence measures, based on the minor perturbation of the model, are derived for the penalized least squares estimation. An illustrative example is also presented.     

Piecewise linear approximations in nonconvex nonsmooth optimization

We present a bundle type method for minimizing nonconvex nondifferentiable functions of several variables. The algorithm is based on the construction of both a lower and an upper polyhedral approximation of the objective function. In particular, at each iteration, a search direction is computed by solving a quadratic program aiming at maximizing the difference between the lower and the upper model. A proximal approach is used to guarantee convergence to a stationary point under the hypothesis of weak semismoothness. This research has been partially supported by the Italian “Ministero dell’Istruzione, dell’Università e della Ricerca”, under PRIN project Ottimizzazione Non Lineare e Applicazioni (20079PLLN7_003).     

A variational inequality with mixed boundary conditions

In this paper we study a variational inequality for a second order uniformly elliptic operator on a bounded domain, the solution of which is required to lie above a given obstacle and to assume assigned values on a part of the boundary of the domain. We are mainly concerned with the regularity of the solution in relation to the regularity of the data. During the preparation of the paper the authors were partially supported by the Italian Consiglio Nazionale delle Ricerche, the first as visiting professor at the Scuola Normale Superiore (Pisa) on deputation from the Tata Institute of Fundamental Research (Bombay) and the second through the Istituto per l’Elaborazione dell’Informazione (Pisa).     

The Gaussian approximation for multi-color generalized Friedman’s urn model

The generalized Friedman’s urn model is a popular urn model which is widely used in many disciplines.In particular,it is extensively used in treatment allocation schemes in clinical trials.In this paper,we show that both the urn composition process and the allocation proportion process can be approximated by a multi-dimensional Gaussian process almost surely for a multi-color generalized Friedman’s urn model with both homogeneous and non-homogeneous generating matrices.The Gaussian process is a solution of ...     

A fixed-center spherical separation algorithm with kernel transformations for classification problems

We consider a special case of the optimal separation, via a sphere, of two discrete point sets in a finite dimensional Euclidean space. In fact we assume that the center of the sphere is fixed. In this case the problem reduces to the minimization of a convex and nonsmooth function of just one variable, which can be solved by means of an “ad hoc” method in O(p log p) time, where p is the dataset size. The approach is suitable for use in connection with kernel transformations of the type adopted in the support vector machine (SVM) approach. Despite of its simplicity the method has provided interesting results on several standard test problems drawn from the binary classification literature. This research has been partially supported by the Italian “Ministero dell’Istruzione, dell’Università e della Ricerca Scientifica”, under PRIN project Numerical Methods for Global Optimization and for some classes of Nonsmooth Optimization Problems (2005017083.002).     

Asymptotic behaviour for electromagnetic fields in the ionosphere

We consider the linear theory of the Electromagnetism in the ionosphere characterized by a constitutive equation which associates the presence of memory effects with the actual action of the electric field. After studying the thermodynamic restrictions on the assumed constitutive equations, a domain of dependence inequality is derived. Then, asymptotic behaviour of solutions is studied together with uniqueness and existence theorems.

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Sunto In questo lavoro si studia la teoria lineare dell’elettromagnetismo nella ionosfera, caratterizzata da un’equazione costitutiva che associa la presenza di effetti di memoria all’azione attuale del campo elettrico. Dopo aver trattato le restrizioni termodinamiche all’equazione costitutiva prescelta, si dimostra l’esistenza di un dominio di dipendenza. Infine, si determina il comportamento asintotico delle soluzioni, nonché esistenza ed unicità delle stesse.

     

On the solvability of generalized Stokes equations in the spaces of periodic functions

The paper is concerned with the solvability theory of the generalized Stokes equations arising in the study of the motion of non-newtonian fluids.

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Sunto Il lavoro si occupa della teoria dell’esistenza di soluzioni per le equazioni generalizzate di Stokes motivate dallo studio del moto di fluidi non newtoniani.

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Dedicated to the memory of Professor S. N. Kruzhkov     

A non-commutative version of the first alexandroff decomposition theorem in ordered topological groups

In this paper we establish a decomposition theorem for a positive regular measure on an orthoalgebra with values in an ordered topological group not necessarily commutative. We deduce from it the A. D. Alexandroff’s classical first decomposition theorem and we discuss its uniqueness in the setting of metric spaces. This research is partially supported by the project Analisi Reale of Ministero dell’Università e della Ricerca Scientifica e Tecnologica (Italy) and by Gruppo Nazionale per l’Analisi Funzionale e Applicazioni (Italy).     

Green and Generalized Green’s Functionals of Linear Local and Nonlocal Problems for Ordinary Integro-differential Equations

A linear, completely nonhomogeneous, generally nonlocal, multipoint problem is investigated for a second-order ordinary integro-differential equation with generally nonsmooth coefficients, satisfying some general conditions like p-integrability and boundedness. A system of three integro-algebraic equations named the adjoint system is introduced for the solution. The solvability conditions are found by the solutions of the homogeneous adjoint system in an “alternative theorem”. A version of a Green’s functional is introduced as a special solution of the adjoint system. For the problem with a nontrivial kernel also a notion of a generalized Green’s functional is introduced by a projection operator defined on the space of solutions. It is also shown that the classical Green and Cauchy type functions are special forms of the Green’s functional. The author passed away in 2006 prior to publication of the article.     

Un’osservazione sulle classi metafiltrali

Sunto Si dimostrano alcuni risultati complementari a quelli di [1].

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Summary Some additional results to [1] are proved.

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Lavoro eseguito nell’ambito dell’attività del Comitato Nazionale per la Matematica del C.N.R. contratto 115218205174 (anno 1969).     

The Rogers–Selberg recursions, the Gordon–Andrews identities and intertwining operators

Using the theory of intertwining operators for vertex operator algebras we show that the graded dimensions of the principal subspaces associated to the standard modules for satisfy certain classical recursion formulas of Rogers and Selberg. These recursions were exploited by Andrews in connection with Gordon’s generalization of the Rogers–Ramanujan identities and with Andrews’ related identities. The present work generalizes the authors’ previous work on intertwining operators and the Rogers–Ramanujan recursion. 2000 Mathematics Subject Classification Primary—17B69, 39A13 S. Capparelli gratefully acknowledges partial support from MIUR (Ministero dell’Istruzione, dell’Università e della Ricerca). J. Lepowsky and A. Milas gratefully acknowledge partial support from NSF grant DMS-0070800.