Index theory of geometric Fredholm operators on varieties with isolated singularities

It sometimes happens that geometric elliptic differential operators on a noncompact Riemannian manifold are Fredholm. The smooth parts of singular algebraic varieties provide examples of complete and incomplete manifolds where this can happen. The indices of such operators often provide topological or geometric information about the singular variety. This paper shows that the operators of the title represent K homology elements and solves the index problem for these operators by exhibiting equivalent K homology cycles in topological form.This material is based upon work supported by the National Science Foundation under Grant No. DMS-8501513.     

Consolidation rates for two interacting systems in the plane

Summary This paper is a sequel of a paper of Cox and Griffeath “diffusive clustering in the two dimensional voter model”. We continue our study of the voter model and coalescing random walks on the two dimensional integer lattice. Some exact asymptotics concerning the rate of clustering in the former process and the coalescence rate of the latter are derived. We use these results to prove a limit law, announced in that earlier paper, concerning the size of the largest square centered at the origin which is of solid color at a large time t. Partially supported by the National Science Foundation under Grant DMS-831080 Partially supported by the National Science Foundation under Grant DMS-841317 Partially supported by the National Science Foundation under Grant DMS-830549     

Spectral conditioning and pseudospectral growth

Using the language of pseudospectra, we study the behavior of matrix eigenvalues under two scales of matrix perturbation. First, we relate Lidskii’s analysis of small perturbations to a recent result of Karow on the growth rate of pseudospectra. Then, considering larger perturbations, we follow recent work of Alam and Bora in characterizing the distance from a given matrix to the set of matrices with multiple eigenvalues in terms of the number of connected components of pseudospectra. J. V. Burke’s research was supported in part by National Science Foundation Grant DMS-0505712. A. S. Lewis’s research was supported in part by National Science Foundation Grant DMS-0504032. M. L. Overton’s research was supported in part by National Science Foundation Grant DMS-0412049.     

A robust sequential quadratic programming method

The sequential quadratic programming method developed by Wilson, Han and Powell may fail if the quadratic programming subproblems become infeasible, or if the associated sequence of search directions is unbounded. This paper considers techniques which circumvent these difficulties by modifying the structure of the constraint region in the quadratic programming subproblems. Furthermore, questions concerning the occurrence of an unbounded sequence of multipliers and problem feasibility are also addressed.Work supported in part by the National Science Foundation under Grant No. DMS-8602399 and by the Air Force Office of Scientific Research under Grant No. ISSA-860080.Work supported in part by the National Science Foundation under Grant No. DMS-8602419.     

On decoupling,series expansions,and tail behavior of chaos processes

Some important aspects of chaos random variables such as decoupling, an almost sure representation (a Karhunen-Loeve expansion) and integrability are discussed here, the first being a tool for, and the third as a consequence of, the second. The main goal in this note is to learn about the structure of the limit laws ofU-processes.Research partially supported by National Science Foundation Grant No. DMS-9000132 and University of Connecticut Grant No. G12-913501.     

Verifiability and strong verifiability

Research supported by National Science Foundation Grant No. DMS-8908670.     

A nonconforming finite element method for a two-dimensional curl–curl and grad-div problem

A numerical method for a two-dimensional curl–curl and grad-div problem is studied in this paper. It is based on a discretization using weakly continuous P ₁ vector fields and includes two consistency terms involving the jumps of the vector fields across element boundaries. Optimal convergence rates (up to an arbitrary positive ) in both the energy norm and the L ₂ norm are established on graded meshes. The theoretical results are confirmed by numerical experiments. The work of the first author was supported in part by the National Science Foundation under Grant No. DMS-03-11790 and by the Humboldt Foundation through her Humboldt Research Award. The work of the third author was supported in part by the National Science Foundation under Grant No. DMS-06-52481.     

Index theory on locally homogeneous spaces

We describe how the equivariant K homology class of an invariant elliptic operator on a homogeneous space of a linear semisimple Lie group determines the L ²-index of the associated operator on a finite volume locally homogeneous space. The machinery of equivariant K homology and of KK theory can be used to prove theorems about L ²-indices. We give an application motivated by the problem of calculating multiplicities of subrepresentations of quasi-regular representations.Supported by the National Science Foundation under Grant No. DMS-8903472.Supported by the National Science Foundation under Grant No. DMS-8901436.     

Q-Learning Algorithms with Random Truncation Bounds and Applications to Effective Parallel Computing

Motivated by an important problem of load balancing in parallel computing, this paper examines a modified algorithm to enhance Q-learning methods, especially in asynchronous recursive procedures for self-adaptive load distribution at run-time. Unlike the existing projection method that utilizes a fixed region, our algorithm employs a sequence of growing truncation bounds to ensure the boundedness of the iterates. Convergence and rates of convergence of the proposed algorithm are established. This class of algorithms has broad applications in signal processing, learning, financial engineering, and other related fields. G. Yin’s research was supported in part by the National Science Foundation under Grants DMS-0603287 and DMS-0624849 and in part by the National Security Agency under Grant MSPF-068-029. C.Z. Xu’s research was supported in part by the National Science Foundation under Grants CCF-0611750, DMS-0624849, CNS-0702488, and CRI-0708232. L.Y. Wang’s research was supported in part by the National Science Foundation under Grants ECS-0329597 and DMS-0624849 and by the Michigan Economic Development Council.     

On the distribution of imaginary parts of zeros of the Riemann zeta function,II

We continue our investigation of the distribution of the fractional parts of αγ, where α is a fixed non-zero real number and γ runs over the imaginary parts of the non-trivial zeros of the Riemann zeta function. We establish some connections to Montgomery’s pair correlation function and the distribution of primes in short intervals. We also discuss analogous results for a more general L-function. The first author is supported by National Science Foundation Grant DMS-0555367. The second author is partially supported by the National Science Foundation and the American Institute of Mathematics (AIM). The third author is supported by National Science Foundation Grant DMS-0456615.     

Gaining efficiency via weighted estimators for multivariate failure time data

Multivariate failure time data arise frequently in survival analysis. A commonly used technique is the working independence estimator for marginal hazard models. Two natural questions are how to improve the efficiency of the working independence estimator and how to identify the situations under which such an estimator has high statistical efficiency. In this paper, three weighted estimators are proposed based on three different optimal criteria in terms of the asymptotic covariance of weighted estimators. Simplified close-form solutions are found, which always outperform the working independence estimator. We also prove that the working independence estimator has high statistical efficiency, when asymptotic covariance of derivatives of partial log-likelihood functions is nearly exchangeable or diagonal. Simulations are conducted to compare the performance of the weighted estimator and working independence estimator. A data set from Busselton population health surveys is analyzed using the proposed estimators. This work was supported by National Natural Science Foundation of China (Grant No. 10628104), Fan was also supported by National Institutes of Health (Grant No. R01-GM072611) and Natural Science Foundation (Grant No. DMS-0714554), Zhou was supported by National Natural Science Funds for Distinguisheel Young Scholar (Grant No. 70825004), National Natural Science Foundation of China (Grant Nos. 10731010, 10628104), the National Basic Research Program (Grant No. 2007CB814902), Creative Research Groups of China (Grant No. 10721101) and Leading Academic Disipline Program, the 10 ^th five year plan of 211 Project for Shanghai University of Finance and Economics (the 3 ^rd phase), Cai was supported by National Institutes of Health (Grant No. R01-HL57444)     

Convergence of Newton‘’s Method and Uniqueness of the Solution of Equations in Banach SpacesⅡ

Some results on convergence of Newton‘s method in Banach spaces are established under the assumption that the derivative of the opderators satisfies the radius or center Lipschitz condition with a weak L average.     

Applications of a new space-partitioning technique

We present several applications of a recent space-partitioning technique of Chazelle, Sharir, and Welzl (Proceedings of the 6th Annual ACM Symposium on Computational Geometry, 1990, pp. 23–33). Our results include efficient algorithms for output-sensitive hidden surface removal, for ray shooting in two and three dimensions, and for constructing spanning trees with low stabbing number.Work on this paper has been supported by DIMACS, an NSF Science and Technology Center, under Grant STC-88-09684. The second author has been supported by Office of Naval Research Grants N00014-89-J-3042 and N00014-90-J-1284, by National Science Foundation Grant CCR-89-01484, and by grants from the U.S.-Israeli Binational Science Foundation, the Fund for Basic Research administered by the Israeli Academy of Sciences, and the G.I.F., the German-Israeli Foundation for Scientific Research and Development.     

The empirical behavior of sampling methods for stochastic programming

We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed software tool executing on a computational grid to solve many large instances of these problems, allowing us to obtain high-quality solutions and to verify optimality and near-optimality of the computed solutions in various ways. Research supported by the Mathematical, Information, and Computational Sciences Division subprogram of the Office of Advanced Scientific Computing Research, U.S. Department of Energy, under Contract W-31-109-Eng-38, and by the National Science Foundation under Grant 9726385. Research supported by the Mathematical, Information, and Computational Sciences Division subprogram of the Office of Advanced Scientific Computing Research, U.S. Department of Energy, under Contract W-31-109-Eng-38, and by the National Science Foundation under Grant DMS-0073770. Research supported by the Mathematical, Information, and Computational Sciences Division subprogram of the Office of Advanced Scientific Computing Research, U.S. Department of Energy, under Contract W-31-109-Eng-38, and by the National Science Foundation under Grants 9726385 and 0082065.     

Large regular graphs with no induced 2K 2

Letr be a positive integer. Considerr-regular graphs in which no induced subgraph on four vertices is an independent pair of edges. The numberv of vertices in such a graph does not exceed 5r/2; this proves a conjecture of Bermond. More generally, it is conjectured that ifv>2r, then the ratiov/r must be a rational number of the form 2+1/(2k). This is proved forv/r≥21/10. The extremal graphs and many other classes of these graphs are described and characterized. Research supported in part by the National Science Foundation under ISP 80110451. Research supported in part by the National Science Foundation under DMS-8401281. Research supported in part by the National Science Foundation under DMS-8504322, and by the Office of Naval Research under N00014-85K0570.     

Limit theorems for sums of dependent random variables occurring in statistical mechanics

Summary By the use of conditioning, we extend previously obtained results on the asymptotic behavior of partial sums for certain triangular arrays of dependent random variables, known as Curie-Weiss models. These models arise naturally in statistical mechanics. The relation of these results to multiple phases, metastable states, and other physical phenomena is explained.Alfred P. Sloan Research Fellow. Research supported in part by National Science Foundation Grant MPS 76-06644A01Alfred P. Sloan Research Fellow. Research supported in part by National Science Foundation Grant MCS 77-20683 and by U.S.-Israel Binational Science FoundationResearch supported in part by National Science Foundation Grant PHY77-02172     

k-sets and random hulls

We re-examine the probabilistic analysis of Clarkson and Shor [5] involvingk-sets of point sets and related structures. By studying more carefully the equations that they derive, we are able to obtain refined analysis of these quantities, which lead to a collection of interesting relationships involvingk-sets, convex hulls of random samples, and generalizations of these constructs.Work on this paper has been supported by Office of Naval Research Grant N00014-89-J-3042 and N00014-90-J-1284, by National Science Foundation Grant CCR-89-01484, and by grants from the U.S.-Israeli Binational Science Foundation, the Fund for Basic Research administered by the Israeli Academy of Sciences, and the G.I.F., the German-Israeli Foundation for Scientific Research and Development.     

Variable metric gradient projection processes in convex feasible sets defined by nonlinear inequalities

A capture-convergence rate theorem is proved for variable metric gradient projection processes near nonsingular local minimizers in convex feasible sets defined by nonlinear inequalities in a real Hilbert spaceX. The minimizers in question satisfy standard Kuhn-Tucker second-order sufficient conditions for local optimality.Investigation partially supported by National Science Foundation Research Grant No. DMS-85-03746.     

Nonparametric tests for bounds on the derivative of a regression function

We consider two tests of the null hypothesis that the k-th derivative of a regression function is uniformly bounded by a specified constant. These tests can be used to study the shape of the regression function. For instance, we can test for convexity of the regression function by setting k=2 and the constant equal to zero. Our tests are based on k-th order divided difference of the observations. The asymptotic distribution and efficacies of these tests are computed and simulation results presented.Research supported by Natural Sciences and Engineering Research Council of Canada Grant OGP0007969.Research supported by National Science Foundation Grant DMS-9306738.     

Generalized Polar Decompositions for Closed Operators in Hilbert Spaces and Some Applications

We study generalized polar decompositions of densely defined closed linear operators in Hilbert spaces and provide some applications to relatively (form) bounded and relatively (form) compact perturbations of self-adjoint, normal, and m-sectorial operators. Based upon work partially supported by the US National Science Foundation under Grant Nos. DMS-0400639 and FRG-0456306, and the Austrian Science Fund (FWF) under Grant No. Y330.