Nonlinear and multiplicative inequalities in Sobolev spaces associated with Lie algebras

This paper is devoted to multiplicative inequalities in some generalized Sobolev spaces associated with Lie algebras. These Lie algebras are generated by the differential operator of variable coefficients or by pseudo-differential operators having non-regular symbols. Under geometrical assumptions we show that the norms of two suitable classes of generalized Sobolev spaces are equivalent. This leads to the proof that the composition operator u→|u|^p$u\to {\left|u\right|}^p$ acts on such spaces.     

A bound on the scrambling index of a primitive matrix using Boolean rank

The scrambling index of an n×n primitive matrix A is the smallest positive integer k such that A^k(A^t)^k=J, where A^t denotes the transpose of A and J denotes the n×n all ones matrix. For an m×n Boolean matrix M, its Boolean rank b(M) is the smallest positive integer b such that M=AB for some m×b Boolean matrix A and b×n Boolean matrix B. In this paper, we give an upper bound on the scrambling index of an n×n primitive matrix M in terms of its Boolean rank b(M). Furthermore we characterize all primitive matrices that achieve the upper bound.     

The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance

Estimating financial risk is a critical issue for banks and insurance companies. Recently, quantile estimation based on extreme value theory (EVT) has found a successful domain of application in such a context, outperforming other methods. Given a parametric model provided by EVT, a natural approach is maximum likelihood estimation. Although the resulting estimator is asymptotically efficient, often the number of observations available to estimate the parameters of the EVT models is too small to make the large sample property trustworthy. In this paper, we study a new estimator of the parameters, the maximum Lq-likelihood estimator (MLqE), introduced by Ferrari and Yang (Estimation of tail probability via the maximum Lq-likelihood method, Technical Report 659, School of Statistics, University of Minnesota, 2007 ). We show that the MLqE outperforms the standard MLE, when estimating tail probabilities and quantiles of the generalized extreme value (GEV) and the generalized Pareto (GP) distributions. First, we assess the relative efficiency between the MLqE and the MLE for various sample sizes, using Monte Carlo simulations. Second, we analyze the performance of the MLqE for extreme quantile estimation using real-world financial data. The MLqE is characterized by a distortion parameter q and extends the traditional log-likelihood maximization procedure. When q→1, the new estimator approaches the traditional maximum likelihood estimator (MLE), recovering its desirable asymptotic properties; when q ≠ 1 and the sample size is moderate or small, the MLqE successfully trades bias for variance, resulting in an overall gain in terms of accuracy (mean squared error).      

Tangential Interpolation in Weighted Vector-valued H p Spaces, with Applications

In this paper, norm estimates are obtained for the problem of minimal-norm tangential interpolation by vector-valued analytic functions in weighted H^p spaces, expressed in terms of the Carleson constants of related scalar measures. Applications are given to the notion of p-controllability properties of linear semigroup systems and controllability by functions in certain Sobolev spaces.     

Classifying smooth lattice polytopes via toric fibrations

We show that any smooth Q-normal lattice polytope P of dimension n and degree d is a strict Cayley polytope if n?2d+1. This gives a sharp answer, for this class of polytopes, to a question raised by V.V. Batyrev and B. Nill.     

Evolution of Nonlinear Sloshing in a Tank Near Half the Fundamental Resonance

This article describes the evolution of shallow water waves in a tank that is closed at one end and is periodically forced at half the fundamental frequency at the other end. The nonlinear response occurs at the same order as the linear response and is governed by a forced Korteweg–de Vries ( K dV ) equation. Unlike the corresponding problem for a gas (or the hydraulic limit), there may be nonperiodic (beating) solutions and multiple steady solutions for the same frequency. The addition of a component at the fundamental frequency to the piston input can be used to cancel the nonlinear effects and leave only the linear response in the steady state.     

Parseval Frames Built Up from Generalized Shift-Invariant Systems

Wavelet systems, and many of its generalizations such as wavelet packets, shearlets, and composite dilation wavelets are generalized shift-invariant systems (GSI) in the sense of the work by Ron and Shen. It is well known that a wavelet system is never Z-shift invariant (SI). Nevertheless, one can modify it and construct a Z-SI system, called a quasi-affine system, which shares most of the frame properties of the wavelet system. The analogue of a quasi-affine system for a GSI system is called an oblique oversampling: it is shift invariant with respect to a fixed lattice. Assumptions on a GSI system X were given by Ron and Shen to ensure that any oblique oversampling is a Parseval frame for ${L^2(\mathbb{R}^n)}$ whenever X is. We show that these assumptions are not satisfied for some of the wavelet generalizations mentioned above and that elements implicit in their work provide other sufficient conditions on the system under which any oblique oversampling is a Parseval frame for ${L^2(\mathbb{R}^n)}$ (shift invariant with respect to a fixed lattice). Moreover, in the orthonormal setting it is shown that completeness yields a shift-invariant Parseval frame for suitable proper subspaces of ${L^2(\mathbb{R}^n)}$ , too.     

An optimization problem with volume constraint for a degenerate quasilinear operator

We consider the optimization problem of minimizing with a constraint on the volume of {u>0}. We consider a penalization problem, and we prove that for small values of the penalization parameter, the constrained volume is attained. In this way we prove that every solution u is locally Lipschitz continuous and that the free boundary, ∂{u>0}∩Ω, is smooth.