Electrochromic Variation of the Infrared Emissivity in Tungsten Oxide Compounds

The so-called plastic technology first developed for the Li-based batteries leads to a new flexible infrared modulator. Orthorhombic monohydrated tungsten oxide (o-WO³ · H₂O) is used as the active insertion element in the LiCoO₂/o-WO³ · H₂O system. To prevent its degradation under air moisture, the device is protected with hermetic plastic and a window. Measurements of the reflectivity values indicate a very good contrast between the bleached and colored states for the first insertion (about 50% contrast in the 2.5–15 μm range), but the contrast between the inserted and de-inserted states is only about 30%. Optical properties follow quite well Drude mechanism.     

Multidimensional weighted Opial inequalities

In this article we produce Opial-type weighted multidimensional inequalities over balls and arbitrary smooth bounded domains. The inequalities are sharp. The functions under consideration vanish on the boundary.     

Monotone corrections for generic cell-centered finite volume approximations of anisotropic diffusion equations

We present a nonlinear technique to correct a general finite volume scheme for anisotropic diffusion problems, which provides a discrete maximum principle. We point out general properties satisfied by many finite volume schemes and prove the proposed corrections also preserve these properties. We then study two specific corrections proving, under numerical assumptions, that the corresponding approximate solutions converge to the continuous one as the size of the mesh tends to zero. Finally we present numerical results showing that these corrections suppress local minima produced by the original finite volume scheme.     

Moderate deviations for martingale differences and applications to φ -mixing sequences

For a R d -valued sequence of martingale differences { m k } k S 1 , we obtain a moderate deviation principle for the sequence of partial sums { Z n ( t ) 1 ~ k =1 [ nt ] m k / b n , t ] [0,1]}, in the space of càdlàg functions equipped with the Skorohod topology, under the following conditions: a Chen-Ledoux type condition, an exponential convergence in probability of the associated quadratic variation process of the martingale, and a condition of "Lindeberg" type. For the small jumps of Z n (·), we apply the general result of Puhalskii [Puhalskii, A. (1994). "Large deviations of semimartingales via convergence of the predictable characteristics". Stoch. Stoch. Rep. , 49 , pp. 27-85]. Following the method of Ledoux [Ledoux, M. (1992). "Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi". Ann. Inst. H. Poincaré , 28 , pp. 267-280] and Arcones [Arcones, A. (1999). "The large deviation principle for stochastic processes", Submitted for publication], we prove that the large jumps part of Z n (·) is negligible in the sense of the moderate deviations. One can regard our result as an extension to martingale differences, of the beautiful characterization of moderate deviations for i.i.d.r.v. case due to Chen [Chen, X. (1991). "The moderate deviations of independent vectors in Banach space". Chin. J. Appl. Probab. Stat. , 7 , pp. 124-32] and Ledoux [Ledoux, M. (1992). "Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi". Ann. Inst. H. Poincaré , 28 , pp. 267-280]. Using the Gordin [Gordin, M.I. (1969). "The central limit theorem for stationary processes". Soviet Math. Dokl. , 10 , pp. 1174-1176] decomposition, the martingale result is applied to prove the moderate deviation principle for a wide class of stationary { -mixing sequences of random variables.     

Optimal posting price of limit orders: learning by trading

We model a trader interacting with a continuous market as an iterative algorithm that adjusts limit prices at a given rhythm and propose a procedure to minimize trading costs. We prove the $a.s.$ convergence of the algorithm under assumptions on the cost function and give some practical criteria on model parameters to ensure that the conditions to use the algorithm are met (notably, using the co-monotony principle). We illustrate our results with numerical experiments on both simulated and market data.     

Efficient portfolios in financial markets with proportional transaction costs

In this article, we characterize efficient portfolios, i.e. portfolios which are optimal for at least one rational agent, in a very general multi-currency financial market model with proportional transaction costs. In our setting, transaction costs may be random, time-dependent, have jumps and the preferences of the agents are modeled by multivariate expected utility functions. We provide a complete characterization of efficient portfolios, generalizing earlier results of Dybvig (Rev Financ Stud 1:67–88, 1988) and Jouini and Kallal (J Econ Theory 66: 178–197, 1995). We basically show that a portfolio is efficient if and only if it is cyclically anticomonotonic with respect to at least one consistent price system that prices it. Finally, we introduce the notion of utility price of a given contingent claim as the minimal amount of a given initial portfolio allowing any agent to reach the claim by trading, and give a dual representation of it as the largest proportion of the market price necessary for all agents to reach the same expected utility level.     

Conceptualizing inquiry-based education in mathematics

The terms inquiry-based learning and inquiry-based education have appeared with increasing frequency in educational policy and curriculum documents related to mathematics and science education over the past decade, indicating a major educational trend. We go back to the origin of inquiry as a pedagogical concept in the work of Dewey (e.g. 1916, 1938) to analyse and discuss its migration to science and mathematics education. For conceptualizing inquiry-based mathematics education (IBME) it is important to analyse how this concept resonates with already well-established theoretical frameworks in mathematics education. Six such frameworks are analysed from the perspective of inquiry: the problem-solving tradition, the theory of didactical situations, the realistic mathematics education programme, the mathematical modelling perspective, the anthropological theory of didactics, and the dialogical and critical approach to mathematics education. In an appendix these frameworks are illustrated with paradigmatic examples of teaching activities with inquiry elements. The paper is rounded off with a list of ten concerns for the development and implementation of IBME.     

Variable Selection in Varying-Coefficient Models Using P-Splines

In this article, we consider nonparametric smoothing and variable selection in varying-coefficient models. Varying-coefficient models are commonly used for analyzing the time-dependent effects of covariates on responses measured repeatedly (such as longitudinal data). We present the P-spline estimator in this context and show its estimation consistency for a diverging number of knots (or B-spline basis functions). The combination of P-splines with nonnegative garrote (which is a variable selection method) leads to good estimation and variable selection. Moreover, we consider APSO (additive P-spline selection operator), which combines a P-spline penalty with a regularization penalty, and show its estimation and variable selection consistency. The methods are illustrated with a simulation study and real-data examples. The proofs of the theoretical results as well as one of the real-data examples are provided in the online supplementary materials.     

Cocharacters of Bilinear Mappings and Graded Matrices

Let M _k (F) be the algebra of k ×k matrices over a field F of characteristic 0. If G is any group, we endow M _k (F) with the elementary grading induced by the k-tuple (1,...,1,g) where g?∈?G, g ²?≠?1. Then the graded identities of M _k (F) depending only on variables of homogeneous degree g and g ^???1 are obtained by a natural translation of the identities of bilinear mappings (see Bahturin and Drensky, Linear Algebra Appl 369:95–112, 2003). Here we study such identities by means of the representation theory of the symmetric group. We act with two copies of the symmetric group on a space of multilinear graded polynomials of homogeneous degree g and g ^???1 and we find an explicit decomposition of the corresponding graded cocharacter into irreducibles.     

A collocation method for the numerical solution of a two dimensional integral equation using a quadratic spline quasi-interpolant

In this paper, we propose an interesting method for approximating the solution of a two dimensional second kind equation with a smooth kernel using a bivariate quadratic spline quasi-interpolant (abbr. QI) defined on a uniform criss-cross triangulation of a bounded rectangle. We study the approximation errors of this method together with its Sloan’s iterated version and we illustrate the theoretical results by some numerical examples.