Cooperative and Non-Cooperative Differential Game Solutions to an Investment and Pricing Problem

A monopoly possesses a finite stock of a resource and wishes to determine an optimal pricing policy. The competitive fringe invests in production capacity and wishes to select an optimal investment rate. Demand towards the monopoly depends on price as well as on the sales rate of the competition. Modelling the situation as a differential game, non-cooperative (Nash and Stackelberg) and cooperative (Pareto) equilibria are determined. Owing to the special structure of the game, these solutions can be found in closed form.     

Mixed Variational Principles and Robust Finite Element Design of Gradient Plasticity at Finite Strains

The modeling of size effects in elastic-plastic solids, such as the width of shear bands or the grain size dependence in polycrystals, must be based on non-standard theories which incorporate length-scales. This is achieved by models of strain gradient plasticity, incorporating spatial gradients of selected micro-structural fields which describe the evolving dissipative mechanisms. The key aspect of this work is to provide a rigorous incremental variational formulation and mixed finite element design of additive finite gradient plasticity in the logarithmic strain space. We start from a mixed saddle point principle for metric-type plasticity, which is specified for the important model problem of isochoric plasticity with gradient-extended hardening/softening response. To this end, we propose a novel finite element design of the coupled problem incorporating a local-global solution strategy of short- and long-range fields. This includes several new aspects, such as extended Q1P0-type and MINI-type finite elements for gradient plasticity [4]. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The Coding Complexity of Lévy Processes

We introduce a new coding scheme for general real-valued Lévy processes and control its performance with respect to L _p [0,1]-norm distortion under different complexity constraints. We also establish lower bounds that prove the optimality of our coding scheme in many cases.      

The Loewner differential equation and slit mappings

We show that the Loewner equation generates slits if the driving term is Hölder continuous with exponent 1/2 and small norm and that this is best possible.

     

Hybrid cross approximation of integral operators

The efficient treatment of dense matrices arising, e.g., from the finite element discretisation of integral operators requires special compression techniques. In this article we use the -matrix representation that approximates the dense stiffness matrix in admissible blocks (corresponding to subdomains where the underlying kernel function is smooth) by low-rank matrices. The low-rank matrices are assembled by a new hybrid algorithm (HCA) that has the same proven convergence as standard interpolation but also the same efficiency as the (heuristic) adaptive cross approximation (ACA).     

High resolution quantization and entropy coding of jump processes

We study the quantization problem for certain types of jump processes. The probabilities for the number of jumps are assumed to be bounded by Poisson weights. Otherwise, jump positions and increments can be rather generally distributed and correlated. We show in particular that in many cases entropy coding error and quantization error have distinct rates. Finally, we investigate the quantization problem for the special case of R^d${\mathbb{R}}^d$-valued compound Poisson processes.     

Measurements of edge-uncolorability

Cubic bridgeless graphs with chromatic index four are called uncolorable. We introduce parameters measuring the uncolorability of those graphs and relate them to each other. For k=2,3, let c_k be the maximum size of a k-colorable subgraph of a cubic graph G=(V,E). We consider r₃=|E|−c₃ and . We show that on one side r₃ and r₂ bound each other, but on the other side that the difference between them can be arbitrarily large. We also compare them to the oddness ω of G, the smallest possible number of odd circuits in a 2-factor of G. We construct cyclically 5-edge connected cubic graphs where r₃ and ω are arbitrarily far apart, and show that for each 1c<2 there is a cubic graph such that ωcr₃. For k=2,3, let ζ_k denote the largest fraction of edges that can be k-colored. We give best possible bounds for these parameters, and relate them to each other.     

A priori error estimates for a mixed finite element discretization of the Richards’ equation

Summary. A mixed finite element discretization is applied to Richards equation, a nonlinear, possibly degenerate parabolic partial differential equation modeling water flow through porous medium. The equation is considered in its pressure formulation and includes both variably and fully saturated flow regime. Characteristic for such problems is the lack in regularity of the solution. To handle this we use a time-integrated scheme. We analyze the scheme and present error estimates showing its convergence.Mathematics Subject Classification (2000): 65M12, 65M60, 76S05, 35K65Acknowledgments. We would like to thank Markus Bause for very useful discussions and suggestions.     

Variation of the conformal radius

We study the change of the conformal radiusr(U) of a simply connected planar domainU versus the subdomainU _ε consisting of the points of distance at least ε to ∂U. We show that the smallest exponent λ such thatr(U)-r(U _t)=0(e ^λ) satisfies 0.59<λ<0.91. We also show that a well-known conjecture implies . Partially supported by NSF Grant DMS-9970398.     

Universal Toda brackets of ring spectra

We construct and examine the universal Toda bracket of a highly structured ring spectrum . This invariant of is a cohomology class in the Mac Lane cohomology of the graded ring of homotopy groups of which carries information about and the category of -module spectra. It determines for example all triple Toda brackets of and the first obstruction to realizing a module over the homotopy groups of by an -module spectrum.

For periodic ring spectra, we study the corresponding theory of higher universal Toda brackets. The real and complex -theory spectra serve as our main examples.