Analytic surface germs with minimal Pythagoras number

We determine all complete intersection surface germs whose Pythagoras number is 2, and find that they are all embedded in ³ and have the property that every positive semidefinite analytic function germ is a sum of squares of analytic function germs. In addition, we discuss completely these properties for mixed surface germs in ³. Finally, we find in higher embedding dimension three different families with these same properties. Partially supported by DGICYT, BFM2002-04797 and HPRN-CT-2001-00271 Mathematical Subject Classification (2000): 11E25, 14P15.An erratum to this article can be found at     

From a Nonlinear, Nonconvex Variational Problem to a Linear, Convex Formulation

   Abstract. We propose a general approach to deal with nonlinear, nonconvex variational problems based on a reformulation of the problem resulting in an optimization problem with linear cost functional and convex constraints. As a first step we explicitly explore these ideas to some one-dimensional variational problems and obtain specific conclusions of an analytical and numerical nature.     

Parallel Newton Two-Stage Multisplitting Iterative Methods for Nonlinear Systems

Parallel Newton two-stage iterative methods to solve nonlinear systems are studied. These algorithms are based on both the multisplitting technique and the two-stage iterative methods. Convergence properties of these methods are studied when the Jacobian matrix is either monotone or an H-matrix. Furthermore, in order to illustrate the performance of the algorithms studied, computational results about these methods on a distributed memory multiprocessor are discussed.This revised version was published online in October 2005 with corrections to the Cover Date.     

Principes de grandes déviations pour des processus de « coarse graining »

We improve the Large Deviations Principle satisfied by a Coarse Grained process already analyzed by Boucher, Ellis and Turkington [Ann. Probab. 27 (1999) 297–324]. To cite this article: J. Trashorras, C. R. Acad. Sci. Paris, Ser. I 336 (2003).     

A risk model driven by Lévy processes

We present a general risk model where the aggregate claims, as well as the premium function, evolve by jumps. This is achieved by incorporating a Lévy process into the model. This seeks to account for the discrete nature of claims and asset prices. We give several explicit examples of Lévy processes that can be used to drive a risk model. This allows us to incorporate aggregate claims and premium fluctuations in the same process. We discuss important features of such processes and their relevance to risk modeling. We also extend classical results on ruin probabilities to this model. Copyright © 2003 John Wiley & Sons, Ltd.     

Consistent Initialization for Nonlinear Index-2 Differential–Algebraic Equation: Large Sparse Systems in MATLAB

An important component of any initial-value solver for higher-index differential–algebraic equations consists in the computation of consistent initial values. In a recent paper [5], an algorithm is proposed which is applicable to a very general class of index-2 systems. Unfortunately, the computational expense is rather high. We present a modification of this approach, which gives rise to a MATLAB implementation capable of handling systems of moderate dimension (several thousands of unknowns). The algorithm is illustrated by examples.     

There exist no 2-type surfaces in E 3 which are images under stereographic projection of minimal surfaces in S 3

In this paper we deal with the following particular case of a weaker conjecture by B. Y. Chen: Are there 2-type Willmore surfaces in E ³? In particular we prove that the above question has a negative answer when the surface is the image under stereographic projection of a minimal surface in S ³.     

Traveling salesman games

In this paper we discuss the problem of how to divide the total cost of a round trip along several institutes among the institutes visited. We introduce two types of cooperative games—fixed-route traveling salesman games and traveling salesman games—as a tool to attack this problem. Under very mild conditions we prove that fixed-route traveling salesman games have non-empty cores if the fixed route is a solution of the classical traveling salesman problem. Core elements provide us with fair cost allocations. A traveling salesman game may have an empty core, even if the cost matrix satisfies the triangle inequality. In this paper we introduce a class of matrices defining TS-games with non-empty cores.     

Well posed cauchy problems for complex nonlinear equations must be semilinear

The first author was supported in part by CNPq