Reliability and expectation bounds for coherent systems with exchangeable components

Sharp upper and lower bounds are obtained for the reliability functions and the expectations of lifetimes of coherent systems based on dependent exchangeable absolutely continuous components with a given marginal distribution function, by use of the concept of Samaniego's signature. We first show that the distribution of any coherent system based on exchangeable components with absolutely continuous joint distribution is a convex combination of distributions of order statistics (equivalent to the k-out-of-n systems) with the weights identical with the values of the Samaniego signature of the system. This extends the Samaniego representation valid for the case of independent and identically distributed components. Combining the representation with optimal bounds on linear combinations of distribution functions of order statistics from dependent identically distributed samples, we derive the corresponding reliability and expectation bounds, dependent on the signature of the system and marginal distribution of dependent components. We also present the sequences of exchangeable absolutely continuous joint distributions of components which attain the bounds in limit. As an application, we obtain the reliability bounds for all the coherent systems with three and four exchangeable components, expressed in terms of the parent marginal reliability function and specify the respective expectation bounds for exchangeable exponential components, comparing them with the lifetime expectations of systems with independent and identically distributed exponential components.     

A Hilbert Space Approach to Bounded Analytic Interpolation

We generalize several results on bounded analytic interpolation of Fitzgerald and Horn, which work by majorization by positive definite kernels, to the cases of several complex variables and operator-valued interpolation. Using a lemma of Kolmogorov, we complement a simplification due to Szafraniec in the proofs of the theorems. Received: November 21, 2006. Accepted: August 03, 2007.     

Fonctions qui opèrent sur les espaces de Besov

Sans résumé

---

     

Ambient connections realising conformal Tractor holonomy

For a conformal manifold we introduce the notion of an ambient connection, an affine connection on an ambient manifold of the conformal manifold, possibly with torsion, and with conditions relating it to the conformal structure. The purpose of this construction is to realise the normal conformal Tractor holonomy as affine holonomy of such a connection. We give an example of an ambient connection for which this is the case, and which is torsion free if we start the construction with a C-space, and in addition Ricci-flat if we start with an Einstein manifold. Thus, for a C-space this example leads to an ambient metric in the weaker sense of Čap and Gover, and for an Einstein space to a Ricci-flat ambient metric in the sense of Fefferman and Graham. Current address for first author: Erwin Schr?dinger International Institute for Mathematical Physics (ESI), Boltzmanngasse 9, 1090 Vienna, Austria Current address for second author: Department of Mathematics, University of Hamburg, Bundesstra?e 55, 20146 Hamburg, Germany     

Affine threefolds whose log canonical bundles are not numerically effective

Let X?(T,D) be a compactification of an affine 3-fold X into a smooth projective 3-fold T such that the (reduced) boundary divisor D is SNC. In this paper, as an affine counterpart to the work due to S. Mori (cf. [S. Mori, Threefolds whose canonical bundles are not numerically effective, Ann. of Math. 116 (1982) 133-176]), we shall classify (K+D)-negative extremal rays on T. In particular, if such an extremal ray R=R₊[C] intersects K non-negatively, we shall describe the log flips and divisorial contractions appearing explicitly.     

A fictitious domain approach to the numerical solution of PDEs in stochastic domains

We present an efficient method for the numerical realization of elliptic PDEs in domains depending on random variables. Domains are bounded, and have finite fluctuations. The key feature is the combination of a fictitious domain approach and a polynomial chaos expansion. The PDE is solved in a larger, fixed domain (the fictitious domain), with the original boundary condition enforced via a Lagrange multiplier acting on a random manifold inside the new domain. A (generalized) Wiener expansion is invoked to convert such a stochastic problem into a deterministic one, depending on an extra set of real variables (the stochastic variables). Discretization is accomplished by standard mixed finite elements in the physical variables and a Galerkin projection method with numerical integration (which coincides with a collocation scheme) in the stochastic variables. A stability and convergence analysis of the method, as well as numerical results, are provided. The convergence is “spectral” in the polynomial chaos order, in any subdomain which does not contain the random boundaries.     

Prime Fano threefolds and integrable systems

For a general K3 surface S of genus g, with 2 ≤ g ≤ 10, we prove that the intermediate Jacobians of the family of prime Fano threefolds of genus g containing S as a hyperplane section, form generically an algebraic completely integrable Hamiltonian system. The first author is partially supported by grant MI1503/2005 of the Bulgarian Foundation for Scientific Research.     

Asymptotic and boundary integral formulae for the computational reconstruction of small conductivity imperfections

In this paper we investigate the electrostatic problem of determining conductivity profiles from the knowledge of boundary currents and voltages. We obtain an improved estimate for the voltage potential of a two-dimensional conductor having finitely many circular inclusions and piecewise constant conductivity profile. We derive an asymptotic expansion for the voltage potential in terms of the reference voltage potential and the location, size, and conductivity of the inhomogeneities. This representation is used to formulate the nonlinear least squares problem for estimating the location and size of the inhomogeneities. Required boundary data for the voltage potential are generated numerically by solving a system of integral equations. Computational experiments are presented to demonstrate the effectiveness of our identification procedure.     

Parameterization of all solutions of the three chains completion problem

The family of all solutions of the three chains completion problem with a prescribed tolerance is described explicitly. It is shown that this family can be parameterized by a natural set of contractive upper triangular operators. As an application all solutions to a suboptimal nonstationary Nehari problem are described.     

A note on the reflection principle for the biharmonic equation and the Stokes system

In this note, we discuss the reflection principle of the Stokes system in a half space for the threedimensional case, and of the biharmonic equation. Admitting different boundary conditions, we use the reflection principle to prove uniqueness of solutions of the Stokes system or the biharmonic equation in weightedLq-spaces