Stationary Distribution Function Estimation for Ergodic Diffusion Process

The problem of nonparametric stationary distribution function estimation by the observations of an ergodic diffusion process is considered. The local asymptotic minimax lower bound on the risk of all the estimators is found and it is proved that the empirical distribution function is asymptotically efficient in the sense of this bound.     

On deformations of Hamiltonian actions

In this paper we generalize to coisotropic actions of compact Lie groups a theorem of Guillemin on deformations of Hamiltonian structures on compact symplectic manifolds. We show how one can reconstruct from the moment polytope the symplectic form on the manifold. Received: 21 March 2006     

An adaptive scheme for the approximation of dissipative systems

We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, a regular explicit Euler scheme–with constant or decreasing step–may explode and implicit Euler schemes are CPU-time expensive. The algorithm we introduce is explicit and we prove that any weak limit of the weighted empirical measures of this scheme is a stationary distribution of the stochastic differential equation. Several examples are presented including gradient dissipative systems and Hamiltonian dissipative systems.     

A combined mixed and discontinuous Galerkin method for compressible miscible displacement problem in porous media

In this paper, we present a numerical scheme for solving the coupled system of compressible miscible displacement problem in porous media. The flow equation is solved by the mixed finite element method, and the transport equation is approximated by a discontinuous Galerkin method. The scheme is continuous in time and a priori hp error estimates is presented.     

Unions of three starshaped sets in R2

LetS be a compact, simply connected set inR ². If every boundary point ofS is clearly visible viaS from at least one of the three pointsa, b, c, thenS is a union of three starshaped sets whose kernels containa, b, c, respectively. The result fails when the number three is replaced by four.As a partial converse, ifS is a union of three starshaped sets whose kernels containa, b, c, respectively, then the set of points in the boundary ofS clearly visible from at least one ofa, b, orc is dense in the boundary ofS.Supported in part by NSF grant DMS-8705336.     

A delta white noise functional

The additive renormalization% MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiaabs7adaWgaaWcbaGaaeySdiaab6cacaqG0bqefeKCPfgBaGqb% diaa-bcaaeqaaOGaeyypa0Jaa8hiaiaacIcacaaIYaGaeqiWdaNaai% ykamaaCaaaleqabaGaeyOeI0IaaGymaiaac+cacaaIYaaaaGqadOGa% a4hiaiGacwgacaGG4bGaaiiCaiaacIcacqGHsislcaqGXoWaaWbaaS% qabeaacaqGYaaaaOGaai4laiaaikdacaGGPaGaa4hiaiaacQdaciGG% LbGaaiiEaiaacchacqGHXcqSdaWadiqaaiabgkHiTiaadkeacaGGNa% GaaiikaiaadshacaGGPaWaaWbaaSqabeaacaaIYaaaaOGaai4laiaa% ikdacaGFGaGaey4kaSIaa4hiaiaabg7acaWGcbGaai4jaiaacIcaca% WG0bGaaiykaaGaay5waiaaw2faaiaacQdaaaa!6C5C!\[{\rm{\delta }}_{{\rm{\alpha }}{\rm{.t}} } = (2\pi )^{ - 1/2} \exp ( - {\rm{\alpha }}^{\rm{2}} /2) :\exp \pm \left[ { - B'(t)^2 /2 + {\rm{\alpha }}B'(t)} \right]:\]is shown to be a generalized Brownian functional. Some of its properties are derived. is shown to be a generalized Brownian functional. Some of its properties are derived.On leave from Universidade do Minho, Area de Matematica, Largo Carlos Amarante, P-4700 Braga, Portugal.     

Chromatic polynomial, q-binomial counting and colored Jones function

We define a q-chromatic function and q-dichromate on graphs and compare it with existing graph functions. Then we study in more detail the class of general chordal graphs. This is partly motivated by the graph isomorphism problem. Finally we relate the q-chromatic function to the colored Jones function of knots. This leads to a curious expression of the colored Jones function of a knot diagram K as a chromatic operator applied to a power series whose coefficients are linear combinations of long chord diagrams. Chromatic operators are directly related to weight systems by the work of Chmutov, Duzhin, Lando and Noble, Welsh.     

The time recovery of the spectroscopic properties of heavily irradiated CdZnTe and CdTe detectors

The time recovery of the spectroscopic capabilities of CdZnTe and CdTe detectors, irradiated with increasing doses of high- and low-energy neutrons, as well as electrons, has been investigated by studying their spectroscopic behavior at different photon energies using leakage current measurements and PICTS (photo-induced current transient spectroscopy) analysis. The detectors were stored at room temperature for up to one year to study the time evolution of their spectroscopic performance and to correlate it with the presence of defective states in the material. We have observed a clear improvement in the material’s detection properties with time, though only in those detectors which have not been severely degraded by the irradiation. The recovery can be associated with a decrease in the concentration of some defective states, thus allowing the assessment of the crucial role these play in determining the charge collection processes in the material and its spectroscopic capabilities. Received: 1 August 2001 / Accepted: 3 August 2001 / Published online: 20 December 2001     

The treatment of nonhomogeneous Dirichlet boundary conditions by thep-version of the finite element method

Summary The paper addresses the problem of the implementation of nonhomogeneous essential Dirichlet type boundary conditions in thep-version of the finite element method.Partially supported by the Office of Naval Research under Grant N-00014-85-K-0169Research partially supported by the Air Force Office of Scientific Research, Air Force Systems Command, USAF, under Grant Number AFOSR 85-0322