Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes

We consider the problem of estimating the covariance of two diffusion-type processes when they are observed only at discrete times in a nonsynchronous manner. In our previous work in 2003, we proposed a new estimator which is free of any ‘synchronization’ processing of the original data and showed that it is consistent for the true covariance of the processes as the observation interval shrinks to zero; Hayashi and Yoshida (Bernoulli, 11, 359–379, 2005). This paper is its sequel. Specifically, it establishes asymptotic normality of the estimator in a general nonsynchronous sampling scheme.     

Quadratic characters in groups of odd order

We prove that in a finite group of odd order, the number of irreducible quadratic characters is the number of quadratic conjugacy classes.     

Well-posedness of the spatially homogeneous Landau equation for soft potentials

We consider the spatially homogeneous Landau equation of kinetic theory, and provide a differential inequality for the Wasserstein distance with quadratic cost between two solutions. We deduce some well-posedness results. The main difficulty is that this equation presents a singularity for small relative velocities. Our uniqueness result is the first one in the important case of soft potentials. Furthermore, it is almost optimal for a class of moderately soft potentials, that is for a moderate singularity. Indeed, in such a case, our result applies for initial conditions with finite mass, energy, and entropy. For the other moderately soft potentials, we assume additionally some moment conditions on the initial data. For very soft potentials, we obtain only a local (in time) well-posedness result, under some integrability conditions. Our proof is probabilistic, and uses a stochastic version of the Landau equation, in the spirit of Tanaka [H. Tanaka, Probabilistic treatment of the Boltzmann equation of Maxwellian molecules, Z. Wahrsch. Verw. Geb. 46 (1) (1978-1979) 67-105].     

On the reactivity of isoindolo[2,1-a]quinazoline-5-ones

Base- and acid-catalyzed nucleophilic addition of 11H-isoindolo[2,1-a]quinazoline-5-one to aromatic aldehydes and maleimides was investigated. The aldol adducts and condensation products were obtained stereoselectively. Main diastereomers of the Michael adducts were isolated in 74-89% yield, and converted by N-methylation to new stable α-substituted isoindole derivatives, for which 6-methylisoindolo[2,1-a]]quinazoline-5-one stands as the unsubstituted reference. The stability of the latter was monitored in moist aerated CDCl₃ solution, and one of the oxidative hydrolysis product was characterized by X-ray diffraction analysis as the corresponding N-arylphthalimide. The reactivity of the unsubstituted 6-methylisoindolo[2,1-a]]quinazoline-5-one was also investigated with acetylenic Michael acceptors. Fully conjugated isoindole derivatives possessing an original pull-push-pull structure were obtained. The conformations and molecular orbitals of the dibenzoylacetylene adduct were studied at the DFT level of theory. Its static quadratic hyperpolarizabilty β₀ was also calculated at the ZINDO level.     

Separate spatial soliton pairs in a biased series centrosymmetric photorefractive crystal circuit

It is shown theoretically that three types of separate soliton pairs: bright-bright, bright-dark, and dark-dark, can be established in a biased series circuit consisting of two centrosymmetric photorefractive crystals and the two solitons in a separate soliton pair can affect each other by the light-induced current. The effects of the intensities of soliton beams and background lights on the normalized profiles of solitons are discussed.     

Spontaneous 2D modulation instability in second harmonic generation process

Two-dimensional modulation instability (2DMI) is experimentally demonstrated in a classical second harmonic generation setup. The spatial spectrum is measured and reveals typical 2DMI bands, in agreement with the analytical MI model. These observations are confirmed by (2 + 1)D numerical simulations.     

New reformulations for probabilistically constrained quadratic programs

The mixed integer quadratic programming (MIQP) reformulation by Zheng, Sun, Li, and Cui (2012) for probabilistically constrained quadratic programs (PCQP) recently published in EJOR significantly dominates the standard MIQP formulation ( and ) which has been widely adopted in the literature. Stimulated by the dimensionality problem which Zheng et al. (2012) acknowledge themselves for their reformulations, we study further the characteristics of PCQP and develop new MIQP reformulations for PCQP with fewer variables and constraints. The results from numerical tests demonstrate that our reformulations clearly outperform the state-of-the-art MIQP in Zheng et al. (2012).     

Optimal investment and risk control policies for an insurer: Expected utility maximization

Motivated by the AIG bailout case in the financial crisis of 2007–2008, we consider an insurer who wants to maximize his/her expected utility of terminal wealth by selecting optimal investment and risk control strategies. The insurer’s risk process is modeled by a jump-diffusion process and is negatively correlated with the capital gains in the financial market. We obtain explicit solutions of optimal strategies for various utility functions.     

二次Lagrangian有限元方程的几何多重网格法

为了构造快速求解二次Lagrangian有限元方程的几何多重网格法,在选择二次Lagrangian有限元空间和一系列线性Lagrangian有限元空间分别作为最细网格层和其余粗网格层以及构造一种新限制算子的基础上,提出了一种新的几何多重网格法,并对它的计算量进行了估计.数值实验结果,与通常的几何多重网格法和AMG01法相比,表明了新算法计算量少且稳健性强.     

ON TWO CONJECTURES OF THE QUADRATIC DIFFERENTIAL SYSTEMS

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