Carleman estimates for the regularization of ill-posed Cauchy problems

This work is a survey of results for ill-posed Cauchy problems for PDEs of the author with co-authors starting from 1991. A universal method of the regularization of these problems is presented here. Even though the idea of this method was previously discussed for specific problems, a universal approach of this paper was not discussed, at least in detail. This approach consists in constructing of such Tikhonov functionals which are generated by unbounded linear operators of those PDEs. The approach is quite general one, since it is applicable to all PDE operators for which Carleman estimates are valid. Three main types of operators of the second order are among them: elliptic, parabolic and hyperbolic ones. The key idea is that convergence rates of minimizers are established using Carleman estimates. Generalizations to nonlinear inverse problems, such as problems of reconstructions of obstacles and coefficient inverse problems are also feasible.     

Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications

The aggregate claim amount in a particular time period is a quantity of fundamental importance for proper management of an insurance company and also for pricing of insurance coverages. In this paper, we show that the proportional hazard rates (PHR) model, which includes some well-known distributions such as exponential, Weibull and Pareto distributions, can be used as the aggregate claim amount distribution. We also present some conditions for the use of exponentiated Weibull distribution as the claim amount distribution. The results established here complete and extend the well-known result of Khaledi and Ahmadi (2008).     

Energy decay rates of elastic waves in unbounded domain with potential type of damping

In this paper we first show that the total energy of solutions for a semilinear system of elastic waves in Rn with a potential type of damping decays in an algebraic rate to zero. We study the critical potential case and we assume that the initial data have a compact support. An application for the Euler-Poisson-Darboux type dissipation V(t,x) is obtained and in this case the compactness of the support on the initial data is not necessary. Finally, we shall discuss the energy concentration region for the linear system of elastic waves in an exterior domain.     

Superconvergence of Legendre projection methods for the eigenvalue problem of a compact integral operator

In this paper, we consider the Galerkin and collocation methods for the eigenvalue problem of a compact integral operator with a smooth kernel using the Legendre polynomials of degree ≤n. We prove that the error bounds for eigenvalues are of the order O(n^−2r) and the gap between the spectral subspaces are of the orders O(n^−r) in L₂-norm and O(n^1/2−r) in the infinity norm, where r denotes the smoothness of the kernel. By iterating the eigenvectors we show that the iterated eigenvectors converge with the orders of convergence O(n^−2r) in both L₂-norm and infinity norm. We illustrate our results with numerical examples.     

Decay rates of select magnetic quadrupole transitions in helium

Using a set of explicitly correlated trial wavefunctions that describe the three lowest singlet and triplet states of the helium atom with symmetry S, P, and D, we calculate the decay rates for all possible magnetic quadrupole (M2) transitions: m³P₂→n¹S₀, m¹P₁→n³S₁, m³D₃→n¹P₁, and m¹D₂→n³P₂. Our values are in excellent agreement with the best results in the literature. © 2010 Wiley Periodicals, Inc. Int J Quantum Chem, 2011     

Influence of a combustion-driven oscillation on global mixing in the flame from a refinery flare

An assessment of the influence of strong combustion-driven oscillations on mixing rates and visible radiation in the flame from a full-scale refinery flare is reported. Importantly, the oscillations were generated naturally, with no external forcing, and at a high Reynolds number of 4 × 10⁶. These conditions differentiate this study from those of previous investigations, which all involved some external forcing and were at a Re too low to ensure fully turbulent flow within the flame. A frame-by-frame analysis of video footage, providing good resolution of the instantaneous edge of each flame, was used to assess flame dimensions, and so to determine a global residence time. Since the flames are in the fast-chemistry regime, the visual imagers can be used to determine a global mixing rate. The analysis reveals a consistent picture that the combustion-driven oscillations do not result in a significant change to the global mixing rate, but do increase the visible radiation. This is in contrast to previous investigations, using externally forced jets, where forcing at the preferred mode has been found to increase mixing rates and reduce radiation.     

基于纵向数据下连续型单参数指数族参数的经验贝叶斯检验(英文)

本文讨论了在纵向数据下,运用非参数估计方法构造了连续型单参数指数族参数的经验贝叶斯检验函数,证明了所提出的经验贝叶斯检验函数的渐近最优性,并获得了它的收敛速度.     

Operator geometric stable laws

Operator geometric stable laws are the weak limits of operator normed and centered geometric random sums of independent, identically distributed random vectors. They generalize operator stable laws and geometric stable laws. In this work we characterize operator geometric stable distributions, their divisibility and domains of attraction, and present their application to finance. Operator geometric stable laws are useful for modeling financial portfolios where the cumulative price change vectors are sums of a random number of small random shocks with heavy tails, and each component has a different tail index.     

Interior-point methods for nonlinear complementarity problems

We present a potential reduction interior-point algorithm for monotone nonlinear complementarity problems. At each iteration, one has to compute an approximate solution of a nonlinear system such that a certain accuracy requirement is satisfied. For problems satisfying a scaled Lipschitz condition, this requirement is satisfied by the approximate solution obtained by applying one Newton step to that nonlinear system. We discuss the global and local convergence rates of the algorithm, convergence toward a maximal complementarity solution, a criterion for switching from the interior-point algorithm to a pure Newton method, and the complexity of the resulting hybrid algorithm.This research was supported in part by NSF Grant DDM-89-22636.The authors would like to thank Rongqin Sheng and three anonymous referees for their comments leading to a better presentation of the results.     

Stochastic Programming with Equilibrium Constraints

In this paper, we discuss here-and-now type stochastic programs with equilibrium constraints. We give a general formulation of such problems and study their basic properties such as measurability and continuity of the corresponding integrand functions. We discuss also the consistency and rate of convergence of sample average approximations of such stochastic problems