A Bridge Principle for Harmonic Diffeomorphisms between Surfaces

We show a bridge principle for harmonic diffeomorphisms between closed surfaces with higher genus.     

Statistical inference for coherent systems with Weibull distributed component lifetimes under complete and incomplete information

Point estimators for the parameters of the component lifetime distribution in coherent systems are evolved assuming to be independently and identically Weibull distributed component lifetimes. We study both complete and incomplete information under continuous monitoring of the essential component lifetimes. First, we prove that the maximum likelihood estimator (MLE) under complete information based on progressively Type‐II censored system lifetimes uniquely exists and we present two approaches to compute the estimates. Furthermore, we consider an ad hoc estimator, a max‐probability plan estimator and the MLE for the parameters under incomplete information. In order to compute the MLEs, we consider a direct maximization of the likelihood and an EM‐algorithm–type approach, respectively. In all cases, we illustrate the results by simulations of the five‐component bridge system and the 10‐component parallel system, respectively.     

Global attractors for the coupled suspension bridge system with temperature

This paper deals with the long‐term properties of the thermoelastic nonlinear string‐beam system related to the well‐known Lazer–McKenna suspension bridge model (0.1) In particular, no mechanical dissipation occurs in the equations, because the loss of energy is entirely due to thermal effects. The existence of regular global attractors for the associated solution semigroup is proved (without resorting to a bootstrap argument) for time‐independent supplies f,g,h and any . Copyright © 2015 John Wiley & Sons, Ltd.     

Generalized nonlinear models of suspension bridges

This paper generalizes some results established in [J. Malík, Nonlinear models of suspension bridges, J. Math. Anal. Appl., in press]. The geometric nonlinearity connected with the torsion of a road bed is included in the generalized model. The basic variational equations are derived from the principle of minimum energy. The existence of a solution to the generalized problem is proved. The existence is based on the Brouwer fixed-point theorem.     

Optimal stopping of a Brownian bridge with an unknown pinning point

The problem of stopping a Brownian bridge with an unknown pinning point to maximise the expected value at the stopping time is studied. A few general properties, such as continuity and various bounds of the value function, are established. However, structural properties of the optimal stopping region are shown to crucially depend on the prior, and we provide a general condition for a one-sided stopping region. Moreover, a detailed analysis is conducted in the cases of the two-point and the mixed Gaussian priors, revealing a rich structure present in the problem.     

Global eigenvalue distribution regime of random matrices with an anharmonic potential and an external source

We consider ensembles of random Hermitian matrices with a distribution measure determined by a polynomial potential perturbed by an external source. We find the genus-zero algebraic function describing the limit mean density of eigenvalues in the case of an anharmonic potential and a diagonal external source with two symmetric eigenvalues. We discuss critical regimes where the density support changes the connectivity or increases the genus of the algebraic function and consequently obtain local universal asymptotic representations for the density at interior and boundary points of its support (in the generic cases). The investigation technique is based on an analysis of the asymptotic properties of multiple orthogonal polynomials, equilibrium problems for vector potentials with interaction matrices and external fields, and the matrix Riemann-Hilbert boundary value problem. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 159, No. 1, pp. 34–57, April, 2009.     

First passage time for multivariate jump‐diffusion processes in finance and other areas of applications

The first passage time (FPT) problem is an important problem with a wide range of applications in science, engineering, economics, and industry. Mathematically, such a problem can be reduced to estimating the probability of a stochastic process first to reach a boundary level. In most important applications in the financial industry, the FPT problem does not have an analytical solution and the development of efficient numerical methods becomes the only practical avenue for its solution. Most of our examples in this contribution are centered around the evaluation of default correlations in credit risk analysis, where we are concerned with the joint defaults of several correlated firms, the task that is reducible to a FPT problem. This task represents a great challenge for jump‐diffusion processes (JDP). In this contribution, we develop further our previous fast Monte Carlo method in the case of multivariate (and correlated) JDP. This generalization allows us, among other things, to evaluate the default events of several correlated assets based on a set of empirical data. The developed technique is an efficient tool for a number of financial, economic, and business applications, such as credit analysis, barrier option pricing, macroeconomic dynamics, and the evaluation of risk, as well as for a number of other areas of applications in science and engineering, where the FPT problem arises. Copyright © 2008 John Wiley & Sons, Ltd.     

How to make a triangulation of polytopal

We introduce a numerical isomorphism invariant for any triangulation of . Although its definition is purely topological (inspired by the bridge number of knots), reflects the geometric properties of . Specifically, if is polytopal or shellable, then is ``small' in the sense that we obtain a linear upper bound for in the number of tetrahedra of . Conversely, if is ``small', then is ``almost' polytopal, since we show how to transform into a polytopal triangulation by local subdivisions. The minimal number of local subdivisions needed to transform into a polytopal triangulation is at least . Using our previous results [The size of triangulations supporting a given link, Geometry & Topology 5 (2001), 369-398], we obtain a general upper bound for exponential in . We prove here by explicit constructions that there is no general subexponential upper bound for in . Thus, we obtain triangulations that are ``very far' from being polytopal. Our results yield a recognition algorithm for that is conceptually simpler, although somewhat slower, than the famous Rubinstein-Thompson algorithm.

     

Conditioned Diffusions which are Brownian Bridges

Let X _t be a one-dimensional diffusion of the form dX _t=dB _t+(X _t)dt. Let Tbe a fixed positive number and let be the diffusion process which is X _t conditioned so that X ₀=X _T=x. If the drift is constant, i.e., , then the conditioned diffusion process is a Brownian bridge. In this paper, we show the converse is false. There is a two parameter family of nonlinear drifts with this property.