Examples of non-conjugated holomorphic vector fields and foliations

We consider germs of holomorphic vector fields near the origin of with a saddle-node singularity, and the induced singular foliations. In a previous article we described the invariants addressing the analytical classification of these vector fields. They split into three parts: a formal, an orbital and a tangential component. For a fixed formal class, the orbital invariant (associated to the foliation) was obtained by Martinet and Ramis; we give it an integral representation. We then derive examples of non-orbitally conjugated foliations by the use of a “first-step” normal form, whose first-significative jet is an invariant. The tangential invariant also admits an integral representation, hence we derive explicit examples of vector fields, inducing the same foliation, that are not mutually conjugated. In addition, we provide a family of normal forms for vector fields orbitally equivalent to the model of Poincaré-Dulac.     

Semistrictly quasiconvex mappings and non-convex vector optimization

This paper introduces a new class of non-convex vector functions strictly larger than that of P-quasiconvexity, with P ^m being the underlying ordering cone, called semistrictly ( ^m\ –int P)-quasiconvex functions. This notion allows us to unify various results on existence of weakly efficient (weakly Pareto) optima. By imposing a coercivity condition we establish also the compactness of the set of weakly Pareto solutions. In addition, we provide various characterizations for the non-emptiness, convexity and compactness of the solution set for a subclass of quasiconvex vector optimization problems on the real-line. Finally, it is also introduced the notion of explicit ( ^m\ –int P)-quasiconvexity (equivalently explicit (int P)-quasiconvexity) which plays the role of explicit quasiconvexity (quasiconvexity and semistrict quasiconvexity) of real-valued functions.Acknowldegements.The author wishes to thank both referees for their careful reading of the paper, their comments, remarks, helped to improve the presentation of some results. One of the referee provided the references [5, 6] and indirectly [20].     

Holomorphic Vector Bundle on Hopf Manifolds with Abelian Fundamental Groups

Let X be a Hopf manifolds with an Abelian fundamental group. E is a holomorphic vector bundle of rank r with trivial pull-back to W = ℂ ⁿ –{0}. We prove the existence of a non-vanishing section of L⊗E for some line bundle on X and study the vector bundles filtration structure of E. These generalize the results of D. Mall about structure theorem of such a vector bundle E. The research was supported by 973 Project Foundation of China and the Outstanding Youth Science Grant of NSFC (grant no. 19825105)     

Investigating directed cortical interactions in time-resolved fMRI data using vector autoregressive modeling and Granger causality mapping

We present a framework aimed to reveal directed interactions of activated brain areas using time-resolved fMRI and vector autoregressive (VAR) modeling in the context of Granger causality. After describing the underlying mathematical concepts, we present simulations helping to characterize the conditions under which VAR modeling and Granger causality can reveal directed interactions from fluctuations in BOLD-like signal time courses. We apply the proposed approach to a dynamic sensorimotor mapping paradigm. In an event-related fMRI experiment, subjects performed a visuomotor mapping task for which the mapping of two stimuli (“faces” vs “houses”) to two responses (“left” or “right”) alternated periodically between the two possible mappings. Besides expected activity in sensory and motor areas, a fronto-parietal network was found to be active during presentation of a cue indicating a change in the stimulus-response (S-R) mapping. The observed network includes the superior parietal lobule and premotor areas. These areas might be involved in setting up and maintaining stimulus-response associations. The Granger causality analysis revealed a directed influence exerted by the left lateral prefrontal cortex and premotor areas on the left posterior parietal cortex.     

On Vector Quasi-Equilibrium Problems with Set-Valued Maps

In this paper, we introduce a new class of vector quasi-equilibrium problems with set-valued maps. Almost all the vector equilibrium models of the Blum-Oettli type in the literature are special cases of our new class of equilibrium problems under consideration. Moreover, a number of C-diagonal quasiconvexity properties are proposed for set-valued maps, which are natural generalizations of the -diagonal quasiconvexity for real functions. Together with an application of continuous selection and fixed-point theorems, these conditions enable us to prove unified existence results of solutions for such vector equilibrium problems.     

Vector Equilibrium Problems Under Asymptotic Analysis

Given a closed convex set K in Rⁿ; a vector function F:K×K R^m; a closed convex (not necessarily pointed) cone P(x) in ^m with non-empty interior, PP(x) Ø, various existence results to the problemfind xK such that F(x,y)- int P(x) y K under P(x)-convexity/lower semicontinuity of F(x,) and pseudomonotonicity on F, are established. Moreover, under a stronger pseudomonotonicity assumption on F (which reduces to the previous one in case m=1), some characterizations of the non-emptiness of the solution set are given. Also, several alternative necessary and/or sufficient conditions for the solution set to be non-empty and compact are presented. However, the solution set fails to be convex in general. A sufficient condition to the solution set to be a singleton is also stated. The classical case P(x)=^m ₊ is specially discussed by assuming semi-strict quasiconvexity. The results are then applied to vector variational inequalities and minimization problems. Our approach is based upon the computing of certain cones containing particular recession directions of K and F.     

On C classifications of hyperbolic vector fields

In this paper we study smooth classification of hyperbolic vector fields based on their linear approximations only and obtain the following. On Rⁿ, n?5, with only two kinds of exceptions, any two hyperbolic vector fields with generic nonlinear parts and where A_i are n×n matrices, are C¹ conjugate to each other if and only if A₁ and A₂ are strictly similar, and they are C¹ orbitally equivalent if and only if A₁ and A₂ are similar.     

Asymmetric conditional volatility in international stock markets

Recent studies show that a negative shock in stock prices will generate more volatility than a positive shock of similar magnitude. The aim of this paper is to appraise the hypothesis under which the conditional mean and the conditional variance of stock returns are asymmetric functions of past information. We compare the results for the Portuguese Stock Market Index PSI 20 with six other Stock Market Indices, namely the SP 500, FTSE 100, DAX 30, CAC 40, ASE 20, and IBEX 35. In order to assess asymmetric volatility we use autoregressive conditional heteroskedasticity specifications known as TARCH and EGARCH. We also test for asymmetry after controlling for the effect of macroeconomic factors on stock market returns using TAR and M-TAR specifications within a VAR framework. Our results show that the conditional variance is an asymmetric function of past innovations raising proportionately more during market declines, a phenomenon known as the leverage effect. However, when we control for the effect of changes in macroeconomic variables, we find no significant evidence of asymmetric behaviour of the stock market returns. There are some signs that the Portuguese Stock Market tends to show somewhat less market efficiency than other markets since the effect of the shocks appear to take a longer time to dissipate.     

SUPER EFFICIENCY AND ITS SCALARIZATION IN TOPOLOGICAL VECTOR SPACE

1. Introduction and PreliminariesRecently, Borwein and Zhuang[1,21 introduced the concept of super efficiency in normedlinear space. Super efficiency refines the notion of efficiency and other kinds of properefficiency; they provided concise scalar characterizations and duality results when the underlying decision problem is convex. They also established a Lagrange Multiplier Theoremfor super efficiency in convex settings and expressed super efficient points as saddle pointsof appropriate L…     

Some remarks on the Minty vector variational principle

In scalar optimization it is well known that a solution of a Minty variational inequality of differential type is a solution of the related optimization problem. This relation is known as “Minty variational principle.” In the vector case, the links between Minty variational inequalities and vector optimization problems were investigated in [F. Giannessi, On Minty variational principle, in: New Trends in Mathematical Programming, Kluwer Academic, Dordrecht, 1997, pp. 93-99] and subsequently in [X.M. Yang, X.Q. Yang, K.L. Teo, Some remarks on the Minty vector variational inequality, J. Optim. Theory Appl. 121 (2004) 193-201]. In these papers, in the particular case of a differentiable objective function f taking values in Rm and a Pareto ordering cone, it has been shown that the vector Minty variational principle holds for pseudoconvex functions. In this paper we extend such results to the case of an arbitrary ordering cone and a nondifferentiable objective function, distinguishing two different kinds of solutions of a vector optimization problem, namely ideal (or absolute) efficient points and weakly efficient points. Further, we point out that in the vector case, the Minty variational principle cannot be extended to quasiconvex functions.