The mixed boundary value problem, Krein resolvent formulas and spectral asymptotic estimates

For a second-order symmetric strongly elliptic operator A on a smooth bounded open set in Rn, the mixed problem is defined by a Neumann-type condition on a part Σ₊ of the boundary and a Dirichlet condition on the other part Σ₋. We show a Kre?n resolvent formula, where the difference between its resolvent and the Dirichlet resolvent is expressed in terms of operators acting on Sobolev spaces over Σ₊. This is used to obtain a new Weyl-type spectral asymptotics formula for the resolvent difference (where upper estimates were known before), namely , where C0,+ is proportional to the area of Σ₊, in the case where A is principally equal to the Laplacian.     

Deformations of Bloch groups and Aomoto dilogarithms in characteristic p

In this paper, we study the Bloch group B₂(F₂[ε]) over the ring of dual numbers of the algebraic closure of the field with p elements, for a prime p?5. We show that a slight modification of Kontsevich?s -logarithm defines a function on B₂(F₂[ε]). Using this function and the characteristic p version of the additive dilogarithm function that we previously defined, we determine the structure of the infinitesimal part of B₂(F₂[ε]) completely. This enables us to define invariants on the group of deformations of Aomoto dilogarithms and determine its structure. This final result might be viewed as the analog of Hilbert?s third problem in characteristic p.     

A mixed lumped stress–displacement approach to the elastic problem of masonry walls

We present a novel approach to the elastic problem of masonry walls, which generalizes the lumped stress method presented in [Fraternali, 2001], [Fraternali, 2007] and [Fraternali, 2010] and Fraternali et al. (2002). The generalization consists of a mixed lumped stress-displacement approach to the elastic problem of a wall that incorporates no-tension elements. Such an approach depends on the nodal values of the Airy stress function and the displacements of selected (“pivot”) nodes. The latter coincide with inter-element and boundary nodes. The mixed lumped stress-displacement method can be conveniently coupled with standard finite element and boundary element approaches. Numerical applications dealing with recurrent structural elements are given, showing that such a method is able to capture some essential features of the actual response of masonry constructions.     

Stress resultants plasticity with general closest point projection

In this paper, general closest point projection algorithm is derived for the elastoplastic behavior of a cross-section of a beam finite element. For given section deformations, the section forces (stress resultants) and the section tangent stiffness matrix are obtained as the response for the cross-section. Backward Euler time integration rule is used for the solution of the nonlinear evolution equations. The solution yields the general closest projection algorithm for stress resultants plasticity model. Algorithmic consistent tangent stiffness matrix for the section is derived. Numerical verification of the algorithms in a mixed formulation beam finite element proves the accuracy and robustness of the approach in simulating nonlinear behavior.     

A hybrid Outer-Approximation/Benders Decomposition algorithm for the single allocation hub location problem under congestion

An efficient procedure that concurrently generates Outer-Approximation and Benders cuts is devised to tackle the single allocation hub location problem under congestion, an MINLP. The proposed method is able to optimally solve large instances (up to 200 nodes) in reasonable time. The combination of both cuts is an algorithmic novelty.     

Randomized strategy equilibrium in the action commitment game with costs of leading

We investigate a two-player action commitment game where one simultaneous-move and two sequential-move pure strategy equilibria exist when the cost of leading is zero, while the simultaneous-move outcome is not an equilibrium when the leading cost is small positive. We show that this discontinuity disappears if we consider randomized strategy equilibria. We investigate a price competition model and show that randomized strategy equilibria exist and any of them converges to the Bertrand equilibrium when the leading cost converges to zero.     

Postprocessing and higher order convergence for the mixed finite element approximations of the eigenvalue problem

In this paper, we propose a method to improve the convergence rate of the lowest order Raviart-Thomas mixed finite element approximations for the second order elliptic eigenvalue problem. Here, we prove a supercloseness result for the eigenfunction approximations and use a type of finite element postprocessing operator to construct an auxiliary source problem. Then solving the auxiliary additional source problem on an augmented mixed finite element space constructed by refining the mesh or by using the same mesh but increasing the order of corresponding mixed finite element space, we can increase the convergence order of the eigenpair approximation. This postprocessing method costs less computation than solving the eigenvalue problem on the finer mesh directly. Some numerical results are used to confirm the theoretical analysis.     

Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions

Recent research into the nature of the distribution of the time of ruin in some Sparre Andersen risk models has resulted in series expansions for the associated density function. Examples include Dickson and Willmot (2005) in the classical Poisson model with exponential interclaim times, and Borovkov and Dickson (2008), who used a duality argument in the case with exponential claim amounts. The aim of this paper is not only to unify previous methodology through the use of Lagrange’s expansion theorem, but also to provide insight into the nature of the series expansions by identifying the probabilistic contribution of each term in the expansion through analysis involving the distribution of the number of claims until ruin. The (defective) distribution of the number of claims until ruin is then further examined. Interestingly, a connection to the well-known extended truncated negative binomial (ETNB) distribution is also established. Finally, a closed-form expression for the joint density of the time to ruin, the surplus prior to ruin, and the number of claims until ruin is derived. In the last section, the formula of Dickson and Willmot (2005) for the density of the time to ruin in the classical risk model is re-examined to identify its individual contributions based on the number of claims until ruin.     

Mixed effects regression trees for clustered data

This paper presents an extension of the standard regression tree method to clustered data. Previous works extending tree methods to accommodate correlated data are mainly based on the multivariate repeated-measures approach. We propose a “mixed effects regression tree” method where the correlated observations are viewed as nested within clusters rather than as vectors of multivariate repeated responses. The proposed method can handle unbalanced clusters, allows observations within clusters to be split, and can incorporate random effects and observation-level covariates. We implemented the proposed method using a standard tree algorithm within the framework of the expectation-maximization (EM) algorithm. The simulation results show that the proposed regression tree method provides substantial improvements over standard trees when the random effects are non negligible. A real data example is used to illustrate the method.     

An equivalent representation of the Brown-Resnick process

Brown and Resnick (1977) introduce a max-stable process that is obtained as a limit of maxima of independent Ornstein-Uhlenbeck processes. As shown in Kabluchko et al. (2009) this process is dissipative and it therefore admits a mixed moving maxima representation. We show that the distribution of the spectral functions in this representation equals a well-known diffusion, namely a standard Brownian motion with drift conditional on taking negative values only. This can be used for fast simulation methods.