57 resultados para Liapunov convexity theorem


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We generalise Dedden's Theorem for nest algebras to nest algebra bimodules. We define an object which extends the Jacobson radical of a nest algebra, and characterose it generalising a theorem of Erdos.

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This paper studies a problem of dynamic pricing faced by a retailer with limited inventory, uncertain about the demand rate model, aiming to maximize expected discounted revenue over an infinite time horizon. The retailer doubts his demand model which is generated by historical data and views it as an approximation. Uncertainty in the demand rate model is represented by a notion of generalized relative entropy process, and the robust pricing problem is formulated as a two-player zero-sum stochastic differential game. The pricing policy is obtained through the Hamilton-Jacobi-Isaacs (HJI) equation. The existence and uniqueness of the solution of the HJI equation is shown and a verification theorem is proved to show that the solution of the HJI equation is indeed the value function of the pricing problem. The results are illustrated by an example with exponential nominal demand rate.

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The reduced Whitehead group $\SK$ of a graded division algebra graded by a torsion-free abelian group is studied. It is observed that the computations here are much more straightforward than in the non-graded setting. Bridges to the ungraded case are then established by the following two theorems: It is proved that $\SK$ of a tame valued division algebra over a henselian field coincides with $\SK$ of its associated graded division algebra. Furthermore, it is shown that $\SK$ of a graded division algebra is isomorphic to $\SK$ of its quotient division algebra. The first theorem gives the established formulas for the reduced Whitehead group of certain valued division algebras in a unified manner, whereas the latter theorem covers the stability of reduced Whitehead groups, and also describes $\SK$ for generic abelian crossed products.

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Flutter prediction as currently practiced is usually deterministic, with a single structural model used to represent an aircraft. By using interval analysis to take into account structural variability, recent work has demonstrated that small changes in the structure can lead to very large changes in the altitude at which
utter occurs (Marques, Badcock, et al., J. Aircraft, 2010). In this follow-up work we examine the same phenomenon using probabilistic collocation (PC), an uncertainty quantification technique which can eficiently propagate multivariate stochastic input through a simulation code,
in this case an eigenvalue-based fluid-structure stability code. The resulting analysis predicts the consequences of an uncertain structure on incidence of
utter in probabilistic terms { information that could be useful in planning
flight-tests and assessing the risk of structural failure. The uncertainty in
utter altitude is confirmed to be substantial. Assuming that the structural uncertainty represents a epistemic uncertainty regarding the
structure, it may be reduced with the availability of additional information { for example aeroelastic response data from a flight-test. Such data is used to update the structural uncertainty using Bayes' theorem. The consequent
utter uncertainty is significantly reduced across the entire Mach number range.

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Distributions of source intensity in two dimensions (designated the source model), averaged over a single laser pulse, based on experimental measurements of spatial coherence, are considered for radiation from the unresolved 23.2/23.6 nm spectral lines from the germanium collisional X-ray laser. The model derives from measurements of the visibility of Young slit interference fringes determined by a method based on the Wiener-Khinchin theorem. Output from amplifiers comprising three and four target elements have similar coherence properties in directions within the horizontal plane corresponding to strong plasma refraction effects and fitting the coherence data shows source dimensions (FWHM) are similar to 26 mu m (horizontal), significantly smaller than expected by direct imaging, and similar to 125 mu m (vertical: equivalent to the height of the driver excitation). (C) 1999 Elsevier Science B.V. All rights reserved.

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We present measurements of the transverse and longitudinal coherence lengths of the fourth harmonic of a 1053-nm, 2.5-ps laser generated during high-intensity (up to 10(19) W cm(-2)) interactions with a solid target. Coherence lengths were measured by use of a Young's double-slit interferometer. The effective source size, as defined by the Van Cittert-Zernicke theorem, was found to be 10-12 mu m, and the coherence time was observed to be in the range 0.02-0.4 ps.

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Support vector machines (SVMs), though accurate, are not preferred in applications requiring high classification speed or when deployed in systems of limited computational resources, due to the large number of support vectors involved in the model. To overcome this problem we have devised a primal SVM method with the following properties: (1) it solves for the SVM representation without the need to invoke the representer theorem, (2) forward and backward selections are combined to approach the final globally optimal solution, and (3) a criterion is introduced for identification of support vectors leading to a much reduced support vector set. In addition to introducing this method the paper analyzes the complexity of the algorithm and presents test results on three public benchmark problems and a human activity recognition application. These applications demonstrate the effectiveness and efficiency of the proposed algorithm.


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A model based on the postreceptor channels followed by a Minkowski norm (Minkowski model) is widely used to fit experimental data on colour discrimination. This model predicts that contours of equal discrimination in colour space are convex and balanced (symmetrical). We have tested these predictions in an experiment. Two new statistical tests have been developed to analyse convexity and balancedness of experimental curves. Using these tests we have found that while they are in line with the convexity prediction, our experimental contours strongly testify against balancedness. It follows that the Minkowski model is, generally, inappropriate to model colour discrimination data. © 2002 Elsevier Science (USA).

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A novel hardware architecture for elliptic curve cryptography (ECC) over GF(p) is introduced. This can perform the main prime field arithmetic functions needed in these cryptosystems including modular inversion and multiplication. This is based on a new unified modular inversion algorithm that offers considerable improvement over previous ECC techniques that use Fermat's Little Theorem for this operation. The processor described uses a full-word multiplier which requires much fewer clock cycles than previous methods, while still maintaining a competitive critical path delay. The benefits of the approach have been demonstrated by utilizing these techniques to create a field-programmable gate array (FPGA) design. This can perform a 256-bit prime field scalar point multiplication in 3.86 ms, the fastest FPGA time reported to date. The ECC architecture described can also perform four different types of modular inversion, making it suitable for use in many different ECC applications. © 2006 IEEE.

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Multiscale micro-mechanics theory is extensively used for the prediction of the material response and damage analysis of unidirectional lamina using a representative volume element (RVE). Th is paper presents a RVE-based approach to characterize the materi al response of a multi-fibre cross-ply laminate considering the effect of matrix damage and fibre-matrix interfacial strength. The framework of the homogenization theory for periodic media has been used for the analysis of a 'multi-fibre multi-layer representative volume element' (M2 RVE) representing cross-ply laminate. The non-homogeneous stress-strain fields within the M2RVE are related to the average stresses and strains by using Gauss theorem and the Hill-Mandal strain energy equivalence principle. The interfacial bonding strength affects the in-plane shear stress-strain response significantl y. The material response predicted by M2 RVE is in good agreement with the experimental results available in the literature. The maximum difference between the shear stress predicted using M2 RVE and the experimental results is ~15% for the bonding strength of 30MPa at the strain value of 1.1%

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An approximate Kohn-Sham (KS) exchange potential v(xsigma)(CEDA) is developed, based on the common energy denominator approximation (CEDA) for the static orbital Green's function, which preserves the essential structure of the density response function. v(xsigma)(CEDA) is an explicit functional of the occupied KS orbitals, which has the Slater v(Ssigma) and response v(respsigma)(CEDA) potentials as its components. The latter exhibits the characteristic step structure with "diagonal" contributions from the orbital densities \psi(isigma)\(2), as well as "off-diagonal" ones from the occupied-occupied orbital products psi(isigma)psi(j(not equal1)sigma). Comparison of the results of atomic and molecular ground-state CEDA calculations with those of the Krieger-Li-Iafrate (KLI), exact exchange (EXX), and Hartree-Fock (HF) methods show, that both KLI and CEDA potentials can be considered as very good analytical "closure approximations" to the exact KS exchange potential. The total CEDA and KLI energies nearly coincide with the EXX ones and the corresponding orbital energies epsilon(isigma) are rather close to each other for the light atoms and small molecules considered. The CEDA, KLI, EXX-epsilon(isigma) values provide the qualitatively correct order of ionizations and they give an estimate of VIPs comparable to that of the HF Koopmans' theorem. However, the additional off-diagonal orbital structure of v(xsigma)(CEDA) appears to be essential for the calculated response properties of molecular chains. KLI already considerably improves the calculated (hyper)polarizabilities of the prototype hydrogen chains H-n over local density approximation (LDA) and standard generalized gradient approximations (GGAs), while the CEDA results are definitely an improvement over the KLI ones. The reasons of this success are the specific orbital structures of the CEDA and KLI response potentials, which produce in an external field an ultranonlocal field-counteracting exchange potential. (C) 2002 American Institute of Physics.

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We restate the notion of orthogonal calculus in terms of model categories. This provides a cleaner set of results and makes the role of O(n)-equivariance clearer. Thus we develop model structures for the category of n-polynomial and n-homogeneous functors, along with Quillen pairs relating them. We then classify n-homogeneous functors, via a zig-zag of Quillen equivalences, in terms of spectra with an O(n)-action. This improves upon the classification theorem of Weiss. As an application, we develop a variant of orthogonal calculus by replacing topological spaces with orthogonal spectra.

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We investigate the impact of the absence of short selling on the pricing of managerial skills in the mutual fund industry. In the presence of divergent opinions regarding managerial skills, fund managers can strategically use fees to attract only the most optimistic capital. The recognition of this fee strategy helps explain a set of stylized observations and puzzles in the mutual fund industry, including the underperformance of active funds, the existence of flow convexity, and the negative correlation between gross-of-fee α and fees.

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We investigate the conditions under which the trace distance between two different states of a given open system increases in time due to the interaction with an environment, therefore signaling non-Markovianity. We find that the finite-time difference in trace distance is bounded by two sharply defined quantities that are strictly linked to the occurrence of system-environment correlations created throughout their interaction and affecting the subsequent evolution of the system. This allows us to shed light on the origin of non-Markovian behaviors in quantum dynamics. We best illustrate our findings by tackling two physically relevant examples: a non-Markovian dephasing mechanism that has been the focus of a recent experimental endeavor and the open-system dynamics experienced by a spin connected to a finite-size quantum spin chain.

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The ability to predict the mechanical behavior of polymer composites is crucial for their design and manufacture. Extensive studies based on both macro- and micromechanical analyses are used to develop new insights into the behavior of composites. In this respect, finite element modeling has proved to be a particularly powerful tool. In this article, we present a Galerkin scheme in conjunction with the penalty method for elasticity analyses of different types of polymer composites. In this scheme, the application of Green's theorem to the model equation results in the appearance of interfacial flux terms along the boundary between the filler and polymer matrix. It is shown that for some types of composites these terms significantly affect the stress transfer between polymer and fillers. Thus, inclusion of these terms in the working equations of the scheme preserves the accuracy of the model predictions. The model is used to predict the most important bulk property of different types of composites. Composites filled with rigid or soft particles, and composites reinforced with short or continuous fibers are investigated. For each case, the results are compared with the available experimental results and data obtained from other models reported in the literature. Effects of assumptions made in the development of the model and the selection of the prescribed boundary conditions are discussed.