Existence results for elliptic equations with singular terms

Esta dissertação estuda em detalhe três problemas elípticos: (I) uma classe de equações que envolve o operador Laplaciano, um termo singular e nãolinearidade com o exponente crítico de Sobolev, (II) uma classe de equações com singularidade dupla, o expoente crítico de Hardy-Sobolev e um termo côncavo e (III) uma classe de equações em forma divergente, que envolve um termo singular, um operador do tipo Leray-Lions, e uma função definida nos espaços de Lorentz. As não-linearidades consideradas nos problemas (I) e (II), apresentam dificuldades adicionais, tais como uma singularidade forte no ponto zero (de modo que um "blow-up" pode ocorrer) e a falta de compacidade, devido à presença do exponente crítico de Sobolev (problema (I)) e Hardy-Sobolev (problema (II)). Pela singularidade existente no problema (III), a definição padrão de solução fraca pode não fazer sentido, por isso, é introduzida uma noção especial de solução fraca em subconjuntos abertos do domínio. Métodos variacionais e técnicas da Teoria de Pontos Críticos são usados para provar a existência de soluções nos dois primeiros problemas. No problema (I), são usadas uma combinação adequada de técnicas de Nehari, o princípio variacional de Ekeland, métodos de minimax, um argumento de translação e estimativas integrais do nível de energia. Neste caso, demonstramos a existência de (pelo menos) quatro soluções não triviais onde pelo menos uma delas muda de sinal. No problema (II), usando o método de concentração de compacidade e o teorema de passagem de montanha, demostramos a existência de pelo menos duas soluções positivas e pelo menos um par de soluções com mudança de sinal. A abordagem do problema (III) combina um resultado de surjectividade para operadores monótonos, coercivos e radialmente contínuos com propriedades especiais do operador de tipo Leray- Lions. Demonstramos assim a existência de pelo menos, uma solução no espaço de Lorentz e obtemos uma estimativa para esta solução.

Quelques théorèmes de points critiques basés sur une nouvelle notion d'enlacement

Une nouvelle notion d'enlacement pour les paires d'ensembles $A\subset B$, $P\subset Q$ dans un espace de Hilbert de type $X=Y\oplus Y^{\perp}$ avec $Y$ séparable, appellée $\tau$-enlacement, est définie. Le modèle pour cette définition est la généralisation de l'enlacement homotopique et de l'enlacement au sens de Benci-Rabinowitz faite par Frigon. En utilisant la théorie du degré développée dans un article de Kryszewski et Szulkin, plusieurs exemples de paires $\tau$-enlacées sont donnés. Un lemme de déformation est établi et utilisé conjointement à la notion de $\tau$-enlacement pour prouver un théorème d'existence de point critique pour une certaine classe de fonctionnelles sur $X$. De plus, une caractérisation de type minimax de la valeur critique correspondante est donnée. Comme corollaire de ce théorème, des conditions sont énoncées sous lesquelles l'existence de deux points critiques distincts est garantie. Deux autres théorèmes de point critiques sont démontrés dont l'un généralise le théorème principal de l'article de Kryszewski et Szulkin mentionné ci-haut.

Relativistische vier und zwei Spinor Finite Elemente Berechnungen zweiatomiger Moleküle

Der Vielelektronen Aspekt wird in einteilchenartigen Formulierungen berücksichtigt, entweder in Hartree-Fock Näherung oder unter dem Einschluß der Elektron-Elektron Korrelationen durch die Dichtefunktional Theorie. Da die Physik elektronischer Systeme (Atome, Moleküle, Cluster, Kondensierte Materie, Plasmen) relativistisch ist, habe ich von Anfang an die relativistische 4 Spinor Dirac Theorie eingesetzt, in jüngster Zeit aber, und das wird der hauptfortschritt in den relativistischen Beschreibung durch meine Promotionsarbeit werden, eine ebenfalls voll relativistische, auf dem sogenannten Minimax Prinzip beruhende 2-Spinor Theorie umgesetzt. Im folgenden ist eine kurze Beschreibung meiner Dissertation: Ein wesentlicher Effizienzgewinn in der relativistischen 4-Spinor Dirac Rechnungen konnte durch neuartige singuläre Koordinatentransformationen erreicht werden, so daß sich auch noch für das superschwere Th2 179+ hächste Lösungsgenauigkeiten mit moderatem Computer Aufwand ergaben, und zu zwei weiteren interessanten Veröffentlichungen führten (Publikationsliste). Trotz der damit bereits ermöglichten sehr viel effizienteren relativistischen Berechnung von Molekülen und Clustern blieben diese Rechnungen Größenordnungen aufwendiger als entsprechende nicht-relativistische. Diese behandeln das tatsächliche (relativitische) Verhalten elektronischer Systeme nur näherungsweise richtig, um so besser jedoch, je leichter die beteiligten Atome sind (kleine Kernladungszahl Z). Deshalb habe ich nach einem neuen Formalismus gesucht, der dem möglichst gut Rechnung trägt und trotzdem die Physik richtig relativistisch beschreibt. Dies gelingt durch ein 2-Spinor basierendes Minimax Prinzip: Systeme mit leichten Atomen sind voll relativistisch nunmehr nahezu ähnlich effizient beschrieben wie nicht-relativistisch, was natürlich große Hoffnungen für genaue (d.h. relativistische) Berechnungen weckt. Es ergab sich eine erste grundlegende Veröffentlichung (Publikationsliste). Die Genauigkeit in stark relativistischen Systemen wie Th2 179+ ist ähnlich oder leicht besser als in 4-Spinor Dirac-Formulierung. Die Vorteile der neuen Formulierung gehen aber entscheidend weiter: A. Die neue Minimax Formulierung der Dirac-Gl. ist frei von spuriosen Zuständen und hat keine positronischen Kontaminationen. B. Der Aufwand ist weit reduziert, da nur ein 1/3 der Matrix Elemente gegenüber 4-Spinor noch zu berechnen ist, und alle Matrixdimensionen Faktor 2 kleiner sind. C. Numerisch verhält sich die neue Formulierung ähnlilch gut wie die nichtrelativistische Schrödinger Gleichung (Obwohl es eine exakte Formulierung und keine Näherung der Dirac-Gl. ist), und hat damit bessere Konvergenzeigenschaften als 4-Spinor. Insbesondere die Fehlerwichtung (singulärer und glatter Anteil) ist in 2-Spinor anders, und diese zeigt die guten Extrapolationseigenschaften wie bei der nichtrelativistischen Schrödinger Gleichung. Die Ausweitung des Anwendungsbereichs von (relativistischen) 2-Spinor ist bereits in FEM Dirac-Fock-Slater, mit zwei Beispielen CO und N2, erfolgreich gemacht. Weitere Erweiterungen sind nahezu möglich. Siehe Minmax LCAO Nährung.

Formulating generalised 'goal games' against nature: An illustration from decision-making under uncertainty in agriculture

The games-against-nature approach to the analysis of uncertainty in decision-making relies on the assumption that the behaviour of a decision-maker can be explained by concepts such as maximin, minimax regret, or a similarly defined criterion. In reality, however, these criteria represent a spectrum and, the actual behaviour of a decision-maker is most likely to embody a mixture of such idealisations. This paper proposes that in game-theoretic approach to decision-making under uncertainty, a more realistic representation of a decision-maker's behaviour can be achieved by synthesising games-against-nature with goal programming into a single framework. The proposed formulation is illustrated by using a well-known example from the literature on mathematical programming models for agricultural-decision-making. (c) 2005 Elsevier Inc. All rights reserved.

Vertex splitting and connectivity augmentation in hypergraphs

We consider problems of splitting and connectivity augmentation in hypergraphs. In a hypergraph G = (V +s, E), to split two edges su, sv, is to replace them with a single edge uv. We are interested in doing this in such a way as to preserve a defined level of connectivity in V . The splitting technique is often used as a way of adding new edges into a graph or hypergraph, so as to augment the connectivity to some prescribed level. We begin by providing a short history of work done in this area. Then several preliminary results are given in a general form so that they may be used to tackle several problems. We then analyse the hypergraphs G = (V + s, E) for which there is no split preserving the local-edge-connectivity present in V. We provide two structural theorems, one of which implies a slight extension to Mader’s classical splitting theorem. We also provide a characterisation of the hypergraphs for which there is no such “good” split and a splitting result concerned with a specialisation of the local-connectivity function. We then use our splitting results to provide an upper bound on the smallest number of size-two edges we must add to any given hypergraph to ensure that in the resulting hypergraph we have λ(x, y) ≥ r(x, y) for all x, y in V, where r is an integer valued, symmetric requirement function on V*V. This is the so called “local-edge-connectivity augmentation problem” for hypergraphs. We also provide an extension to a Theorem of Szigeti, about augmenting to satisfy a requirement r, but using hyperedges. Next, in a result born of collaborative work with Zoltán Király from Budapest, we show that the local-connectivity augmentation problem is NP-complete for hypergraphs. Lastly we concern ourselves with an augmentation problem that includes a locational constraint. The premise is that we are given a hypergraph H = (V,E) with a bipartition P = {P1, P2} of V and asked to augment it with size-two edges, so that the result is k-edge-connected, and has no new edge contained in some P(i). We consider the splitting technique and describe the obstacles that prevent us forming “good” splits. From this we deduce results about which hypergraphs have a complete Pk-split. This leads to a minimax result on the optimal number of edges required and a polynomial algorithm to provide an optimal augmentation.

Optimal hedging with higher moments

This study proposes a utility-based framework for the determination of optimal hedge ratios (OHRs) that can allow for the impact of higher moments on hedging decisions. We examine the entire hyperbolic absolute risk aversion family of utilities which include quadratic, logarithmic, power, and exponential utility functions. We find that for both moderate and large spot (commodity) exposures, the performance of out-of-sample hedges constructed allowing for nonzero higher moments is better than the performance of the simpler OLS hedge ratio. The picture is, however, not uniform throughout our seven spot commodities as there is one instance (cotton) for which the modeling of higher moments decreases welfare out-of-sample relative to the simpler OLS. We support our empirical findings by a theoretical analysis of optimal hedging decisions and we uncover a novel link between OHRs and the minimax hedge ratio, that is the ratio which minimizes the largest loss of the hedged position. © 2011 Wiley Periodicals, Inc. Jrl Fut Mark

Soliton solutions for quasilinear Schrodinger equations with critical growth

In this paper we establish the existence of standing wave solutions for quasilinear Schrodinger equations involving critical growth. By using a change of variables, the quasilinear equations are reduced to semilinear one. whose associated functionals are well defined in the usual Sobolev space and satisfy the geometric conditions of the mountain pass theorem. Using this fact, we obtain a Cerami sequence converging weakly to a solution v. In the proof that v is nontrivial, the main tool is the concentration-compactness principle due to P.L. Lions together with some classical arguments used by H. Brezis and L. Nirenberg (1983) in [9]. (C) 2009 Elsevier Inc. All rights reserved.

Wavelet regression with correlated errors on a piecewise Holder class

This paper generalizes the methodology of Cat and Brown [Cai, T., Brown, L.D., 1998. Wavelet shrinkage for nonequispaced samples. The Annals of Statistics 26, 1783-1799] for wavelet shrinkage for nonequispaced samples, but in the presence of correlated stationary Gaussian errors. If the true function is a member of a piecewise Holder class, it is shown that, even for long memory errors, the rate of convergence of the procedure is almost-minimax relative to the independent and identically distributed errors case. (c) 2008 Elsevier B.V. All rights reserved.

Experience generalization for multi-agent reinforcement learning

On-line learning methods have been applied successfully in multi-agent systems to achieve coordination among agents. Learning in multi-agent systems implies in a non-stationary scenario perceived by the agents, since the behavior of other agents may change as they simultaneously learn how to improve their actions. Non-stationary scenarios can be modeled as Markov Games, which can be solved using the Minimax-Q algorithm a combination of Q-learning (a Reinforcement Learning (RL) algorithm which directly learns an optimal control policy) and the Minimax algorithm. However, finding optimal control policies using any RL algorithm (Q-learning and Minimax-Q included) can be very time consuming. Trying to improve the learning time of Q-learning, we considered the QS-algorithm. in which a single experience can update more than a single action value by using a spreading function. In this paper, we contribute a Minimax-QS algorithm which combines the Minimax-Q algorithm and the QS-algorithm. We conduct a series of empirical evaluation of the algorithm in a simplified simulator of the soccer domain. We show that even using a very simple domain-dependent spreading function, the performance of the learning algorithm can be improved.

On the value function for nonautonomous optimal control problems with infinite horizon

In this paper we consider nonautonomous optimal control problems of infinite horizon type, whose control actions are given by L-1-functions. We verify that the value function is locally Lipschitz. The equivalence between dynamic programming inequalities and Hamilton-Jacobi-Bellman (HJB) inequalities for proximal sub (super) gradients is proven. Using this result we show that the value function is a Dini solution of the HJB equation. We obtain a verification result for the class of Dini sub-solutions of the HJB equation and also prove a minimax property of the value function with respect to the sets of Dini semi-solutions of the HJB equation. We introduce the concept of viscosity solutions of the HJB equation in infinite horizon and prove the equivalence between this and the concept of Dini solutions. In the Appendix we provide an existence theorem. (c) 2006 Elsevier B.V. All rights reserved.

Quasilinear dirichlet problems in RN with critical growth

In this study, a given quasilinear problem is solved using variational methods. In particular, the existence of nontrivial solutions for GP is examined using minimax methods. The main theorem on the existence of a nontrivial solution for GP is detailed.

Generalized beta-generated distributions

This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily differentiating tail weights. The GBG class also has tractable properties: we present various expansions for moments, generating function and quantiles. The model parameters are estimated by maximum likelihood and the usefulness of the new class is illustrated by means of some real data sets. (c) 2011 Elsevier B.V. All rights reserved.

The Feynman-Kac formula and applications to PDEs

The thesis presents a probabilistic approach to the theory of semigroups of operators, with particular attention to the Markov and Feller semigroups. The first goal of this work is the proof of the fundamental Feynman-Kac formula, which gives the solution of certain parabolic Cauchy problems, in terms of the expected value of the initial condition computed at the associated stochastic diffusion processes. The second target is the characterization of the principal eigenvalue of the generator of a semigroup with Markov transition probability function and of second order elliptic operators with real coefficients not necessarily self-adjoint. The thesis is divided into three chapters. In the first chapter we study the Brownian motion and some of its main properties, the stochastic processes, the stochastic integral and the Itô formula in order to finally arrive, in the last section, at the proof of the Feynman-Kac formula. The second chapter is devoted to the probabilistic approach to the semigroups theory and it is here that we introduce Markov and Feller semigroups. Special emphasis is given to the Feller semigroup associated with the Brownian motion. The third and last chapter is divided into two sections. In the first one we present the abstract characterization of the principal eigenvalue of the infinitesimal generator of a semigroup of operators acting on continuous functions over a compact metric space. In the second section this approach is used to study the principal eigenvalue of elliptic partial differential operators with real coefficients. At the end, in the appendix, we gather some of the technical results used in the thesis in more details. Appendix A is devoted to the Sion minimax theorem, while in appendix B we prove the Chernoff product formula for not necessarily self-adjoint operators.

Multiscale methods for shape constraints in deconvolution: Confidence statements for qualitative features

We derive multiscale statistics for deconvolution in order to detect qualitative features of the unknown density. An important example covered within this framework is to test for local monotonicity on all scales simultaneously. We investigate the moderately ill-posed setting, where the Fourier transform of the error density in the deconvolution model is of polynomial decay. For multiscale testing, we consider a calibration, motivated by the modulus of continuity of Brownian motion. We investigate the performance of our results from both the theoretical and simulation based point of view. A major consequence of our work is that the detection of qualitative features of a density in a deconvolution problem is a doable task, although the minimax rates for pointwise estimation are very slow.

Asymptotically Optimum Estimation of a Probability in Inverse Binomial Sampling under General Loss Functions

The optimum quality that can be asymptotically achieved in the estimation of a probability p using inverse binomial sampling is addressed. A general definition of quality is used in terms of the risk associated with a loss function that satisfies certain assumptions. It is shown that the limit superior of the risk for p asymptotically small has a minimum over all (possibly randomized) estimators. This minimum is achieved by certain non-randomized estimators. The model includes commonly used quality criteria as particular cases. Applications to the non-asymptotic regime are discussed considering specific loss functions, for which minimax estimators are derived.