Photograph - Young girl, Martha. Approximate age 6-9 years old. Ambrotype?

Young girl, Martha. Approximate age 6-9 years old. Ambrotype? Ca. 1850s? Brass matting with brass border. Wooden case. Photograph very faded. 8.5mm x 9.5mm (yellow sticker with “x” on front of case).

A Representation Theorem for Domains with Discrete and Continuous Variables.

This paper proves a new representation theorem for domains with both discrete and continuous variables. The result generalizes Debreu's well-known representation theorem on connected domains. A strengthening of the standard continuity axiom is used in order to guarantee the existence of a representation. A generalization of the main theorem and an application of the more general result are also presented.

Arrow's Theorem in Spatial Environments

In spatial environments, we consider social welfare functions satisfying Arrow's requirements. i.e., weak Pareto and independence of irrelevant alternatives. When the policy space os a one-dimensional continuum, such a welfare function is determined by a collection of 2n strictly quasi-concave preferences and a tie-breaking rule. As a corrollary, we obtain that when the number of voters is odd, simple majority voting is transitive if and only if each voter's preference is strictly quasi-concave. When the policy space is multi-dimensional, we establish Arrow's impossibility theorem. Among others, we show that weak Pareto, independence of irrelevant alternatives, and non-dictatorship are inconsistent if the set of alternatives has a non-empty interior and it is compact and convex.

Harsanyi’s Social Aggregation Theorem : A Multi-Profile Approach with Variable-Population Extensions

This paper provides new versions of Harsanyi’s social aggregation theorem that are formulated in terms of prospects rather than lotteries. Strengthening an earlier result, fixed-population ex-ante utilitarianism is characterized in a multi-profile setting with fixed probabilities. In addition, we extend the social aggregation theorem to social-evaluation problems under uncertainty with a variable population and generalize our approach to uncertain alternatives, which consist of compound vectors of probability distributions and prospects.

A Generalization of a Theorem of Boyd and Lawton

Ce mémoire s’applique à étudier d’abord, dans la première partie, la mesure de Mahler des polynômes à une seule variable. Il commence en donnant des définitions et quelques résultats pertinents pour le calcul de telle hauteur. Il aborde aussi le sujet de la question de Lehmer, la conjecture la plus célèbre dans le domaine, donne quelques exemples et résultats ayant pour but de résoudre la question. Ensuite, il y a l’extension de la mesure de Mahler sur les polynômes à plusieurs variables, une démarche semblable au premier cas de la mesure de Mahler, et le sujet des points limites avec quelques exemples. Dans la seconde partie, on commence par donner des définitions concernant un ordre supérieur de la mesure de Mahler, et des généralisations en passant des polynômes simples aux polynômes à plusieurs variables. La question de Lehmer existe aussi dans le domaine de la mesure de Mahler supérieure, mais avec des réponses totalement différentes. À la fin, on arrive à notre objectif, qui sera la démonstration de la généralisation d’un théorème de Boyd-Lawton, ce dernier met en évidence une relation entre la mesure de Mahler des polynômes à plusieurs variables avec la limite de la mesure de Mahler des polynômes à une seule variable. Ce résultat a des conséquences en termes de la conjecture de Lehmer et sert à clarifier la relation entre les valeurs de la mesure de Mahler des polynômes à une variable et celles des polynômes à plusieurs variables, qui, en effet, sont très différentes en nature.

Problèmes de commande optimale stochastique généralisés

Cette thèse est divisée en deux grands chapitres, dont le premier porte sur des problèmes de commande optimale en dimension un et le deuxième sur des problèmes en dimension deux ou plus. Notons bien que, dans cette thèse, nous avons supposé que le facteur temps n'intervient pas. Dans le premier chapitre, nous calculons, au début, l'équation de programmation dynamique pour la valeur minimale F de l'espérance mathématique de la fonction de coût considérée. Ensuite, nous utilisons le théorème de Whittle qui est applicable seulement si une condition entre le bruit blanc v et les termes b et q associés à la commande est satisfaite. Sinon, nous procédons autrement. En effet, un changement de variable transforme notre équation en une équation de Riccati en G= F', mais sans conditions initiales. Dans certains cas, à partir de la symétrie des paramètres infinitésimaux et de q, nous pouvons en déduire le point x' où G(x')=0. Si ce n'est pas le cas, nous nous limitons à des bonnes approximations. Cette même démarche est toujours possible si nous sommes dans des situations particulières, par exemple, lorsque nous avons une seule barrière. Dans le deuxième chapitre, nous traitons les problèmes en dimension deux ou plus. Puisque la condition de Whittle est difficile à satisfaire dans ce cas, nous essayons de généraliser les résultats du premier chapitre. Nous utilisons alors dans quelques exemples la méthode des similitudes, qui permet de transformer le problème en dimension un. Ensuite, nous proposons une nouvelle méthode de résolution. Cette dernière linéarise l'équation de programmation dynamique qui est une équation aux dérivées partielles non linéaire. Il reste à la fin à trouver les conditions initiales pour la nouvelle fonction et aussi à vérifier que les n expressions obtenues pour F sont équivalentes.

Studies on Thermodynamics and No-hair Theorem in Black hole Spacetime

Department of Physics, Cochin University of Science and Technology

Modeling of ALFA Programs Using PVS Theorem Prover

In Safety critical software failure can have a high price. Such software should be free of errors before it is put into operation. Application of formal methods in the Software Development Life Cycle helps to ensure that the software for safety critical missions are ultra reliable. PVS theorem prover, a formal method tool, can be used for the formal verification of software in ADA Language for Flight Software Application (ALFA.). This paper describes the modeling of ALFA programs for PVS theorem prover. An ALFA2PVS translator is developed which automatically converts the software in ALFA to PVS specification. By this approach the software can be verified formally with respect to underflow/overflow errors and divide by zero conditions without the actual execution of the code.

Modeling of ALFA Programs Using PVS Theorem Prover

In Safety critical software failure can have a high price. Such software should be free of errors before it is put into operation. Application of formal methods in the Software Development Life Cycle helps to ensure that the software for safety critical missions are ultra reliable. PVS theorem prover, a formal method tool, can be used for the formal verification of software in ADA Language for Flight Software Application (ALFA.). This paper describes the modeling of ALFA programs for PVS theorem prover. An ALFA2PVS translator is developed which automatically converts the software in ALFA to PVS specification. By this approach the software can be verified formally with respect to underflow/overflow errors and divide by zero conditions without the actual execution of the code

Error estimates for approximate approximations on compact intervals

The aim of this paper is the investigation of the error which results from the method of approximate approximations applied to functions defined on compact in- tervals, only. This method, which is based on an approximate partition of unity, was introduced by V. Mazya in 1991 and has mainly been used for functions defied on the whole space up to now. For the treatment of differential equations and boundary integral equations, however, an efficient approximation procedure on compact intervals is needed. In the present paper we apply the method of approximate approximations to functions which are defined on compact intervals. In contrast to the whole space case here a truncation error has to be controlled in addition. For the resulting total error pointwise estimates and L1-estimates are given, where all the constants are determined explicitly.

An approximation method using approximate approximations

The aim of this paper is to extend the method of approximate approximations to boundary value problems. This method was introduced by V. Maz'ya in 1991 and has been used until now for the approximation of smooth functions defined on the whole space and for the approximation of volume potentials. In the present paper we develop an approximation procedure for the solution of the interior Dirichlet problem for the Laplace equation in two dimensions using approximate approximations. The procedure is based on potential theoretical considerations in connection with a boundary integral equations method and consists of three approximation steps as follows. In a first step the unknown source density in the potential representation of the solution is replaced by approximate approximations. In a second step the decay behavior of the generating functions is used to gain a suitable approximation for the potential kernel, and in a third step Nyström's method leads to a linear algebraic system for the approximate source density. For every step a convergence analysis is established and corresponding error estimates are given.

Approximate approximations for the Poisson and the Stokes equations

The method of approximate approximations is based on generating functions representing an approximate partition of the unity, only. In the present paper this method is used for the numerical solution of the Poisson equation and the Stokes system in R^n (n = 2, 3). The corresponding approximate volume potentials will be computed explicitly in these cases, containing a one-dimensional integral, only. Numerical simulations show the efficiency of the method and confirm the expected convergence of essentially second order, depending on the smoothness of the data.

Approximate Approximations and a Boundary Point Method for the Linearized Stokes System

The method of approximate approximations, introduced by Maz'ya [1], can also be used for the numerical solution of boundary integral equations. In this case, the matrix of the resulting algebraic system to compute an approximate source density depends only on the position of a finite number of boundary points and on the direction of the normal vector in these points (Boundary Point Method). We investigate this approach for the Stokes problem in the whole space and for the Stokes boundary value problem in a bounded convex domain G subset R^2, where the second part consists of three steps: In a first step the unknown potential density is replaced by a linear combination of exponentially decreasing basis functions concentrated near the boundary points. In a second step, integration over the boundary partial G is replaced by integration over the tangents at the boundary points such that even analytical expressions for the potential approximations can be obtained. In a third step, finally, the linear algebraic system is solved to determine an approximate density function and the resulting solution of the Stokes boundary value problem. Even not convergent the method leads to an efficient approximation of the form O(h^2) + epsilon, where epsilon can be chosen arbitrarily small.

Approximate solutions and error estimates for a Stokes boundary value problem

The aim of this paper is the numerical treatment of a boundary value problem for the system of Stokes' equations. For this we extend the method of approximate approximations to boundary value problems. This method was introduced by V. Maz'ya in 1991 and has been used until now for the approximation of smooth functions defined on the whole space and for the approximation of volume potentials. In the present paper we develop an approximation procedure for the solution of the interior Dirichlet problem for the system of Stokes' equations in two dimensions. The procedure is based on potential theoretical considerations in connection with a boundary integral equations method and consists of three approximation steps as follows. In a first step the unknown source density in the potential representation of the solution is replaced by approximate approximations. In a second step the decay behavior of the generating functions is used to gain a suitable approximation for the potential kernel, and in a third step Nyström's method leads to a linear algebraic system for the approximate source density. For every step a convergence analysis is established and corresponding error estimates are given.

Characterization theorem for classical orthogonal polynomials on non-uniform lattices: The functional approach

Using the functional approach, we state and prove a characterization theorem for classical orthogonal polynomials on non-uniform lattices (quadratic lattices of a discrete or a q-discrete variable) including the Askey-Wilson polynomials. This theorem proves the equivalence between seven characterization properties, namely the Pearson equation for the linear functional, the second-order divided-difference equation, the orthogonality of the derivatives, the Rodrigues formula, two types of structure relations,and the Riccati equation for the formal Stieltjes function.