A NOTE ON RESOLVENT CONVERGENCE ON A THIN DOMAIN

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Series in Mittag-Leffler Functions: Inequalities and Convergent Theorems

MSC 2010: 30A10, 30B10, 30B30, 30B50, 30D15, 33E12

The nonexistence of spurious solutions to discrete, two-point boundary value problems

We investigate difference equations which arise as discrete approximations to two-point boundary value problems for systems of second-order, ordinary differential equations. We formulate conditions under which all solutions to the discrete problem satisfy certain a priori bounds which axe independent of the step-size. As a result, the nonexistence of spurious solutions are guaranteed. Some existence and convergence theorems for solutions to the discrete problem are also presented. (C) 2002 Elsevier Science Ltd. All rights reserved.

The uniqueness of solutions to discrete, victor, two-point boundary value problems

Difference equations which may arise as discrete approximations to two-point boundary value problems for systems of second-order, ordinary differential equations are investigated and conditions are formulated under which solutions to the discrete problem are unique. Some existence, uniqueness implies existence, and convergence theorems for solutions to the discrete problem are also presented.

Characterizations of Lojasiewicz inequalities and applications

The classical Lojasiewicz inequality and its extensions for partial differential equation problems (Simon) and to o-minimal structures (Kurdyka) have a considerable impact on the analysis of gradient-like methods and related problems: minimization methods, complexity theory, asymptotic analysis of dissipative partial differential equations, tame geometry. This paper provides alternative characterizations of this type of inequalities for nonsmooth lower semicontinuous functions defined on a metric or a real Hilbert space. In a metric context, we show that a generalized form of the Lojasiewicz inequality (hereby called the Kurdyka- Lojasiewicz inequality) relates to metric regularity and to the Lipschitz continuity of the sublevel mapping, yielding applications to discrete methods (strong convergence of the proximal algorithm). In a Hilbert setting we further establish that asymptotic properties of the semiflow generated by -∂f are strongly linked to this inequality. This is done by introducing the notion of a piecewise subgradient curve: such curves have uniformly bounded lengths if and only if the Kurdyka- Lojasiewicz inequality is satisfied. Further characterizations in terms of talweg lines -a concept linked to the location of the less steepest points at the level sets of f- and integrability conditions are given. In the convex case these results are significantly reinforced, allowing in particular to establish the asymptotic equivalence of discrete gradient methods and continuous gradient curves. On the other hand, a counterexample of a convex C2 function in R2 is constructed to illustrate the fact that, contrary to our intuition, and unless a specific growth condition is satisfied, convex functions may fail to fulfill the Kurdyka- Lojasiewicz inequality.

Priors about observables in vector autoregressions

Standard practice in Bayesian VARs is to formulate priors on the autoregressive parameters, but economists and policy makers actually have priors about the behavior of observable variables. We show how this kind of prior can be used in a VAR under strict probability theory principles. We state the inverse problem to be solved and we propose a numerical algorithm that works well in practical situations with a very large number of parameters. We prove various convergence theorems for the algorithm. As an application, we first show that the results in Christiano et al. (1999) are very sensitive to the introduction of various priors that are widely used. These priors turn out to be associated with undesirable priors on observables. But an empirical prior on observables helps clarify the relevance of these estimates: we find much higher persistence of output responses to monetary policy shocks than the one reported in Christiano et al. (1999) and a significantly larger total effect.

The Politics of Poverty in the European Union: How States Respond to the Open Method of Coordination on Social Inclusion

This article assesses the responses of EU-15 member states to the poverty reduction objectives of the Open Method of Coordination (OMC) on social inclusion between 2001 and 2006. As a flexible mechanism of information sharing between governments, the OMC could not produce strong convergence. A thorough analysis of the OMC documents indeed points to the enduring power of national institutions and partisan politics, for the three dimensions of social inclusion identified by the EU (rights, labour market policies, and participation). There was however some learning and adaptation around emerging policy ideas like activation and the participation of people experiencing poverty.

ACCELERATING ITERATIVE ALGORITHMS FOR SYMMETRICAL LINEAR COMPLEMENTARITY-PROBLEMS

We propose a method for accelerating iterative algorithms for solving symmetric linear complementarity problems. The method consists in performing a one-dimensional optimization in the direction generated by a splitting method even for non-descent directions. We give strong convergence proofs and present numerical experiments that justify using this acceleration.

Error estimates for a neumann problem in highly oscillating thin domains

In this work we analyze the convergence of solutions of the Poisson equation with Neumann boundary conditions in a two-dimensional thin domain with highly oscillatory behavior. We consider the case where the height of the domain, amplitude and period of the oscillations are all of the same order, and given by a small parameter e > 0. Using an appropriate corrector approach, we show strong convergence and give error estimates when we replace the original solutions by the first-order expansion through the Multiple-Scale Method.

Infrastructure, integration and equity: The social impact of the health and public transportation infrastructure.

Academicians and practitioners generally agree that there is a positive correlation between more and better infrastructure and economic growth. From the broader perspective of development, attempts have been made in the literature to identify the different theoretical connections and the empirical patterns that link infrastructure to productivity, on the one hand, and those that link it to social inclusion and equity, on the other hand. Infrastructure contributes to development in different ways. The capital involved is not homogeneous, nor is its effect on the distributive aspects. Water and sanitation have a particularly strong association with the health of the general population and with infant mortality, early childhood health, learning abilities and the acquisition of labour skills. With respect to transportation, the reduction of costs and travel times has a direct economic impact on economic activities of production and domestic and international distribution. That infrastructure also has a social and distributive role to play by reducing the number of fatal accidents and serious injuries in the sectors that are naturally most susceptible to them, namely, the poor. Under the broad umbrella of infrastructure, we can include a number of facilities that make possible the provision of certain services. Some of these facilities require very significant fixed capital investments; some of them are residential, while others are not necessarily. What they all have in common is the existence of networks (transportation, wiring, pipelines) and a strong convergence of physical capital and/or technology, as well as the need for major investments in periodic maintenance.

Class Notes for Math 921/922: Real Analysis, Instructor Mikil Foss

Topics include: Semicontinuity, equicontinuity, absolute continuity, metric spaces, compact spaces, Ascoli’s theorem, Stone Weierstrass theorem, Borel and Lebesque measures, measurable functions, Lebesque integration, convergence theorems, Lp spaces, general measure and integration theory, Radon- Nikodyn theorem, Fubini theorem, Lebesque-Stieltjes integration, Semicontinuity, equicontinuity, absolute continuity, metric spaces, compact spaces, Ascoli’s theorem, Stone Weierstrass theorem, Borel and Lebesque measures, measurable functions, Lebesque integration, convergence theorems, Lp spaces, general measure and integration theory, Radon-Nikodyn theorem, Fubini theorem, Lebesque-Stieltjes integration.

Stabilization for an ensemble of half-spin systems

Feedback stabilization of an ensemble of non interacting half spins described by the Bloch equations is considered. This system may be seen as an interesting example for infinite dimensional systems with continuous spectra. We propose an explicit feedback law that stabilizes asymptotically the system around a uniform state of spin +1/2 or -1/2. The proof of the convergence is done locally around the equilibrium in the H-1 topology. This local convergence is shown to be a weak asymptotic convergence for the H-1 topology and thus a strong convergence for the C topology. The proof relies on an adaptation of the LaSalle invariance principle to infinite dimensional systems. Numerical simulations illustrate the efficiency of these feedback laws, even for initial conditions far from the equilibrium. (C) 2011 Elsevier Ltd. All rights reserved.

Charakterisierung und Konvergenz mehrdimensionaler kontinuierlicher Verzweigungsprozesse

In dieser Arbeit wird eine Klasse von stochastischen Prozessen untersucht, die eine abstrakte Verzweigungseigenschaft besitzen. Die betrachteten Prozesse sind homogene Markov-Prozesse in stetiger Zeit mit Zuständen im mehrdimensionalen reellen Raum und dessen Ein-Punkt-Kompaktifizierung. Ausgehend von Minimalforderungen an die zugehörige Übergangsfunktion wird eine vollständige Charakterisierung der endlichdimensionalen Verteilungen mehrdimensionaler kontinuierlicher Verzweigungsprozesse vorgenommen. Mit Hilfe eines erweiterten Laplace-Kalküls wird gezeigt, dass jeder solche Prozess durch eine bestimmte spektral positive unendlich teilbare Verteilung eindeutig bestimmt ist. Umgekehrt wird nachgewiesen, dass zu jeder solchen unendlich teilbaren Verteilung ein zugehöriger Verzweigungsprozess konstruiert werden kann. Mit Hilfe der allgemeinen Theorie Markovscher Operatorhalbgruppen wird sichergestellt, dass jeder mehrdimensionale kontinuierliche Verzweigungsprozess eine Version mit Pfaden im Raum der cadlag-Funktionen besitzt. Ferner kann die (funktionale) schwache Konvergenz der Prozesse auf die vage Konvergenz der zugehörigen Charakterisierungen zurückgeführt werden. Hieraus folgen allgemeine Approximations- und Konvergenzsätze für die betrachtete Klasse von Prozessen. Diese allgemeinen Resultate werden auf die Unterklasse der sich verzweigenden Diffusionen angewendet. Es wird gezeigt, dass für diese Prozesse stets eine Version mit stetigen Pfaden existiert. Schließlich wird die allgemeinste Form der Fellerschen Diffusionsapproximation für mehrtypige Galton-Watson-Prozesse bewiesen.

Black-scholes type equations

In this work we are concerned with the analysis and numerical solution of Black-Scholes type equations arising in the modeling of incomplete financial markets and an inverse problem of determining the local volatility function in a generalized Black-Scholes model from observed option prices. In the first chapter a fully nonlinear Black-Scholes equation which models transaction costs arising in option pricing is discretized by a new high order compact scheme. The compact scheme is proved to be unconditionally stable and non-oscillatory and is very efficient compared to classical schemes. Moreover, it is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. In the next chapter we turn to the calibration problem of computing local volatility functions from market data in a generalized Black-Scholes setting. We follow an optimal control approach in a Lagrangian framework. We show the existence of a global solution and study first- and second-order optimality conditions. Furthermore, we propose an algorithm that is based on a globalized sequential quadratic programming method and a primal-dual active set strategy, and present numerical results. In the last chapter we consider a quasilinear parabolic equation with quadratic gradient terms, which arises in the modeling of an optimal portfolio in incomplete markets. The existence of weak solutions is shown by considering a sequence of approximate solutions. The main difficulty of the proof is to infer the strong convergence of the sequence. Furthermore, we prove the uniqueness of weak solutions under a smallness condition on the derivatives of the covariance matrices with respect to the solution, but without additional regularity assumptions on the solution. The results are illustrated by a numerical example.