EuDML | Browse

The search session has expired. Please query the service again.

Items

All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Displaying 101 – 120 of 534

A geometric point of view on mean-variance models

Piotr Jaworski (2003)

Applicationes Mathematicae

This paper deals with the mathematics of the Markowitz theory of portfolio management. Let E and V be two homogeneous functions defined on ℝⁿ, the first linear, the other positive definite quadratic. Furthermore let Δ be a simplex contained in ℝⁿ (the set of admissible portfolios), for example Δ : x₁+ ... + xₙ = 1, $x_{i} \geq 0$ . Our goal is to investigate the properties of the restricted mappings (V,E):Δ → ℝ² (the so called Markowitz mappings) and to classify them. We introduce the notion of a generic model...

A geometric setting for classical molecular dynamics

Toshihiro Iwai (1987)

Annales de l'I.H.P. Physique théorique

A geometric solution to the dynamic disturbance decoupling for discrete-time nonlinear systems

Eduardo Aranda-Bricaire, Ülle Kotta (2004)

Kybernetika

The notion of controlled invariance under quasi-static state feedback for discrete-time nonlinear systems has been recently introduced and shown to provide a geometric solution to the dynamic disturbance decoupling problem (DDDP). However, the proof relies heavily on the inversion (structure) algorithm. This paper presents an intrinsic, algorithm-independent, proof of the solvability conditions to the DDDP.

A geometry on the space of probabilities (II). Projective spaces and exponential families.

Henryk Gzyl, Lázaro Recht (2006)

Revista Matemática Iberoamericana

In this note we continue a theme taken up in part I, see [Gzyl and Recht: The geometry on the class of probabilities (I). The finite dimensional case. Rev. Mat. Iberoamericana 22 (2006), 545-558], namely to provide a geometric interpretation of exponential families as end points of geodesics of a non-metric connection in a function space. For that we characterize the space of probability densities as a projective space in the class of strictly positive functions, and these will be regarded as a...

A global analysis of Newton iterations for determining turning points

Vladimír Janovský, Viktor Seige (1993)

Applications of Mathematics

The global convergence of a direct method for determining turning (limit) points of a parameter-dependent mapping is analysed. It is assumed that the relevant extended system has a singular root for a special parameter value. The singular root is clasified as a $b i f u r c a t i o n s i n g u l a r i t y$ (i.e., as a $d e g e n e r a t e$ turning point). Then, the Theorz for Imperfect Bifurcation offers a particular scenario for the split of the singular root into a finite number of regular roots (turning points) due to a given parameter imperfection. The relationship...

A global characterization of jet bundles of $p^{1}$ -velocities and covelocities

Manuel De León, Eugenic Merino, José A. Oubiña, Modesto Salgado (1995)

Annales de la Faculté des sciences de Toulouse : Mathématiques

A global continuation theorem for obtaining eigenvalues and bifurcation points

Milan Kučera (1988)

Czechoslovak Mathematical Journal

A global differentiability result for solutions of nonlinear elliptic problems with controlled growths

Luisa Fattorusso (2008)

Czechoslovak Mathematical Journal

Let $Ω$ be a bounded open subset of $ℝ^{n}$ , $n > 2$ . In $Ω$ we deduce the global differentiability result $u \in H^{2} (Ω, ℝ^{N})$ for the solutions $u \in H^{1} (Ω, ℝ^{n})$ of the Dirichlet problem $u - g \in H_{0}^{1} (Ω, ℝ^{N}), - \sum_{i} D_{i} a^{i} (x, u, D u) = B_{0} (x, u, D u)$ with controlled growth and nonlinearity $q = 2$ . The result was obtained by first extending the interior differentiability result near the boundary and then proving the global differentiability result making use of a covering procedure.

A gradient inequality at infinity for tame functions.

Didier D'Acunto, Vincent Grandjean (2005)

Revista Matemática Complutense

Let f be a C1 function defined over Rn and definable in a given o-minimal structure M expanding the real field. We prove here a gradient-like inequality at infinity in a neighborhood of an asymptotic critical value c. When f is C2 we use this inequality to discuss the trivialization by the gradient flow of f in a neighborhood of a regular asymptotic critical level.