Displaying similar documents to “Are law-invariant risk functions concave on distributions?”

Mathematical modeling of semiconductor quantum dots based on the nonparabolic effective-mass approximation

Jinn-Liang Liu (2012)

Nanoscale Systems: Mathematical Modeling, Theory and Applications

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Within the effective mass and nonparabolic band theory, a general framework of mathematical models and numerical methods is developed for theoretical studies of semiconductor quantum dots. It includes single-electron models and many-electron models of Hartree-Fock, configuration interaction, and current-spin density functional theory approaches. These models result in nonlinear eigenvalue problems from a suitable discretization. Cubic and quintic Jacobi-Davidson methods of block or nonblock...

Compactness of Special Functions of Bounded Higher Variation

Luigi Ambrosio, Francesco Ghiraldin (2013)

Analysis and Geometry in Metric Spaces

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Given an open set Ω ⊂ Rm and n > 1, we introduce the new spaces GBnV(Ω) of Generalized functions of bounded higher variation and GSBnV(Ω) of Generalized special functions of bounded higher variation that generalize, respectively, the space BnV introduced by Jerrard and Soner in [43] and the corresponding SBnV space studied by De Lellis in [24]. In this class of spaces, which allow as in [43] the description of singularities of codimension n, the distributional jacobian Ju need not...

A Non-Probabilistic Proof of the Assouad Embedding Theorem with Bounds on the Dimension

Guy David, Marie Snipes (2013)

Analysis and Geometry in Metric Spaces

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We give a non-probabilistic proof of a theorem of Naor and Neiman that asserts that if (E, d) is a doubling metric space, there is an integer N > 0, depending only on the metric doubling constant, such that for each exponent α ∈ (1/2; 1), one can find a bilipschitz mapping F = (E; dα ) ⃗ ℝ RN.

A Riemann-Hilbert problem with a vanishing coefficient and applications to Toeplitz operators

A. Perälä, J. A. Virtanen, L. Wolf (2013)

Concrete Operators

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We study the homogeneous Riemann-Hilbert problem with a vanishing scalar-valued continuous coefficient. We characterize non-existence of nontrivial solutions in the case where the coefficient has its values along several rays starting from the origin. As a consequence, some results on injectivity and existence of eigenvalues of Toeplitz operators in Hardy spaces are obtained.

Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence

Carole Bernard, Yuntao Liu, Niall MacGillivray, Jinyuan Zhang (2013)

Dependence Modeling

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Nelsen et al. [20] find bounds for bivariate distribution functions when there are constraints on the values of its quartiles. Tankov [25] generalizes this work by giving explicit expressions for the best upper and lower bounds for a bivariate copula when its values on a compact subset of [0; 1]2 are known. He shows that they are quasi-copulas and not necessarily copulas. Tankov [25] and Bernard et al. [3] both give sufficient conditions for these bounds to be copulas. In this note we...

Fully implicit ADI schemes for solving the nonlinear Poisson-Boltzmann equation

Weihua Geng, Shan Zhao (2013)

Molecular Based Mathematical Biology

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The Poisson-Boltzmann (PB) model is an effective approach for the electrostatics analysis of solvated biomolecules. The nonlinearity associated with the PB equation is critical when the underlying electrostatic potential is strong, but is extremely difficult to solve numerically. In this paper, we construct two operator splitting alternating direction implicit (ADI) schemes to efficiently and stably solve the nonlinear PB equation in a pseudo-transient continuation approach. The operator...

Signals generated in memristive circuits

Artur Sowa (2012)

Nanoscale Systems: Mathematical Modeling, Theory and Applications

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Signals generated in circuits that include nano-structured elements typically have strongly distinct characteristics, particularly the hysteretic distortion. This is due to memristance, which is one of the key electronic properties of nanostructured materials. In this article, we consider signals generated from a memrsitive circuit model. We demonstrate numerically that such signals can be efficiently represented in certain custom-designed nonorthogonal bases. The proposed method ensures...

The Lusin Theorem and Horizontal Graphs in the Heisenberg Group

Piotr Hajłasz, Jacob Mirra (2013)

Analysis and Geometry in Metric Spaces

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In this paper we prove that every collection of measurable functions fα , |α| = m, coincides a.e. withmth order derivatives of a function g ∈ Cm−1 whose derivatives of order m − 1 may have any modulus of continuity weaker than that of a Lipschitz function. This is a stronger version of earlier results of Lusin, Moonens-Pfeffer and Francos. As an application we construct surfaces in the Heisenberg group with tangent spaces being horizontal a.e.

On the derivation and mathematical analysis of some quantum–mechanical models accounting for Fokker–Planck type dissipation: Phase space, Schrödinger and hydrodynamic descriptions

José Luis López, Jesús Montejo–Gámez (2013)

Nanoscale Systems: Mathematical Modeling, Theory and Applications

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This paper is intended to provide the reader with a review of the authors’ latest results dealing with the modeling of quantum dissipation/diffusion effects at the level of Schrödinger systems, in connection with the corresponding phase space and fluid formulations of such kind of phenomena, especially in what concerns the role of the Fokker–Planck mechanism in the description of open quantum systems and the macroscopic dynamics associated with some viscous hydrodynamic models of Euler...

Mathematical Models for Sensing Devices Constructed out of Artificial Cell Membranes

William Hoiles, Vikram Krishnamurthy, Bruce Cornell (2012)

Nanoscale Systems: Mathematical Modeling, Theory and Applications

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This paper presents a review of ion channel based biosensors with a focus on the mathematical modeling of the stateof- the-art ion channel switch (ICS) biosensor and the novel cation specific (CS) sensor. The characteristics of the analyte present in the electrolyte, the ionic transport of chemical species, and the bioelectronic interface present in the ICS biosensor and CS sensor are modeled using ordinary and partial differential equations. The methodologies presented are important...

On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators

Elena Di Bernardino, Didier Rullière (2013)

Dependence Modeling

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We study the impact of certain transformations within the class of Archimedean copulas. We give some admissibility conditions for these transformations, and define some equivalence classes for both transformations and generators of Archimedean copulas. We extend the r-fold composition of the diagonal section of a copula, from r ∈ N to r ∈ R. This extension, coupled with results on equivalence classes, gives us new expressions of transformations and generators. Estimators deriving directly...