294 research outputs found

    Optimal investment with intermediate consumption under no unbounded profit with bounded risk

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    We consider the problem of optimal investment with intermediate consumption in a general semimartingale model of an incomplete market, with preferences being represented by a utility stochastic field. We show that the key conclusions of the utility maximization theory hold under the assumptions of no unbounded profit with bounded risk (NUPBR) and of the finiteness of both primal and dual value functions.Comment: 10 pages, revised version, to appear in the Applied Probability Journal

    The profinite completion of 33-manifold groups, fiberedness and the Thurston norm

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    We show that a regular isomorphism of profinite completion of the fundamental groups of two 3-manifolds N1N_1 and N2N_2 induces an isometry of the Thurston norms and a bijection between the fibered classes. We study to what extent does the profinite completion of knot groups distinguish knots and show that it distinguishes each torus knot and the figure eight knot among all knots. We show also that it distinguishes between hyperbolic knots with cyclically commensurable complements under the assumption that their Alexander polynomials have at least one zero which is not a root of unity.Comment: 22 page

    Data Assimilation in Marine Models

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    The Evolution of Optical Fiber Sensors Technologies During the 35 Last Years and Their Applications in Structure Health Monitoring

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    Conference of 7th European Workshop on Structural Health Monitoring, EWSHM 2014 ; Conference Date: 8 July 2014 Through 11 July 2014; Conference Code:113023International audienceSince late 70s, (quasi-)distributed OFS have been developed, 12 countries producing 85% of the global effort. Since mid-80s, OFS has caught attention in many sectors where SHM is a matter of concern (civil engineering, composites, oil & gas, renewable energies, safety...). Today, OFS is became a strategic domain, especially in Asia, and China invests a lot since 7-8 years. Top 12 countries involved in SHM are, almost the same than in OFS, having published 80% of the total. Statistics proves that OFS is now the second sensing technology for SHM, and 2/3 concern the FBG sensing

    Recension de William Andy Corsaro, The Sociology of Childhood, SAGE, 2015

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    Recension d'un ouvrageCette quatrième édition d'un des premiers manuels consacré à la sociologie de l'enfance, initialement publié en 1997, ne saurait être une surprise, même si l'auteur semble peu connu en langue française. À notre connaissance, la seule traduction disponible en français a été publiée en 2011

    Turbulence Model Comparison for Compact Plate Heat Exchanger Design Application.

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    In the framework of the Gas-Power Conversion System for the Advanced Sodium Technological Reactor for Industrial Demonstration (ASTRID) project design, works done at CEA are focused on the design of the sodium-gas heat exchanger. Compact plate heat exchangers are indicated as the most suitable technology for such applications. An innovative compact heat exchanger geometry is proposed in this paper: its innovationconsists increatinga 3D mixing flow. The proposed geometry has also very good mechanical resistance to high pressure gradients, being suitable for a large variety of flow applications. The flowfield inside such a channel is experimentally studied using the Laser Doppler Velocimetry (LDV) technique. The main velocity, the radial velocity as well as the Reynolds stressesare measured: data show the high level of flow mixing and the 3D flow pattern inside the channel. The experimental measurements are then used to validate turbulence models: in particular Reynolds-Averaged Navier-Stokes (RANS) equations are closed using both isotropic 2-equation isotropic eddy viscosity models and a Non-Linear Eddy Viscosity Model (NLEVM). Presented results represent the first step in the assessment of innovative high-performance compact plate heat exchangers that can be used to increase the plant efficiency as well as decrease the capital cost of the single component

    Optimal approximate matrix product in terms of stable rank

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    We prove, using the subspace embedding guarantee in a black box way, that one can achieve the spectral norm guarantee for approximate matrix multiplication with a dimensionality-reducing map having m=O(r~/ε2)m = O(\tilde{r}/\varepsilon^2) rows. Here r~\tilde{r} is the maximum stable rank, i.e. squared ratio of Frobenius and operator norms, of the two matrices being multiplied. This is a quantitative improvement over previous work of [MZ11, KVZ14], and is also optimal for any oblivious dimensionality-reducing map. Furthermore, due to the black box reliance on the subspace embedding property in our proofs, our theorem can be applied to a much more general class of sketching matrices than what was known before, in addition to achieving better bounds. For example, one can apply our theorem to efficient subspace embeddings such as the Subsampled Randomized Hadamard Transform or sparse subspace embeddings, or even with subspace embedding constructions that may be developed in the future. Our main theorem, via connections with spectral error matrix multiplication shown in prior work, implies quantitative improvements for approximate least squares regression and low rank approximation. Our main result has also already been applied to improve dimensionality reduction guarantees for kk-means clustering [CEMMP14], and implies new results for nonparametric regression [YPW15]. We also separately point out that the proof of the "BSS" deterministic row-sampling result of [BSS12] can be modified to show that for any matrices A,BA, B of stable rank at most r~\tilde{r}, one can achieve the spectral norm guarantee for approximate matrix multiplication of ATBA^T B by deterministically sampling O(r~/ε2)O(\tilde{r}/\varepsilon^2) rows that can be found in polynomial time. The original result of [BSS12] was for rank instead of stable rank. Our observation leads to a stronger version of a main theorem of [KMST10].Comment: v3: minor edits; v2: fixed one step in proof of Theorem 9 which was wrong by a constant factor (see the new Lemma 5 and its use; final theorem unaffected
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