What Is the Validity Domain of Einstein’s Equations? Distributional Solutions over Singularities and Topological Links in Geometrodynamics

The existence of singularities alerts that one of the highest priorities of a centennial perspective on general relativity should be a careful re-thinking of the validity domain of Einstein’s field equations. We address the problem of constructing distinguishable extensions of the smooth spacetime manifold model, which can incorporate singularities, while retaining the form of the field equations. The sheaf-theoretic formulation of this problem is tantamount to extending the algebra sheaf of smooth functions to a distribution-like algebra sheaf in which the former may be embedded, satisfying the pertinent cohomological conditions required for the coordinatization of all of the tensorial physical quantities, such that the form of the field equations is preserved. We present in detail the construction of these distribution-like algebra sheaves in terms of residue classes of sequences of smooth functions modulo the information of singular loci encoded in suitable ideals. Finally, we consider the application of these distribution-like solution sheaves in geometrodynamics by modeling topologically-circular boundaries of singular loci in three-dimensional space in terms of topological links. It turns out that the Borromean link represents higher order wormhole solutions

Asset pricing and portfolio selection based on the multivariate extended skew-Student-t distribution

The returns on most financial assets exhibit kurtosis and many also have probability distributions that possess skewness as well. In this paper a general multivariate model for the probability distribution of assets returns, which incorporates both kurtosis and skewness, is described. It is based on the multivariate extended skew-Student-t distribution. Salient features of the distribution are described and these are applied to the task of asset pricing. The paper shows that the market model is non-linear in general and that the sensitivity of asset returns to return on the market portfolio is not the same as the conventional beta, although this measure does arise in special cases. It is shown that the variance of asset returns is time varying and depends on the squared deviation of market portfolio return from its location parameter. The first order conditions for portfolio selection are described. Expected utility maximisers will select portfolios from an efficient surface, which is an analogue of the familiar mean-variance frontier, and which may be implemented using quadratic programming

Towards possibilistic fuzzy answer set programming

Fuzzy answer set programming (FASP) is a generalization of answer set programming to continuous domains. As it can not readily take uncertainty into account, however, FASP is not suitable as a basis for approximate reasoning and cannot easily be used to derive conclusions from imprecise information. To cope with this, we propose an extension of FASP based on possibility theory. The resulting framework allows us to reason about uncertain information in continuous domains, and thus also about information that is imprecise or vague. We propose a syntactic procedure, based on an immediate consequence operator, and provide a characterization in terms of minimal models, which allows us to straightforwardly implement our framework using existing FASP solvers

Evaluating aggregate functions on possibilistic data

The need for extending information management systems to handle the imprecision of information found in the real world has been recognized. Fuzzy set theory together with possibility theory represent a uniform framework for extending the relational database model with these features. However, none of the existing proposals for handling imprecision in the literature has dealt with queries involving a functional evaluation of a set of items, traditionally referred to as aggregation. Two kinds of aggregate operators, namely, scalar aggregates and aggregate functions, exist. Both are important for most real-world applications, and are thus being supported by traditional languages like SQL or QUEL. This paper presents a framework for handling these two types of aggregates in the context of imprecise information. We consider three cases, specifically, aggregates within vague queries on precise data, aggregates within precisely specified queries on possibilistic data, and aggregates within vague queries on imprecise data. These extensions are based on fuzzy set-theoretical concepts such as the extension principle, the sigma-count operation, and the possibilistic expected value. The consistency and completeness of the proposed operations is shown