A Ky Fan minimax inequality for quasiequilibria on finite dimensional spaces

Several results concerning existence of solutions of a quasiequilibrium problem defined on a finite dimensional space are established. The proof of the first result is based on a Michael selection theorem for lower semicontinuous set-valued maps which holds in finite dimensional spaces. Furthermore this result allows one to locate the position of a solution. Sufficient conditions, which are easier to verify, may be obtained by imposing restrictions either on the domain or on the bifunction. These facts make it possible to yield various existence results which reduce to the well known Ky Fan minimax inequality when the constraint map is constant and the quasiequilibrium problem coincides with an equilibrium problem. Lastly, a comparison with other results from the literature is discussed

Relevance of phonon dynamics in strongly correlated systems coupled to phonons: A Dynamical Mean Field Theory analysis

The properties of the electron-phonon interaction in the presence of a sizable electronic repulsion at finite doping are studied by investigating the metallic phase of the Hubbard-Holstein model with Dynamical Mean Field Theory. Analyzing the quasiparticle weight at finite doping, we find that a large Coulomb repulsion reduces the effect of electron-phonon coupling at low-energy, while this reduction is not present at high energy. The renormalization of the electron-phonon coupling induced by the Hubbard repul sion depends in a surprisingly strong and non-trivial way on the phonon frequency. Our results suggest that phonon might affect differently high-energy and low-energy properties and this, together with the effect of phonon dynamics, should be carefully taken into account when the effects of the electron-phonon interaction in a strongly correlated system, like the superconducting cuprates, are discussed.Comment: 10 pages, 7 figures - revised version with minor change

Finite-density corrections to the Unitary Fermi gas: A lattice perspective from Dynamical Mean-Field Theory

We investigate the approach to the universal regime of the dilute unitary Fermi gas as the density is reduced to zero in a lattice model. To this end we study the chemical potential, superfluid order parameter and internal energy of the attractive Hubbard model in three different lattices with densities of states (DOS) which share the same low-energy behavior of fermions in three-dimensional free space: a cubic lattice, a "Bethe lattice" with a semicircular DOS, and a "lattice gas" with parabolic dispersion and a sharp energy cut-off that ensures the normalization of the DOS. The model is solved using Dynamical Mean-Field Theory, that treats directly the thermodynamic limit and arbitrarily low densities, eliminating finite-size effects. At densities of the order of one fermion per site the lattice and its specific form dominate the results. The evolution to the low-density limit is smooth and it does not allow to define an unambiguous low-density regime. Such finite-density effects are significantly reduced using the lattice gas, and they are maximal for the three-dimensional cubic lattice. Even though dynamical mean-field theory is bound to reduce to the more standard static mean field in the limit of zero density due to the local nature of the self-energy and of the vertex functions, it compares well with accurate Monte Carlo simulations down to the lowest densities accessible to the latter.Comment: 9 pages, 8 figure

An Optimality Approach to the Application Ratio for the Matching Adjustment in the Solvency II Regime

We refer to the Technical Specifications provided by EIOPA to implement the package of long-term guarantees measures which shall be included into the Solvency II Framework Directive. One of these regulatory measures concernes the Application Ratio, a coefficient defining what portion of the Maximum Matching Adjustment an insurance company can apply to the risk-free rates for discounting her obligations, given the matching properties of the assigned asset portfolio. In this paper we propose an optimization algorithm providing a reliable assessment of the Application Ratio. The Application Ratio provided by the algorithm is optimal in the sense that it has the maximum value given the structure %matching properties of the asset-liability portfolio. This value corresponds to the minimum attainable level for the losses incurred from forced sales of defaultable bonds with mispriced market value. We show that under natural assumptions this optimality problem has the form of a linear programming problem, which can be easily solved using standard numerical procedures. A matching criterion defined in stronger form can also be applied by imposing appropriate run-off constraints in the linear programming problem. The value of the optimal Application Ratio can be used by a Supervisor as an objective benchmark for checking the appropriateness of the Application Ratio adopted by the undertaking. The optimal liquidation policy provided by the algorithm can also be used by an insurance undertaking which want to apply conservative management actions to her asset-liability portfolio

Strongly Correlated Superconductivity rising from a Pseudo-gap Metal

We solve by Dynamical Mean Field Theory a toy-model which has a phase diagram strikingly similar to that of high $T_c$ superconductors: a bell-shaped superconducting region adjacent the Mott insulator and a normal phase that evolves from a conventional Fermi liquid to a pseudogapped semi-metal as the Mott transition is approached. Guided by the physics of the impurity model that is self-consistently solved within Dynamical Mean Field Theory, we introduce an analytical ansatz to model the dynamical behavior across the various phases which fits very accurately the numerical data. The ansatz is based on the assumption that the wave-function renormalization, that is very severe especially in the pseudogap phase close to the Mott transition, is perfectly canceled by the vertex corrections in the Cooper pairing channel.A remarkable outcome is that a superconducting state can develop even from a pseudogapped normal state, in which there are no low-energy quasiparticles. The overall physical scenario that emerges, although unraveled in a specific model and in an infinite-coordination Bethe lattice, can be interpreted in terms of so general arguments to suggest that it can be realized in other correlated systems.Comment: 14 pages, 11 figure

Quantifying the relevance of different mediators in the human immune cell network

Immune cells coordinate their efforts for the correct and efficient functioning of the immune system (IS). Each cell type plays a distinct role and communicates with other cell types through mediators such as cytokines, chemokines and hormones, among others, that are crucial for the functioning of the IS and its fine tuning. Nevertheless, a quantitative analysis of the topological properties of an immunological network involving this complex interchange of mediators among immune cells is still lacking. Here we present a method for quantifying the relevance of different mediators in the immune network, which exploits a definition of centrality based on the concept of efficient communication. The analysis, applied to the human immune system, indicates that its mediators significantly differ in their network relevance. We found that cytokines involved in innate immunity and inflammation and some hormones rank highest in the network, revealing that the most prominent mediators of the IS are molecules involved in these ancestral types of defence mechanisms highly integrated with the adaptive immune response, and at the interplay among the nervous, the endocrine and the immune systems.Comment: 10 pages, 3 figure

Local cone approximations in mathematical programming

We show how to use intensively local cone approximations to obtain results in some fields of optimization theory as optimality conditions, constraint qualifications, mean value theorems and error bound

Existence and solution methods for equilibria

Equilibrium problems provide a mathematical framework which includes optimization, variational inequalities, fixed-point and saddle point problems, and noncooperative games as particular cases. This general format received an increasing interest in the last decade mainly because many theoretical and algorithmic results developed for one of these models can be often extended to the others through the unifying language provided by this common format. This survey paper aims at covering the main results concerning the existence of equilibria and the solution methods for finding them

X-Ray Resonant Scattering as a Direct Probe of Orbital Ordering in Transition-Metal Oxides

X-ray resonant scattering at the K-edge of transition metal oxides is shown to measure the orbital order parameter, supposed to accompany magnetic ordering in some cases. Virtual transitions to the 3d-orbitals are quadrupolar in general. In cases with no inversion symmetry, such as V$_2$O$_3$, treated in detail here, a dipole component enhances the resonance. Hence, we argue that the detailed structure of orbital order in V$_2$O$_3$ is experimentally accessible.Comment: LaTex using RevTex, 4 pages and two included postscript figure