A Spectral Bernstein Theorem

We study the spectrum of the Laplace operator of a complete minimal properly immersed hypersurface $M$ in $\R^{n+1}$. (1) Under a volume growth condition on extrinsic balls and a condition on the unit normal at infinity, we prove that $M$ has only essential spectrum consisting of the half line $[0, +\infty)$. This is the case when $\lim_{\tilde{r}\to +\infty}\tilde{r}\kappa_i=0$, where $\tilde{r}$ is the extrinsic distance to a point of $M$ and $\kappa_i$ are the principal curvatures. (2) If the $\kappa_i$ satisfy the decay conditions $|\kappa_i|\leq 1/\tilde{r}$, and strict inequality is achieved at some point $y\in M$, then there are no eigenvalues. We apply these results to minimal graphic and multigraphic hypersurfaces.Comment: 16 pages. v2. Final version: minor revisions, we add Proposition 3.2. Accepted for publication in the Annali di Matematica Pura ed Applicata, on the 05/03/201

Certification of Bounds of Non-linear Functions: the Templates Method

The aim of this work is to certify lower bounds for real-valued multivariate functions, defined by semialgebraic or transcendental expressions. The certificate must be, eventually, formally provable in a proof system such as Coq. The application range for such a tool is widespread; for instance Hales' proof of Kepler's conjecture yields thousands of inequalities. We introduce an approximation algorithm, which combines ideas of the max-plus basis method (in optimal control) and of the linear templates method developed by Manna et al. (in static analysis). This algorithm consists in bounding some of the constituents of the function by suprema of quadratic forms with a well chosen curvature. This leads to semialgebraic optimization problems, solved by sum-of-squares relaxations. Templates limit the blow up of these relaxations at the price of coarsening the approximation. We illustrate the efficiency of our framework with various examples from the literature and discuss the interfacing with Coq.Comment: 16 pages, 3 figures, 2 table

Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators

The aim of the present paper is to study the regularity properties of the solution of a backward stochastic differential equation with a monotone generator in infinite dimension. We show some applications to the nonlinear Kolmogorov equation and to stochastic optimal control

Superconductivity and single crystal growth of Ni0:05TaS2

Superconductivity was discovered in a Ni0:05TaS2 single crystal. A Ni0:05TaS2 single crystal was successfully grown via the NaCl/KCl flux method. The obtained lattice constant c of Ni0:05TaS2 is 1.1999 nm, which is significantly smaller than that of 2H-TaS2 (1.208 nm). Electrical resistivity and magnetization measurements reveal that the superconductivity transition temperature of Ni0:05TaS2 is enhanced from 0.8 K (2H-TaS2) to 3.9 K. The charge-density-wave transition of the matrix compound 2H-TaS2 is suppressed in Ni0:05TaS2. The success of Ni0:05TaS2 single crystal growth via a NaCl/KCl flux demonstrates that NaCl/KCl flux method will be a feasible method for single crystal growth of the layered transition metal dichalcogenides.Comment: 13pages, 6 figures, Published in SS

Some flows in shape optimization

Geometric flows related to shape optimization problems of Bernoulli type are investigated. The evolution law is the sum of a curvature term and a nonlocal term of Hele-Shaw type. We introduce generalized set solutions, the definition of which is widely inspired by viscosity solutions. The main result is an inclusion preservation principle for generalized solutions. As a consequence, we obtain existence, uniqueness and stability of solutions. Asymptotic behavior for the flow is discussed: we prove that the solutions converge to a generalized Bernoulli exterior free boundary problem

Viscosity solutions of systems of PDEs with interconnected obstacles and Multi modes switching problems

This paper deals with existence and uniqueness, in viscosity sense, of a solution for a system of m variational partial differential inequalities with inter-connected obstacles. A particular case of this system is the deterministic version of the Verification Theorem of the Markovian optimal m-states switching problem. The switching cost functions are arbitrary. This problem is connected with the valuation of a power plant in the energy market. The main tool is the notion of systems of reflected BSDEs with oblique reflection.Comment: 36 page

On Sharp Large Deviations for the bridge of a general Diffusion

We provide sharp Large Deviation estimates for the probability of exit from a domain for the bridge of a $d$-dimensional general diffusion process $X$, as the conditioning time tends to $0$. This kind of results is motivated by applications to numerical simulation. In particular we investigate the influence of the drift $b$ of $X$. It turns out that the sharp asymptotics for the exit time probability are independent of the drift, provided $b$ enjoyes a simple condition that is always satisfied in dimension $1$. On the other hand, we show that the drift can be influential if this assumption is not satisfied.

Single crystal growth and characterizations of Cu0.03TaS2 superconductors

Single crystal of Cu0.03TaS2 with low copper intercalated content was successfully grown via chemical iodine-vapor transport. The structural characterization results show that the copper intercalated 2H-Cu0.03TaS2 single crystal has the same structure of the CdI2-type structure as the parent 2H-TaS2 crystal. Electrical resistivity and magnetization measurements reveal that 2H-Cu0.03TaS2 becomes a superconductor below 4.2 K. Besides, electrical resistivity and Hall effects results show that a charge density wave transition occurs at TCDW = 50 K.Comment: 14 pages, 6 figures,revised versio

An Optimal Execution Problem with Market Impact

We study an optimal execution problem in a continuous-time market model that considers market impact. We formulate the problem as a stochastic control problem and investigate properties of the corresponding value function. We find that right-continuity at the time origin is associated with the strength of market impact for large sales, otherwise the value function is continuous. Moreover, we show the semi-group property (Bellman principle) and characterise the value function as a viscosity solution of the corresponding Hamilton-Jacobi-Bellman equation. We introduce some examples where the forms of the optimal strategies change completely, depending on the amount of the trader's security holdings and where optimal strategies in the Black-Scholes type market with nonlinear market impact are not block liquidation but gradual liquidation, even when the trader is risk-neutral.Comment: 36 pages, 8 figures, a modified version of the article "An optimal execution problem with market impact" in Finance and Stochastics (2014