Multilevel Richardson-Romberg extrapolation

We propose and analyze a Multilevel Richardson-Romberg (MLRR) estimator which combines the higher order bias cancellation of the Multistep Richardson-Romberg method introduced in [Pa07] and the variance control resulting from the stratification introduced in the Multilevel Monte Carlo (MLMC) method (see [Hei01, Gi08]). Thus, in standard frameworks like discretization schemes of diffusion processes, the root mean squared error (RMSE) $\varepsilon > 0$ can be achieved with our MLRR estimator with a global complexity of $\varepsilon^{-2} \log(1/\varepsilon)$ instead of $\varepsilon^{-2} (\log(1/\varepsilon))^2$ with the standard MLMC method, at least when the weak error $\mathbf{E}[Y_h]-\mathbf{E}[Y_0]$ of the biased implemented estimator $Y_h$ can be expanded at any order in $h$ and $\|Y_h - Y_0\|_2 = O(h^{\frac{1}{2}})$. The MLRR estimator is then halfway between a regular MLMC and a virtual unbiased Monte Carlo. When the strong error $\|Y_h - Y_0\|_2 = O(h^{\frac{\beta}{2}})$, $\beta < 1$, the gain of MLRR over MLMC becomes even more striking. We carry out numerical simulations to compare these estimators in two settings: vanilla and path-dependent option pricing by Monte Carlo simulation and the less classical Nested Monte Carlo simulation.Comment: 38 page

Influence of material removal on the dynamic behavior of thin-walled structures in peripheral milling

Machining is a material removal process that alters the dynamic properties during machining operations. The peripheral milling of a thin-walled structure generates vibration of the workpiece and this influences the quality of the machined surface. A reduction of tool life and spindle life can also be experienced when machining is subjected to vibration. In this paper, the linearized stability lobes theory allows us to determine critical and optimal cutting conditions for which vibration is not appar- ent in the milling of thin-walled workpieces. The evolution of the mechanical parameters of the cut- ting tool, machine tool and workpiece during the milling operation are not taken into account. The critical and optimal cutting conditions depend on dynamic properties of the workpiece. It is illustrated how the stability lobes theory is used to evaluate the variation of the dynamic properties of the thin- walled workpiece. We use both modal measurement and finite element method to establish a 3D rep- resentation of stability lobes. The 3D representation allows us to identify spindle speed values at which the variation of spindle speed is initiated to improve the surface finish of the workpiece

Integration of dynamic behaviour variations in the stability lobes method: 3D lobes construction and application to thin-walled structure milling

Vibratory problems occurring during peripheral milling of thin-walled structures affect the quality of the fin- ished part and, to a lesser extent, the tool life and the spindle life. Therefore, it is necessary to be able to limit these problems with a suitable choice of cutting conditions. The stability lobes theory makes it possible to choose the appropriate cutting con- ditions according to the dynamical behaviour of the tool or the part. We introduce the dynamical behaviour variation of the part with respect to the tool position in order to determine optimal cutting conditions during the machining process. This general- ization of the classical lobes diagram leads us to a 3D lobes diagram construction. These computed results are compared with real experiments of down-milling of thin-walled structures

Ward type identities for the 2d Anderson model at weak disorder

Using the particular momentum conservation laws in dimension d=2, we can rewrite the Anderson model in terms of low momentum long range fields, at the price of introducing electron loops. The corresponding loops satisfy a Ward type identity, hence are much smaller than expected. This fact should be useful for a study of the weak-coupling model in the middle of the spectrum of the free Hamiltonian.Comment: LaTeX 2e document using AMS symbols, 25 pages and 32 eps figure

Learning Local Receptive Fields and their Weight Sharing Scheme on Graphs

We propose a simple and generic layer formulation that extends the properties of convolutional layers to any domain that can be described by a graph. Namely, we use the support of its adjacency matrix to design learnable weight sharing filters able to exploit the underlying structure of signals in the same fashion as for images. The proposed formulation makes it possible to learn the weights of the filter as well as a scheme that controls how they are shared across the graph. We perform validation experiments with image datasets and show that these filters offer performances comparable with convolutional ones.Comment: To appear in 2017, 5th IEEE Global Conference on Signal and Information Processing, 5 pages, 3 figures, 3 table

Connections Among Farsighted Agents

We study the stability of social and economic networks when players are farsighted. In particular, we examine whether the networks formed by farsighted players are different from those formed by myopic players. We adopt Herings, Mauleon and Vannetelbosch’s (Games and Economic Behavior, forthcoming) notion of pairwise farsightedly stable set. We first investigate in some classical models of social and economic networks whether the pairwise farsightedly stable sets of networks coincide with the set of pairwise (myopically) stable networks and the set of strongly efficient networks. We then provide some primitive conditions on value functions and allocation rules so that the set of strongly efficient networks is the unique pairwise farsightedly stable set. Under the componentwise egalitarian allocation rule, the set of strongly efficient networks and the set of pairwise (myopically) stable networks that are immune to coalitional deviations are the unique pairwise farsightedly stable set if and only if the value function is top convex.Farsighted Players, Stability, Efficiency, Connections Model, Buyerseller Networks

Connections among farsighted agents

farsighted players, stability, efficiency, connections model, buyer-seller networks