Recent progress in random metric theory and its applications to conditional risk measures

The purpose of this paper is to give a selective survey on recent progress in random metric theory and its applications to conditional risk measures. This paper includes eight sections. Section 1 is a longer introduction, which gives a brief introduction to random metric theory, risk measures and conditional risk measures. Section 2 gives the central framework in random metric theory, topological structures, important examples, the notions of a random conjugate space and the Hahn-Banach theorems for random linear functionals. Section 3 gives several important representation theorems for random conjugate spaces. Section 4 gives characterizations for a complete random normed module to be random reflexive. Section 5 gives hyperplane separation theorems currently available in random locally convex modules. Section 6 gives the theory of random duality with respect to the locally $L^{0}-$convex topology and in particular a characterization for a locally $L^{0}-$convex module to be $L^{0}-$pre$-$barreled. Section 7 gives some basic results on $L^{0}-$convex analysis together with some applications to conditional risk measures. Finally, Section 8 is devoted to extensions of conditional convex risk measures, which shows that every representable $L^{\infty}-$type of conditional convex risk measure and every continuous $L^{p}-$type of convex conditional risk measure ($1\leq p<+\infty$) can be extended to an $L^{\infty}_{\cal F}({\cal E})-$type of $\sigma_{\epsilon,\lambda}(L^{\infty}_{\cal F}({\cal E}), L^{1}_{\cal F}({\cal E}))-$lower semicontinuous conditional convex risk measure and an $L^{p}_{\cal F}({\cal E})-$type of ${\cal T}_{\epsilon,\lambda}-$continuous conditional convex risk measure ($1\leq p<+\infty$), respectively.Comment: 37 page

Inner product computation for sparse iterative solvers on\ud distributed supercomputer

Recent years have witnessed that iterative Krylov methods without re-designing are not suitable for distribute supercomputers because of intensive global communications. It is well accepted that re-engineering Krylov methods for prescribed computer architecture is necessary and important to achieve higher performance and scalability. The paper focuses on simple and practical ways to re-organize Krylov methods and improve their performance for current heterogeneous distributed supercomputers. In construct with most of current software development of Krylov methods which usually focuses on efficient matrix vector multiplications, the paper focuses on the way to compute inner products on supercomputers and explains why inner product computation on current heterogeneous distributed supercomputers is crucial for scalable Krylov methods. Communication complexity analysis shows that how the inner product computation can be the bottleneck of performance of (inner) product-type iterative solvers on distributed supercomputers due to global communications. Principles of reducing such global communications are discussed. The importance of minimizing communications is demonstrated by experiments using up to 900 processors. The experiments were carried on a Dawning 5000A, one of the fastest and earliest heterogeneous supercomputers in the world. Both the analysis and experiments indicates that inner product computation is very likely to be the most challenging kernel for inner product-based iterative solvers to achieve exascale

Minimizing synchronizations in sparse iterative solvers for distributed supercomputers

Eliminating synchronizations is one of the important techniques related to minimizing communications for modern high performance computing. This paper discusses principles of reducing communications due to global synchronizations in sparse iterative solvers on distributed supercomputers. We demonstrates how to minimizing global synchronizations by rescheduling a typical Krylov subspace method. The benefit of minimizing synchronizations is shown in theoretical analysis and is verified by numerical experiments using up to 900 processors. The experiments also show the communication complexity for some structured sparse matrix vector multiplications and global communications in the underlying supercomputers are in the order P1/2.5 and P4/5 respectively, where P is the number of processors and the experiments were carried on a Dawning 5000A

Simulating California reservoir operation using the classification and regression-tree algorithm combined with a shuffled cross-validation scheme

The controlled outflows from a reservoir or dam are highly dependent on the decisions made by the reservoir operators, instead of a natural hydrological process. Difference exists between the natural upstream inflows to reservoirs and the controlled outflows from reservoirs that supply the downstream users. With the decision maker's awareness of changing climate, reservoir management requires adaptable means to incorporate more information into decision making, such as water delivery requirement, environmental constraints, dry/wet conditions, etc. In this paper, a robust reservoir outflow simulation model is presented, which incorporates one of the well-developed data-mining models (Classification and Regression Tree) to predict the complicated human-controlled reservoir outflows and extract the reservoir operation patterns. A shuffled cross-validation approach is further implemented to improve CART's predictive performance. An application study of nine major reservoirs in California is carried out. Results produced by the enhanced CART, original CART, and random forest are compared with observation. The statistical measurements show that the enhanced CART and random forest overperform the CART control run in general, and the enhanced CART algorithm gives a better predictive performance over random forest in simulating the peak flows. The results also show that the proposed model is able to consistently and reasonably predict the expert release decisions. Experiments indicate that the release operation in the Oroville Lake is significantly dominated by SWP allocation amount and reservoirs with low elevation are more sensitive to inflow amount than others

GRB 060206: hints of precession of the central engine?

Aims. The high-redshift (z=4.048) gamma-ray burst GRB 060206 showed unusual behavior, with a significant rebrightening by a factor of ~4 at about 3000 s after the burst. We argue that this rebrightening implies that the central engine became active again after the main burst produced by the first ejecta, then drove another more collimated jet-like ejecta with a larger viewing angle. The two ejecta both interacted with the ambient medium, giving rise to forward shocks that propagated into the ambient medium and reverse shocks that penetrated into the ejecta. The total emission was a combination of the emissions from the reverse- and forward- shocked regions. We discuss how this combined emission accounts for the observed rebrightening. Methods. We apply numerical models to calculate the light curves from the shocked regions, which include a forward shock originating in the first ejecta and a forward-reverse shock for the second ejecta. Results. We find evidence that the central engine became active again 2000 s after the main burst. The combined emission produced by interactions of these two ejecta with the ambient medium can describe the properties of the afterglow of this burst. We argue that the rapid rise in brightness at ~3000 s in the afterglow is due to the off-axis emission from the second ejecta. The precession of the torus or accretion disk of the central engine is a natural explanation for the departure of the second ejecta from the line of sight

Associated Charmonium Production in Low Energy p-pbar Annihilation

The QCD mechanisms underlying the exclusive strong decays and hadronic production amplitudes of charmonium remain poorly understood, despite decades of study and an increasingly detaled body of experimental information. One set of hadronic channels of special interest are those that include baryon-antibaryon states. These are being investigated experimentally at BES and CLEO-c in terms of their baryon resonance content, and are also of interest for the future PANDA experiment, in which charmonium and charmonium hybrids will be produced in p-pbar annihilation in association with light mesons. In this paper we develop a simple initial-state light meson emission model of the near-threshold associated charmonium production processes p pbar -> pi0 ccbar, and evaluate the differential and total cross sections for these reactions in this model. (Here we consider the ccbar states eta_c, J/psi, psi', chi_0 and chi_1.) The predicted near-threshold cross section for p pbar -> pi0 J/psi is found to be numerically similar to two previous theoretical estimates, and is roughly comparable to the (sparse) existing data for this process. The theoretical charmonium angular distributions predicted by this model are far from isotropic, which may be of interest for PANDA detector design studies.Comment: 6 pages, 4 figures, uses graphicx and feynm

On the finiteness of the classifying space for the family of virtually cyclic subgroups

Given a group G, we consider its classifying space for the family of virtually cyclic subgroups. We show for many groups, including for example, one-relator groups, acylindrically hyperbolic groups, 3-manifold groups and CAT(0) cube groups, that they do not admit a finite model for this classifying space unless they are virtually cyclic. This settles a conjecture due to Juan-Pineda and Leary for these classes of groups