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In \cite{rigidity}, Luo introduced a $\psi_{\lambda}$ edge invariant which turns out to be a coordinate of the Teichm\"uller space of a surface with boundary. And he proved that for $\lambda \geq 0$, the image of the Teichm\"uller space under $\psi_{\lambda}$ edge invariant coordinate is an open cell. In this paper we verify his conjecture that for $\lambda<0$, the image of the Teichm\"uller space is a bounded convex polytope.

In this paper, we present entropy satisfying schemes for solving an integro-differential equation that describes the evolution of a population structured with respect to a continuous trait. In [P.-E. Jabin and G. Raoul, J. Math. Biol., 63 (2011), pp. 493–517] solutions are shown to converge toward the so-called evolutionary stable distribution (ESD) as time becomes large, using the relative entropy. At the discrete level, the ESD is shown to be the solution to a quadratic programming problem and can be computed by any well-established nonlinear programing algorithm. The schemes are then shown to satisfy the entropy dissipation inequality on the set where initial data are positive and the numerical solutions tend toward the discrete ESD in time. An alternative algorithm is presented to capture the global ESD for nonnegative initial data, which is made possible due to the mutation mechanism built into the modified scheme. A series of numerical tests are given to confirm both accuracy and the entropy satisfying property and to underline the efficiency of capturing the large time asymptotic behavior of numerical solutions in various settings.

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A class of variable selection procedures for parametric models via nonconcave penalized likelihood was proposed in Fan and Li (2001a). It has been shown there that the resulting procedures perform as well as if the subset of significant variables were known in advance. Such a property is called an oracle property. The proposed procedures were illustrated in the context of linear regression, robust linear regression and generalized linear models. In this paper, the nonconcave penalized likelihood approach is extended further to the Cox proportional hazards model and the Cox proportional hazards frailty model, two commonly used semi-parametric models in survival analysis. As a result, new variable selection procedures for these two commonly-used models are proposed. It is demonstrated how the rates of convergence depend on the regularization parameter in the penalty function. Further, with a proper choice of