We study a one-dimensional transport equation with nonlocal velocity which was recently considered in the work of Crdoba, Crdoba and Fontelos [A. Crdoba, D. Crdoba, MA Fontelos, Formation of singularities for a transport equation with nonlocal velocity, Ann. of Math.(2) 162 (3)(2005) 13771389]. We show that in the subcritical and critical cases the problem is globally well-posed with arbitrary initial data in H max {3/2 , 0}. While in the supercritical case, the problem is locally well-posed with initial data in H 3/2 , and is globally well-posed under a smallness assumption. Some polynomial-in-time decay estimates are also discussed. These results improve some previous results in [A. Crdoba, D. Crdoba, MA Fontelos, Formation of singularities for a transport equation with nonlocal velocity, Ann. of Math.(2) 162 (3)(2005) 13771389].

We study out-of-time ordered four-point functions in two dimensional conformal field theories by suitably analytically continuing the Euclidean correlator. For large central charge theories with a sparse spectrum, chaotic dynamics is revealed in an exponential decay; this is seen directly in the contribution of the vacuum block to the correlation function. However, contributions from individual non-vacuum blocks with large spin and small twist dominate over the vacuum block. We argue, based on holographic intuition, that suitable summations over such intermediate states in the block decomposition of the correlator should be sub-dominant, and attempt to use this criterion to constrain the OPE data with partial success. Along the way we also discuss the relation between the spinning Virasoro blocks and the on-shell worldline action of spinning particles in an asymptotically AdS spacetime.

Analogous to the nonlinear complementarity problem and the semi-definite complementarity problem, a popular approach to solving the second-order cone complementarity problem (SOCCP) is to reformulate it as an unconstrained minimization of a certain merit function over R n. In this paper, we present a descent method for solving the unconstrained minimization reformulation of the SOCCP which is based on the FischerBurmeister merit function (FBMF) associated with second-order cone [J.-S. Chen, P. Tseng, An unconstrained smooth minimization reformulation of the second-order cone complementarity problem, Math. Programming 104 (2005) 293327], and prove its global convergence. Particularly, we compare the numerical performance of the method for the symmetric affine SOCCP generated randomly with the FBMF approach [J.-S. Chen, P. Tseng, An unconstrained smooth minimization reformulation

Local quasilikelihood estimation is a useful extension of local least squares methods, but its computational cost and algorithmic convergence problems make the procedure less appealing, particularly when it is iteratively used in methods such as the backfitting algorithm, crossvalidation and bootstrapping. A onestep local quasilikelihood estimator is introduced to overcome the computational drawbacks of the local quasilikelihood method. We demonstrate that as long as the initial estimators are reasonably good, the onestep estimator has the same asymptotic behaviour as the local quasilikelihood method. Our simulation shows that the onestep estimator performs at least as well as the local quasilikelihood method for a wide range of choices of bandwidths. A datadriven bandwidth selector is proposed for the onestep estimator based on the preasymptotic substitution method of Fan and Gijbels. It is

We consider the solution of the rational matrix equations, or generalized algebraic Riccati equations with rational terms, arising in stochastic optimal control in continuous- and discrete-time. Fixed-point iteration and (modified) Newton's methods will be considered. In particular, the convergence results of a new modified Newton's method, for both continuous- and discrete-time rational Riccati equations, will be presented.