In this paper, we present a staggered discontinuous Galerkin immersed boundary method (SDGIBM) for the numerical approximation of fluid-structure interaction. The immersed boundary method is used to model the fluid-structure interaction, while the fluid flow is governed by incompressible Navier-Stokes equations. One advantage of using Galerkin method over the finite difference method with immersed boundary method is that we can avoid approximations of the Dirac Delta function. Another key ingredient of our method is that our solver for incompressible Navier-Stokes equations combines the advantages of discontinuous Galerkin methods and staggered meshes, and results in many good properties, namely local and global conservations and pointwise divergence-free velocity field by a local postprocessing technique. Furthermore, energy stability is improved by a skew-symmetric discretization of the convection term. We will present numerical results to show the performance of the method.

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In this paper, we prove a conjecture of Kottwitz and Rapoport on a union of (generalized) affine Deligne-Lusztig varieties $X(\mu, b)_J$ for a $p$-adic group $G$ and its parahoric subgroup $P_J$. We show that $X(\mu, b)_J \neq \emptyset$ if and only if the group-theoretic version of Mazur's inequality is satisfied. In the process, we obtain a generalization of Grothendieck's conjecture on the closure relation of $\s$-conjugacy classes of a twisted loop group.

The estimation of large covariance and precision matrices is fundamental in modern multivariate analysis. However, problems arise from the statistical analysis of large panel economic and financial data. The covariance matrix reveals marginal correlations between variables, while the precision matrix encodes conditional correlations between pairs of variables given the remaining variables. In this paper, we provide a selective review of several recent developments on the estimation of large covariance and precision matrices. We focus on two general approaches: a rankbased method and a factormodelbased method. Theories and applications of both approaches are presented. These methods are expected to be widely applicable to the analysis of economic and financial data.