We explain how the classical notions of Fisher information of a random variable and Fisher information matrix of a random vector can be extended to a much broader setting. We also show that Stam’s inequality for Fisher information and Shannon entropy, as well as the more generalized versions proved earlier by the authors, are all special cases of more general sharp inequalities satisfied by random vectors. The extremal random vectors, which we call generalized Gaussians, contain Gaussians as a limiting case but are noteworthy because they are heavy- tailed.

We prove that if a connected Lie group action on a complete Riemannian manifold preserves the geodesics (considered as unparameterized curves), then the metric has constant positive sectional curvature, or the group acts by affine transformations.

If an (n + 2)-dimensional Lorentzian manifold is indecomposable, but non-irreducible, then its holonomy algebra is contained in the parabolic algebra (R⊕so(n)).Rn. We show that its projection onto so(n) is the holonomy algebra of a Riemannian manifold. This leads to a classification of Lorentzian holonomy groups and implies that the holonomy group of an indecomposable Lorentzian spin manifold with parallel spinor equals to G . Rn where G is a product of SU(p), Sp(q), G2 or Spin(7).

Peskin's Immersed Boundary (IB) method is one of the most popular numerical methods for many years and has been applied to problems in mathematical biology, fluid mechanics, material sciences, and many other areas. Peskiness IB method is associated with discrete delta functions. It is believed that the IB method is first order accurate in the $L^{\infty}$ norm. But almost no rigorous proof could be found in the literature until recently [Mori, Comm. Pure. Appl. Math: 61:2008] in which the author showed that the velocity is indeed first order accurate for the Stokes equations with a periodic boundary condition. In this paper, we show first order convergence with a $\log h$ factor of the IB method for elliptic interface problems with Dirichlet boundary conditions.

No abstract uploaded!