We develop a novel approach to build checks of parametric regression models when many regressors are present, based on a class of rich enough semiparametric alternatives, namely single-index models. We propose an omnibus test based on the kernel method that performs against a sequence of directional nonparametric alternatives as if there was one regressor only, whatever the number of regressors. This test can be viewed as a smooth version of the integrated conditional moment (ICM) test of Bierens. Qualitative information can be easily incorporated in the procedure to enhance power. Our test is little sensitive to the smoothing parameter and performs better than several known lack-of-fit tests in multidimensional settings, as illustrated by extensive simulations and an application to a cross-country growth regression.

One for all and all for one: regression checks with many regressors

For elastic-perfectly plastic structures under prescribed loading histories, the celebrated Melan's theorem gives a sufficient condition for the evolution to become elastic in the large-time limit. That situation, classically referred to as shakedown, is associated with the intuitive idea that the plastic strain tends to a limit as time tends to infinity. The Melan's theorem has the distinctive property of being path-independent, i.e. independent on the initial state of the structure. Regarding fatigue design, shakedown corresponds to the most beneficial regime of high-cycle fatigue, as opposed to the regime of low-cycle fatigue which typically occurs if the plastic strain does not converge towards a stabilized value.
This communication addresses the extension of Melan's theorem to situations in which the elastic moduli are fluctuating in time. Such time fluctuations may result from significant variations of the temperature. In a lot of practical situations, structural elements are indeed submitted to thermomechanical loading histories in which variations of the temperature are large enough for the temperature dependence of the material not to be negligible. It has been conjectured that Melan's theorem could be extended to temperature dependent (or time-dependent) elastic moduli , but no theoretical result is available. This communication aims at providing results in that direction, with a special emphasis on time-periodic variations. If Melan's condition is satisfied, we show that shakedown indeed occurs provided the time fluctuations of the elastic moduli satisfy a certain condition (which in particular is fulfilled if the time fluctuations are not too large). We provide a counterexample which shows that setting such a constraint on the elastic moduli is necessary to reach path-independent theorems as proposed. A simple mechanical system is studied as an illustrative example.

https://hal-enpc.archives-ouvertes.fr/hal-01272530/document

Shakedown of elastic-perfectly plastic materials with temperature-dependent elastic moduli

We study the (two-parameter) Segal--Bargmann transform $\mx{B}_{s,t}^N$ on the unitary group U(N), for large N. Acting on matrix valued functions that are equivariant under the adjoint action of the group, the transform has a meaningful limit $\mx{B}_{s,t}$ as $N\to\infty$, which can be identified as an operator on the space of complex Laurent polynomials. We introduce the space of {\em trace Laurent polynomials}, and use it to give effective computational methods to determine the action of the heat operator, and thus the Segal--Bargmann transform. We prove several concentration of measure and limit theorems, giving a direct connection from the finite-dimensional transform $\mx{B}_{s,t}^N$ to its limit $\mx{B}_{s,t}$. We characterize the operator $\mx{B}_{s,t}$ through its inverse action on the standard polynomial basis. Finally, we show that, in the case $s=t$, the limit transform $\mx{B}_{t,t}$ is the free unitary Segal--Bargmann transform $\mathscr{G}^t$ introduced by Biane.

The Large-N Limit of the Segal--Bargmann Transform on U(N)

We consider linear one-dimensional parabolic equations with space dependent coefficients that are only measurable and that may be degenerate or singular. Considering generalized Robin-Neumann boundary conditions at both extremities, we prove the null controllability with one boundary control by following the flatness approach, which provides explicitly the control and the associated trajectory as series. Both the control and the trajectory have a Gevrey regularity in time related to the $L^p$ class of the coefficient in front of $u_t$. The approach applies in particular to the (possibly degenerate or singular) heat equation $(a(x)u_x)_x-u_t=0$ with $a(x)>0$ for a.e. $x\in (0,1)$ and $a+1/a \in L^1(0,1)$, or to the heat equation with inverse square potential $u_{xx}+(\mu / |x|^2)u-u_t=0$ with $\mu\ge 1/4$.

https://hal.archives-ouvertes.fr/hal-01073404/document

Null controllability of one-dimensional parabolic equations

The idea of dimension reduction without loss of information can be quite helpful for guiding the construction of summary plots in regression without requiring a prespecified model. Central subspaces are designed to capture all the information for the regression and to provide a population structure for dimension reduction. Here, we introduce the central kth‐moment subspace to capture information from the mean, variance and so on up to the kth conditional moment of the regression. New methods are studied for estimating these subspaces. Connections with sliced inverse regression are established, and examples illustrating the theory are presented.

Dimension reduction for the conditional kth moment in regression Series B Statistical methodology

Preface Prologue: The Exponential Function Chapter 1: Abstract Integration Set-theoretic notations and terminology The concept of measurability Simple functions Elementary properties of measures Arithmetic in [0, ] Integration of positive functions Integration of complex functions The role played by sets of measure zero Exercises Chapter 2: Positive Borel Measures Vector spaces Topological preliminaries The Riesz representation theorem Regularity properties of Borel measures Lebesgue measure Continuity properties of measurable functions Exercises Chapter 3: Lp-Spaces Convex functions and inequalities The Lp-spaces Approximation by continuous functions Exercises Chapter 4: Elementary Hilbert Space Theory Inner products and linear functionals Orthonormal sets Trigonometric series Exercises Chapter 5: Examples of Banach Space Techniques Banach spaces Consequences of Baire's theorem Fourier series of continuous functions Fourier coefficients of L1-functions The Hahn-Banach theorem An abstract approach to the Poisson integral Exercises Chapter 6: Complex Measures Total variation Absolute continuity Consequences of the Radon-Nikodym theorem Bounded linear functionals on Lp The Riesz representation theorem Exercises Chapter 7: Differentiation Derivatives of measures The fundamental theorem of Calculus Differentiable transformations Exercises Chapter 8: Integration on Product Spaces Measurability on cartesian products Product measures The Fubini theorem Completion of product measures Convolutions Distribution functions Exercises Chapter 9: Fourier Transforms Formal properties The inversion theorem The Plancherel theorem The Banach algebra L1 Exercises Chapter 10: Elementary Properties of Holomorphic Functions Complex differentiation Integration over paths The local Cauchy theorem The power series representation The open mapping theorem The global Cauchy theorem The calculus of residues Exercises Chapter 11: Harmonic Functions The Cauchy-Riemann equations The Poisson integral The mean value property Boundary behavior of Poisson integrals Representation theorems Exercises Chapter 12: The Maximum Modulus Principle Introduction The Schwarz lemma The Phragmen-Lindelof method An interpolation theorem A converse of the maximum modulus theorem Exercises Chapter 13: Approximation by Rational Functions Preparation Runge's theorem The Mittag-Leffler theorem Simply connected regions Exercises Chapter 14: Conformal Mapping Preservation of angles Linear fractional transformations Normal families The Riemann mapping theorem The class L Continuity at the boundary Conformal mapping of an annulus Exercises Chapter 15: Zeros of Holomorphic Functions Infinite Products The Weierstrass factorization theorem An interpolation problem Jensen's formula Blaschke products The Muntz-Szas theorem Exercises Chapter 16: Analytic Continuation Regular points and singular points Continuation along curves The monodromy theorem Construction of a modular function The Picard theorem Exercises Chapter 17: Hp-Spaces Subharmonic functions The spaces Hp and N The theorem of F. and M. Riesz Factorization theorems The shift operator Conjugate functions Exercises Chapter 18: Elementary Theory of Banach Algebras Introduction The invertible elements Ideals and homomorphisms Applications Exercises Chapter 19: Holomorphic Fourier Transforms Introduction Two theorems of Paley and Wiener Quasi-analytic classes The Denjoy-Carleman theorem Exercises Chapter 20: Uniform Approximation by Polynomials Introduction Some lemmas Mergelyan's theorem Exercises Appendix: Hausdorff's Maximality Theorem Notes and Comments Bibliography List of Special Symbols Index

R. A. Rankin

Papers

Real and Complex Analysis. By W. Rudin. Pp. 412. 84s. 1966. (McGraw-Hill, New York.)