In this note we derive the backward (automatic) differentiation (adjoint [automatic] differentiation) for an algorithm containing a conditional expectation operator. As an example we consider the backward algorithm as it is used in Bermudan product valuation, but the method is applicable in full generality. The method relies on three simple properties: 1. a forward or backward (automatic) diffe...

Let be a locally compact non?abelian group and be a compact subgroup of also let be a ?invariant measure on the homogeneous space . In this article, we extend the linear operator as a bounded surjective linear operator for all ?spaces with . As an application of this extension, we show that each frame for determines a frame for and each frame for arises from a frame in via...

The purpose of this paper is to establish the Lipschitz norm and BMO norm inequalities for the composition of the homotopy operator T and the projection operator H applied to differential forms in R, n ≥ 2. The harmonic projection operator H, one of the key operators in the harmonic analysis, plays an important role in the Hodge decomposition theory of differential forms. In the meanwhile, the ...

In this paper, we take a microlocal approach to the study of an integral geometric problem involving integrals of a function on the plane over 2-dimensional sets of ellipses on the plane. We focus on two cases: (a) the family of ellipses where one focus is fixed at the origin and the other moves along the x-axis, and (b) the family of ellipses having a common offset geometry. For case (a), we w...

We study the problem of listing all closed sets of a closure operator σ that is a partial function on the power set of some finite ground set E, i.e., σ : F → F with F ⊆ P(E). A very simple divide-and-conquer algorithm is analyzed that correctly solves this problem if and only if the domain of the closure operator is a strongly accessible set system. Strong accessibility is a strict relaxation ...

Let T be a self-adjoint operator acting in a separable Hilbert space H. We establish a correspondence between the reducing subspaces of T that come from a spectral projection and the convex, norm-closed bands in the set of finite Borel measures on R. IfH is not separable, we still obtain a reducing subspace corresponding to each convex norm-closed band. These observations lead to a unified trea...

It is shown that the N = 4 superalgebra of the Dirac theory in Taub-NUT space has different unitary representations related among themselves through unitary U(2) transformations. In particular the SU(2) transformations are generated by the spin-like operators constructed with the help of the same covariantly constant Killing-Yano tensors which generate Dirac-type operators. A parity operator is...

We use an invariant operator to study the quantum gravitational backreaction to scalar perturbations during chaotic inflation. Our operator is the inverse covariant d’Alembertian expressed as a function of the local value of the inflaton. In the slow roll approximation this observable gives −1/(2H2) for an arbitrary homogeneous and isotropic geometry, hence it is a good candidate for measuring ...

We derive the effective action of the light fermion field of the domain-wall fermion, which is referred as q(x) by Furman and Shamir. The inverse of the effective Dirac operator turns out to be identical to the inverse of the truncated overlap Dirac operator, except a local contact term which would give the chiral symmetry breaking in the Ginsparg-Wilson relation. This result allows us to relat...