A new family of expansive graphs

An affine graph is a pair (G,σ) where G is a graph and σ is an automorphism assigning to each vertex of G one of its neighbors. On one hand, we obtain a structural decomposition of any affine graph (G,σ) in terms of the orbits of σ. On the other hand, we establish a relation between certain colorings of a graph G and the intersection graph of its cliques K(G). By using the results we construct new examples of expansive graphs. The expansive graphs were introduced by Neumann-Lara in 1981 as a stronger notion of the K-divergent graphs. A graph G is K-divergent if the sequence |V(Kⁿ(G))| tends to infinity with n, where Kⁿ⁺¹(G) is defined by Kⁿ⁺¹(G)=K(Kⁿ(G)) for n?1. In particular, our constructions show that for any k?2, the complement of the Cartesian product C^k, where C is the cycle of length 2k+1, is K-divergent.     

Phragmén-Lindelöf conditions for graph varieties

For P_m ∈ ?[z₁, …, z_n], homogeneous of degree m we investigate when the graph of P_m in ?ⁿ⁺¹ satisfies the Phragmén-Lindelöf condition PL(?ⁿ⁺¹, log), or equivalently, when the operator $i{\partial \over \partial_{x_{n+1}}}+P_{m}(D)$ admits a continuous solution operator on C^∞(?ⁿ⁺¹). This is shown to happen if the varieties V_+- ? {z ∈ ?ⁿ: P_m(z) = ±1} satisfy the following Phragmén-Lindelöf condition (SPL): There exists A ≥ 1 such that each plurisubharmonic function u on V_+- satisfying u(z) ≤ ¦z¦+ o(¦z¦) on V_+- and u(x) ≤ 0 on V_+- ∩ ?ⁿ also satisfies u(z) A¦ Im z¦ on V_+-. Necessary as well as sufficient conditions for V_+- to satisfy (SPL) are derived and several examples are given.     

О функциях, удовлетворяюших ослабленному условию асимптотической моногенности

We consider functionsf(z),z∈D, of one complex variable that satisfy the following weakened asymptotic monogeny condition: for some positiveσ<1/2,f(z) is monogenic at each pointξ∈D with respect to some setG(ξ) such that the lower density ofG(ξ) atξ is greater than 1/2+σ. We show that if for somep _σ ≥1 the function (log⁺|?(z)|) ^p _σ is locally integrable inD with respect to the plane Lebesgue measure, thenf(z) is holomorphic inD.     

On arithmetic and asymptotic properties of up-down numbers

Let σ=(σ₁,…,σ_N), where σ_i=±1, and let C(σ) denote the number of permutations π of 1,2,…,N+1, whose up-down signature sign(π(i+1)-π(i))=σ_i, for i=1,…,N. We prove that the set of all up-down numbers C(σ) can be expressed by a single universal polynomial Φ, whose coefficients are products of numbers from the Taylor series of the hyperbolic tangent function. We prove that Φ is a modified exponential, and deduce some remarkable congruence properties for the set of all numbers C(σ), for fixed N. We prove a concise upper bound for C(σ), which describes the asymptotic behaviour of the up-down function C(σ) in the limit C(σ)?(N+1)!.     

Cauchy integral decomposition for harmonic forms

Let ann-dimensional differential form Ω be defined at points of aC ¹-smooth boundary π of a domainG ? ? ⁿ . Under what condition can Ω be represented as Ω = Ω₊ + Ω₊ + Ω_-, where Ω_± are forms insideG and outsideG, harmonic in the sense of Hodge? A necessary condition is that both restrictions Ω{inπ and *Ω{inπ be closed in the sense of currents. This condition, with an additional smoothness assumption, turns out to be sufficient as well. This is an analogue of the Cauchy integral decomposition of functions in the plane.     

Explicit solutions to the reverse order law (AB)+ = B-mrA-lr

Shinozaki and Sibuya have shown that the Moore-Penrose inverse (AB)⁺ can always be expressed as B^-A^- for generalized inverses A^- and B^- of matrices A and B, respectively. In this paper, explicit solutions B^-_mr and A^-_lr to (AB)⁺ = B^-_mrA^-_lr are given. A class of solutions is obtained which is related to an equation of Greville, and expressions for the general solutions are presented.     

Finite Groups with Given Weakly <Emphasis Type="Italic">σ</Emphasis>-Permutable Subgroups

Let G be a finite group and let σ = {σ _i | i ∈ I} be a partition of the set of all primes P. A set ? of subgroups of G is said to be a complete Hall σ-set of G if each nonidentity member of ? is a Hall σ _i -subgroup of G and ? has exactly one Hall σ _i -subgroup of G for every σ _i ∈ σ(G). A subgroup H of G is said to be σ-permutable in G if G possesses a complete Hall σ-set ? such that HA ^x = A ^x H for all A ∈ ? and all x ∈ G. A subgroup H of G is said to be weakly σ-permutable in G if there exists a σ-subnormal subgroup T of G such that G = HT and H ∩ T ≤ H _σG , where H _σG is the subgroup of H generated by all those subgroups of H which are σ-permutable in G. We study the structure of G under the condition that some given subgroups of G are weakly σ-permutable in G. In particular, we give the conditions under which a normal subgroup of G is hypercyclically embedded. Some available results are generalized.     

The principle of extrapolation and the Cayley Transform

The Cayley Transform, F:=(I+A)^-1(I-A), with A∈C^n,n and -1∉σ(A), where σ(·) denotes spectrum, is of significant theoretical importance and interest and has many practical applications. E.g., in the solution of the Linear Complementarity Problem (LCP), in the solution of linear systems arising from the discretization of model problems elliptic PDEs by Alternating Direction Implicit (ADI) iterative methods, in the solution of complex linear systems by ADI-type methods of Hermitian/Skew Hermitian or Normal/Skew Hermitian Splittings, etc. In the present work we apply the principle of Extrapolation to generalize the Cayley Transform and determine in an optimal sense the extrapolation parameter involved so that problems in many practical applications are solved much more efficiently.     

On the enumeration of certain weighted graphs

We enumerate weighted simple graphs with a natural upper bound condition on the sum of the weight of adjacent vertices. We also compute the generating function of the numbers of these graphs, and prove that it is a rational function. In particular, we show that the generating function for connected bipartite simple graphs is of the form p₁(x)/(1-x)^m+1. For nonbipartite simple graphs, we get a generating function of the form p₂(x)/(1-x)^m+1(1+x)^l. Here m is the number of vertices of the graph, p₁(x) is a symmetric polynomial of degree at most m, p₂(x) is a polynomial of degree at most m+l, and l is a nonnegative integer. In addition, we give computational results for various graphs.     

Multiple positive solutions to a singular boundary value problem for a superlinear Emden-Fowler equation

A multiplicity result for the singular ordinary differential equation y^″+λx⁻²yσ=0, posed in the interval (0,1), with the boundary conditions y(0)=0 and y(1)=γ, where σ>1, λ>0 and γ?0 are real parameters, is presented. Using a logarithmic transformation and an integral equation method, we show that there exists Σ^?∈(0,σ/2] such that a solution to the above problem is possible if and only if λγσ−1?Σ^?. For 0<λγσ−1<Σ^?, there are multiple positive solutions, while if γ=(λ⁻¹Σ^?)^1/(σ−1) the problem has a unique positive solution which is monotonic increasing. The asymptotic behavior of y(x) as x→⁰⁺ is also given, which allows us to establish the absence of positive solution to the singular Dirichlet elliptic problem −Δu=d⁻²(x)uσ in Ω, where Ω⊂RN, N?2, is a smooth bounded domain and d(x)=dist(x,∂Ω).     

Boundary waves on perfect conductors

The two classes of maximal, energy-preserving boundary conditions for Maxwell's equations are distinguished by the fact that all self-adjoint operators engendered by conditions of the first class (which includes the classical condition) satisfy a coerciveness inequality, while such an inequality fails to hold for every operator of the second class (J. R. Schulenberger, J. Math. Anal. Appl.48 (1974)). It is shown that all boundary conditions of the latter class admit surface waves. The principal content of the paper is the representation of the solution u of the Cauchy problem for Maxwell's equations in R₊³ with a boundary condition of the second class in terms of two orthogonal parts, u = u_σ + u_ρ, where u_ρ is a superposition of reflected plane waves and u_σ a superposition of surface waves. For comparison, the representation of the solution corresponding to the classical condition (where surface waves are absent) is also given.     

A remark on full rank perfect codes

Any full rank perfect 1-error correcting binary code of length n=2^k-1 and with a kernel of dimension n-log(n+1)-m, where m is sufficiently large, may be used to construct a full rank perfect 1-error correcting binary code of length 2^m-1 and with a kernel of dimension n-log(n+1)-k. Especially we may construct full rank perfect 1-error correcting binary codes of length n=2^m-1 and with a kernel of dimension n-log(n+1)-4 for m=6,7,…,10.This result extends known results on the possibilities for the size of a kernel of a full rank perfect code.     

Perturbing non-real eigenvalues of non-negative real matrices

Let σ=(ρ,b+ic,b-ic,λ₄,…,λ_n) be the spectrum of an entry non-negative matrix and t?0. Laffey [T. J. Laffey, Perturbing non-real eigenvalues of nonnegative real matrices, Electron. J. Linear Algebra 12 (2005) 73-76] has shown that σ=(ρ+2t,b-t+ic,b-t-ic,λ₄,…,λ_n) is also the spectrum of some nonnegative matrix. Laffey (2005) has used a rank one perturbation for small t and then used a compactness argument to extend the result to all nonnegative t. In this paper, a rank two perturbation is used to deduce an explicit and constructive proof for all t?0.     

Hamilton cycles in digraphs of unitary matrices

A set S⊆V is called a q⁺-set (q^--set, respectively) if S has at least two vertices and, for every u∈S, there exists v∈S,v≠u such that N⁺(u)∩N⁺(v)≠∅ (N^-(u)∩N^-(v)≠∅, respectively). A digraph D is called s-quadrangular if, for every q⁺-set S, we have |∪{N⁺(u)∩N⁺(v):u≠v,u,v∈S}|?|S| and, for every q^--set S, we have |∪{N^-(u)∩N^-(v):u,v∈S)}?|S|. We conjecture that every strong s-quadrangular digraph has a Hamilton cycle and provide some support for this conjecture.     

Trace formulas and Borg-type theorems for matrix-valued Jacobi and Dirac finite difference operators

Borg-type uniqueness theorems for matrix-valued Jacobi operators H and supersymmetric Dirac difference operators D are proved. More precisely, assuming reflectionless matrix coefficients A,B in the self-adjoint Jacobi operator H=AS⁺+A^-S^-+B (with S^± the right/left shift operators on the lattice Z) and the spectrum of H to be a compact interval [E_-,E₊], E_-<E₊, we prove that A and B are certain multiples of the identity matrix. An analogous result which, however, displays a certain novel nonuniqueness feature, is proved for supersymmetric self-adjoint Dirac difference operators D with spectrum given by , 0?E_-<E₊.Our approach is based on trace formulas and matrix-valued (exponential) Herglotz representation theorems. As a by-product of our techniques we obtain the extension of Flaschka's Borg-type result for periodic scalar Jacobi operators to the class of reflectionless matrix-valued Jacobi operators.     

Option pricing under a normal mixture distribution derived from the Markov tree model

We examine a Markov tree (MT) model for option pricing in which the dynamics of the underlying asset are modeled by a non-IID process. We show that the discrete probability mass function of log returns generated by the tree is closely approximated by a continuous mixture of two normal distributions. Using this normal mixture distribution and risk-neutral pricing, we derive a closed-form expression for European call option prices. We also suggest a regression tree-based method for estimating three volatility parameters σ, σ⁺, and σ⁻ required to apply the MT model. We apply the MT model to price call options on 89 non-dividend paying stocks from the S&P 500 index. For each stock symbol on a given day, we use the same parameters to price options across all strikes and expires. Comparing against the Black–Scholes model, we find that the MT model’s prices are closer to market prices.     

On the structure of solutions to a class of quasilinear elliptic Neumann problems

We study the structure of positive solutions to the equation ?^mΔ_mu-u^m-1+f(u)=0 with homogeneous Neumann boundary condition. First, we show the existence of a mountain-pass solution and find that as ?→0⁺ the mountain-pass solution develops into a spike-layer solution. Second, we prove that there is an uniform upper bound independent of ? for any positive solution to our problem. We also present a Harnack-type inequality for the positive solutions. Finally, we show that if 1<m?2 holds and ? is sufficiently large, any positive solution must be a constant.     

Proper forcing axiom and selective separability

We continue the study of Selectively Separable (SS) and, a game-theoretic strengthening, strategically selectively separable spaces (SS⁺) (see Barman, Dow (2011) [1]). The motivation for studying SS⁺ is that it is a property possessed by all separable subsets of Cp(X) for each σ-compact space X. We prove that the winning strategy for countable SS⁺ spaces can be chosen to be Markov. We introduce the notion of being compactlike for a collection of open sets in a topological space and with the help of this notion we prove that there are two countable SS⁺ spaces such that the union fails to be SS⁺, which contrasts the known result about SS spaces. We also prove that the product of two countable SS⁺ spaces is again countable SS⁺. One of the main results in this paper is that the proper forcing axiom, PFA, implies that the product of two countable Fréchet spaces is SS, a statement that was shown in Barman, Dow (2011) [1] to consistently fail. An auxiliary result is that it is consistent with the negation of CH that all separable Fréchet spaces have π-weight at most ω₁.     

Parabolic Singular Integrals and Uniformly Rectifiable Sets in the Parabolic Sense

Let E be a subset in (n+1)-dimensional Euclidean space with parabolic homogeneity, codimension 1, and with an appropriate surface measure σ associated with it. For certain kinds of parabolic Calderón–Zygmund operators T we prove that the L ²(E,dσ)-boundedness of T is equivalent to the parabolic uniform rectifiability of E. This is a parabolic version of a well-known result of G. David and S. Semmes.