Outer Approximation Method Incorporating a Quadratic Approximation for a DC Programming Problem

In this paper, we propose an outer approximation method using two quadratic functions approximating the constraint functions of a DC programming problem. By analyzing the relation among the eigenvectors of the Hessian matrices of the constraint functions, the search direction for a feasible solution of the problem is determined. Moreover, to avoid line searches along similar directions, we incorporate a penalty function method in the algorithm.     

On the order of a non-abelian representation group of a slim dense near hexagon

In this paper we study the possible orders of a non-abelian representation group of a slim dense near hexagon. We prove that if the representation group R of a slim dense near hexagon S is non-abelian, then R is a 2-group of exponent 4 and |R|=2 ^β , 1+NPdim(S)≤β≤1+dimV(S), where NPdim(S) is the near polygon embedding dimension of S and dimV(S) is the dimension of the universal representation module V(S) of S. Further, if β=1+NPdim(S), then R is necessarily an extraspecial 2-group. In that case, we determine the type of the extraspecial 2-group in each case. We also deduce that the universal representation group of S is a central product of an extraspecial 2-group and an abelian 2-group of exponent at most 4. This work was partially done when B.K. Sahoo was a Research Fellow at the Indian Statistical Institute, Bangalore Center with NBHM fellowship, DAE Grant 39/3/2000-R&D-II, Govt. of India.     

Magnetically-Induced Buckling of a Whirling Conducting Rod with Applications to Electrodynamic Space Tethers

We study the effect of a magnetic field on the behaviour of a slender conducting elastic structure, motivated by stability problems of electrodynamic space tethers. Both static (buckling) and dynamic (whirling) instability are considered and we also compute post-buckling configurations. The equations used are the geometrically exact Kirchhoff equations. Magnetic buckling of a welded rod is found to be described by a surprisingly degenerate bifurcation, which is unfolded when both transverse anisotropy of the rod and angular velocity are considered. By solving the linearised equations about the (quasi-) stationary solutions, we find various secondary instabilities. Our results are relevant for current designs of electrodynamic space tethers and potentially for future applications in nano- and molecular wires.     

Remarks on a surplus-sharing rule from the Mishneh Torah

Rabbi Moshe ben Maimon (1135–1204), known as Moses Maimonides, ranks among the most distinguished philosophers of the Middle Ages. He is the renowned author of the Mishneh Torah, a comprehensive code of Jewish law. Book 12 (“Book of Acquisition”), Treatise 4 (“Agents and Partners”), of the Code of Maimonides is devoted in Chapter 4 to the allocation of the surplus from funds which a partnership invests in an indivisible input. The Rabbi’s case translates into a cooperative game where all intermediate coalitions are inessential. Standard axioms for cooperative-game solutions then suggest that the surplus be shared equally by the players, which is precisely the Maimonidean ruling. We show that this outcome can be preserved in spirit under much weaker assumptions on the worth of a game’s intermediate coalitions. We present results both for the nucleolus and the Shapley value of the underlying class of games.     

Isochronicity at infinity for a class of polynomial differential system

In this paper, we explore the problem of isochronicity at infinity for a class of polynomial differential system. The technique is based on taking infinity into the origin by means of a homeomorphism. Simultaneously, we derive a recursive algorithm to compute period constants at the origin of the transformed system. At the end, as an application of our algorithm, we study pseudo-isochronous center conditions at infinity for a class of septic system.     

Suitability and managerial implications of a Master Surgical Scheduling approach

Operating room (OR) planning and scheduling is a popular and challenging subject within the operational research applied to health services research (ORAHS). However, the impact in practice is very limited. The organization and culture of a hospital and the inherent characteristics of its processes impose specific implementation issues that affect the success of planning approaches. Current tactical OR planning approaches often fail to account for these issues. Master surgical scheduling (MSS) is a promising approach for hospitals to optimize resource utilization and patient flows. We discuss the pros and cons of MSS and compare MSS with centralized and decentralized planning approaches. Finally, we address various implementation issues of MSS and discuss its suitability for hospitals with different organizational foci and culture.     

Fourier Inversion of Distributions Supported by a Hypersurface

Let μ _Σ be the natural measure on R ^N (N≥3) supported by a compact oriented analytic hypersurface Σ, ψ a smooth function on R ^N and P(D) a differential operator in N variables of order m. We determine a sufficient condition on the number λ such that the Fourier integral of the distribution P(D)ψ μ _Σ be summable by Cesàro means of order λ to zero in a point outside the hypersurface. This condition depends on m and on the position of the point with respect to the caustic of the hypersurface.     

An infinite-server queue influenced by a semi-Markovian environment

We consider an infinite-server queue, where the arrival and service rates are both governed by a semi-Markov process that is independent of all other aspects of the queue. In particular, we derive a system of equations that are satisfied by various “parts” of the generating function of the steady-state queue-length, while assuming that all arrivals bring an amount of work to the system that is either Erlang or hyperexponentially distributed. These equations are then used to show how to derive all moments of the steady-state queue-length. We then conclude by showing how these results can be slightly extended, and used, along with a transient version of Little’s law, to generate rigorous approximations of the steady-state queue-length in the case that the amount of work brought by a given arrival is of an arbitrary distribution.      

Map Preserving Local Properties of a Digital Image

In order to study digital topological properties of a k-surface in Z ⁿ , we generalize the topological number in Bertrand (Pattern Recogn. Lett. 15:1003–1011, 1994). Furthermore, we show that a local (k ₀,k ₁)-isomorphism preserves some digital-topological properties, such as a generalized topological number and a simple k ₀-point, and prove that a local (k ₀,k ₁)-isomorphism takes a simple k ₀-surface in into a simple k ₁-surface in .      

Approximating zero-variance importance sampling in a reliability setting

We consider a class of Markov chain models that includes the highly reliable Markovian systems (HRMS) often used to represent the evolution of multicomponent systems in reliability settings. We are interested in the design of efficient importance sampling (IS) schemes to estimate the reliability of such systems by simulation. For these models, there is in fact a zero-variance IS scheme that can be written exactly in terms of a value function that gives the expected cost-to-go (the exact reliability, in our case) from any state of the chain. This IS scheme is impractical to implement exactly, but it can be approximated by approximating this value function. We examine how this can be effectively used to estimate the reliability of a highly-reliable multicomponent system with Markovian behavior. In our implementation, we start with a simple crude approximation of the value function, we use it in a first-order IS scheme to obtain a better approximation at a few selected states, then we interpolate in between and use this interpolation in our final (second-order) IS scheme. In numerical illustrations, our approach outperforms the popular IS heuristics previously proposed for this class of problems. We also perform an asymptotic analysis in which the HRMS model is parameterized in a standard way by a rarity parameter ε, so that the relative error (or relative variance) of the crude Monte Carlo estimator is unbounded when ε→0. We show that with our approximation, the IS estimator has bounded relative error (BRE) under very mild conditions, and vanishing relative error (VRE), which means that the relative error converges to 0 when ε→0, under slightly stronger conditions.     

Existence of a periodic solution for continuous and discrete periodic second-order equations with variable potentials

Green’s functions for new second-order periodic differential and difference equations with variable potentials are found, then used as kernels in integral operators to guarantee the existence of a positive periodic solution to continuous and discrete second-order periodic boundary value problems with periodic coefficient functions. A new version of the Leggett-Williams fixed point theorem is employed.     

The heat kernel of the Laplacian defined on a uniform grid

We adapt a method originally developed by E.B. Davies for second order elliptic operators to obtain an upper heat kernel bound for the Laplacian defined on a uniform grid on the plane.     

On a Stochastic Wave Equation Driven by a Non-Gaussian Lévy Process

This paper investigates a damped stochastic wave equation driven by a non-Gaussian Lévy noise. The weak solution is proved to exist and be unique. Moreover we show the existence of a unique invariant measure associated with the transition semigroup under mild conditions.     

Logarithmic Dimension Bounds for the Maximal Function Along a Polynomial Curve

Let ℳ denote the maximal function along the polynomial curve (γ ₁ t,…,γ _d t ^d ):

Using dual techniques to derive componentwise and mixed condition numbers for a linear function of a linear least squares solution

We prove duality results for adjoint operators and product norms in the framework of Euclidean spaces. We show how these results can be used to derive condition numbers especially when perturbations on data are measured componentwise relatively to the original data. We apply this technique to obtain formulas for componentwise and mixed condition numbers for a linear function of a linear least squares solution. These expressions are closed when perturbations of the solution are measured using a componentwise norm or the infinity norm and we get an upper bound for the Euclidean norm.      

Sufficient Stochastic Maximum Principle in a Regime-Switching Diffusion Model

We prove a sufficient stochastic maximum principle for the optimal control of a regime-switching diffusion model. We show the connection to dynamic programming and we apply the result to a quadratic loss minimization problem, which can be used to solve a mean-variance portfolio selection problem.     

The Intrinsic Diameter of the Surface of a Parallelepiped

In the paper we obtain an explicit formula for the intrinsic diameter of the surface of a rectangular parallelepiped in 3-dimensional Euclidean space. As a consequence, we prove that an parallelepiped with relation for its edge lengths has maximal surface area among all rectangular parallelepipeds with given intrinsic diameter.     

Triebel-Lizorkin Spaces of Para-Accretive Type and a Tb Theorem

In this article, we use a discrete Calderón-type reproducing formula and Plancherel-Pôlya-type inequality associated to a para-accretive function to characterize the Triebel-Lizorkin spaces of para-accretive type $\dot{F}^{\alpha,q}_{b,p}In this article, we use a discrete Calderón-type reproducing formula and Plancherel-P?lya-type inequality associated to a para-accretive function to characterize the Triebel-Lizorkin spaces of para-accretive type , which reduces to the classical Triebel-Lizorkin spaces when the para-accretive function is constant. Moreover, we give a necessary and sufficient condition for the boundedness of paraproduct operators. From this, we show that a generalized singular integral operator T with M _b TM _b ∈WBP is bounded from to if and only if and T ^* b=0 for , where ε is the regularity exponent of the kernel of T. Chin-Cheng Lin supported by National Science Council, Republic of China under Grant #NSC 97-2115-M-008-021-MY3. Kunchuan Wang supported by National Science Council, Republic of China under Grant #NSC 97-2115-M-259-009 and NCU Center for Mathematics and Theoretic Physics.     

Exact asymptotics for the stationary distribution of a Markov chain: a production model

We derive rough and exact asymptotic expressions for the stationary distribution π of a Markov chain arising in a queueing/production context. The approach we develop can also handle “cascades,” which are situations where the fluid limit of the large deviation path from the origin to the increasingly rare event is nonlinear. Our approach considers a process that starts at the rare event. In our production example, we can have two sequences of states that asymptotically lie on the same line, yet π has different asymptotics on the two sequences.     

Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach

This paper introduces a multiperiod model for the optimal selection of a financial portfolio of options linked to a single index. The objective of the model is to maximize the expected return of the portfolio under constraints limiting its Value-at-Risk. We rely on scenarios to represent future security prices. The model contains several interesting features, like the consideration of transaction costs, bid-ask spreads, arbitrage-free option pricing, and the possibility to rebalance the portfolio with options introduced at the start of each period. The resulting mixed integer programming model is applied to realistic test instances involving options on the S&P500 index. In spite of the large size and of the numerical difficulty of this model, near-optimal solutions can be computed by a standard branch-and-cut solver or by a specialized heuristic. The structure and the financial features of the selected portfolios are also investigated.