A new generalized Ostrowski Grüss type inequality and applications

Integration with weight functions is used in countless mathematical problems such as: approximation theory and spectral analysis, statistical analysis and the theory of distributions. The aim of this paper is to establish a new inequality using weight function which generalizes the inequalities of Barnett et al. in 2001 and Rafiq et al. in 2006. We also discuss some other interesting inequalities in special cases. Perturbed midpoint and trapezoid inequalities are also obtained. Some applications in numerical integration are also given.     

Stability and convergence of staggered Runge-Kutta schemes for semilinear wave equations

A staggered Runge-Kutta (staggered RK) scheme is a Runge-Kutta type scheme using a time staggered grid, as proposed by Ghrist et al. in 2000 [6]. Afterwards, Verwer in two papers investigated the efficiency of a scheme proposed by Ghrist et al. [6] for linear wave equations. We study stability and convergence properties of this scheme for semilinear wave equations. In particular, we prove convergence of a fully discrete scheme obtained by applying the staggered RK scheme to the MOL approximation of the equation.     

Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems

In this paper, we prove new convergence results improving the ones by Chassagneux et al. (2012) for the discrete-time approximation of multidimensional obliquely reflected BSDEs. These BSDEs, arising in the study of switching problems, were considered by Hu and Tang (2010) and generalized by Hamadène and Zhang (2010) and Chassagneux et al. (2011). Our main result is a rate of convergence obtained in the Lipschitz setting and under the same structural conditions on the generator as the one required for the existence and uniqueness of a solution to the obliquely reflected BSDE.     

An improved monotone algorithm for scheduling related machines with precedence constraints

We answer an open question posed by Krumke et al. (2008) [6] by showing how to turn the algorithm of Chekuri and Bender for scheduling related machines with precedence constraints into an O(logm)-approximation algorithm that is monotone in expectation. This significantly improves on the previously best known monotone approximation algorithms for this problem, from Krumke et al. [6] and Thielen and Krumke (2008) [8], which have an approximation guarantee of O(m^2/3).     

A COM–Poisson type generalization of the binomial distribution and its properties and applications

Shmueli et al. (2005) introduced the COM–Poisson–binomial distribution, but they did not study the mathematical properties of this family of distributions. In this paper, we discuss some properties and an asymptotic approximation of it by the COM–Poisson distribution. Moreover, three datasets are also considered.     

The wavelet transform method applied to a coupled chaotic system with asymmetric coupling schemes

The wavelet transform method originated by Wei et al. (2002) [19] is an effective tool for enhancing the transverse stability of the synchronous manifold of a coupled chaotic system. Much of the theoretical study on this matter is centered on networks that are symmetrically coupled. However, in real applications, the coupling topology of a network is often asymmetric; see Belykh et al. (2006)  [23], [24], Chavez et al. (2005)  [25], Hwang et al. (2005)  [26], Juang et al. (2007)  [17], and Wu (2003)  [13]. In this work, a certain type of asymmetric sparse connection topology for networks of coupled chaotic systems is presented. Moreover, our work here represents the first step in understanding how to actually control the stability of global synchronization from dynamical chaos for asymmetrically connected networks of coupled chaotic systems via the wavelet transform method. In particular, we obtain the following results. First, it is shown that the lower bound for achieving synchrony of the coupled chaotic system with the wavelet transform method is independent of the number of nodes. Second, we demonstrate that the wavelet transform method as applied to networks of coupled chaotic systems is even more effective and controllable for asymmetric coupling schemes as compared to the symmetric cases.     

Preserving the Rothschild–Stiglitz type increase in risk with background risk: A characterization

In order to generalize previous results by Li et al. (2016), Guo et al. (2016) extended the definition of the Rothschild–Stiglitz type of increase in risk to a background risk framework. They provided several sufficient conditions for such a ranking to hold, involving expectation dependence concepts. In this short note, the corresponding characterizations are established, based on the bivariate higher-degree increasing concave orders introduced by Denuit et al. (1999).     

Optimal admission control for two station tandem queues with loss

We consider a two-station tandem queue with a buffer size of one at the first station and a finite buffer size at the second station. Silva et al. (2013) gave a criterion determining the optimal admission control policy for this model. In this paper, we improve the results of Silva et al. (2013) and also solve the problem conjectured by Silva et al. (2013).     

On sparse estimation for semiparametric linear transformation models

Semiparametric linear transformation models have received much attention due to their high flexibility in modeling survival data. A useful estimating equation procedure was recently proposed by Chen et al. (2002) [21] for linear transformation models to jointly estimate parametric and nonparametric terms. They showed that this procedure can yield a consistent and robust estimator. However, the problem of variable selection for linear transformation models has been less studied, partially because a convenient loss function is not readily available under this context. In this paper, we propose a simple yet powerful approach to achieve both sparse and consistent estimation for linear transformation models. The main idea is to derive a profiled score from the estimating equation of Chen et al. [21], construct a loss function based on the profile scored and its variance, and then minimize the loss subject to some shrinkage penalty. Under regularity conditions, we have shown that the resulting estimator is consistent for both model estimation and variable selection. Furthermore, the estimated parametric terms are asymptotically normal and can achieve a higher efficiency than that yielded from the estimation equations. For computation, we suggest a one-step approximation algorithm which can take advantage of the LARS and build the entire solution path efficiently. Performance of the new procedure is illustrated through numerous simulations and real examples including one microarray data.     

Fixed point theorems for some generalized multivalued nonexpansive mappings

In this paper, we introduce a condition on multivalued mappings which is a multivalued version of condition (C_λ) defined by Garcia-Falset et al. (2011) [3]. It is shown here that some of the classical fixed point theorems for multivalued nonexpansive mappings can be extended to mappings satisfying this condition. Our results generalize the results in Lim (1974), Lami Dozo (1973), Kirk and Massa (1990), Garcia-Falset et al. (2011), Dhompongsa et al. (2009) and Abkar and Eslamian (2010) [4], [5], [6], [3], [7] and [8] and many others.     

On recent developments in the theory of abstract differential equations with fractional derivatives

This note is motivated from some recent papers treating the problem of the existence of a solution for abstract differential equations with fractional derivatives. We show that the existence results in [Agarwal et al. (2009) [1], Belmekki and Benchohra (2010) [2], Darwish et al. (2009) [3], Hu et al. (2009) [4], Mophou and N’Guérékata (2009) [6] and [7], Mophou (2010) [8] and [9], Muslim (2009) [10], Pandey et al. (2009) [11], Rashid and El-Qaderi (2009) [12] and Tai and Wang (2009) [13]] are incorrect since the considered variation of constant formulas is not appropriate. In this note, we also consider a different approach to treat a general class of abstract fractional differential equations.     

On a recent result of Cazenave,Dickstein and Weissler

In this note, we present an estimate from below of the blow-up time of blowing-up solutions of a non-linear non-local in the time evolution equation recently introduced by Cazenave et al. (2008) [1]. Moreover, we give an alternative proof of one of the results of Cazenave et al. (2008) [1] which gives more precise information on the hypotheses than those in the paper Cazenave et al. (2008) [1].     

A note on the stability criterion for a class of nonlinear fractional differential systems

This paper is devoted to dealing with a flaw that existed in a recent paper (Zhou et al. 2014). We give a new proof of Th. 3.1 in Zhou et al. (2014), which is a correction of the original proof.     

Exponential inequalities and inverse moment for NOD sequence

Some exponential inequalities for a negatively orthant dependent sequence are obtained. By using the exponential inequalities, we study the asymptotic approximation of inverse moment for negatively orthant dependent random variables, which generalizes and improves the corresponding results of Kaluszka and Okolewski [Kaluszka, M., Okolewski, A., 2004. On Fatou-type lemma for monotone moments of weakly convergent random variables. Statist. Probab. Lett. 66, 45–50], Hu et al. [Hu, S.H., Chen, G.J., Wang, X.J., Chen, E.B., 2007. On inverse moments of nonnegative weakly convergent random variables. Acta Math. Appl. Sin. 30, 361–367(in Chinese)] and Wu et al. [Wu, T.J., Shi, X.P., Miao, B.Q., 2009. Asymptotic approximation of inverse moments of nonnegative random variables. Statist. Probab. Lett. 79, 1366–1371].     

Existence and approximation of solutions to nonlinear hybrid ordinary differential equations

In this note, we consider the initial value problem for first order nonlinear hybrid ordinary differential equations and we discuss the existence and approximation of the solutions. The main results are related to a recent work by Dhage et al. (2014) through the restructuring of some of the hypotheses imposed and the extension of some of the results there. In addition, we provide an example to illustrate the applicability of the abstract results developed.     

Sparse spectral clustering method based on the incomplete Cholesky decomposition

A novel sparse spectral clustering method using linear algebra techniques is proposed. Spectral clustering methods solve an eigenvalue problem containing a graph Laplacian. The proposed method exploits the structure of the Laplacian to construct an approximation, not in terms of a low rank approximation but in terms of capturing the structure of the matrix. With this approximation, the size of the eigenvalue problem can be reduced. To obtain the indicator vectors from the eigenvectors the method proposed by Zha et al. (2002) [26], which computes a pivoted LQ$LQ$ factorization of the eigenvector matrix, is adapted. This formulation also gives the possibility to extend the method to out-of-sample points.     

A note on supplier diversification under random yield

Fad?lo?lu et al. and Tajbakhsh et al. consider supplier diversification in an EOQ type inventory setting with multiple suppliers and binomial yield and show that working with a single supplier is always optimal. In this short note, we present an alternative and more elegant proof of the optimality of sole sourcing in the EOQ model with general random yield.     

An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts

This paper develops an extended constant elasticity of variance (E-CEV) model to overcome the shortcomings of the general CEV model. Under the E-CEV model, we study the optimal investment strategy before and after retirement in a defined contribution pension plan where benefits are paid by annuity. By applying the Legendre transform, dual theory and an asymptotic expansion approach, we respectively derive two asymptotic strategies for a CRRA and CARA utility functions in two different periods. Furthermore, we find that each asymptotic strategy can be decomposed into an optimal zero-order strategy and a perturbation strategy. The optimal zero-order strategy denotes an investment strategy where the current volatility is just equal to the mean level of the volatility, whereas the perturbation strategy provides an approximation solution to hedge the slow varying nature of the current volatility deviating from mean level. Finally, we find that the optimal zero-order strategy under given conditions will reduce to the results of Devolder et al. (2003), Xiao et al. (2007) and Gao (2009), respectively.     

A regularization of a reaction–diffusion system approximation to the two-phase Stefan problem

Reaction–diffusion system approximations to the classical two-phase Stefan problem are considered in the present study. A reaction–diffusion system approximation to the Stefan problem has been proposed by Hilhorst et al. from an ecological point of view, and they have given convergence results for the system. In the present study, a new reaction–diffusion system approximation to the Stefan problem is proposed based on regularization of the enthalpy–temperature constitutive relation. For a deeper understanding of the approximation mechanism by means of reaction–diffusion systems, the rates of convergence for both the solutions and the free boundaries are investigated.