The loop Murnaghan–Nakayama rule

We give a combinatorial proof of a natural generalization of the Murnaghan–Nakayama rule to loop Schur functions. We also introduce shifted loop Schur functions and prove that they satisfy a similar relation.     

Skew quantum Murnaghan–Nakayama rule

We extend recent results of Assaf and McNamara on a skew Pieri rule and a skew Murnaghan–Nakayama rule to a more general identity, which gives an elegant expansion of the product of a skew Schur function with a quantum power sum function in terms of skew Schur functions. We give two proofs, one completely bijective in the spirit of Assaf–McNamara’s original proof, and one via Lam–Lauve–Sotille’s skew Littlewood–Richardson rule. We end with some conjectures for skew rules for Hall–Littlewood polynomials.     

The odd Littlewood–Richardson rule

In previous work with Mikhail Khovanov and Aaron Lauda we introduced two odd analogues of the Schur functions: one via the combinatorics of Young tableaux (odd Kostka numbers) and one via an odd symmetrization operator. In this paper we introduce a third analogue, the plactic Schur functions. We show they coincide with both previously defined types of Schur function, confirming a conjecture. Using the plactic definition, we establish an odd Littlewood–Richardson rule. We also re-cast this rule in the language of polytopes, via the Knutson–Tao hive model.     

A Littlewood–Richardson rule for Macdonald polynomials

Macdonald polynomials are orthogonal polynomials associated to root systems, and in the type A case, the symmetric Macdonald polynomials are a common generalization of Schur functions, Macdonald spherical functions, and Jack polynomials. We use the combinatorics of alcove walks to calculate products of monomials and intertwining operators of the double affine Hecke algebra. From this, we obtain a product formula for Macdonald polynomials of general Lie type.     

A Littlewood–Richardson rule for two-step flag varieties

This paper studies the geometry of one-parameter specializations of subvarieties of Grassmannians and two-step flag varieties. As a consequence, we obtain a positive, geometric rule for expressing the structure constants of the cohomology of two-step flag varieties in terms of their Schubert basis. A corollary is a positive, geometric rule for computing the structure constants of the small quantum cohomology of Grassmannians. We also obtain a positive, geometric rule for computing the classes of subvarieties of Grassmannians that arise as the projection of the intersection of two Schubert varieties in a partial flag variety. These rules have numerous applications to geometry, representation theory and the theory of symmetric functions. Mathematics Subject Classification (2000)  Primary 14M15, 14N35, 32M10     

Modifications of the Hurwicz’s decision rule

The Hurwicz’s criterion is one of the classical decision rules applied in decision making under uncertainty as a tool enabling to find an optimal pure strategy both for interval and scenarios uncertainty. The interval uncertainty occurs when the decision maker knows the range of payoffs for each alternative and all values belonging to this interval are theoretically probable (the distribution of payoffs is continuous). The scenarios uncertainty takes place when the result of a decision depends on the state of nature that will finally occur and the number of possible states of nature is known and limited (the distribution of payoffs is discrete). In some specific cases the use of the Hurwicz’s criterion in the scenarios uncertainty may lead to quite illogical and unexpected results. Therefore, the author presents two new procedures combining the Hurwicz’s pessimism-optimism index with the Laplace’s approach and using an additional parameter allowing to set an appropriate width for the ranges of relatively good and bad payoffs related to a given decision. The author demonstrates both methods on the basis of an example concerning the choice of an investment project. The methods described may be used in each decision making process within which each alternative (decision, strategy) is characterized by only one criterion (or one synthetic measure).     

An evaluation of Clenshaw–Curtis quadrature rule for integration w.r.t. singular measures

This work is devoted to the study of quadrature rules for integration with respect to (w.r.t.) general probability measures with known moments. Automatic calculation of the Clenshaw–Curtis rules is considered and analyzed. It is shown that it is possible to construct these rules in a stable manner for quadrature w.r.t. balanced measures. In order to make a comparison Gauss rules and their stable implementation for integration w.r.t. balanced measures are recalled. Convergence rates are tested in the case of binomial measures.     

Pareto–Fenchel {\epsilon} -subdifferential sum rule and {\epsilon} -efficiency

The paper is centered around a sum rule for the efficient (Pareto) ${\epsilon}$ -subdifferential of two convex vector mappings, having the property to be exact under a qualification condition. Such a formula has not been explored previously. Our formula which holds under the Attouch?CBrézis as well as Moreau?CRockafellar conditions, reveals strangely a primordial presence of the convex (Fenchel) ${\epsilon}$ -subdifferential. This appearance turns out to be rather favorable. This effectively permits to derive approximate efficiency conditions in terms of Pareto subgradient and vectorial normal cone, which completely characterizes an ${\epsilon}$ -efficient solution in constrained convex vector optimization in (partially) ordered spaces. Our sum rule also allows a fundamental deduction of relation between Pareto and Fenchel ${\epsilon}$ -subdifferentials, which, in reality, brings out a certain gap linking ${\epsilon}$ -efficiency with ${\epsilon}$ -optimality. Scalarization approaches in connection with ${\epsilon}$ -subdifferentials are first established by simple proofs. This principle has contributed for a large part, not only for discovering the sum formula, but also for establishing some punctual necessary and/or sufficient conditions for Pareto ${\epsilon}$ -subdifferentiability.     

Track–Monitoring of Wheel–Rail–Systems

Inspection and maintenance of railway networks is a complex and expensive task. Special measurement vehicles are used to record the geometrical properties of railway lines within required time intervals. Due to the extent of measurement data the quality of railway track is evaluated considering only a few parameters. Although safety and comfort of wheel–rail–systems depend on the dynamical behavior, current inspection vehicles are not equipped to measure dynamic properties. In this paper, we will discuss a novel approach to evaluate the quality of railway tracks based on wheel–rail dynamics: Wheelset dynamics of subway trains are analyzed by Karhunen–Loève Transformation to extract the principal dynamics from the collected measurement data. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Realisations of Kummer–Chern–Eisenstein-motives

Inspired by work of G. Harder we construct via the motive of a Hilbert modular surface an extension of a Tate motive by a Dirichlet motive. We compute the realisation classes and indicate how this is linked to the Hodge-1-motive of the given Hilbert modular surface.     

Construction of Runge–Kutta methods of Crouch–Grossman type of high order

An approach is described to the numerical solution of order conditions for Runge–Kutta methods whose solutions evolve on a given manifold. This approach is based on least squares minimization using the Levenberg–Marquardt algorithm. Methods of order four and five are constructed and numerical experiments are presented which confirm that the derived methods have the expected order of accuracy.     

Cardinality of the Set of Delta–Closed Classes of Functions of Multi–Valued Logic

A closure under composition operation and weak version of inversion operation is considered on the set of functions of k–valued logic. The cardinality of the set of all such closed classes is calculated.