A posteriori error estimates and maximal regularity for approximations of fully nonlinear parabolic problems in Banach spaces

A posteriori error estimates are provided for discretizations in time of abstract nonlinear parabolic problems u′ = F(u), by the backward Euler method in the maximal regularity framework of Banach spaces. The estimates are of conditional type, i.e., are valid under assumptions on the approximate solution, and the proofs are based on appropriate fixed point arguments. Work partially supported by Grant HPMD-CT-200100121, Institute of Applied and Computational Mathematics, FORTH, 71110 Heraklion-Crete, Greece, by a Spain–Greece Research Collaboration grant jointly funded by the Ministry of Education and Science, Spain, and the General Secretariat of Research and Technology, Greece and a Pytrhagoras–EPEAEK II grant.     

A Linear Bound On The Diameter Of The Transportation Polytope*

We prove that the combinatorial diameter of the skeleton of the polytope of feasible solutions of any m×n transportation problem is at most 8(m+n−2). * Research for this paper was done while the second and third author were visiting the Isaac Newton Institute for Mathematical Sciences, Cambridge, U.K. All authors were supported by the TMR Network DONET of the European Community ERB TMRXCT98-0202. † Research partially funded by the Dutch BSIK/BRICKS project.     

Second Order Cones for Maximal Monotone Operators via Representative Functions

It is shown that various first and second order derivatives of the Fitzpatrick and Penot representative functions for a maximal monotone operator T, in a reflexive Banach space, can be used to represent differential information associated with the tangent and normal cones to the Graph T. In particular we obtain formula for the proto-derivative, as well as its polar, the normal cone to the graph of T. First order derivatives are shown to be useful in recognising points of single-valuedness of T. We show that a strong form of proto-differentiability to the graph of T, is often associated with single valuedness of T. The second author’s research was funded by NSERC and the Canada Research Chair programme, and the first author’s by ARC grant number DP0664423. This study was commenced between August and December 2005 while the first author was visiting Dalhousie University.     

Differential-geometric Newton method for the best rank-(R1, R2, R3) approximation of tensors

An increasing number of applications are based on the manipulation of higher-order tensors. In this paper, we derive a differential-geometric Newton method for computing the best rank-(R ₁, R ₂, R ₃) approximation of a third-order tensor. The generalization to tensors of order higher than three is straightforward. We illustrate the fast quadratic convergence of the algorithm in a neighborhood of the solution and compare it with the known higher-order orthogonal iteration (De Lathauwer et al., SIAM J Matrix Anal Appl 21(4):1324–1342, 2000). This kind of algorithms are useful for many problems. This paper presents research results of the Belgian Network DYSCO (Dynamical Systems, Control, and Optimization), funded by the Interuniversity Attraction Poles Programme, initiated by the Belgian State, Science Policy Office. The scientific responsibility rests with its authors. Research supported by: (1) Research Council K.U.Leuven: GOA-Ambiorics, CoE EF/05/006 Optimization in Engineering (OPTEC), (2) F.W.O.: (a) project G.0321.06, (b) Research Communities ICCoS, ANMMM and MLDM, (3) the Belgian Federal Science Policy Office: IUAP P6/04 (DYSCO, “Dynamical systems, control and optimization”, 2007–2011), (4) EU: ERNSI. M. Ishteva is supported by a K.U.Leuven doctoral scholarship (OE/06/25, OE/07/17, OE/08/007), L. De Lathauwer is supported by “Impulsfinanciering Campus Kortrijk (2007–2012)(CIF1)” and STRT1/08/023.     

Efficient Algorithms for Maximum Regression Depth

We investigate algorithmic questions that arise in the statistical problem of computing lines or hyperplanes of maximum regression depth among a set of n points. We work primarily with a dual representation and find points of maximum undirected depth in an arrangement of lines or hyperplanes. An O(n ^d ) time and O(n ^d−1) space algorithm computes undirected depth of all points in d dimensions. Properties of undirected depth lead to an O(nlog ² n) time and O(n) space algorithm for computing a point of maximum depth in two dimensions, which has been improved to an O(nlog n) time algorithm by Langerman and Steiger (Discrete Comput. Geom. 30(2):299–309, [2003]). Furthermore, we describe the structure of depth in the plane and higher dimensions, leading to various other geometric and algorithmic results. A preliminary version of this paper appeared in the proceedings of the 15th Annual ACM Symposium on Computational Geometry (1999) M. van Kreveld partially funded by the Netherlands Organization for Scientific Research (NWO) under FOCUS/BRICKS grant number 642.065.503. J.S.B. Mitchell’s research largely conducted while the author was a Fulbright Research Scholar at Tel Aviv University. The author is partially supported by NSF (CCR-9504192, CCR-9732220), Boeing, Bridgeport Machines, Sandia, Seagull Technology, and Sun Microsystems. M. Sharir supported by NSF Grants CCR-97-32101 and CCR-94-24398, by grants from the U.S.–Israeli Binational Science Foundation, the G.I.F., the German–Israeli Foundation for Scientific Research and Development, and the ESPRIT IV LTR project No. 21957 (CGAL), and by the Hermann Minkowski—MINERVA Center for Geometry at Tel Aviv University. J. Snoeyink supported in part by grants from NSERC, the Killam Foundation, and CIES while at the University of British Columbia.     

Topological Structure of Non-wandering Set of a Graph Map

Let G be a graph （i.e., a finite one-dimensional polyhedron） and f ： G → G be a continuous map. In this paper, we show that every isolated recurrent point of f is an isolated non-wandering point; every accumulation point of the set of non-wandering points of f with infinite orbit is a two-order accumulation point of the set of recurrent points of f; the derived set of an ω-limit set of f is equal to the derived set of an the set of recurrent points of f; and the two-order derived set of non-wandering set of f is equal to the two-order derived set of the set of recurrent points of f.     

An Existential Divisibility Lemma for Global Fields

We generalize the Existential Divisibility Lemma by Th. Pheidas [7] to all global fields K of characteristic not 2, and for all sets of primes that are inert in a quadratic extension L of K. We also remove the conditions in real and ramifying primes, which were present in Pheidas’ version. As a Corollary, we recover the known fact that the set of integral elements at a prime in a global field is existentially definable. The first author is a Research Assistant of the Research Foundation – Flanders (FWO – Vlaanderen). Work partially supported by the European Community’s Human Potential Programme under contract HPRN-CT-2002-00287.     

Weak type estimates for maximal operators with a cylindric distance function

We establish sharp weak-type estimates for the maximal operators T^λ_* associated with cylindric Riesz means for functions on H^p(ℝ³) when 4/5 <p<1 and λ=3/p−5/2, and when p=4/5 and λ>3/p−5/2. The first author was supported by the Korean Research Foundation Grant funded by the Korean Government (MOEHRD) No. R04-2002-000-20028-0. The third author was supported by a Korea University Grant.     

Multi-self-similar Markov processes on ℝ<Subscript>+</Subscript><Superscript><Emphasis Type="Italic">n</Emphasis></Superscript> and their Lamperti representations

 A classical result, due to Lamperti, establishes a one-to-one correspondence between a class of strictly positive Markov processes that are self-similar, and the class of one-dimensional Lévy processes. This correspondence is obtained by suitably time-changing the exponential of the Lévy process. In this paper we generalise Lamperti's result to processes in n dimensions. For the representation we obtain, it is essential that the same time-change be applied to all coordinates of the processes involved. Also for the statement of the main result we need the proper concept of self-similarity in higher dimensions, referred to as multi-self-similarity in the paper. The special case where the Lévy process ξ is standard Brownian motion in n dimensions is studied in detail. There are also specific comments on the case where ξ is an n-dimensional compound Poisson process with drift. Finally, we present some results concerning moment sequences, obtained by studying the multi-self-similar processes that correspond to n-dimensional subordinators. Received: 22 August 2002 / Revised version: 10 February 2003 Published online: 15 April 2003 RID="*" ID="*" MaPhySto – Centre for Mathematical Physics and Stochastics, funded by a grant from the Danish National Research Foundation Mathematics Subject Classification (2000): 60G18, 60G51, 60J25, 60J60, 60J75 Key words or phrases: Lévy process – Self-similarity – Time-change – Exponential functional – Brownian motion – Bessel process – Piecewise deterministic Markov process – Moment sequence     

Concavity of the conditional mean sojourn time in the <Emphasis Type="Italic">M</Emphasis>/<Emphasis Type="Italic">G</Emphasis>/1 processor-sharing queue with batch arrivals

Avrachenkov et al. (Queueing Syst. 50:459–480, [2005]) conjectured that in an M/G/1 processor-sharing queue with batch arrivals, the conditional mean sojourn time is concave. In this paper, we show that this conjecture is generally not true. This work was supported by the Korea Research Foundation Grant funded by the Korean Government (MOEHRD) (KRF-2006-312-C00470).     

O(n) Procedures for identifying maximal cliques and non-dominated extensions of consecutive minimal covers and alternates

Summary In this paper, we describe computationally efficient procedures for identifying all maximal cliques and non-dominated selected subsets of extensions of minimal covers and alternates that are implied by single 0–1 knapsack constraints. The induced inequalities are satisfied by and 0–1 feasible solution to the knapsack constraint, but are tipically violated by fractional solutions. In addition, the procedures described here are used in conjunction with other constraints to further tighten LP relaxations of 0–1 programs. The complexity of the procedures isO(n). Part of this work has been done while the author was at IBM Research, T.J. Watson Research Center, NY, USA.     

Random Points in the Unit Ball of ℓ n p

We show that two limit results from random matrix theory, due to Marčenko–Pastur and Bai–Yin, are also valid for matrices with independent rows (as opposed to independent entries in the classical theory), when rows are uniformly distributed on the unit ball of ℓⁿ_p, under proper normalization. Research was supported in part by the European Network PHD, FP6 Marie Curie Actions, MCRN-511953 and was done in part while the author was visiting the University of Athens.     

On the zeros of meromorphic functions of the formf(z)=Σ k=1 ∞ a k/z−z k

We study the zero distribution of meromorphic functions of the formf(z)=Σ _k=1 ^{∞ a} k/z−z _k wherea _k >0. Noting thatf is the complex conjugate of the gradient of a logarithmic potential, our results have application in the study of the equilibrium points of such a potential. Furthermore, answering a question of Hayman, we also show that the derivative of a meromorphic function of order at most one, minimal type has infinitely many zeros. Supported by an NSF grant. Research carried out during a visit to the University of Illinois, funded by an NSF grant. Research carried out at the University of York while serving as a British Science and Engineering Research Council (SERC) fellow. The author gratefully acknowledges the hospitality and support extended to him by the Department of Mathematics.     

There exists a maximal 3-C.E. enumeration degree

We construct an incomplete 3-c.e. enumeration degree which is maximal among then-c.e. enumeration degrees for everyn with 3≤n≤ω. Consequently then-c.e. enumeration degrees are not dense for any suchn. We show also that no lown-c.e. e-degree can be maximal among then-c.e. e-degrees, for 2≤n≤ω. The first two authors were partially supported by EPSRC Research Grant “Turing Definability” No. GR/M 91419 (UK), and the second author by NSF grant No. 69973048 and by NSF major grant No. 19931020 (P. R. China), and by an INDAM visiting professorship at the University of Siena. The fourth author was partially supported as a visiting scholar by the University of Siena. The first three authors were funded by the INTAS-RFBR joint projectComputability and Models, no. 972-139. The fourth authors would like to thank Marat Arslanov for useful discussions.     

Stochastic Integration of Operator-Valued Functions with Respect to Banach Space-Valued Brownian Motion

Let E be a real Banach space with property (α) and let W _Γ be an E-valued Brownian motion with distribution Γ. We show that a function is stochastically integrable with respect to W _Γ if and only if Γ-almost all orbits Ψx are stochastically integrable with respect to a real Brownian motion. This result is derived from an abstract result on existence of Γ-measurable linear extensions of γ-radonifying operators with values in spaces of γ-radonifying operators. As an application we obtain a necessary and sufficient condition for solvability of stochastic evolution equations driven by an E-valued Brownian motion. The first named author gratefully acknowledges the support by a ‘VIDI subsidie’ in the ‘Vernieuwingsimpuls’ programme of The Netherlands Organization for Scientific Research (NWO) and the Research Training Network HPRN-CT-2002–00281. The second named author was supported by grants from the Volkswagenstiftung (I/78593) and the Deutsche Forschungsgemeinschaft (We 2847/1–1).     

On the stability of <Emphasis Type="Italic">θ</Emphasis>-derivations on <Emphasis Type="Italic">JB</Emphasis>*-triples

We introduce the concept of θ-derivations on JB*-triples and prove the Hyers–Ulam-Rassias stability of θ-derivations on JB*-triples. We deal with the Hyers-Ulam-Rassias stability that was first introduced by Th. M. Rassias in the paper “On the stability of the linear mapping in Banach spaces, Proc. Amer. Math. Soc. 72 (1978), 297–300”. The first author was supported by Korea Research Foundation Grant KRF-2005-070-C00009.     

Generalized Jacobian for Functions with Infinite Dimensional Range and Domain

In this paper, locally Lipschitz functions acting between infinite dimensional normed spaces are considered. When the range is a dual space and satisfies the Radon–Nikodym property, Clarke’s generalized Jacobian will be extended to this setting. Characterization and fundamental properties of the extended generalized Jacobian are established including the nonemptiness, the β-compactness, the β-upper semicontinuity, and a mean-value theorem. A connection with known notions is provided and chain rules are proved using key results developed. This included the vectorization and restriction theorem, and the extension theorem. Therefore, the generalized Jacobian introduced in this paper is proved to enjoy all the properties required of a derivative like-set. Research of the first author is supported by the Hungarian Scientific Research Fund (OKTA) under grant K62316. Research of the second author is supported by the National Science Foundation under grant DMS-0306260.     

Inverse nodal problems for the Sturm-Liouville differential operators on a star-type graph

We study inverse nodal problems for the second order differential operators on a star-type graph satisfying the standard matching conditions at the interior vertex. We prove uniqueness theorems and obtain a constructive solution to the inverse problems of this class. Original Russian Text Copyright ? 2009 Yurko V. A. The author was supported by the Russian Foundation for Basic Research (Grant 07-01-00003) and the National Science Council of Taiwan (Grant 07-01-92000-NSC-a). __________ Saratov. Translated from Sibirskiĭ Matematicheskiĭ Zhurnal, Vol. 50, No. 2, pp. 469–475, March–April, 2009.     

Extending the stochastic programming framework for the modeling of several decision makers: pricing and competition in the telecommunication sector

In a previous paper, Gouveia and Magnanti (2003) found diameter-constrained minimal spanning and Steiner tree problems to be more difficult to solve when the tree diameter D is odd. In this paper, we provide an alternate modeling approach that views problems with odd diameters as the superposition of two problems with even diameters. We show how to tighten the resulting formulation to develop a model with a stronger linear programming relaxation. The linear programming gaps for the tightened model are very small, typically less than 0.5–, and are usually one third to one tenth of the gaps of the best previous model described in Gouveia and Magnanti (2003). Moreover, the new model permits us to solve large Euclidean problem instances that are not solvable by prior approaches. Research funded in part by the Research Projects POCTI-ISFL-1-152,POSI/CPS/41459/2001 and POCTI/MAT/139/94 Research funded in part by the Singapore-MITAlliance(SMA)     

On n-Contractive and n-Hypercontractive Operators, II

This paper studies the n-contractive and n-hypercontractive Hilbert space operators (n = 1, 2, . . .), classes weaker than, but related to, the class of subnormal operators. The k-hyponormal operators are the more thoroughly explored examples of classes weaker than subnormal; we show that k-hyponormality implies 2k-contractivity. Turning to weighted shifts, it is shown that if a weighted shift is extremal in the sense that the general nonnegativity test for n-contractivity is satisfied with equality to zero, then the shift is necessarily the unweighted unilateral shift. Also considered are the n-contractivity of back step extensions and perturbations of subnormal weighted shifts and some connections with the Berger measure of a subnormal shift. The second author was supported by the Korean Research Foundation Grant funded by the Korean Government (MOEHRD) (KRF-2006-312-C00027). The third author was supported by the Korean Research Foundation Grant funded by the Korean Government (MOEHRD) (KRF- 2007-359-C00005.