A note on a polynomial time solvable case of the quadratic assignment problem

We identify a class of instances of the Koopmans–Beckmann form of the Quadratic Assignment Problem that are solvable in polynomial time. This class is characterized by a path structure in the flow data and a grid structure in the distance data. Chr18b, one of the test problems in the QAPLIB, is in this class even though this feature of it has not been noticed until now.     

On upper and lower D*-supercontinuous multifunctions

We define a multifunction F: X ⇝ Y to be upper (lower) D*-supercontinuous if F ⁺(V) (F ⁻(V)) is d*-open in X for every open set V of Y. We obtain some characterizations and several properties concerning upper (lower) D*-supercontinuous multifunctions.      

Regional elemental signatures related to combustion of lignites

In ambient air, arsenic to selenium ratio (As/Se) is generally found to be less than 1, except in areas influenced by specific point sources, such as Cu smelters. However, the annual average of this ratio is found to be much higher than unity in Turkey. This finding is rather unique and may provide a marker for air masses influenced by the coal-related emissions in Turkey. This revised version was published online in August 2006 with corrections to the Cover Date.     

Some Further Properties of the Accelerated Kerr-Schild Metrics

We extend the previously found accelerated Kerr-Schild metrics for Einstein-Maxwell-null dust and Einstein-Born-Infeld-null dust equations to the cases including the cosmological constant. This way we obtain the generalization of the charged de Sitter metrics in static space-times. We also give a generalization of the zero acceleration limit of our previous Einstein-Maxwell and Einstein-Born-Infeld solutions.     

HAC estimation and strong linearity testing in weak ARMA models

In the framework of ARMA models, we consider testing the reliability of the standard asymptotic covariance matrix (ACM) of the least-squares estimator. The standard formula for this ACM is derived under the assumption that the errors are independent and identically distributed, and is in general invalid when the errors are only uncorrelated. The test statistic is based on the difference between a conventional estimator of the ACM of the least-squares estimator of the ARMA coefficients and its robust HAC-type version. The asymptotic distribution of the HAC estimator is established under the null hypothesis of independence, and under a large class of alternatives. The asymptotic distribution of the proposed statistic is shown to be a standard χ² under the null, and a noncentral χ² under the alternatives. The choice of the HAC estimator is discussed through asymptotic power comparisons. The finite sample properties of the test are analyzed via Monte Carlo simulation.     

Division and <Emphasis Type="Italic">k</Emphasis>-th root theorems for <Emphasis Type="Italic">Q</Emphasis>-manifolds

We prove that a locally compact ANR-space X is a Q-manifold if and only if it has the Disjoint Disk Property (DDP), all points of X are homological Z _∞-points and X has the countable-dimensional approximation property (cd-AP), which means that each map f: K → X of a compact polyhedron can be approximated by a map with the countable-dimensional image. As an application we prove that a space X with DDP and cd-AP is a Q-manifold if some finite power of X is a Q-manifold. If some finite power of a space X with cd-AP is a Q-manifold, then X ² and X × [0, 1] are Q-manifolds as well. We construct a countable family χ of spaces with DDP and cd-AP such that no space X ∈ χ is homeomorphic to the Hilbert cube Q whereas the product X × Y of any different spaces X, Y ∈ χ is homeomorphic to Q. We also show that no uncountable family χ with such properties exists. This work was supported by the Slovenian-Ukrainian (Grant No. SLO-UKR 04-06/07)     

Large Scale Linear Programs and Heuristics for the Design of Survivable Telecommunication Networks

We consider the problem of providing a minimum cost multi-service network subject to one link failure scenarios. We assume our network is fully meshed and demand is satisfied by using direct or two hop-paths. We provide a large scale linear programming formulation and propose and test two effective heuristics.     

High temperature stability of maghemite in partially oxidized basalt lava

Mössbauer spectroscopy of basalt lava samples, exhibiting reversible thermal magnetization (J_S-T) curves with Curie temperatures of about 580°C, has revealed considerable amounts of maghemite (γ-Fe₂O₃) in many samples. In view of the expected instability, of maghemite at temperatures above 350°C, this reversibility is rather surprising. Here we report Mössbauer studies on heated lava samples, showing high content of maghemite. The samples were kept at 600°C in oxidizing, reducing, and inactive atmospheres, respectively, for different lengths of time, and then analyzed with Mössbauer spectroscopy at room temperature. The Mössbauer spectra showed that maghemite is stable in the oxidizing atmosphere for at least several hours. In the inactive atmosphere a considerable amount of maghemite still exists after two hours heating. In the reducing atmosphere maghemite had transformed to magnetite after only 30 minutes.     

Portfolio optimization in stochastic markets

We consider a multiperiod mean-variance model where the model parameters change according to a stochastic market. The mean vector and covariance matrix of the random returns of risky assets all depend on the state of the market during any period where the market process is assumed to follow a Markov chain. Dynamic programming is used to solve an auxiliary problem which, in turn, gives the efficient frontier of the mean-variance formulation. An explicit expression is obtained for the efficient frontier and an illustrative example is given to demonstrate the application of the procedure.