Sparse color-critical hypergraphs

In this paper we obtain estimates for the least number of edges ann-uniformr-color-critical hypergraph of orderm may have.     

On the quantum Fermi accelerator and its relevance to ‘quantum chaos’

We discuss a quantum version of the Fermi acceleration model, which consists of a particle bouncing between a fixed and oscillating wall. The actual movement of the particle crucially depends on the boundary conditions of the Schrödinger equation. Under Dirichlet boundary conditions, the quantum system displays a regular behaviour, but its classical limit exhibits some unphysical attributes. Only for certain initial conditions does it correspond to the stable motion of a ball bouncing once for an integer number of wall oscillations. In the classical model that situation gives rise to regular islands imbedded in the chaotic sea.     

Valuing Asian options using the finite element method and duality techniques

The main objective of this paper is to develop an adaptive finite element method for computation of the values, and different sensitivity measures, of the Asian option with both fixed and floating strike. The pricing is based on Black–Scholes PDE-model and a method developed by Ve?e? where the resulting PDEs are of parabolic type in one spatial dimension and can be applied to both continuous and discrete Asian options. We propose using an adaptive finite element method which is based on a posteriori estimates of the error in desired quantities, which we derive using duality techniques. The a posteriori error estimates are tested and verified, and are used to calculate optimal meshes for each type of option. The use of adapted meshes gives superior accuracy and performance with less degrees of freedom than using uniform meshes. The suggested adaptive finite element method is stable, gives fast and accurate results, and can be applied to other types of options as well.     

Certified error bounds for uncertain elliptic equations

In many applications, partial differential equations depend on parameters which are only approximately known. Using tools from functional analysis and global optimization, methods are presented for obtaining certificates for rigorous and realistic error bounds on the solution of linear elliptic partial differential equations in arbitrary domains, either in an energy norm, or of key functionals of the solutions, given an approximate solution. Uncertainty in the parameters specifying the partial differential equations can be taken into account, either in a worst case setting, or given limited probabilistic information in terms of clouds.     

Continuous weak approximation for stochastic differential equations

A convergence theorem for the continuous weak approximation of the solution of stochastic differential equations (SDEs) by general one-step methods is proved, which is an extension of a theorem due to Milstein. As an application, uniform second order conditions for a class of continuous stochastic Runge–Kutta methods containing the continuous extension of the second order stochastic Runge–Kutta scheme due to Platen are derived. Further, some coefficients for optimal continuous schemes applicable to Itô SDEs with respect to a multi–dimensional Wiener process are presented.     

Optimal multiple-objective resource allocation using hybrid particle swarm optimization and adaptive resource bounds technique

The multiple-objective resource allocation problem (MORAP) seeks for an allocation of resource to a number of activities such that a set of objectives are optimized simultaneously and the resource constraints are satisfied. MORAP has many applications, such as resource distribution, project budgeting, software testing, health care resource allocation, etc. This paper addresses the nonlinear MORAP with integer decision variable constraint. To guarantee that all the resource constraints are satisfied, we devise an adaptive-resource-bound technique to construct feasible solutions. The proposed method employs the particle swarm optimization (PSO) paradigm and presents a hybrid execution plan which embeds a hill-climbing heuristic into the PSO for expediting the convergence. To cope with the optimization problem with multiple objectives, we evaluate the candidate solutions based on dominance relationship and a score function. Experimental results manifest that the hybrid PSO derives solution sets which are very close to the exact Pareto sets. The proposed method also outperforms several representatives of the state-of-the-art algorithms on a simulation data set of the MORAP.     

An explicit solution of the large deformation of a cantilever beam under point load at the free tip

The large deformation of a cantilever beam under point load at the free tip is investigated by an analytic method, namely the homotopy analysis method (HAM). The explicit analytic formulas for the rotation angle at the free tip are given, which provide a convenient and straightforward approach to calculate the vertical and horizontal displacements of a cantilever beam with large deformation. These explicit formulas are valid for most practical problems, thus providing a useful reference for engineering applications. The corresponding Mathematica code is given in the Appendix.     

Euler equations for Blake and Zisserman functional

We derive many necessary conditions for minimizers of a functional depending on free discontinuities, free gradient discontinuities and second derivatives, which is related to image segmentation.     

The Klein correspondence of line congruences immersed in an elliptic spaceS 3 onto the hyperquadricP 4

This article is devoted to the investigation and the construction of the Klein correspondence of line congruences referred to a specialized moving frame in a 3-dimensional elliptic spaceS ₃ to the hyperquadricP ⁴ of the Klein 5-dimensional elliptic spaceS ₅. The Klein correspondence is given and characterized by Theorems 1, 2. The methods adapted here are based on Cartan's differential calculus [1], [6].     

Bonds Intersecting Cycles In A Graph

Let G be a k-connected graph G having circumference c ≥ 2k. It is shown that for k ≥ 2, then there is a bond B which intersects every cycle of length c-k + 2 or greater.