Sensitivity of rough differential equations: An approach through the Omega lemma

The Itô map gives the solution of a Rough Differential Equation, a generalization of an Ordinary Differential Equation driven by an irregular path, when existence and uniqueness hold. By studying how a path is transformed through the vector field which is integrated, we prove that the Itô map is Hölder or Lipschitz continuous with respect to all its parameters. This result unifies and weakens the hypotheses of the regularity results already established in the literature.     

On stochastic calculus with respect to q-Brownian motion

Following the approach and the terminology introduced in Deya and Schott (2013) [6], we construct a product Lévy area above the q-Brownian motion (for $q\in [0,1)$) and use this object to study differential equations driven by the process.We also provide a detailed comparison between the resulting “rough” integral and the stochastic “Itô” integral exhibited by Donati-Martin (2003) [7].     

Rough paths analysis of general Banach space-valued Wiener processes

In this article, we carry out a rough paths analysis for Banach space-valued Wiener processes. We show that most of the features of the classical Wiener process pertain to its rough path analog. To be more precise, the enhanced process has the same scaling properties and it satisfies a Fernique type theorem, a support theorem and a large deviation principle in the same Hölder topologies as the classical Wiener process does. Moreover, the canonical rough paths of finite dimensional approximating Wiener processes converge to the enhanced Wiener process. Finally, a new criterion for the existence of the enhanced Wiener process is provided which is based on compact embeddings. This criterion is particularly handy when analyzing Kunita flows by means of rough paths analysis which is the topic of a forthcoming article.     

NZ‐flows in strong products of graphs

We prove that the strong product G₁? G₂ of G₁ and G₂ is ?₃‐flow contractible if and only if G₁? G₂ is not T? K₂, where T is a tree (we call T? K₂ a K₄‐tree). It follows that G₁? G₂ admits an NZ 3 ‐flow unless G₁? G₂ is a K₄ ‐tree. We also give a constructive proof that yields a polynomial algorithm whose output is an NZ 3‐flow if G₁? G₂ is not a K₄ ‐tree, and an NZ 4‐flow otherwise. © 2009 Wiley Periodicals, Inc. J Graph Theory 64: 267–276, 2010     

An exact algorithm for a vehicle routing problem with time windows and multiple use of vehicles

The vehicle routing problem with multiple use of vehicles is a variant of the classical vehicle routing problem. It arises when each vehicle performs several routes during the workday due to strict time limits on route duration (e.g., when perishable goods are transported). The routes are defined over customers with a revenue, a demand and a time window. Given a fixed-size fleet of vehicles, it might not be possible to serve all customers. Thus, the customers must be chosen based on their associated revenue minus the traveling cost to reach them. We introduce a branch-and-price approach to address this problem where lower bounds are computed by solving the linear programming relaxation of a set packing formulation, using column generation. The pricing subproblems are elementary shortest path problems with resource constraints. Computational results are reported on euclidean problems derived from well-known benchmark instances for the vehicle routing problem with time windows.     

基于模拟扩散的最短路径新算法

基于模拟水流扩散的自然现象,提出了一种寻求最优路径的新算法,介绍了该算法原理和具体计算过程,验证了该算法的正确性和合理性.     

Metric and ultrametric spaces of resistances

Consider an electrical circuit, each edge e of which is an isotropic conductor with a monomial conductivity function . In this formula, y_e is the potential difference and current in e, while μ_e is the resistance of e; furthermore, r and s are two strictly positive real parameters common for all edges. In particular, the case r=s=1 corresponds to the standard Ohm’s law.In 1987, Gvishiani and Gurvich [A.D. Gvishiani, V.A. Gurvich, Metric and ultrametric spaces of resistances, in: Communications of the Moscow Mathematical Society, Russian Math. Surveys 42 (6 (258)) (1987) 235-236] proved that, for every two nodes a,b of the circuit, the effective resistance μ_a,b is well-defined and for every three nodes a,b,c the inequality holds. It obviously implies the standard triangle inequality μ_a,b≤μ_a,c+μ_c,b whenever s≥r. For the case s=r=1, these results were rediscovered in the 1990s. Now, after 23 years, I venture to reproduce the proof of the original result for the following reasons:

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It is more general than just the case r=s=1 and one can get several interesting metric and ultrametric spaces playing with parameters r and s. In particular, (i) the effective Ohm resistance, (ii) the length of a shortest path, (iii) the inverse width of a bottleneck path, and (iv) the inverse capacity (maximum flow per unit time) between any pair of terminals a and b provide four examples of the resistance distances μ_a,b that can be obtained from the above model by the following limit transitions: (i) r(t)=s(t)≡1, (ii) r(t)=s(t)→∞, (iii) r(t)≡1,s(t)→∞, and (iv) r(t)→0,s(t)≡1, as t→∞. In all four cases the limits μ_a,b=lim_t→∞μ_a,b(t) exist for all pairs a,b and the metric inequality μ_a,b≤μ_a,c+μ_c,b holds for all triplets a,b,c, since s(t)≥r(t) for any sufficiently large t. Moreover, the stronger ultrametric inequality μ_a,b≤max(μ_a,c,μ_c,b) holds for all triplets a,b,c in examples (iii) and (iv), since in these two cases s(t)/r(t)→∞, as t→∞.

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Communications of the Moscow Math. Soc. in Russ. Math. Surveys were (and still are) strictly limited to two pages; the present paper is much more detailed.Although a translation in English of the Russ. Math. Surveys is available, it is not free in the web and not that easy to find.

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The last but not least: priority.