Products of Beta matrices and sticky flows

A discrete model of Brownian sticky flows on the unit circle is described: it is constructed with products of Beta matrices on the discrete torus. Sticky flows are defined by their moments which are consistent systems of transition kernels on the unit circle. Similarly, the moments of the discrete model form a consistent system of transition matrices on the discrete torus. A convergence of Beta matrices to sticky kernels is shown at the level of the moments. As the generators of the n-point processes are defined in terms of Dirichlet forms, the proof is performed at the level of the Dirichlet forms. The evolution of a probability measure by the flow of Beta matrices is described by a measure-valued Markov process. A convergence result of its finite dimensional distributions is deduced.Mathematics Subject Classification (2000):60J27, 60J35, 60G09     

Brownian motion with killing and reflection and the ‘‘hot–spots’’ problem

We investigate the hot–spots property for the survival time probability of Brownian motion with killing and reflection in planar convex domains whose boundary consists of two curves, one of which is an arc of a circle, intersecting at acute angles. This leads to the hot–spots property for the mixed Dirichlet–Neumann eigenvalue problem in the domain with Neumann conditions on one of the curves and Dirichlet conditions on the other.Supported in part by NSF Grant # 9700585-DMSSupported in part by NSF Grant # 0203961-DMS     

Pairs of Convex Bodies with Centrally Symmetric Intersections of Translates

For a pair of convex bodies $K$ and $K$ in $E^d$, the $d$-dimensional intersections $K \cap (x + K),$ $x \in E^d,$ are centrally symmetric if and only if $K$ and $K$ are represented as direct sums $K = R \oplus P$ and $K = R \oplus P$ such that: (i) $R$ is a compact convex set of some dimension $m$, $0 \le m \le d,$ and $R = z - R$ for a suitable vector $z \in E^d$, (ii) $P$ and $P$ are isothetic parallelotopes, both of dimension $d-m$.     

Mouvement brownien et formule de Tanaka en analyse

In our previous paper [5], we have obtained a decomposition of f, where f is a function defined on R ^d , that is analogous to the one proved by H. Tanaka in the early sixties for Brownian martingales (the so-called Tanaka formula). The original proofs use purely analytic methods (e.g. the Calderón–Zygmund theory, etc.). In this paper, we give a new proof of our `Tanaka formula in analysis, that is based on probabilistic arguments. The main tools here are Brownian motion, stochastic calculus and Burkholder–Gundy inequalities for martingales. These methods allow us to improve somewhat our previous results, by proving that some significant constants do not depend on the dimension d.     

d≤1 ∪d≥25 and constrained KP hierarchy from BRST invariance in thec≠3 topological algebra

The BRST invariance condition in a highest-weight representation of the topological ( twisted N=2) algebra captures the invariant content of two-dimensional gravity coupled to matter. The topological algebra allows reductions to either the DDK-dressed matter or the Kontsevich-Miwa-dressed matter related to Virasoro-constrained KP hierarchy. The standard DDK formulation is recovered by splitting the topological generators into c=–26 reparametrization ghosts + matter + Liouville, while a similar splitting involving c=–2 ghosts gives rise to the matter dressed in exactly the way required in order that the theory be equivalent to Virasoro constraints on the KP hierarchy. The two dressings of matter with the Liouville differ also by their ghost numbers, which is similar to the existence of representatives of BRST cohomologies with different ghost numbers. The topological central charge c3 provides a two-fold covering of the allowed regiond1 d25 of the matter central charge d via d=(c+1)(c+6)/(c–3). The Liouville field is identified as the ghost-free part of the topological U(1) current. The construction thus allows one to establish a direct relation (presumably an equivalence) between the Virasoro-constrained KP hierarchies, minimal models, and the BRST invariance condition for highest-weight states of the topological algebra.Published in Teoreticheskaya i Matematicheskaya Fizika, Vol. 95, No. 2, pp. 239–250, May, 1993.     

Exceptional Families, Topological Degree and Complementarity Problems

By using the topological degree we introduce the concept of exceptionalfamily of elements specifically for continuous functions. This has importantconsequences pertaining to the solvability of the explicit, the implicit andthe general order complementarity problems. In this way a new direction forresearch in the complementarity theory is now opened.     

La conjecture de Novikov pour les feuilletages hyperboliques

Nous définissons la notion de bolicité pour les feuilletages, qui est une notion plus faible que l'hyperbolicité de Gromov, et nous démontrons la conjecture de Novikov pour les feuilletages boliques à base compacte dont le groupoï de d'holonomie est séparé en établissant l'injectivité de l'application de Baum–Connes. Ce résultat généralise celui de Kasparov et Skandalis obtenu dans le cas des groupes boliques.We define the notion of bolicity for foliations, which is a weaker notion than Gromov's hyperbolicity, and we prove the Novikov conjecture for foliations with compact base and whose holonomy groupoid is Hausdorff, by showing that the Baum–Connes map is injective. This result generalizes that of Kasparov and Skandalis in the case of bolic groups.     

Mutational equations in metric spaces

This paper summarizes an extension of differential calculus to a mutational calculus for maps from one metric space to another. The simple idea is to replace half-lines allowing to define difference quotients of maps and their various limits in the case of vector space by transitions with which we can also define differential quotients of a map. Their various limits are called mutations of a map. Many results of differential calculus and set-valued analysis, including the Inverse Function Theorem, do not really rely on the linear structure and can be adapted to the nonlinear case of metric spaces and exploited. Furthermore, the concept of differential equation can be extended tomutational equation governing the evolution in metric spaces. Basic Theorems as the Nagumo Theorem, the Cauchy-Lipschitz Theorem, the Center Manifold Theorem and the second Lyapunov Method hold true for mutational equations.This work was motivated by evolution equations of tubes in visual servoing on one hand, mathematical morphology on the other, when the metric spaces are power spaces. This paper begins by listing some consequences of general theorems concerning mutational equations for tubes.     

Compressible flow induced by the transient motion of a wavemaker

The effect of fluid compressibility on the evolution of the pressure distribution and free surface elevation, following the initiation of a horizontal motion of a vertical wavemaker, is analysed. This effect is significant even in a liquid (like water) when the time scale of the motion is very short (e.g. impulsive motions).In the leading order the present problem is analogous to that of supersonic flow about a thin wing, thus the solution is represented by means of an appropriate supersonic source distribution. Closed-form results are obtained for the case of impulsive motion (i.e. a step function velocity). The pressure field corresponds to systems of double rarefaction and double compression waves traversing the fluid domain intermittently. Following the passage of a rarefaction (compression) wave, the free surface becomes locally concave (convex). The resulting free surface profile consists of an elongating wavetrain in front of a jet riding up the vertical wall.On the compressible time-scale the pressure and velocity fields approach a steady long-time limit. This limit corresponds to the short-time incompressible flow prevailing after the attenuation of the pressure waves. The spatial nonuniformity of the asymptotic expansion in the neighbourhood of the waterline is briefly discussed.     

A new example of ‘independence’ and ‘white noise’

Summary We examine the notion of free independence according to Voiculescu. This form of independence is used for defining free white noise or process with stationary and freely independent increments. We prove a general limit theorem giving the combinatorics of infinitely freely divisible states and thus of free white noises with the help of admissible partitions. We realize the free analogues of the Wiener process and of the Poisson process as processes on the full Fock space ofL ² (—).     

Gauss sums for symplectic groups over a finite field

For a nontrivial additive character and a multiplicative character of the finite field withq elements, the Gauss sums (trg) overgSp(2n,q) and (detg)(trg) overgGSp(2n, q) are considered. We show that it can be expressed as a polynomial inq with coefficients involving powers of Kloosterman sums for the first one and as that with coefficients involving sums of twisted powers of Kloosterman sums for the second one. As a result, we can determine certain generalized Kloosterman sums over nonsingular matrices and generalized Kloosterman sums over nonsingular alternating matrices, which were previously determined by J. H. Hodges only in the case that one of the two arguments is zero.Supported in part by Basic Science Research Institute program, Ministry of Education of Korea, BSRI 95-1414 and KOSEF Research Grant 95-K3-0101 (RCAA)Dedicated to my father, Chang Hong Kim     

Matrix Units for Signed Brauer’s Algebras

Brauers centerlizer algebras have a basis consisting of undirected graphs. Signed Brauers algebras have a basis consisting of directed graphs, which generalizes Brauers algebras. In this paper, we compute a complete set of matrix units of Signed Brauers algebras.AMS Subject Classification: 99c:16028, 16S99(16K20).     

The integration of an interior-point cutting plane method within a branch-and-price algorithm

This paper presents a novel integration of interior point cutting plane methods within branch-and-price algorithms. Unlike the classical method, columns are generated at a central dual solution by applying the analytic centre cutting plane method (ACCPM) on the dual of the full master problem. First, we introduce some modifications to ACCPM. We propose a new procedure to recover primal feasibility after adding cuts and use, for the first time, a dual Newtons method to calculate the new analytic centre after branching. Second, we discuss the integration of ACCPM within the branch-and-price algorithm. We detail the use of ACCPM as the search goes deep in the branch and bound tree, making full utilization of past information as a warm start. We exploit dual information from ACCPM to generate incumbent feasible solutions and to guide branching. Finally, the overall approach is implemented and tested for the bin-packing problem and the capacitated facility location problem with single sourcing. We compare against Cplex-MIP 7.5 as well as a classical branch-and-price algorithm.Mathematics Subject Classification (1991): 20E28, 20G40, 20C20     

Interdependence between carathéodory numbers and n-distributivity in lattices

For a lattice L with zero a subset F L is called a (lower) spanning tree if for any y L{0} there exists x F such that 0 < x y.The main goal of the present note is a proof of two theorems, one of which is the following: THEOREM 1. Suppose that the spanning tree of an algebraic lattice L consists of completely join-irreducible elements and that each element x L is the union of some subset (in general, infinite) of F. Then the Caratheodory number of L relative to the spanning tree F is equal to the distributivity number of this lattice.The second theorem states the same result as the first, though under different conditions on the lattice L and the spanning tree F.Translated from Matematicheskie Zametki, Vol. 52, No. 3, pp. 44–47, September, 1992.     

Bibasic analystic functions and discrete ‘bibasic’ hypergeometric series

This paper deals with a study of a class of functions called bibasis analytic functions. Using discrete powerz ⁽ⁿ⁾, discrete bibasic hypergeometric functions have been introduced.     

Local symmetries and conservation laws

Starting with Lie's classical theory, we carefully explain the basic notions of the higher symmetries theory for arbitrary systems of partial differential equations as well as the necessary calculation procedures. Roughly speaking, we explain what analogs of higher KdV equations are for an arbitrary system of partial differential equations and also how one can find and use them. The cohomological nature of conservation laws is shown and some basic results are exposed which allow one to calculate, in principle, all conservation laws for a given system of partial differential equations. In particular, it is shown that symmetry and conservation law are, in some sense, the dual conceptions which coincides in the self-dual case, namely, for Euler-Lagrange equations. Training examples are also given.Translated from the Russian by B. A. Kuperschmidt.     

A Single Server Poisson Input Queue with a Second Optional Channel

Consider an M/G/1 queue such that over and above the first essential service having a general service time distribution, a unit may need a second optional service with another independent general service time. A unit may depart from the system either after the first essential service with probability (1–r) or at the end of the first service may immediately go for a second service with probability r (0r1). This is a generalization of a recent paper considered by Madan [5].     

Chains and Trees: ‘Strong’–‘Weak’ Order in Job Scheduling

We present a summary of recent NP-hardness and polynomial time solvability results for the distinction between strong and weak precedence for chains and trees in scheduling. We distinguish between chains and proper trees which are not chains, and demonstrate that the strong-weak precedence distinction for chains is not inclusive with regards to NP-hardness, and conjecture that the same holds for strong-weak tree precedence. The objective is to show that different interpretations for chain and tree order relations in scheduling might have far reaching computational implications.     

Transient solution for a finite capacity M/G a,b /1 queueing system with vacations to the server

In this paper we consider a single server queueing system with Poisson input, general service and a waiting room that allows only a maximum of b customers to wait at any time. A minimum of a customers are required to start a service and the server goes for a vacation whenever he finds less than a customers in the waiting room after a service. If the server returns from a vacation to find less than a customers waiting, he begins another vacation immediately. Using the theory of regenerative processes we derive expressions for the time dependent system size probabilities at arbitrary epochs.