The weight distributions of a class of cyclic codes

Recently, the weight distributions of the duals of the cyclic codes with two zeros have been obtained for several cases in Ma et al. (2011) [14], Ding et al. (2011) [5], Wang et al. (2011) [20]. In this paper we provide a slightly different approach toward the general problem and use it to solve one more special case. We make extensive use of standard tools in number theory such as characters of finite fields, the Gauss sums and the Jacobi sums to transform the problem of finding the weight distribution into a problem of evaluating certain character sums over finite fields, which on the special case is related with counting the number of points on some elliptic curves over finite fields. Other cases are also possible by this method.     

Hardy spaces for the conjugated Beltrami equation in a doubly connected domain

We consider Hardy spaces associated to the conjugated Beltrami equation on doubly connected planar domains. There are two main differences with previous studies (Baratchart et al., 2010 [2]). First, while the simple connectivity plays an important role in Baratchart et al. (2010) [2], the multiple connectivity of the domain leads to unexpected difficulties. In particular, we make strong use of a suitable parametrization of an analytic function in a ring by its real part on one part of the boundary and by its imaginary part on the other. Then, we allow the coefficient in the conjugated Beltrami equation to belong to W1,q for some q∈(2,+∞], while it was supposed to be Lipschitz in Baratchart et al. (2010) [2]. We define Hardy spaces associated with the conjugated Beltrami equation and solve the corresponding Dirichlet problem. The same problems for generalized analytic function are also solved.     

A Two-Stage Active-Set Algorithm for Bound-Constrained Optimization

In this paper, we describe a two-stage method for solving optimization problems with bound constraints. It combines the active-set estimate described in Facchinei and Lucidi (J Optim Theory Appl 85(2):265–289, 1995) with a modification of the non-monotone line search framework recently proposed in De Santis et al. (Comput Optim Appl 53(2):395–423, 2012). In the first stage, the algorithm exploits a property of the active-set estimate that ensures a significant reduction in the objective function when setting to the bounds all those variables estimated active. In the second stage, a truncated-Newton strategy is used in the subspace of the variables estimated non-active. In order to properly combine the two phases, a proximity check is included in the scheme. This new tool, together with the other theoretical features of the two stages, enables us to prove global convergence. Furthermore, under additional standard assumptions, we can show that the algorithm converges at a superlinear rate. Promising experimental results demonstrate the effectiveness of the proposed method.     

Perturbation of the eigenvectors of the graph Laplacian: Application to image denoising

Patch-based denoising algorithms currently provide the optimal techniques to restore an image. These algorithms denoise patches locally in “patch-space”. In contrast, we propose in this paper a simple method that uses the eigenvectors of the Laplacian of the patch-graph to denoise the image. Experiments demonstrate that our denoising algorithm outperforms the denoising gold-standards. We provide an analysis of the algorithm based on recent results on the perturbation of kernel matrices (El Karoui, 2010) [1], [2], and theoretical analyses of patch denoising algorithms (Levin et al., 2012) [3], (Taylor and Meyer, 2012) [4].     

Wall crossings for double Hurwitz numbers

Double Hurwitz numbers count covers of P¹ by genus g curves with assigned ramification profiles over 0 and ∞, and simple ramification over a fixed branch divisor. Goulden, Jackson and Vakil have shown double Hurwitz numbers are piecewise polynomial in the orders of ramification (Goulden et al., 2005) [10], and Shadrin, Shapiro and Vainshtein have determined the chamber structure and wall crossing formulas for g=0 (Shadrin et al., 2008) [15]. This paper gives a unified approach to these results and strengthens them in several ways — the most important being the extension of the results of Shadrin et al. (2008) [15] to arbitrary genus.The main tool is the authors? previous work (Cavalieri et al., 2010) [6] expressing double Hurwitz number as a sum over certain labeled graphs. We identify the labels of the graphs with lattice points in the chambers of certain hyperplane arrangements, which give rise to piecewise polynomial functions. Our understanding of the wall crossing for these functions builds on the work of Varchenko (1987) [17], and could have broader applications.     

On the Rayleigh-Plateau instability

In this paper,we study the surface instability of a cylindrical pore in the absence of stress. This instability is called the Rayleigh-Plateau instabilty. We consider the model developed by Spencer et ...     

Global stability for an HIV-1 infection model including an eclipse stage of infected cells

We consider the mathematical model for the viral dynamics of HIV-1 introduced in Rong et al. (2007) [37]. One main feature of this model is that an eclipse stage for the infected cells is included and cells in this stage may revert to the uninfected class. The viral dynamics is described by four nonlinear ordinary differential equations. In Rong et al. (2007) [37], the stability of the infected equilibrium has been analyzed locally. Here, we perform the global stability analysis using two techniques, the Lyapunov direct method and the geometric approach to stability, based on the higher-order generalization of Bendixson?s criterion. We obtain sufficient conditions written in terms of the system parameters. Numerical simulations are also provided to give a more complete representation of the system dynamics.     

Stabilisation faible interne locale de système élastique de Bresse

In [1], Alabau-Boussouira et al. (2011) studied the exponential and polynomial stability of the Bresse system with one globally distributed dissipation law. In this Note, our goal is to extend the results from Alabau-Boussouira et al. (2011) [1], by taking into consideration the important case when the dissipation law is locally distributed and to improve the polynomial energy decay rate. We then study the energy decay rate of the Bresse system with one locally internal distributed dissipation law acting on the equation about the shear angle displacement. Under the equal speed wave propagation condition, we show that the system is exponentially stable. On the contrary, we establish a new polynomial energy decay rate.     

Sharp energy estimates for nonlinearly locally damped PDEs via observability for the associated undamped system

We consider the problem of sharp energy decay rates for nonlinearly damped abstract infinite-dimensional systems. Direct methods for nonlinear stabilization generally rely on multiplier techniques, and thus are valid under restrictive geometric conditions compared to the optimal geometric optics condition of Bardos et al. (1992) [10]. We prove sharp, simple and quasi-optimal energy decay rates through an indirect method, namely an observability estimate for the corresponding undamped system. One of the main advantage of these results is that they allow to combine optimal geometric conditions, as for instance that of Bardos et al. (1992) [10] and the optimal-weight convexity method of the first author (Alabau-Boussouira, 2010 [6], Alabau-Boussouira, 2005 [2]) to deduce very simple and quasi-optimal energy decay rates for nonlinearly locally damped systems. We also show that using arguments based on Russell's principle (Russell, 1978 [24]), one can deduce sharp energy decay rates from the exponential stabilization of the linearly damped system. Our results extend to nonlinearly damped systems, those of Haraux (1989) [14] and Ammari and Tucsnak (2001) [9] which concern linearly damped systems.     

An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains

Summary We study an invariance principle for additive functionals of nonsymmetric Markov processes with singular mean forward velocities. We generalize results of Kipnis and Varadhan [KV] and De Masi et al. [De] in two directions: Markov processes are non-symmetric, and mean forward velocities are distributions. We study continuous time Markov processes. We use our result to homogenize non-symmetric reflecting diffusions in random domains.     

On optimality of the barrier strategy for a general Lévy risk process

We consider the optimal dividend problem for the insurance risk process in a general Lévy process setting. The objective is to find a strategy which maximizes the expected total discounted dividends until the time of ruin. We give sufficient conditions under which the optimal strategy is of barrier type. In particular, we show that if the Lévy density is a completely monotone function, then the optimal dividend strategy is a barrier strategy. This approach was inspired by the work of Avram et al. [F. Avram, Z. Palmowski, M.R. Pistorius, On the optimal dividend problem for a spectrally negative Lévy process, The Annals of Applied Probability 17 (2007) 156–180], Loeffen [R. Loeffen, On optimality of the barrier strategy in De Finetti’s dividend problem for spectrally negative Lévy processes, The Annals of Applied Probability 18 (2008) 1669–1680] and Kyprianou et al. [A.E. Kyprianou, V. Rivero, R. Song, Convexity and smoothness of scale functions with applications to De Finetti’s control problem, Journal of Theoretical Probability 23 (2010) 547–564] in which the same problem was considered under the spectrally negative Lévy processes setting.     

Quantifying the bullwhip effect in a supply chain with stochastic lead time

In a recent paper, Dejonckheere, Disney, Lambrecht, and Towill [European Journal of Operational Research 147 (2003) 567] used control systems engineering (transfer functions, frequency response, spectral analysis) to quantify the bullwhip effect. In the present paper, we, like Chen, Ryan, Drezner, and Simchi-Levi [Management Science 46 (2000) 436], use the statistical method. But our method extends Dejonckheere et al. and Chen et al. in that we include stochastic lead time and provide expressions for quantifying the bullwhip effect, both with information sharing and without information sharing. We use iid demands in a k-stage supply chain for both. By contrast, Chen et al. provide lower bounds using autoregressive demand for information sharing and for information not sharing (with zero safety factor for stocks). Dejonckheere et al. validate Chen et al.’s results for a 2-stage supply chain without information sharing, using both autoregressive and iid normally distributed demands. We estimate the mean and variance of lead-time demand (LTD) from historical LTD data, rather than from the component period demands and lead time. Nevertheless, we also calculate the variance amplification like Chen et al., but with gamma lead times. With constant lead times, which Chen et al. used, our method yields lower variance amplification. As for the effect of information, we find that the variance increases nearly linearly in echelon stage with information sharing but exponentially in echelon stage without information sharing.     

Asymptotic behavior of solutions to Euler–Poisson equations for bipolar hydrodynamic model of semiconductors

In this paper we study the Cauchy problem for 1-D Euler–Poisson system, which represents a physically relevant hydrodynamic model but also a challenging case for a bipolar semiconductor device by considering two different pressure functions and a non-flat doping profile. Different from the previous studies (Gasser et al., 2003 [7], Huang et al., 2011 [12], Huang et al., 2012 [13]) for the case with two identical pressure functions and zero doping profile, we realize that the asymptotic profiles of this more physical model are their corresponding stationary waves (steady-state solutions) rather than the diffusion waves. Furthermore, we prove that, when the flow is fully subsonic, by means of a technical energy method with some new development, the smooth solutions of the system are unique, exist globally and time-algebraically converge to the corresponding stationary solutions. The optimal algebraic convergence rates are obtained.     

Bounds for the price of a European-style Asian option in a binary tree model

Inspired by the ideas of Rogers and Shi [J. Appl. Prob. 32 (1995) 1077], Chalasani et al. [J. Comput. Finance 1(4) (1998) 11] derived accurate lower and upper bounds for the price of a European-style Asian option with continuous averaging over the full lifetime of the option, using a discrete-time binary tree model. In this paper, we consider arithmetic Asian options with discrete sampling and we generalize their method to the case of forward starting Asian options. In this case with daily time steps, the method of Chalasani et al. is still very accurate but the computation can take a very long time on a PC when the number of steps in the binomial tree is high. We derive analytical lower and upper bounds based on the approach of Kaas et al. [Insurance: Math. Econ. 27 (2000) 151] for bounds for stop-loss premiums of sums of dependent random variables, and by conditioning on the value of underlying asset at the exercise date. The comonotonic upper bound corresponds to an optimal superhedging strategy. By putting in less information than Chalasani et al. the bounds lose some accuracy but are still very good and they are easily computable and moreover the computation on a PC is fast. We illustrate our results by different numerical experiments and compare with bounds for the Black and Scholes model [J. Pol. Econ. 7 (1973) 637] found in another paper [Bounds for the price of discretely sampled arithmetic Asian options, Working paper, Ghent University, 2002]. We notice that the intervals of Chalasani et al. do not always lie within the Black and Scholes intervals. We have proved that our bounds converge to the corresponding bounds in the Black and Scholes model. Our numerical illustrations also show that the hedging error is small if the Asian option is in the money. If the option is out of the money, the price of the superhedging strategy is not as adequate, but still lower than the straightforward hedge of buying one European option with the same exercise price.     

On time flows of minimizers of general convex functionals of linear growth with variable exponent in BV space and stability of pseudosolutions

Here we examine a method of selective smoothing in image restoration in BV space using a variable exponent functional of linear growth. Variable exponent growth was suggested in P. Blomgren et al. (1997) [6], and in Y. Chen et al. (2006) [8] the notion of a pseudosolution of the minimization problem is discussed, as well as the proof of existence and uniqueness of the solution of the time flow for the associated time dependent PDE. Here we prove stability for pseudosolutions, while also discussing the case for more general convex functionals of linear growth and variable exponent for use as an approximation for the time flow other than that which is used in Y. Chen et al. (2006) [8].     

A modified projection method with a new direction for solving variational inequalities

In this paper, we propose a new projection method for solving variational inequality problems, which can be viewed as an improvement of the method of Li et al. [M. Li, L.Z. Liao, X.M. Yuan, A modified projection method for co-coercive variational inequality, European Journal of Operational Research 189 (2008) 310-323], by adopting a new direction. Under the same assumptions as those in Li et al. (2008), we establish the global convergence of the proposed algorithm. Some preliminary computational results are reported, which illustrated that the new method is more efficient than the method of Li et al. (2008).     

Vectorization of set-valued maps with respect to total ordering cones and its applications to set-valued optimization problems

As a result of our previous studies on finding the minimal element of a set in n-dimensional Euclidean space with respect to a total ordering cone, we introduced a method which we call “The Successive Weighted Sum Method” (Küçük et al., 2011 [1], [2]). In this study, we compare the Weighted Sum Method to the Successive Weighted Sum Method. A vector-valued function is derived from the special type of set-valued function by using a total ordering cone, which is a process we called vectorization, and some properties of the given vector-valued function are presented. We also prove that this vector-valued function can be used instead of the set-valued map as an objective function of a set-valued optimization problem. Moreover, by giving two examples we show that there is no relationship between the continuity of set-valued map and the continuity of the vector-valued function derived from this set-valued map.     

Improvement in estimating the population mean in simple random sampling using information on auxiliary attribute

This paper proposes some estimators for the population mean by adapting the estimator in Singh et al. (2008) [5] to the ratio estimators presented in Kadilar and Cingi 2006 [2]. We obtain mean square error (MSE) equation for all proposed estimators, and show that all proposed estimators are always more efficient than ratio estimator in Naik and Gupta (1996) [3], and Singh et al. (2008) [5]. The results have been illustrated numerically by taking some empirical population considered in the literature.     

The degree of an eight-dimensional real quadratic division algebra is 1, 3, or 5

A celebrated theorem of Hopf (1940) [11], Bott and Milnor (1958) [1], and Kervaire (1958) [12] states that every finite-dimensional real division algebra has dimension 1, 2, 4, or 8. While the real division algebras of dimension 1 or 2 and the real quadratic division algebras of dimension 4 have been classified (Dieterich (2005) [6], Dieterich (1998) [3], Dieterich and Öhman (2002) [9]), the problem of classifying all 8-dimensional real quadratic division algebras is still open. We contribute to a solution of that problem by proving that every 8-dimensional real quadratic division algebra has degree 1, 3, or 5. This statement is sharp. It was conjectured in Dieterich et al. (2006) [7].     

Evaluation of leading heuristics for the single machine tardiness problem

A recent paper on the single machine tardiness problem by Panwalker, Smith and Koulamas [8] disputes experimental results of Holsenback and Russell [5] that indicated the Net Benefit of Relocation (NBR) heuristic provides significant improvement over the adjacent pairwise interchange (API) routine of Fry et al. [4], which in turn, was reported to show better solution quality than the Wilkerson-Irwin (W-I) heuristic ([13]). Panwalker et al. [8] claim that the P-S-K heuristic yields better results than the other methods over a wide range of problems and suggest that the NBR heuristic is not only inferior to the P-S-K heuristic, but also inferior to the API and W-I routines. This paper will shed new light on the quality of the experimentation of Panwalker et al. [8] and show that in general, the P-S-K heuristic is inferior to the NBR heuristic.