Existence of local strong solutions to fluid–beam and fluid–rod interaction systems

We study an unsteady nonlinear fluid–structure interaction problem. We consider a Newtonian incompressible two-dimensional flow described by the Navier–Stokes equations set in an unknown domain depending on the displacement of a structure, which itself satisfies a linear wave equation or a linear beam equation. The fluid and the structure systems are coupled via interface conditions prescribing the continuity of the velocities at the fluid–structure interface and the action-reaction principle. Considering three different structure models, we prove existence of a unique local-in-time strong solution, for which there is no gap between the regularity of the initial data and the regularity of the solution enabling to obtain a blow up alternative. In the case of a damped beam this is an alternative proof (and a generalization to non zero initial displacement) of the result that can be found in [20]. In the case of the wave equation or a beam equation with inertia of rotation, this is, to our knowledge the first result of existence of strong solutions for which no viscosity is added. The key points consist in studying the coupled system without decoupling the fluid from the structure and to use the fluid dissipation to control, in appropriate function spaces, the structure velocity.     

The unique solution for a fractional q-difference equation with three-point boundary conditions

The aim of this paper is to investigate the existence and uniqueness of solutions for nonlinear fractional $q$-difference equations with three-point boundary conditions. Our approach relies on a new fixed point theorem of increasing $\psi ?(h,r)?$concave operators defined on ordered sets. Further, we can construct a monotone explicit iterative scheme to approximate the unique solution. Finally, the main results are illustrated with the aid of two interesting examples.     

No-arbitrage under additional information for thin semimartingale models

This paper completes the studies undertaken in Aksamit et al. (2017, 2018) [[1], [2]] and Choulli and Deng (2017) [[8]], where we quantify the impact of a random time on the no-unbounded-profit-with-bounded-risk concept (called NUPBR hereafter) for quasi-left-continuous models and discrete-time market models respectively. Herein, we focus on NUPBR for semimartingale models that live on thin predictable sets only and when the extra information about the random time is added progressively over time. This leads to the probabilistic setting of two filtrations where one filtration contains the other and makes the random time a stopping time. For this framework, we explain how far NUPBR is affected when one stops the model by an arbitrary random time, or when one incorporates in a progressive way an honest time into the model. Furthermore, we show how to construct explicitly some local martingale deflators in the largest filtration for a particular class of models. As a consequence, by combining the current results on the thin case and those of Aksamit et al. (2017, 2018) [[1], [2]], we elaborate universal results for general semimartingale models.     

Time-consistent investment strategy under partial information

This paper considers a mean–variance portfolio selection problem under partial information, that is, the investor can observe the risky asset price with random drift which is not directly observable in financial markets. Since the dynamic mean–variance portfolio selection problem is time inconsistent, to seek the time-consistent investment strategy, the optimization problem is formulated and tackled in a game theoretic framework. Closed-form expressions of the equilibrium investment strategy and the corresponding equilibrium value function under partial information are derived by solving an extended Hamilton–Jacobi–Bellman system of equations. In addition, the results are also given under complete information, which are need for the partial information case. Furthermore, some numerical examples are presented to illustrate the derived equilibrium investment strategies and numerical sensitivity analysis is provided.     

EXISTENCE AND UNIQUENESS OF THE ENTROPY SOLUTION TO A NONLINEAR HYPERBOLIC EQUATION

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Efficient algorithms for combined heat and power production planning under the deregulated electricity market

Combined heat and power (CHP) production is an important energy production technology that can yield much higher total energy efficiency than separate heat and power generation. In CHP production, the heat and power production follows a joint characteristic, which means that the production planning must be done in coordination. Cost-efficient operation of a CHP system can be planned by using an optimization model. A long-term planning model decomposes into thousands of hourly models. Earlier, in the regulated electric power market, the planning problem was symmetrically driven by heat and power demand. The liberalization of the power market has created an asymmetrical planning problem, where heat production responds to the demand and power production to the volatile market price. In this paper, we utilize this asymmetry to develop novel envelope-based dual algorithms for solving the hourly CHP models efficiently. The basic idea is to transform the three-dimensional characteristic operating region for heat and power production of each CHP plant into a two-dimensional envelope by taking the power price as a parameter. Then the envelopes of each plant are used for looking up the optimal solution rapidly. We propose two versions of the algorithm: the on-line envelope construction algorithm (ECON) where the envelopes are constructed for each hour based on the power price and the off-line envelope construction algorithm (ECOFF) where envelopes are pre-computed for all different power price ranges. We derive the theoretical time complexity of the two algorithms and compare their performance empirically with realistic test models against the ILOG CPLEX solver and the Power Simplex (PS) algorithm. PS is an extremely efficient specialized primal algorithm developed for the symmetrical CHP planning problem under the regulated market. On average, when reusing previous basic solutions, ECON is 603 times faster than CPLEX and 1.3 times faster than PS. ECOFF is 1860 times faster than CPLEX and four times faster than PS.     

Existence and pathwise uniqueness to an SPDE driven by α-stable colored noise

In this paper we study a stochastic partial differential equation (SPDE) with Hölder continuous coefficient driven by an $\alpha$-stable colored noise. The pathwise uniqueness is proved by using a backward doubly stochastic differential equation backward (SDE) to take care of the Laplacian. The existence of solution is shown by considering the weak limit of a sequence of SDE system which is obtained by replacing the Laplacian operator in the SPDE by its discrete version. We also study an SDE system driven by Poisson random measures.     

Assortment planning for vertically differentiated products under a consider-then-choose model

Consider-then-choose models, borne out by empirical literature in marketing and psychology, note that customers follow a two-stage procedure to choose among alternatives. In this paper, we consider the assortment optimization problem of a retailer who manages a category of vertically differentiated products under customers’ consider-then-choose behavior. We characterize some structural results of the optimal assortment and find that the problem can be solved as the shortest path problem. Also, we develop an efficient algorithm to identify an optimal assortment.     

Domination game and minimal edge cuts

In this paper a relationship is established between the domination game and minimal edge cuts. It is proved that the game domination number of a connected graph can be bounded above in terms of the size of minimal edge cuts. In particular, if $C$ a minimum edge cut of a connected graph $G$, then ${\gamma }_g\left(G\right)\le {\gamma }_g(G?C)+2{\kappa }^{\prime }\left(G\right)$. Double-Staller graphs are introduced in order to show that this upper bound can be attained for graphs with a bridge. The obtained results are used to extend the family of known traceable graphs whose game domination numbers are at most one-half their order. Along the way two technical lemmas, which seem to be generally applicable for the study of the domination game, are proved.     

Weight enumerators of reducible cyclic codes and their dual codes

Let ${\mathbb{F}}_q$ be a finite field and $n$ a positive integer. In this paper, we find a new combinatorial method to determine weight enumerators of reducible cyclic codes and their dual codes of length $n$ over ${\mathbb{F}}_q$, which just generalize results of Zhu et al. (2015); especially, we also give the weight enumerator of a cyclic code, which is viewed as a partial Melas code. Furthermore, weight enumerators obtained in this paper are all in the form of power of a polynomial.     

DP-3-coloring of some planar graphs

In this article, we use a unified approach to prove several classes of planar graphs are DP-3-colorable, which extend the corresponding results on 3-choosability.     

Minimum degree condition for a graph to be knitted

For a positive integer $k$, a graph is $k$-knitted if for each subset $S$ of $k$ vertices, and every partition of $S$ into (disjoint) parts $S_1,\dots ,S_t$ for some $t\ge 1$, one can find disjoint connected subgraphs $C_1,\dots ,C_t$ such that $C_i$ contains $S_i$ for each $i\in \left[t\right]?\{1,2,\dots ,t\}$. In this article, we show that if the minimum degree of an $n$-vertex graph $G$ is at least $n∕2+k∕2?1$ when $n\ge 2k+3$, then $G$ is $k$-knitted. The minimum degree is sharp. As a corollary, we obtain that $k$-contraction-critical graphs are $?\frac{k}{8}?$-connected.     

The maximum multiplicity of the largest k-th eigenvalue in a matrix whose graph is acyclic or unicyclic

Given a graph $G$ we are interested in studying the symmetric matrices associated to $G$ with a fixed number of negative eigenvalues. For this class of matrices we focus on the maximum possible nullity. For trees this parameter has already been studied and plenty of applications are known. In this work we derive a formula for the maximum nullity and completely describe its behavior as a function of the number of negative eigenvalues. In addition, we also carefully describe the matrices associated with trees that attain this maximum nullity. The analysis is then extended to the more general class of unicyclic graphs. Further our work is applied to re-describing all possible partial inertias associated with trees, and is employed to study an instance of the inverse eigenvalue problem for certain trees.     

Negation and partial axiomatizations of dependence and independence logic revisited

In this paper, we axiomatize the negatable consequences in dependence and independence logic by extending the systems of natural deduction of the logics given in [22] and [11]. We prove a characterization theorem for negatable formulas in independence logic and negatable sentences in dependence logic, and identify an interesting class of formulas that are negatable in independence logic. Dependence and independence atoms, first-order formulas belong to this class. We also demonstrate our extended system of independence logic by giving explicit derivations for Armstrong's Axioms and the Geiger-Paz-Pearl axioms of dependence and independence atoms.     

Estimating functions for jump–diffusions

Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate-optimality and efficiency are of particular concern. Under mild assumptions, it is shown that estimators of drift, diffusion, and jump parameters are consistent and asymptotically normal, as well as rate-optimal for the drift and jump parameters. Additional conditions are derived, which ensure rate-optimality for the diffusion parameter as well as efficiency for all parameters. The findings indicate a potentially fruitful direction for the further development of estimation for jump–diffusions.     

Limit theorems for functionals of two independent Gaussian processes

Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and bi-fractional Brownian motion. A new and interesting phenomenon is that, in comparison with the results for fractional Brownian motion, extra randomness appears in the limiting distributions for Gaussian processes with nonstationary increments, say sub-fractional Brownian motion and bi-fractional Brownian. The results are obtained based on the method of moments, in which Fourier analysis, the chaining argument introduced in [11] and a pairing technique are employed.