A decision procedure for well-formed linear quantum cellular automata

In this paper we introduce a new quantum computation model, the linear quantum cellular automaton. Well-formedness is an essential property for any quantum computing device since it enables us to define the probability of a configuration in an observation as the squared magnitude of its amplitude. We give an efficient algorithm which decides if a linear quantum cellular automaton is well-formed. The complexity of the algorithm is O(n²) in the algebraic model of computation if the input automaton has continuous neighborhood. © 1997 John Wiley & Sons, Inc. Random Struct. Alg., 11 , 381–394 (1997)     

Estimating ∇u in terms of div u,curl u,either (ν, u) or ν×u and the topology

In the present paper we prove C^α-estimates for ∇ u using components of boundary values of u , div u , curl u and quantities given by components of boundary values of u as well as boundary values of elements belonging to de Rhams cohomology modules. The vector field u is defined on a bounded set G¯⊂ℝ³, meanwhile the cohomology group will be defined with regard to ℝ³−G. Our inequalities turn out to be a priori estimates concerning well-known boundary value problems for vector fields. © 1997 by B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

On the convergence of a certain type of nonlinear lumped energy equations

Recently, Campo and Lacoa [Campo & Lacoa, Numerical Methods Partial Differential Eq., 11 , 275 (1995)] proposed a simple iterative procedure to solve approximately a forced convection heat-transfer problem inside a tube subjected to nonlinear convective boundary conditions. Their technique relied on solutions of a one-dimensional ordinary differential equation of first order to estimate the behavior of the solution of the two-dimensional parabolic partial differential equation. The recursive steps, proposed by Campo and Lacoa, can be combined in a single fixed-point iteration formula thus facilitating the study of its properties. In this note, we present a short analysis of the convergence of the Campo–Lacoa equation and give alternatives to guarantee and improve the convergence patterns. Our results show that the Picard's iterative method converges for all values of Z in the region of thermal development, e.g., 0 ≤ Z ≤ 1; however, the convergence rate tends to diminish as Z increases. To guarantee convergence for larger values of Z, a damped-Picard's iteration may be adopted. Moreover, to increase the rate of convergence, a Newton's iteration is proposed. A detailed comparison in terms of accuracy and CPU time is provided. © 1997 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 13: 433–443, 1997     

Entry and exit decisions with linear costs under uncertainty

From the viewpoint of stochastic programming, we rigorously analyse entry and exit decisions of a project which were proposed by Dixit [A. Dixit, Entry and exit decisions under uncertainty, J. Polit. Econ. 97 (1989), pp. 620–638]. In this article, instead of assuming that the costs are constant in classical research, we assume that they are linear with respect to the price of the commodity produced by the project. Under this assumption, we obtain a condition which guarantees that investing in the project is worthless; besides, the project may be terminated when the commodity price is greater than a certain value. In contrast, there are no such results provided that the costs are constant. Moreover, we provide an explicit solution of entry and exit decisions if the project is worthy to be invested in.     

The Doyen—Wilson theorem for minimum coverings with triples

In this article necessary and sufficient conditions are found for a minimum covering of K_m with triples to be embedded in a minimum covering of K_n with triples. © 1997 John Wiley & Sons, Inc. J Combin Designs 5:341–352, 1997     

Adaptive Coupling and Fast Solution of FEM–BEM Equations for Parabolic–Elliptic Interface Problems

In this paper we prove an a posteriori error estimate for the symmetric coupling of finite elements and boundary elements applied to linear parabolic–elliptic interface problems. The discontinuous Galerkin method is used for the discretization in time. We present an adaptive algorithm for choosing the mesh size in space and time and we analyse the Hybrid Modified Conjugate Residual (HMCR) method as a solution method for the linear systems which arise. Computational results show that the number of HMCR-iterations grows slowly with the problem size. © 1997 by B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

Twisted BCH-codes

We develop the theory of a generalization of the notion ofBCH-code to additive codes, which are not necessarily linear. The usefulness of this notion is demonstrated by constructing a large number of record-breaking linear codes via concatenation. © 1997 John Wiley & Sons, Inc. J Combin Designs 5: 377–389, 1997     

A product theorem for row-complete Latin squares

In this article it is shown how to construct a row-complete latin square of order mn, given one of order m and given a sequencing of a group of ordern. This yields infinitely many new orders for which row-complete latin squares can be constructed. © 1997 John Wiley & Sons, Inc. J Combin Designs 5: 311–318, 1997     

Multi-item lot-sizing with joint set-up costs

We consider a multi-item lot-sizing problem with joint set-up costs and constant capacities. Apart from the usual per unit production and storage costs for each item, a set-up cost is incurred for each batch of production, where a batch consists of up to C units of any mix of the items. In addition, an upper bound on the number of batches may be imposed. Under widely applicable conditions on the storage costs, namely that the production and storage costs are nonspeculative, and for any two items the one that has a higher storage cost in one period has a higher storage cost in every period, we show that there is a tight linear program with O(mT ²) constraints and variables that solves the joint set-up multi-item lot-sizing problem, where m is the number of items and T is the number of time periods. This establishes that under the above storage cost conditions this problem is polynomially solvable. For the problem with backlogging, a similar linear programming result is described for the uncapacitated case under very restrictive conditions on the storage and backlogging costs. Computational results are presented to test the effectiveness of using these tight linear programs in strengthening the basic mixed integer programming formulations of the joint set-up problem both when the storage cost conditions are satisfied, and also when they are violated.     

Multicriteria Goal Games

In this paper, we deal with multicriteria matrix games. Different solution concepts have been proposed to cope with these games. Recently, the concept of Pareto-optimal security strategy which assures the property of security in the individual criteria against an opponent's deviation in strategy has been introduced. However, the idea of security behind this concept is based on expected values, so that this security might be violated by mixed strategies when replications are not allowed. To avoid this inconvenience, we propose in this paper a new concept of solution for these games: the G-goal security strategy, which includes as part of the solution the probability of obtaining prespecified values in the payoff functions. Thus, attitude toward risk together with payoff values are considered jointly in the solution analysis.     

Point‐wise decay estimate for the global classical solutions to quasilinear hyperbolic systems

In this paper, we first consider the Cauchy problem for quasilinear strictly hyperbolic systems with weak linear degeneracy. The existence of global classical solutions for small and decay initial data was established in (Commun. Partial Differential Equations 1994; 19 :1263–1317; Nonlinear Anal. 1997; 28 :1299–1322; Chin. Ann. Math. 2004; 25B :37–56). We give a new, very simple proof of this result and also give a sharp point‐wise decay estimate of the solution. Then, we consider the mixed initial‐boundary‐value problem for quasilinear hyperbolic systems with nonlinear boundary conditions in the first quadrant. Under the assumption that the positive eigenvalues are weakly linearly degenerate, the global existence of classical solution with small and decay initial and boundary data was established in (Discrete Continuous Dynamical Systems 2005; 12 (1):59–78; Zhou and Yang, in press). We also give a simple proof of this result as well as a sharp point‐wise decay estimate of the solution. Copyright © 2008 John Wiley & Sons, Ltd.     

Newsvendor equations for optimal reorder levels of serial inventory systems with fixed batch sizes

We consider a stochastic serial inventory system with a given fixed batch size per stage and linear inventory holding and penalty costs. For this system, echelon stock (R,nQ) policies are known to be optimal. On the basis of new average costs formulas, we obtain newsvendor equations for the optimal reorder levels.     

Continuation of a linear operator to an involution operator

A bounded linear operatorA:X→X in a linear topological spaceX is called ap-involution operator,p≥2, ifA ^p=I, whereI is the identity operator. In this paper, we describe linearp-involution operators in a linear topological space over the field ℂ and prove that linear operators can be continued to involution operators. Translated fromMatematicheskie Zametki, Vol. 61, No. 5, pp. 671–676, May, 1997. Translated by M. A. Shishkova     

An O(T log T) Algorithm for the Dynamic Lot Size Problem with Limited Storage and Linear Costs

In this paper the dynamic lot size problem with time varying storage capacities and linear costs is addressed. Like in the uncapacitated version, this problem can be formulated as a network flow problem. Considering the properties of the underlying network, we devise an O(T log T) greedy algorithm to obtain optimal policies and we report computational results for randomly generated problems.     

Block triangular preconditioners for nonsymmetric saddle point problems: field-of-values analysis

A preconditioned minimal residual method for nonsymmetric saddle point problems is analyzed. The proposed preconditioner is of block triangular form. The aim of this article is to show that a rigorous convergence analysis can be performed by using the field of values of the preconditioned linear system. As an example, a saddle point problem obtained from a mixed finite element discretization of the Oseen equations is considered. The convergence estimates obtained by using a field–of–values analysis are independent of the discretization parameter h. Several computational experiments supplement the theoretical results and illustrate the performance of the method. Received March 20, 1997 / Revised version received January 14, 1998     

Computing the conditioning of the components of a linear least‐squares solution

In this paper, we address the accuracy of the results for the overdetermined full rank linear least‐squares problem. We recall theoretical results obtained in (SIAM J. Matrix Anal. Appl. 2007; 29 (2):413–433) on conditioning of the least‐squares solution and the components of the solution when the matrix perturbations are measured in Frobenius or spectral norms. Then we define computable estimates for these condition numbers and we interpret them in terms of statistical quantities when the regression matrix and the right‐hand side are perturbed. In particular, we show that in the classical linear statistical model, the ratio of the variance of one component of the solution by the variance of the right‐hand side is exactly the condition number of this solution component when only perturbations on the right‐hand side are considered. We explain how to compute the variance–covariance matrix and the least‐squares conditioning using the libraries LAPACK (LAPACK Users' Guide (3rd edn). SIAM: Philadelphia, 1999) and ScaLAPACK (ScaLAPACK Users' Guide. SIAM: Philadelphia, 1997) and we give the corresponding computational cost. Finally we present a small historical numerical example that was used by Laplace (Théorie Analytique des Probabilités. Mme Ve Courcier, 1820; 497–530) for computing the mass of Jupiter and a physical application if the area of space geodesy. Copyright © 2008 John Wiley & Sons, Ltd.     

Non‐linear stability in the Bénard problem for a double‐diffusive mixture in a porous medium

The linear and non‐linear stability of a horizontal layer of a binary fluid mixture in a porous medium heated and salted from below is studied, in the Oberbeck–Boussinesq–Darcy scheme, through the Lyapunov direct method. This is an interesting geophysical case because the salt gradient is stabilizing while heating from below provides a destabilizing effect. The competing effects make an instability analysis difficult. Unconditional non‐linear exponential stability is found in the case where the normalized porosity ? is equal to one. For other values of ? a conditional stability theorem is proved. In both cases we demonstrate the optimum result that the linear and non‐linear critical stability parameters are the same whenever the Principle of Exchange of Stabilities holds. Copyright © 2001 John Wiley & Sons, Ltd.     

Pseudo‐random properties of self‐complementary symmetric graphs

There are some results in the literature showing that Paley graphs behave in many ways like random graphs G(n, 1/2). In this paper, we extend these results to the other family of self‐complementary symmetric graphs. © 2004 Wiley Periodicals, Inc. J Graph Theory 47: 310–316, 2004